COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,413 COMMITMENTS 63,048 18,632 11,914 94,375 151,193 169,337 181,739 20,076 7,674 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 4,264) 3,024 -1,226 -2,705 2,971 7,741 3,290 3,810 974 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 9.8 6.3 49.8 79.8 89.4 95.9 10.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 118 38 48 49 61 200 123 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,337 COMMITMENTS 14,254 2,586 1,211 10,316 24,397 25,781 28,194 3,556 1,143 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,012) -122 179 -634 -390 -1,603 -1,146 -2,058 -866 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 8.8 4.1 35.2 83.2 87.9 96.1 12.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 47 20 14 21 17 79 40 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,118 COMMITMENTS 56,356 22,209 17,385 56,459 97,230 130,200 136,824 15,918 9,294 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,624) 1,810 -1,450 3,142 -3,722 -1,135 1,230 557 2,394 3,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.2 11.9 38.6 66.5 89.1 93.6 10.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 71 33 43 45 46 144 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 782,075 COMMITMENTS 208,572 36,350 79,843 423,070 624,542 711,485 740,735 70,590 41,340 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 7,731) -3,263 -350 4,431 2,458 1,168 3,626 5,249 4,105 2,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 4.6 10.2 54.1 79.9 91.0 94.7 9.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 99 26 62 80 88 199 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,359 COMMITMENTS 43,005 9,084 16,756 57,380 94,395 117,141 120,235 8,218 5,124 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 2,486) -830 -1,233 1,413 951 1,378 1,534 1,558 952 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 7.2 13.4 45.8 75.3 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 129 45 59 94 111 255 197 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,969 COMMITMENTS 14,908 21,002 1,980 14,953 9,440 31,841 32,422 4,128 3,547 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -191) 2,118 -713 -249 -2,572 1,980 -703 1,018 512 -1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 58.4 5.5 41.6 26.2 88.5 90.1 11.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 37 8 10 11 42 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 384,777 COMMITMENTS 32,936 108,058 2,490 332,318 261,755 367,744 372,303 17,033 12,474 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,690) -8,290 9,804 -197 9,059 -11,313 572 -1,706 -4,262 -1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 28.1 0.6 86.4 68.0 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 21 55 12 93 102 122 162
Updated November 6, 2009