COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 151,348 COMMITMENTS 47,833 41,694 9,211 82,185 84,820 139,229 135,725 12,119 15,623 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,162) 29 1,602 490 -764 -281 -245 1,811 1,407 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 27.5 6.1 54.3 56.0 92.0 89.7 8.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 68 83 44 51 59 147 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,589 COMMITMENTS 12,487 1,468 266 9,643 22,792 22,396 24,526 3,193 1,063 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -88) 170 130 -52 -96 35 22 113 -110 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 5.7 1.0 37.7 89.1 87.5 95.8 12.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 44 9 11 26 20 73 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 167,753 COMMITMENTS 32,563 40,166 19,477 106,411 96,948 158,451 156,591 9,302 11,162 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 504) -1,478 -2,417 1,431 412 1,201 365 215 139 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 23.9 11.6 63.4 57.8 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 36 64 38 53 46 115 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 544,792 COMMITMENTS 113,487 74,971 54,230 318,629 344,255 486,346 473,456 58,446 71,336 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 5,697) 404 3,164 1,904 2,557 2,096 4,865 7,164 832 -1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 13.8 10.0 58.5 63.2 89.3 86.9 10.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 56 64 69 77 87 175 180 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 104,103 COMMITMENTS 24,039 22,458 12,570 61,988 61,803 98,597 96,831 5,506 7,272 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 960) 612 306 211 -207 761 616 1,278 344 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 21.6 12.1 59.5 59.4 94.7 93.0 5.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 72 97 79 114 101 233 236 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,646 COMMITMENTS 52,237 9,663 501 5,544 52,783 58,282 62,947 6,364 1,699 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -2,416) 412 -1,185 -6 35 -1,417 441 -2,608 -2,857 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.8 14.9 0.8 8.6 81.6 90.2 97.4 9.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 67 11 2 19 11 87 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,746 COMMITMENTS 11,341 43,305 2,514 379,435 348,046 393,290 393,865 15,456 14,881 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -7,861) -2,705 -3,146 -484 -5,541 -5,210 -8,730 -8,840 869 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.6 0.6 92.8 85.1 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 15 38 7 92 103 112 143
Updated December 30, 2011