COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 185,257: 41,869 22,976 39,556 93,764 102,560 175,189 165,093: 10,068 20,164 Old : 175,842: 40,580 23,437 38,213 87,924 94,651 166,716 156,301: 9,126 19,541 Other: 9,415: 2,198 448 435 5,841 7,909 8,473 8,792: 942 623 : : : : : Changes in Commitments from: November 22, 2011 : : 2,957: 1,430 -908 1,582 -350 -2,217 2,662 -1,542: 295 4,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 12.4 21.4 50.6 55.4 94.6 89.1: 5.4 10.9 Old : 100.0: 23.1 13.3 21.7 50.0 53.8 94.8 88.9: 5.2 11.1 Other: 100.0: 23.3 4.8 4.6 62.0 84.0 90.0 93.4: 10.0 6.6 : : : :# Traders : Number of Traders in Each Category : All : 239: 97 59 75 58 72 180 184: Old : 239: 98 59 70 56 71 176 180: Other: 73: 20 9 12 26 34 51 50: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 15.1 31.4 24.9 17.4 11.3 25.3 19.1 Old : 20.5 15.4 32.6 24.6 18.1 12.7 26.3 20.7 Other: 42.8 58.5 59.9 70.2 42.0 54.9 58.1 65.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 37,830: 14,651 797 7,401 11,976 28,428 34,028 36,626: 3,802 1,204 Old : 37,824: 14,651 797 7,401 11,976 28,422 34,028 36,620: 3,796 1,204 Other: 6: 0 0 0 0 6 0 6: 6 0 : : : : : Changes in Commitments from: November 22, 2011 : : 130: 418 98 -51 -269 -18 98 29: 32 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 2.1 19.6 31.7 75.1 89.9 96.8: 10.1 3.2 Old : 100.0: 38.7 2.1 19.6 31.7 75.1 90.0 96.8: 10.0 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 103: 52 15 17 27 23 91 44: Old : 103: 52 15 17 27 23 91 44: Other: 1: 0 0 0 0 1 0 1: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.7 60.3 31.5 72.5 15.9 53.9 23.4 60.5 Old : 20.7 60.3 31.5 72.5 15.9 53.9 23.4 60.5 Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 178,209: 28,549 35,302 32,364 108,574 100,305 169,487 167,972: 8,722 10,237 Old : 157,462: 28,393 40,794 25,720 95,115 80,938 149,228 147,452: 8,234 10,010 Other: 20,747: 6,168 519 633 13,459 19,368 20,259 20,520: 487 227 : : : : : Changes in Commitments from: November 22, 2011 : : 6,045: 899 2,861 2,102 3,139 1,490 6,140 6,453: -95 -408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 19.8 18.2 60.9 56.3 95.1 94.3: 4.9 5.7 Old : 100.0: 18.0 25.9 16.3 60.4 51.4 94.8 93.6: 5.2 6.4 Other: 100.0: 29.7 2.5 3.0 64.9 93.4 97.7 98.9: 2.3 1.1 : : : :# Traders : Number of Traders in Each Category : All : 190: 50 71 45 52 49 129 141: Old : 190: 49 73 42 51 45 125 137: Other: 52: 8 8 7 27 21 40 31: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.0 25.0 42.8 40.3 23.4 17.7 31.7 25.3 Old : 26.9 23.8 44.4 38.7 25.9 19.5 36.8 28.9 Other: 48.8 73.7 67.9 86.2 40.1 72.4 56.1 78.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 705,437: 113,352 59,628 170,870 359,179 394,499 643,400 624,998: 62,037 80,439 Old : 705,437: 113,352 59,628 170,870 359,179 394,499 643,400 624,998: 62,037 80,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 2,404: -2,165 3,234 799 5,349 -4,318 3,983 -286: -1,579 2,689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 8.5 24.2 50.9 55.9 91.2 88.6: 8.8 11.4 Old : 100.0: 16.1 8.5 24.2 50.9 55.9 91.2 88.6: 8.8 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 225: 60 65 90 84 90 197 194: Old : 225: 60 65 90 84 90 197 194: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 12.8 23.0 20.8 11.9 9.7 19.3 15.5 Old : 13.3 12.8 23.0 20.8 11.9 9.7 19.3 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 138,240: 23,268 15,281 37,537 71,762 78,173 132,567 130,991: 5,673 7,249 Old : 129,260: 23,096 15,142 35,784 65,092 71,337 123,972 122,263: 5,288 6,997 Other: 8,980: 629 596 1,296 6,670 6,836 8,595 8,728: 385 252 : : : : : Changes in Commitments from: November 22, 2011 : : 3,857: 1,398 1,699 875 327 -184 2,600 2,390: 1,257 1,467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 11.1 27.2 51.9 56.5 95.9 94.8: 4.1 5.2 Old : 100.0: 17.9 11.7 27.7 50.4 55.2 95.9 94.6: 4.1 5.4 Other: 100.0: 7.0 6.6 14.4 74.3 76.1 95.7 97.2: 4.3 2.8 : : : :# Traders : Number of Traders in Each Category : All : 305: 82 80 99 118 115 247 253: Old : 303: 81 84 98 116 114 244 252: Other: 93: 19 11 13 49 30 73 50: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.4 15.7 25.4 25.2 12.2 9.5 21.5 14.8 Old : 13.8 15.8 26.2 25.4 12.7 10.2 22.7 15.9 Other: 54.9 62.2 67.4 76.5 53.2 61.8 59.7 71.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 59,623: 38,873 7,743 1,515 11,900 47,994 52,287 57,252: 7,336 2,371 Old : 59,623: 38,873 7,743 1,515 11,900 47,994 52,287 57,252: 7,336 2,371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 4,348: 7,136 1,722 310 -1,519 1,955 5,928 3,988: -1,580 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 13.0 2.5 20.0 80.5 87.7 96.0: 12.3 4.0 Old : 100.0: 65.2 13.0 2.5 20.0 80.5 87.7 96.0: 12.3 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 60 17 11 19 8 86 30: Old : 102: 60 17 11 19 8 86 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 84.4 59.3 90.6 47.8 83.4 58.6 88.9 Old : 47.8 84.4 59.3 90.6 47.8 83.4 58.6 88.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 472,883: 9,728 55,467 4,926 444,377 395,186 459,031 455,579: 13,852 17,304 Old : 472,883: 9,728 55,467 4,926 444,377 395,186 459,031 455,579: 13,852 17,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 8,065: 4,599 -3,714 1,323 2,862 12,616 8,784 10,225: -719 -2,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 11.7 1.0 94.0 83.6 97.1 96.3: 2.9 3.7 Old : 100.0: 2.1 11.7 1.0 94.0 83.6 97.1 96.3: 2.9 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 237: 16 47 12 98 117 125 165: Old : 237: 16 47 12 98 117 125 165: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 24.2 57.5 34.8 36.9 22.1 52.2 31.3 Old : 37.3 24.2 57.5 34.8 36.9 22.1 52.2 31.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011