COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 149,446 COMMITMENTS 47,000 36,405 8,944 83,263 86,637 139,207 131,986 10,239 17,460 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,625) -284 4,936 -136 9,521 4,603 9,101 9,403 524 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 24.4 6.0 55.7 58.0 93.1 88.3 6.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 73 85 45 49 62 153 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,261 COMMITMENTS 12,835 3,245 1,227 9,923 21,491 23,985 25,963 3,276 1,298 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -2,000) -2,096 -317 -202 694 -1,742 -1,604 -2,261 -396 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 11.9 4.5 36.4 78.8 88.0 95.2 12.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 40 19 15 27 20 77 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 168,846 COMMITMENTS 34,780 43,947 18,083 106,627 96,800 159,490 158,830 9,356 10,016 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,094) 2,643 3,989 -586 2,952 1,074 5,009 4,477 85 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 26.0 10.7 63.2 57.3 94.5 94.1 5.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 44 73 39 52 49 120 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 525,763 COMMITMENTS 123,699 66,270 51,387 294,949 336,454 470,035 454,111 55,728 71,652 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 7,796) -1,007 -3,652 3,227 7,924 8,254 10,144 7,829 -2,348 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 12.6 9.8 56.1 64.0 89.4 86.4 10.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 62 57 72 75 85 176 179 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 103,082 COMMITMENTS 24,271 20,445 12,313 60,681 62,817 97,265 95,575 5,817 7,507 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,480) -2,833 4,363 647 4,499 -3,418 2,313 1,592 167 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 19.8 11.9 58.9 60.9 94.4 92.7 5.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 72 96 80 114 105 229 244 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 66,540 COMMITMENTS 46,686 11,051 1,118 9,844 51,286 57,648 63,455 8,892 3,085 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,168) 6,547 3,065 362 -244 4,347 6,665 7,774 2,503 1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 16.6 1.7 14.8 77.1 86.6 95.4 13.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 65 17 6 17 12 87 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 465,246 COMMITMENTS 12,005 53,841 5,037 429,378 387,402 446,420 446,280 18,826 18,966 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 20,703) 680 4,054 2,442 15,964 14,531 19,086 21,027 1,617 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 11.6 1.1 92.3 83.3 96.0 95.9 4.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 21 47 14 100 120 132 170
Updated December 16, 2011