COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 170,527 COMMITMENTS 56,854 17,561 8,744 84,909 137,087 150,507 163,392 20,020 7,135 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -19,673) -4,752 -1,890 -2,526 -10,944 -14,277 -18,222 -18,693 -1,451 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 10.3 5.1 49.8 80.4 88.3 95.8 11.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 113 38 36 45 58 183 113 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,436 COMMITMENTS 14,549 2,015 1,338 10,131 24,979 26,018 28,332 3,418 1,104 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -76) 448 -374 101 -192 71 357 -202 -433 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 6.8 4.5 34.4 84.9 88.4 96.2 11.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 52 15 15 20 15 81 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,235 COMMITMENTS 45,137 13,078 10,916 54,557 92,474 110,610 116,468 10,625 4,767 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -9,445) -4,221 -1,561 -2,904 555 -2,844 -6,570 -7,309 -2,875 -2,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 10.8 9.0 45.0 76.3 91.2 96.1 8.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 59 21 27 42 41 116 79 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 770,553 COMMITMENTS 194,383 46,491 81,470 426,941 608,158 702,794 736,119 67,759 34,434 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,186) 186 3,542 -1,687 6,349 6,420 4,848 8,275 1,338 -2,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 6.0 10.6 55.4 78.9 91.2 95.5 8.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 96 25 62 78 82 195 152 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 113,767 COMMITMENTS 31,304 7,393 10,352 64,696 90,648 106,352 108,393 7,415 5,374 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -16,182) -13,592 -2,016 -3,634 2,099 -9,907 -15,127 -15,557 -1,055 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 6.5 9.1 56.9 79.7 93.5 95.3 6.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 106 44 51 87 98 218 175 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,265 COMMITMENTS 21,579 22,667 2,321 14,970 12,394 38,870 37,382 3,395 4,883 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 5,019) 5,043 529 93 372 3,642 5,508 4,264 -489 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 53.6 5.5 35.4 29.3 92.0 88.4 8.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 48 8 12 13 44 64 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 397,365 COMMITMENTS 32,678 110,509 1,835 341,322 269,977 375,835 382,321 21,530 15,044 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 14,232) 6,329 3,406 -666 3,485 10,753 9,148 13,493 5,084 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 27.8 0.5 85.9 67.9 94.6 96.2 5.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 21 51 9 94 107 122 160
Updated November 20, 2009