COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 213,082
COMMITMENTS
54,691 45,182 45,692 97,282 106,877 197,665 197,752 15,417 15,330
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -4,392)
368 -610 1,259 -4,322 -2,761 -2,694 -2,111 -1,697 -2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 21.2 21.4 45.7 50.2 92.8 92.8 7.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
111 84 69 56 64 197 190
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,787
COMMITMENTS
9,346 2,160 6,528 10,732 19,321 26,605 28,009 3,182 1,778
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 282)
870 -1,387 789 -1,537 1,203 122 605 161 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 7.3 21.9 36.0 64.9 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
39 19 21 22 13 71 44
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 219,139
COMMITMENTS
56,468 16,107 51,886 96,364 144,257 204,719 212,250 14,420 6,889
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,789)
3,707 -1,272 1 542 7,873 4,250 6,602 2,539 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.4 23.7 44.0 65.8 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
73 39 42 52 46 153 102
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 864,059
COMMITMENTS
159,992 130,873 131,849 500,334 518,161 792,174 780,883 71,884 83,176
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 16,307)
-377 7,232 2,493 15,068 2,012 17,184 11,736 -877 4,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.1 15.3 57.9 60.0 91.7 90.4 8.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 67 70 87 82 179 179
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,610
COMMITMENTS
33,761 55,671 60,182 87,138 65,521 181,082 181,374 9,528 9,235
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,992)
474 -697 3,100 -253 1,266 3,321 3,669 671 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 29.2 31.6 45.7 34.4 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
109 112 100 136 110 296 286
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,621
COMMITMENTS
24,730 17,973 2,398 5,780 13,836 32,909 34,207 3,712 2,414
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,707)
-2,704 -4,336 6 -1,214 373 -3,912 -3,957 205 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 49.1 6.5 15.8 37.8 89.9 93.4 10.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
45 34 11 17 8 70 46
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 383,884
COMMITMENTS
30,248 51,999 2,842 335,073 314,664 368,164 369,505 15,720 14,378
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -9,055)
1,331 521 -1,908 -9,269 -6,129 -9,846 -7,516 791 -1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.5 0.7 87.3 82.0 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
32 41 8 100 99 137 143
Updated December 5, 2012