COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,964 COMMITMENTS 63,143 20,105 8,880 85,651 141,499 157,674 170,484 18,290 5,480 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 261) -758 673 883 1,445 -541 1,570 1,015 -1,309 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 11.4 5.0 48.7 80.4 89.6 96.9 10.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 118 36 34 44 58 183 113 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,201 COMMITMENTS 15,607 2,025 1,471 10,061 26,685 27,139 30,181 4,062 1,020 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,669) 1,015 3 287 -91 1,569 1,211 1,859 458 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 6.5 4.7 32.2 85.5 87.0 96.7 13.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 61 17 16 20 16 91 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,235 COMMITMENTS 49,950 11,912 11,119 53,254 97,826 114,323 120,857 11,912 5,378 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,100) 1,408 -1,335 641 -80 2,866 1,969 2,172 1,131 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 9.4 8.8 42.2 77.5 90.6 95.7 9.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 74 18 30 43 40 132 79 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 780,288 COMMITMENTS 195,968 40,286 78,745 436,766 627,219 711,479 746,250 68,809 34,038 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 7,203) 3,118 -5,119 -1,465 4,361 15,658 6,014 9,074 1,189 -1,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 5.2 10.1 56.0 80.4 91.2 95.6 8.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 99 28 66 78 87 199 162 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,189 COMMITMENTS 35,189 8,669 10,804 58,937 88,574 104,930 108,047 7,259 4,142 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 4,684) 4,968 1,089 88 -1,184 3,577 3,872 4,754 812 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 7.7 9.6 52.5 79.0 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 120 45 49 80 100 230 173 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,680 COMMITMENTS 23,687 19,245 2,190 9,490 14,135 35,367 35,570 4,313 4,110 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -178) 1,026 -1,965 -93 -1,095 1,963 -162 -95 -16 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 48.5 5.5 23.9 35.6 89.1 89.6 10.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 46 7 9 14 35 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,396 COMMITMENTS 31,282 105,241 2,863 353,453 283,079 387,598 391,183 20,798 17,213 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 4,961) -2,354 -2,295 1,264 3,077 3,336 1,987 2,305 2,974 2,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 25.8 0.7 86.5 69.3 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 25 52 11 96 103 129 158
Updated December 4, 2009