COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 187,650 COMMITMENTS 46,368 23,504 40,504 90,229 105,472 177,101 169,481 10,549 18,169 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,393) 4,499 528 948 -3,535 2,912 1,911 4,388 481 -1,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 12.5 21.6 48.1 56.2 94.4 90.3 5.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 97 69 78 58 73 187 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,099 COMMITMENTS 14,866 768 7,550 12,812 29,559 35,227 37,876 3,872 1,223 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,269) 215 -29 148 837 1,131 1,200 1,250 70 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 2.0 19.3 32.8 75.6 90.1 96.9 9.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 54 11 18 25 24 88 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 186,921 COMMITMENTS 29,373 39,032 36,875 110,862 101,354 177,111 177,262 9,810 9,659 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 8,712) 824 3,730 4,511 2,288 1,049 7,623 9,290 1,089 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 20.9 19.7 59.3 54.2 94.8 94.8 5.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 49 72 38 52 51 124 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 709,669 COMMITMENTS 121,467 59,135 168,555 354,943 401,499 644,965 629,189 64,704 80,480 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,232) 8,115 -493 -2,315 -4,236 7,000 1,565 4,192 2,667 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 8.3 23.8 50.0 56.6 90.9 88.7 9.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 75 52 85 85 91 199 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,274 COMMITMENTS 26,280 15,323 39,986 67,915 77,825 134,181 133,134 6,093 7,140 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,034) 3,012 42 2,449 -3,847 -348 1,614 2,143 420 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.9 28.5 48.4 55.5 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 82 80 102 124 120 255 258 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,532 COMMITMENTS 40,291 7,559 1,521 10,206 47,701 52,019 56,781 6,514 1,751 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,091) 1,418 -184 7 -1,694 -293 -269 -471 -822 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 12.9 2.6 17.4 81.5 88.9 97.0 11.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 64 15 10 19 12 88 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 446,543 COMMITMENTS 10,972 49,724 3,360 414,806 373,867 429,138 426,952 17,405 19,591 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -26,340) 1,244 -5,743 -1,565 -29,572 -21,319 -29,893 -28,627 3,553 2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 11.1 0.8 92.9 83.7 96.1 95.6 3.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 19 45 13 98 111 128 158
Updated December 9, 2011