COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 204,371 COMMITMENTS 45,351 27,890 44,782 104,585 112,353 194,719 185,025 9,652 19,347 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 16,721) -1,016 4,386 4,278 14,357 6,880 17,618 15,544 -897 1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 13.6 21.9 51.2 55.0 95.3 90.5 4.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 104 68 80 57 71 190 195 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,863 COMMITMENTS 12,501 1,783 6,466 13,394 26,099 32,361 34,349 3,502 1,514 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -3,237) -2,365 1,015 -1,084 582 -3,459 -2,866 -3,528 -370 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 5.0 18.0 37.3 72.8 90.2 95.8 9.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 40 20 18 29 25 81 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,346 COMMITMENTS 30,839 42,967 37,254 113,921 101,726 182,014 181,948 10,331 10,398 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,425) 1,466 3,935 379 3,059 372 4,904 4,686 521 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 22.3 19.4 59.2 52.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 50 71 43 55 51 127 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 731,430 COMMITMENTS 121,734 60,892 177,634 369,106 411,908 668,475 650,434 62,955 80,995 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 21,761) 267 1,757 9,079 14,163 10,409 23,510 21,245 -1,749 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 8.3 24.3 50.5 56.3 91.4 88.9 8.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 63 63 88 84 90 198 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,236 COMMITMENTS 22,722 20,388 39,711 71,423 72,097 133,856 132,196 6,379 8,040 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -38) -3,557 5,064 -276 3,509 -5,727 -324 -939 286 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 14.5 28.3 50.9 51.4 95.5 94.3 4.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 80 98 101 122 117 249 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 67,349 COMMITMENTS 46,722 10,598 1,705 9,925 51,914 58,352 64,218 8,997 3,132 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 8,817) 6,431 3,040 184 -282 4,213 6,333 7,436 2,484 1,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.4 15.7 2.5 14.7 77.1 86.6 95.4 13.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 67 17 10 18 12 92 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 467,660 COMMITMENTS 11,932 54,086 5,718 430,958 388,605 448,609 448,410 19,051 19,250 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 21,117) 960 4,362 2,358 16,153 14,738 19,470 21,458 1,646 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 11.6 1.2 92.2 83.1 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 21 47 18 102 120 135 173
Updated December 16, 2011