COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 139,821: 47,284 31,469 9,080 73,742 82,034 130,106 122,583: 9,715 17,238
Old : 130,785: 45,856 31,684 8,103 67,996 74,344 121,955 114,131: 8,830 16,654
Other: 9,036: 2,299 656 106 5,746 7,690 8,151 8,452: 885 584
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,607: 4,542 1,541 724 -4,063 1,468 1,203 3,733: 404 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 22.5 6.5 52.7 58.7 93.1 87.7: 6.9 12.3
Old : 100.0: 35.1 24.2 6.2 52.0 56.8 93.2 87.3: 6.8 12.7
Other: 100.0: 25.4 7.3 1.2 63.6 85.1 90.2 93.5: 9.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 73 79 46 52 63 155 161:
Old : 231: 74 79 41 48 60 149 155:
Other: 73: 16 14 2 24 30 42 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 15.4 34.0 25.9 22.0 12.9 31.6 21.4
Old : 23.1 15.8 35.1 25.9 23.1 13.6 33.4 22.4
Other: 46.8 60.5 64.4 71.9 45.7 57.4 63.2 68.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 29,261: 14,931 3,562 1,429 9,229 23,233 25,589 28,224: 3,672 1,037
Old : 29,252: 14,931 3,562 1,429 9,226 23,224 25,586 28,215: 3,666 1,037
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,006: 194 184 4 752 801 950 989: 56 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 12.2 4.9 31.5 79.4 87.5 96.5: 12.5 3.5
Old : 100.0: 51.0 12.2 4.9 31.5 79.4 87.5 96.5: 12.5 3.5
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 48 16 15 23 19 84 39:
Old : 100: 48 16 15 23 19 84 39:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 66.7 34.5 78.4 24.4 63.8 34.2 75.2
Old : 24.4 66.7 34.5 78.4 24.4 63.8 34.2 75.2
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 163,752: 32,137 39,958 18,669 103,675 95,726 154,481 154,353: 9,271 9,399
Old : 143,062: 31,325 45,530 12,510 90,545 75,853 134,380 133,893: 8,682 9,169
Other: 20,690: 6,801 417 170 13,130 19,873 20,101 20,460: 589 230
: : :
: : Changes in Commitments from: November 29, 2011 :
: 4,926: 1,568 3,419 1,378 1,030 714 3,976 5,511: 950 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.4 11.4 63.3 58.5 94.3 94.3: 5.7 5.7
Old : 100.0: 21.9 31.8 8.7 63.3 53.0 93.9 93.6: 6.1 6.4
Other: 100.0: 32.9 2.0 0.8 63.5 96.1 97.2 98.9: 2.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 48 72 34 51 49 121 135:
Old : 188: 45 75 31 50 45 117 131:
Other: 53: 14 2 3 27 21 42 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 26.8 45.0 41.5 26.0 19.6 34.9 27.5
Old : 30.2 25.8 46.7 39.8 29.4 21.9 40.8 31.7
Other: 49.8 75.5 68.7 88.6 41.0 74.3 56.6 81.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 517,967: 124,706 69,922 48,160 287,025 328,200 459,891 446,282: 58,076 71,685
Old : 517,967: 124,706 69,922 48,160 287,025 328,200 459,891 446,282: 58,076 71,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 13,138: 5,193 1,760 3,784 2,169 7,124 11,146 12,668: 1,992 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.5 9.3 55.4 63.4 88.8 86.2: 11.2 13.8
Old : 100.0: 24.1 13.5 9.3 55.4 63.4 88.8 86.2: 11.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 65 56 66 77 86 178 175:
Old : 219: 65 56 66 77 86 178 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 15.7 29.4 25.1 16.1 13.5 25.9 21.5
Old : 16.9 15.7 29.4 25.1 16.1 13.5 25.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 100,602: 27,104 16,082 11,666 56,182 66,235 94,952 93,983: 5,650 6,619
Old : 92,805: 26,717 15,782 10,975 49,772 59,593 87,464 86,350: 5,341 6,455
Other: 7,797: 722 635 356 6,410 6,642 7,488 7,633: 309 164
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,019: 2,365 760 2,042 -3,876 -1,605 531 1,197: 488 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.0 11.6 55.8 65.8 94.4 93.4: 5.6 6.6
Old : 100.0: 28.8 17.0 11.8 53.6 64.2 94.2 93.0: 5.8 7.0
Other: 100.0: 9.3 8.1 4.6 82.2 85.2 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 78 73 79 112 108 234 222:
Old : 292: 79 74 77 105 107 226 220:
Other: 90: 15 11 7 48 31 67 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 17.4 30.0 25.8 16.0 12.7 27.4 19.9
Old : 18.2 17.2 31.2 25.8 16.9 13.6 29.2 21.4
Other: 61.6 71.9 70.3 84.0 61.2 71.6 68.6 81.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 57,372: 40,139 7,986 756 10,088 46,939 50,983 55,681: 6,389 1,691
Old : 57,372: 40,139 7,986 756 10,088 46,939 50,983 55,681: 6,389 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,269: 1,263 -184 -58 -1,671 -421 -466 -663: -803 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 13.9 1.3 17.6 81.8 88.9 97.1: 11.1 2.9
Old : 100.0: 70.0 13.9 1.3 17.6 81.8 88.9 97.1: 11.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 60 15 4 19 12 82 29:
Old : 102: 60 15 4 19 12 82 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 87.7 61.1 92.0 49.3 86.9 60.2 90.7
Old : 49.3 87.7 61.1 92.0 49.3 86.9 60.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 444,543: 11,325 49,787 2,595 413,414 372,871 427,334 425,253: 17,209 19,290
Old : 444,543: 11,325 49,787 2,595 413,414 372,871 427,334 425,253: 17,209 19,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -26,590: 1,239 -5,633 -1,648 -29,765 -21,493 -30,174 -28,774: 3,584 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.2 0.6 93.0 83.9 96.1 95.7: 3.9 4.3
Old : 100.0: 2.5 11.2 0.6 93.0 83.9 96.1 95.7: 3.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 19 45 10 96 111 123 158:
Old : 234: 19 45 10 96 111 123 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 24.1 55.1 34.8 33.7 22.6 49.9 31.8
Old : 33.7 24.1 55.1 34.8 33.7 22.6 49.9 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011