COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,303
COMMITMENTS
42,478 16,674 32,624 92,501 115,069 167,603 164,366 12,700 15,937
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -79,247)
-281 -2,365 -34,218 -38,739 -34,960 -73,238 -71,543 -6,009 -7,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 9.2 18.1 51.3 63.8 93.0 91.2 7.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
96 52 73 59 69 182 170
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,502
COMMITMENTS
12,786 871 6,294 11,859 26,200 30,939 33,364 3,564 1,138
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -758)
-626 310 839 -186 -1,086 28 63 -786 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 2.5 18.2 34.4 75.9 89.7 96.7 10.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
45 18 15 27 22 84 43
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,319
COMMITMENTS
28,380 31,180 27,946 106,064 102,009 162,390 161,135 8,929 10,185
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -27,633)
-3,513 -2,518 -9,988 -12,766 -13,766 -26,266 -26,271 -1,367 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.2 16.3 61.9 59.5 94.8 94.1 5.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
49 62 38 54 47 124 126
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 677,465
COMMITMENTS
126,371 41,915 160,863 326,177 408,735 613,410 611,513 64,055 65,952
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -5,377)
-14,773 15,087 9,869 11,926 -23,709 7,022 1,248 -12,399 -6,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.2 23.7 48.1 60.3 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 53 83 84 89 196 183
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,985
COMMITMENTS
21,615 14,090 38,863 76,786 82,559 137,264 135,512 5,720 7,472
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -34,760)
2,081 -2,639 -16,432 -14,992 -9,667 -29,343 -28,738 -5,417 -6,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.9 27.2 53.7 57.7 96.0 94.8 4.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
91 66 93 109 113 237 241
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,090
COMMITMENTS
32,762 9,841 1,115 16,038 44,237 49,915 55,193 8,175 2,897
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -2,238)
-2,604 -3,438 347 -2,051 717 -4,308 -2,373 2,070 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 16.9 1.9 27.6 76.2 85.9 95.0 14.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
51 24 9 20 11 75 41
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 453,419
COMMITMENTS
7,546 61,271 6,028 423,380 369,652 436,954 436,951 16,465 16,469
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,867)
535 -1,541 2,119 3,246 7,739 5,899 8,317 -32 -2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.5 1.3 93.4 81.5 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
21 47 16 106 111 138 163
Updated November 18, 2011