COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 262,904
COMMITMENTS
42,351 16,237 80,440 127,139 149,923 249,930 246,600 12,974 16,305
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 274)
507 -3,773 -2,736 1,812 8,073 -417 1,564 691 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 6.2 30.6 48.4 57.0 95.1 93.8 4.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
111 52 93 65 76 207 194
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,801
COMMITMENTS
12,963 596 6,325 12,012 26,829 31,299 33,750 3,502 1,051
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 932)
1,612 238 -56 -1,020 416 536 598 395 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 1.7 18.2 34.5 77.1 89.9 97.0 10.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
41 18 16 26 23 81 43
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 247,989
COMMITMENTS
29,870 37,211 67,171 141,074 134,054 238,115 238,436 9,874 9,553
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,299)
-1,053 -6,880 3,591 1,107 8,477 3,645 5,188 -346 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 15.0 27.1 56.9 54.1 96.0 96.1 4.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
55 60 51 54 56 132 149
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 694,589
COMMITMENTS
149,073 24,734 165,279 311,494 439,847 625,846 629,860 68,744 64,730
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,136)
-5,207 4,017 -564 -2,064 -13,488 -7,836 -10,035 -3,300 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.6 23.8 44.8 63.3 90.1 90.7 9.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
75 55 84 82 90 204 183
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 189,177
COMMITMENTS
19,467 16,512 67,740 95,067 97,677 182,274 181,929 6,903 7,248
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 276)
-2,469 1,653 619 1,404 -3,112 -446 -841 721 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.7 35.8 50.3 51.6 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
100 84 125 116 117 273 277
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,324
COMMITMENTS
37,840 13,956 1,040 17,995 44,794 56,876 59,790 7,449 4,534
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -163)
-5,707 2,571 212 7,339 -4,758 1,845 -1,975 -2,008 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 21.7 1.6 28.0 69.6 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
45 24 9 13 14 62 45
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 458,025
COMMITMENTS
8,772 65,609 3,738 425,659 368,567 438,169 437,914 19,857 20,112
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,403)
982 -2,049 -887 -6,714 -863 -6,619 -3,799 3,216 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 14.3 0.8 92.9 80.5 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
20 44 14 106 105 136 153
Updated November 10, 2011