COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,257
COMMITMENTS
41,869 22,976 39,556 93,764 102,560 175,189 165,093 10,068 20,164
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,957)
1,430 -908 1,582 -350 -2,217 2,662 -1,542 295 4,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 12.4 21.4 50.6 55.4 94.6 89.1 5.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
97 59 75 58 72 180 184
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,830
COMMITMENTS
14,651 797 7,401 11,976 28,428 34,028 36,626 3,802 1,204
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 130)
418 98 -51 -269 -18 98 29 32 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 2.1 19.6 31.7 75.1 89.9 96.8 10.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
52 15 17 27 23 91 44
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 178,209
COMMITMENTS
28,549 35,302 32,364 108,574 100,305 169,487 167,972 8,722 10,237
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 6,045)
899 2,861 2,102 3,139 1,490 6,140 6,453 -95 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.8 18.2 60.9 56.3 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 71 45 52 49 129 141
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 705,437
COMMITMENTS
113,352 59,628 170,870 359,179 394,499 643,400 624,998 62,037 80,439
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,404)
-2,165 3,234 799 5,349 -4,318 3,983 -286 -1,579 2,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.5 24.2 50.9 55.9 91.2 88.6 8.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 65 90 84 90 197 194
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,240
COMMITMENTS
23,268 15,281 37,537 71,762 78,173 132,567 130,991 5,673 7,249
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 3,857)
1,398 1,699 875 327 -184 2,600 2,390 1,257 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.1 27.2 51.9 56.5 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
82 80 99 118 115 247 253
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,623
COMMITMENTS
38,873 7,743 1,515 11,900 47,994 52,287 57,252 7,336 2,371
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,348)
7,136 1,722 310 -1,519 1,955 5,928 3,988 -1,580 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 13.0 2.5 20.0 80.5 87.7 96.0 12.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
60 17 11 19 8 86 30
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 472,883
COMMITMENTS
9,728 55,467 4,926 444,377 395,186 459,031 455,579 13,852 17,304
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 8,065)
4,599 -3,714 1,323 2,862 12,616 8,784 10,225 -719 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.7 1.0 94.0 83.6 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
16 47 12 98 117 125 165
Updated December 2, 2011