COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 150,186 COMMITMENTS 47,804 40,092 8,721 82,949 85,101 139,474 133,914 10,712 16,272 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 740) 804 3,687 -223 -314 -1,536 267 1,928 473 -1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 26.7 5.8 55.2 56.7 92.9 89.2 7.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 69 82 46 51 59 149 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,677 COMMITMENTS 12,317 1,338 318 9,739 22,757 22,374 24,413 3,303 1,264 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,584) -518 -1,907 -909 -184 1,266 -1,611 -1,550 27 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 5.2 1.2 37.9 88.6 87.1 95.1 12.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 42 11 11 27 19 73 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 167,249 COMMITMENTS 34,041 42,583 18,046 105,999 95,747 158,086 156,376 9,163 10,873 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,597) -739 -1,364 -37 -628 -1,053 -1,404 -2,454 -193 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 25.5 10.8 63.4 57.2 94.5 93.5 5.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 38 70 35 54 44 117 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 539,095 COMMITMENTS 113,083 71,807 52,326 316,072 342,159 481,481 466,292 57,614 72,803 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 13,332) -10,616 5,537 939 21,123 5,705 11,446 12,181 1,886 1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 13.3 9.7 58.6 63.5 89.3 86.5 10.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 56 61 69 76 84 172 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 103,143 COMMITMENTS 23,427 22,152 12,359 62,195 61,042 97,981 95,553 5,162 7,590 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 61) -844 1,707 46 1,514 -1,775 716 -22 -655 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 21.5 12.0 60.3 59.2 95.0 92.6 5.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 70 98 81 115 104 234 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 67,062 COMMITMENTS 51,825 10,848 507 5,509 54,200 57,841 65,555 9,221 1,507 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 522) 5,139 -203 -611 -4,335 2,914 193 2,100 329 -1,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.3 16.2 0.8 8.2 80.8 86.3 97.8 13.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 63 13 2 18 10 82 25 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 416,607 COMMITMENTS 14,046 46,451 2,998 384,976 353,256 402,020 402,705 14,587 13,902 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -48,639) 2,041 -7,390 -2,039 -44,402 -34,146 -44,400 -43,575 -4,239 -5,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 11.1 0.7 92.4 84.8 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 20 42 9 94 100 120 145
Updated December 23, 2011