COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 189,413: 63,048 18,632 11,914 94,375 151,193 169,337 181,739: 20,076 7,674 Old : 181,820: 62,923 18,021 11,608 87,798 144,887 162,329 174,516: 19,491 7,304 Other: 7,593: 361 847 70 6,577 6,306 7,008 7,223: 585 370 : : : : : Changes in Commitments from: October 27, 2009 : : 4,264: 3,024 -1,226 -2,705 2,971 7,741 3,290 3,810: 974 454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 9.8 6.3 49.8 79.8 89.4 95.9: 10.6 4.1 Old : 100.0: 34.6 9.9 6.4 48.3 79.7 89.3 96.0: 10.7 4.0 Other: 100.0: 4.8 11.2 0.9 86.6 83.1 92.3 95.1: 7.7 4.9 : : : :# Traders : Number of Traders in Each Category : All : 241: 118 38 48 49 61 200 123: Old : 240: 117 40 48 47 60 198 122: Other: 54: 7 8 1 17 27 24 36: :---------------------------------------------------------------------------------------------------- : 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 : 21.2 39.6 32.4 51.7 20.8 38.3 30.3 49.0 Old : 21.8 41.1 33.4 52.6 21.4 40.5 31.2 51.4 Other: 66.3 49.7 80.6 70.7 66.3 49.7 80.4 70.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 29,337: 14,254 2,586 1,211 10,316 24,397 25,781 28,194: 3,556 1,143 Old : 29,157: 14,254 2,586 1,211 10,168 24,219 25,633 28,016: 3,524 1,141 Other: 180: 0 0 0 148 178 148 178: 32 2 : : : : : Changes in Commitments from: October 27, 2009 : : -2,012: -122 179 -634 -390 -1,603 -1,146 -2,058: -866 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 8.8 4.1 35.2 83.2 87.9 96.1: 12.1 3.9 Old : 100.0: 48.9 8.9 4.2 34.9 83.1 87.9 96.1: 12.1 3.9 Other: 100.0: 0.0 0.0 0.0 82.2 98.9 82.2 98.9: 17.8 1.1 : : : :# Traders : Number of Traders in Each Category : All : 98: 47 20 14 21 17 79 40: Old : 98: 47 20 14 21 17 79 40: 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 : 23.0 69.5 37.1 80.6 23.0 66.2 36.8 76.9 Old : 23.1 69.9 37.0 81.1 23.1 67.1 37.0 77.9 Other: 82.2 98.9 82.2 98.9 82.2 98.9 82.2 98.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 146,118: 56,356 22,209 17,385 56,459 97,230 130,200 136,824: 15,918 9,294 Old : 129,316: 55,377 14,223 16,748 41,433 89,133 113,558 120,104: 15,758 9,212 Other: 16,802: 1,405 8,412 211 15,026 8,097 16,642 16,720: 160 82 : : : : : Changes in Commitments from: October 27, 2009 : : 3,624: 1,810 -1,450 3,142 -3,722 -1,135 1,230 557: 2,394 3,067 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 15.2 11.9 38.6 66.5 89.1 93.6: 10.9 6.4 Old : 100.0: 42.8 11.0 13.0 32.0 68.9 87.8 92.9: 12.2 7.1 Other: 100.0: 8.4 50.1 1.3 89.4 48.2 99.0 99.5: 1.0 0.5 : : : :# Traders : Number of Traders in Each Category : All : 173: 71 33 43 45 46 144 103: Old : 173: 73 34 43 44 45 143 102: Other: 38: 11 6 2 11 15 22 23: :---------------------------------------------------------------------------------------------------- : 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 : 29.1 34.5 39.1 49.1 22.9 25.3 31.1 35.9 Old : 28.1 32.6 38.5 45.5 23.7 27.2 32.5 38.9 Other: 83.0 85.0 92.6 93.0 62.8 70.8 71.2 75.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 782,075: 208,572 36,350 79,843 423,070 624,542 711,485 740,735: 70,590 41,340 Old : 782,075: 208,572 36,350 79,843 423,070 624,542 711,485 740,735: 70,590 41,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2009 : : 7,731: -3,263 -350 4,431 2,458 1,168 3,626 5,249: 4,105 2,482 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 4.6 10.2 54.1 79.9 91.0 94.7: 9.0 5.3 Old : 100.0: 26.7 4.6 10.2 54.1 79.9 91.0 94.7: 9.0 5.3 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 : 231: 99 26 62 80 88 199 159: Old : 231: 99 26 62 80 88 199 159: 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 : 17.5 23.7 29.7 38.9 13.0 16.3 20.7 27.6 Old : 17.5 23.7 29.7 38.9 13.0 16.3 20.7 27.6 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, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 125,359: 43,005 9,084 16,756 57,380 94,395 117,141 120,235: 8,218 5,124 Old : 120,181: 43,473 10,140 14,164 54,459 91,269 112,096 115,573: 8,085 4,608 Other: 5,178: 1,441 853 683 2,921 3,126 5,045 4,662: 133 516 : : : : : Changes in Commitments from: October 27, 2009 : : 2,486: -830 -1,233 1,413 951 1,378 1,534 1,558: 952 928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 7.2 13.4 45.8 75.3 93.4 95.9: 6.6 4.1 Old : 100.0: 36.2 8.4 11.8 45.3 75.9 93.3 96.2: 6.7 3.8 Other: 100.0: 27.8 16.5 13.2 56.4 60.4 97.4 90.0: 2.6 10.0 : : : :# Traders : Number of Traders in Each Category : All : 327: 129 45 59 94 111 255 197: Old : 327: 131 46 57 93 109 253 194: Other: 63: 5 8 5 18 39 26 50: :---------------------------------------------------------------------------------------------------- : 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 : 20.2 24.0 34.1 37.5 20.2 19.8 32.3 32.5 Old : 20.8 24.0 34.2 37.8 20.8 21.3 33.2 34.4 Other: 69.3 41.7 84.0 57.8 58.0 32.0 68.8 43.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 35,969: 14,908 21,002 1,980 14,953 9,440 31,841 32,422: 4,128 3,547 Old : 35,969: 14,908 21,002 1,980 14,953 9,440 31,841 32,422: 4,128 3,547 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2009 : : -191: 2,118 -713 -249 -2,572 1,980 -703 1,018: 512 -1,209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 58.4 5.5 41.6 26.2 88.5 90.1: 11.5 9.9 Old : 100.0: 41.4 58.4 5.5 41.6 26.2 88.5 90.1: 11.5 9.9 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 : 81: 25 37 8 10 11 42 50: Old : 81: 25 37 8 10 11 42 50: 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 : 62.2 33.1 76.3 57.3 62.2 31.4 66.4 47.8 Old : 62.2 33.1 76.3 57.3 62.2 31.4 66.4 47.8 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, November 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 384,777: 32,936 108,058 2,490 332,318 261,755 367,744 372,303: 17,033 12,474 Old : 384,777: 32,936 108,058 2,490 332,318 261,755 367,744 372,303: 17,033 12,474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2009 : : -3,690: -8,290 9,804 -197 9,059 -11,313 572 -1,706: -4,262 -1,984 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 28.1 0.6 86.4 68.0 95.6 96.8: 4.4 3.2 Old : 100.0: 8.6 28.1 0.6 86.4 68.0 95.6 96.8: 4.4 3.2 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 : 243: 21 55 12 93 102 122 162: Old : 243: 21 55 12 93 102 122 162: 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 : 45.0 20.8 54.6 32.6 39.6 19.9 48.1 30.9 Old : 45.0 20.8 54.6 32.6 39.6 19.9 48.1 30.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009