COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 8, 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 : 178,407: 64,213 20,657 9,773 85,391 142,359 159,377 172,789: 19,030 5,618 Old : 165,281: 63,404 20,756 7,488 76,448 132,182 147,340 160,426: 17,941 4,855 Other: 13,126: 2,949 2,041 145 8,943 10,177 12,037 12,363: 1,089 763 : : : : : Changes in Commitments from: December 1, 2009 : : 2,443: 1,070 552 893 -260 860 1,703 2,305: 740 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 11.6 5.5 47.9 79.8 89.3 96.9: 10.7 3.1 Old : 100.0: 38.4 12.6 4.5 46.3 80.0 89.1 97.1: 10.9 2.9 Other: 100.0: 22.5 15.5 1.1 68.1 77.5 91.7 94.2: 8.3 5.8 : : : :# Traders : Number of Traders in Each Category : All : 247: 123 35 40 48 62 194 121: Old : 244: 121 40 38 41 60 184 119: Other: 81: 12 18 5 22 35 36 58: :---------------------------------------------------------------------------------------------------- : 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 : 22.6 39.1 34.1 52.5 22.3 38.0 33.2 50.3 Old : 23.9 40.3 36.2 54.3 23.6 40.3 35.6 53.7 Other: 46.3 35.9 65.4 53.6 46.3 35.7 65.4 53.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 8, 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 : 33,252: 16,968 2,270 1,966 9,869 27,565 28,803 31,801: 4,449 1,451 Old : 33,052: 16,978 2,280 1,936 9,721 27,387 28,635 31,603: 4,417 1,449 Other: 200: 20 20 0 148 178 168 198: 32 2 : : : : : Changes in Commitments from: December 1, 2009 : : 2,051: 1,361 245 495 -192 880 1,664 1,620: 387 431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 6.8 5.9 29.7 82.9 86.6 95.6: 13.4 4.4 Old : 100.0: 51.4 6.9 5.9 29.4 82.9 86.6 95.6: 13.4 4.4 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 : 108: 59 15 19 19 19 90 43: Old : 108: 59 15 18 19 19 89 43: 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 : 21.6 66.5 37.0 77.9 21.6 62.1 35.6 73.5 Old : 21.8 66.9 36.8 78.4 21.8 62.9 35.8 74.4 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, December 8, 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 : 127,861: 51,379 11,435 11,478 53,922 99,566 116,779 122,479: 11,082 5,382 Old : 109,798: 51,381 4,552 9,429 38,081 90,582 98,891 104,563: 10,907 5,235 Other: 18,063: 1,863 8,748 184 15,841 8,984 17,888 17,916: 175 147 : : : : : Changes in Commitments from: December 1, 2009 : : 1,626: 1,429 -477 359 668 1,740 2,456 1,622: -830 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 8.9 9.0 42.2 77.9 91.3 95.8: 8.7 4.2 Old : 100.0: 46.8 4.1 8.6 34.7 82.5 90.1 95.2: 9.9 4.8 Other: 100.0: 10.3 48.4 1.0 87.7 49.7 99.0 99.2: 1.0 0.8 : : : :# Traders : Number of Traders in Each Category : All : 159: 73 18 34 44 39 133 82: Old : 158: 75 19 33 42 38 130 80: Other: 43: 10 9 3 13 15 26 25: :---------------------------------------------------------------------------------------------------- : 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 : 28.0 37.1 40.1 53.5 24.9 28.6 33.0 41.6 Old : 26.9 37.0 37.7 52.0 25.8 35.2 35.3 49.7 Other: 80.5 82.4 91.2 91.2 59.1 68.0 69.6 73.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 8, 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 : 785,811: 200,292 43,165 76,929 440,880 626,353 718,101 746,447: 67,710 39,364 Old : 785,811: 200,292 43,165 76,929 440,880 626,353 718,101 746,447: 67,710 39,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2009 : : 5,523: 4,324 2,879 -1,816 4,114 -866 6,622 197: -1,099 5,326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 5.5 9.8 56.1 79.7 91.4 95.0: 8.6 5.0 Old : 100.0: 25.5 5.5 9.8 56.1 79.7 91.4 95.0: 8.6 5.0 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 : 235: 103 29 68 78 87 202 165: Old : 235: 103 29 68 78 87 202 165: 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 : 17.9 23.8 30.1 39.8 12.2 17.6 20.5 29.3 Old : 17.9 23.8 30.1 39.8 12.2 17.6 20.5 29.3 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, December 8, 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 : 120,127: 40,108 9,079 12,766 59,353 93,694 112,227 115,539: 7,900 4,588 Old : 112,526: 41,187 10,981 8,187 55,584 89,030 104,958 108,198: 7,568 4,328 Other: 7,601: 2,707 1,884 793 3,769 4,664 7,269 7,341: 332 260 : : : : : Changes in Commitments from: December 1, 2009 : : 7,938: 4,919 410 1,962 416 5,120 7,297 7,492: 641 446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 7.6 10.6 49.4 78.0 93.4 96.2: 6.6 3.8 Old : 100.0: 36.6 9.8 7.3 49.4 79.1 93.3 96.2: 6.7 3.8 Other: 100.0: 35.6 24.8 10.4 49.6 61.4 95.6 96.6: 4.4 3.4 : : : :# Traders : Number of Traders in Each Category : All : 321: 137 41 43 83 102 248 167: Old : 321: 141 40 39 81 98 246 159: Other: 81: 7 16 6 20 47 32 65: :---------------------------------------------------------------------------------------------------- : 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 : 22.0 24.8 36.5 37.9 22.0 21.7 34.7 33.9 Old : 23.1 25.9 36.7 39.5 23.1 23.5 36.4 36.8 Other: 63.3 40.6 78.6 54.5 61.3 30.8 72.2 43.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 8, 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 : 48,594: 29,139 15,076 4,539 10,141 25,222 43,819 44,837: 4,775 3,757 Old : 48,594: 29,139 15,076 4,539 10,141 25,222 43,819 44,837: 4,775 3,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2009 : : 8,914: 5,452 -4,169 2,349 651 11,087 8,452 9,267: 462 -353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 31.0 9.3 20.9 51.9 90.2 92.3: 9.8 7.7 Old : 100.0: 60.0 31.0 9.3 20.9 51.9 90.2 92.3: 9.8 7.7 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 : 84: 31 35 6 11 12 47 49: Old : 84: 31 35 6 11 12 47 49: 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 : 63.7 47.5 76.5 71.0 52.2 33.8 55.2 48.4 Old : 63.7 47.5 76.5 71.0 52.2 33.8 55.2 48.4 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, December 8, 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 : 403,451: 38,093 99,875 4,087 344,237 285,015 386,417 388,977: 17,034 14,474 Old : 403,451: 38,093 99,875 4,087 344,237 285,015 386,417 388,977: 17,034 14,474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2009 : : -4,945: 6,811 -5,366 1,224 -9,216 1,936 -1,181 -2,206: -3,764 -2,739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 24.8 1.0 85.3 70.6 95.8 96.4: 4.2 3.6 Old : 100.0: 9.4 24.8 1.0 85.3 70.6 95.8 96.4: 4.2 3.6 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 : 241: 24 50 12 99 102 132 155: Old : 241: 24 50 12 99 102 132 155: 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 : 42.9 19.6 52.9 31.6 38.3 19.5 47.0 29.7 Old : 42.9 19.6 52.9 31.6 38.3 19.5 47.0 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009