COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 259,549
COMMITMENTS
42,759 19,038 66,842 131,240 150,029 240,841 235,909 18,708 23,640
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,355)
408 2,802 -13,599 4,101 106 -9,089 -10,690 5,735 7,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.3 25.8 50.6 57.8 92.8 90.9 7.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
108 61 89 67 76 204 201
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,260
COMMITMENTS
13,411 561 5,455 12,045 27,286 30,911 33,301 4,349 1,959
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 459)
449 -35 -870 33 457 -389 -449 847 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 1.6 15.5 34.2 77.4 87.7 94.4 12.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
44 15 12 26 22 79 40
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 198,952
COMMITMENTS
31,893 33,698 37,933 118,830 115,775 188,656 187,406 10,296 11,546
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -49,037)
2,022 -3,513 -29,238 -22,244 -18,279 -49,459 -51,030 422 1,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.9 19.1 59.7 58.2 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
40 70 42 56 54 125 140
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 682,842
COMMITMENTS
141,144 26,828 150,993 314,251 432,444 606,388 610,265 76,453 72,577
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -11,748)
-7,929 2,094 -14,285 2,757 -7,403 -19,458 -19,595 7,710 7,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 3.9 22.1 46.0 63.3 88.8 89.4 11.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
82 46 83 84 87 204 179
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 177,744
COMMITMENTS
19,534 16,728 55,295 91,778 92,227 166,607 164,250 11,137 13,495
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -11,433)
67 216 -12,445 -3,289 -5,451 -15,667 -17,679 4,234 6,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.4 31.1 51.6 51.9 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
85 82 112 110 113 250 259
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,328
COMMITMENTS
35,366 13,278 768 18,089 43,520 54,223 57,566 6,105 2,762
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,997)
-2,474 -678 -272 94 -1,274 -2,653 -2,224 -1,344 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 22.0 1.3 30.0 72.1 89.9 95.4 10.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
50 24 8 15 12 67 43
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 447,552
COMMITMENTS
7,011 62,812 3,909 420,134 361,913 431,055 428,634 16,497 18,918
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -10,473)
-1,761 -2,797 172 -5,525 -6,654 -7,114 -9,280 -3,359 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.0 0.9 93.9 80.9 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
18 45 14 106 107 135 155
Updated November 14, 2011