COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,703 COMMITMENTS 63,901 19,432 7,997 84,206 142,040 156,104 169,469 19,599 6,234 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 5,176) 7,047 1,871 -747 -703 4,953 5,597 6,077 -421 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 11.1 4.6 47.9 80.8 88.8 96.5 11.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 121 38 29 42 55 183 107 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,532 COMMITMENTS 14,592 2,022 1,184 10,152 25,116 25,928 28,322 3,604 1,210 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 96) 43 7 -154 21 137 -90 -10 186 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 6.8 4.0 34.4 85.0 87.8 95.9 12.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 54 14 16 21 15 83 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,135 COMMITMENTS 48,542 13,247 10,478 53,334 94,960 112,354 118,685 10,781 4,450 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,900) 3,405 169 -438 -1,223 2,486 1,744 2,217 156 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 10.8 8.5 43.3 77.1 91.2 96.4 8.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 74 20 29 41 41 130 81 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 773,085 COMMITMENTS 192,850 45,405 80,210 432,405 611,561 705,465 737,176 67,620 35,909 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,532) -1,533 -1,086 -1,260 5,464 3,403 2,671 1,057 -139 1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 5.9 10.4 55.9 79.1 91.3 95.4 8.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 94 29 63 81 84 196 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,505 COMMITMENTS 30,221 7,580 10,716 60,121 84,997 101,058 103,293 6,447 4,212 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,262) -1,083 187 364 -4,575 -5,651 -5,294 -5,100 -968 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 7.1 10.0 55.9 79.1 94.0 96.1 6.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 105 40 46 80 97 207 170 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,858 COMMITMENTS 22,661 21,210 2,283 10,585 12,172 35,529 35,665 4,329 4,193 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -2,407) 1,082 -1,457 -38 -4,385 -222 -3,341 -1,717 934 -690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 53.2 5.7 26.6 30.5 89.1 89.5 10.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 26 43 6 10 11 42 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 403,435 COMMITMENTS 33,636 107,536 1,599 350,376 279,743 385,611 388,878 17,824 14,557 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 6,070) 958 -2,973 -236 9,054 9,766 9,776 6,557 -3,706 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 26.7 0.4 86.8 69.3 95.6 96.4 4.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 24 55 11 92 103 126 159
Updated November 30, 2009