COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 17, 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 : 170,527: 56,854 17,561 8,744 84,909 137,087 150,507 163,392: 20,020 7,135
Old : 160,965: 56,254 16,652 7,983 77,493 129,704 141,730 154,339: 19,235 6,626
Other: 9,562: 1,278 1,587 83 7,416 7,383 8,777 9,053: 785 509
: : :
: : Changes in Commitments from: November 9, 2009 :
: -19,673: -4,752 -1,890 -2,526 -10,944 -14,277 -18,222 -18,693: -1,451 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.3 5.1 49.8 80.4 88.3 95.8: 11.7 4.2
Old : 100.0: 34.9 10.3 5.0 48.1 80.6 88.1 95.9: 11.9 4.1
Other: 100.0: 13.4 16.6 0.9 77.6 77.2 91.8 94.7: 8.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 113 38 36 45 58 183 113:
Old : 229: 112 39 35 39 57 176 111:
Other: 68: 9 14 3 20 30 29 47:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 40.3 36.2 54.5 24.1 38.9 35.1 51.9
Old : 25.7 42.0 37.9 56.2 25.1 42.0 36.8 55.6
Other: 51.0 43.3 70.1 62.7 51.0 43.3 70.1 62.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 17, 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 : 29,436: 14,549 2,015 1,338 10,131 24,979 26,018 28,332: 3,418 1,104
Old : 29,236: 14,559 2,025 1,308 9,983 24,801 25,850 28,134: 3,386 1,102
Other: 200: 20 20 0 148 178 168 198: 32 2
: : :
: : Changes in Commitments from: November 9, 2009 :
: -76: 448 -374 101 -192 71 357 -202: -433 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 6.8 4.5 34.4 84.9 88.4 96.2: 11.6 3.8
Old : 100.0: 49.8 6.9 4.5 34.1 84.8 88.4 96.2: 11.6 3.8
Other: 100.0: 10.0 10.0 0.0 74.0 89.0 84.0 99.0: 16.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 52 15 15 20 15 81 36:
Old : 97: 52 15 14 20 15 80 36:
Other: 5: 1 2 0 1 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 70.9 37.0 82.1 23.1 67.6 36.6 78.5
Old : 23.3 71.3 36.8 82.7 23.3 68.6 36.8 79.6
Other: 84.0 99.0 84.0 99.0 84.0 99.0 84.0 99.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 17, 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 : 121,235: 45,137 13,078 10,916 54,557 92,474 110,610 116,468: 10,625 4,767
Old : 103,483: 44,874 6,042 9,438 38,877 83,498 93,189 98,978: 10,294 4,505
Other: 17,752: 1,681 8,454 60 15,680 8,976 17,421 17,490: 331 262
: : :
: : Changes in Commitments from: November 9, 2009 :
: -9,445: -4,221 -1,561 -2,904 555 -2,844 -6,570 -7,309: -2,875 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 10.8 9.0 45.0 76.3 91.2 96.1: 8.8 3.9
Old : 100.0: 43.4 5.8 9.1 37.6 80.7 90.1 95.6: 9.9 4.4
Other: 100.0: 9.5 47.6 0.3 88.3 50.6 98.1 98.5: 1.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 59 21 27 42 41 116 79:
Old : 145: 60 23 27 41 39 115 77:
Other: 40: 10 8 1 11 16 22 24:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 36.3 42.5 51.2 25.8 25.0 34.7 38.4
Old : 27.8 35.1 40.1 49.6 26.9 32.8 37.4 46.7
Other: 82.0 83.8 91.1 92.8 60.2 69.2 69.2 74.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 17, 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 : 770,553: 194,383 46,491 81,470 426,941 608,158 702,794 736,119: 67,759 34,434
Old : 770,553: 194,383 46,491 81,470 426,941 608,158 702,794 736,119: 67,759 34,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 6,186: 186 3,542 -1,687 6,349 6,420 4,848 8,275: 1,338 -2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.0 10.6 55.4 78.9 91.2 95.5: 8.8 4.5
Old : 100.0: 25.2 6.0 10.6 55.4 78.9 91.2 95.5: 8.8 4.5
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 : 221: 96 25 62 78 82 195 152:
Old : 221: 96 25 62 78 82 195 152:
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 : 17.3 23.9 29.4 39.7 12.3 17.1 20.7 28.9
Old : 17.3 23.9 29.4 39.7 12.3 17.1 20.7 28.9
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 17, 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 : 113,767: 31,304 7,393 10,352 64,696 90,648 106,352 108,393: 7,415 5,374
Old : 108,079: 32,197 8,601 7,229 61,429 87,353 100,855 103,183: 7,224 4,896
Other: 5,688: 1,383 1,068 847 3,267 3,295 5,497 5,210: 191 478
: : :
: : Changes in Commitments from: November 9, 2009 :
: -16,182: -13,592 -2,016 -3,634 2,099 -9,907 -15,127 -15,557: -1,055 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.5 9.1 56.9 79.7 93.5 95.3: 6.5 4.7
Old : 100.0: 29.8 8.0 6.7 56.8 80.8 93.3 95.5: 6.7 4.5
Other: 100.0: 24.3 18.8 14.9 57.4 57.9 96.6 91.6: 3.4 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 106 44 51 87 98 218 175:
Old : 285: 108 45 46 86 96 216 169:
Other: 68: 6 12 7 19 38 30 54:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 31.1 39.9 44.9 22.8 25.1 35.9 37.2
Old : 23.8 32.1 40.0 45.8 23.7 27.4 37.3 40.0
Other: 68.7 41.4 84.2 58.3 55.4 29.8 67.0 41.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 17, 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 : 42,265: 21,579 22,667 2,321 14,970 12,394 38,870 37,382: 3,395 4,883
Old : 42,265: 21,579 22,667 2,321 14,970 12,394 38,870 37,382: 3,395 4,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 5,019: 5,043 529 93 372 3,642 5,508 4,264: -489 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 53.6 5.5 35.4 29.3 92.0 88.4: 8.0 11.6
Old : 100.0: 51.1 53.6 5.5 35.4 29.3 92.0 88.4: 8.0 11.6
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 : 96: 26 48 8 12 13 44 64:
Old : 96: 26 48 8 12 13 44 64:
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 : 71.9 33.4 81.9 53.9 69.2 29.2 73.1 44.7
Old : 71.9 33.4 81.9 53.9 69.2 29.2 73.1 44.7
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, November 17, 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 : 397,365: 32,678 110,509 1,835 341,322 269,977 375,835 382,321: 21,530 15,044
Old : 397,365: 32,678 110,509 1,835 341,322 269,977 375,835 382,321: 21,530 15,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 14,232: 6,329 3,406 -666 3,485 10,753 9,148 13,493: 5,084 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 27.8 0.5 85.9 67.9 94.6 96.2: 5.4 3.8
Old : 100.0: 8.2 27.8 0.5 85.9 67.9 94.6 96.2: 5.4 3.8
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 : 244: 21 51 9 94 107 122 160:
Old : 244: 21 51 9 94 107 122 160:
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 : 47.3 20.2 56.0 31.7 42.1 19.1 49.5 29.7
Old : 47.3 20.2 56.0 31.7 42.1 19.1 49.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009