COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,300
COMMITMENTS
40,439 23,884 37,974 94,114 104,777 172,527 166,636 9,773 15,664
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,997)
-2,039 7,211 5,350 1,613 -10,291 4,924 2,269 -2,927 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 13.1 20.8 51.6 57.5 94.6 91.4 5.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
100 62 77 57 72 185 185
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,700
COMMITMENTS
14,233 699 7,452 12,244 28,446 33,930 36,597 3,770 1,103
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,197)
1,447 -172 1,159 385 2,246 2,991 3,233 206 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.9 19.8 32.5 75.5 90.0 97.1 10.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
54 12 16 28 24 90 44
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 172,164
COMMITMENTS
27,650 32,442 30,262 105,435 98,815 163,348 161,519 8,817 10,645
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 845)
-730 1,262 2,316 -629 -3,194 958 384 -112 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.8 17.6 61.2 57.4 94.9 93.8 5.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
50 66 43 54 50 129 134
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 703,033
COMMITMENTS
115,516 56,394 170,071 353,830 398,818 639,417 625,284 63,616 77,750
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 25,568)
-10,855 14,479 9,208 27,653 -9,917 26,007 13,771 -439 11,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 8.0 24.2 50.3 56.7 91.0 88.9 9.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
56 64 78 83 89 188 183
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,383
COMMITMENTS
21,870 13,582 36,663 71,434 78,357 129,967 128,602 4,416 5,782
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -8,601)
255 -508 -2,200 -5,352 -4,202 -7,298 -6,910 -1,304 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.1 27.3 53.2 58.3 96.7 95.7 3.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
84 76 98 112 112 242 247
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,275
COMMITMENTS
31,737 6,021 1,204 13,419 46,039 46,360 53,265 8,916 2,011
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,815)
-1,025 -3,820 89 -2,619 1,802 -3,556 -1,928 741 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 10.9 2.2 24.3 83.3 83.9 96.4 16.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
54 19 13 21 11 81 38
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 464,818
COMMITMENTS
5,129 59,181 3,603 441,515 382,570 450,247 445,354 14,571 19,464
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 11,398)
-2,417 -2,090 -2,425 18,135 12,918 13,293 8,403 -1,894 2,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.7 0.8 95.0 82.3 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
13 47 11 101 118 123 167
Updated November 28, 2011