COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 231,364: 71,062 7,481 39,613 99,561 177,118 210,235 224,211: 21,129 7,153 Old : 216,050: 69,993 9,126 35,075 90,791 165,443 195,859 209,645: 20,191 6,405 Other: 15,314: 2,750 35 2,856 8,770 11,675 14,376 14,566: 937 748 : : : : : Changes in Commitments from: November 17, 2009 : : 14,042: 8,961 -597 3,794 1,343 11,416 14,099 14,613: -56 -571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 3.2 17.1 43.0 76.6 90.9 96.9: 9.1 3.1 Old : 100.0: 32.4 4.2 16.2 42.0 76.6 90.7 97.0: 9.3 3.0 Other: 100.0: 18.0 0.2 18.7 57.3 76.2 93.9 95.1: 6.1 4.9 : : : :# Traders : Number of Traders in Each Category : All : 252: 141 25 48 59 61 220 119: Old : 250: 135 32 47 55 60 214 118: Other: 80: 30 1 18 19 38 49 57: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 38.7 29.1 52.3 17.4 33.2 25.7 45.1 Old : 18.8 40.1 29.6 53.6 18.4 35.4 27.2 47.8 Other: 40.5 35.2 55.6 53.4 38.4 35.2 51.6 52.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 39,606: 13,717 1,719 8,076 13,627 28,301 35,421 38,096: 4,185 1,509 Old : 39,359: 13,729 1,714 8,020 13,458 28,118 35,206 37,852: 4,153 1,507 Other: 246: 0 17 45 170 183 214 244: 32 2 : : : : : Changes in Commitments from: November 17, 2009 : : -393: -301 222 -319 -51 -406 -671 -503: 278 109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 4.3 20.4 34.4 71.5 89.4 96.2: 10.6 3.8 Old : 100.0: 34.9 4.4 20.4 34.2 71.4 89.4 96.2: 10.6 3.8 Other: 100.0: 0.1 6.8 18.1 68.9 74.3 87.0 99.2: 13.0 0.8 : : : :# Traders : Number of Traders in Each Category : All : 107: 60 14 24 25 19 95 48: Old : 107: 61 13 23 25 19 94 48: Other: 6: 1 2 3 2 2 5 5: :---------------------------------------------------------------------------------------------------- : 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 : 19.3 59.5 32.3 71.7 18.3 52.4 27.8 60.3 Old : 19.0 59.9 32.1 72.0 18.4 53.2 28.0 61.1 Other: 82.2 97.1 87.0 99.2 66.9 79.0 66.9 79.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 131,298: 46,482 12,444 17,904 55,696 96,090 120,082 126,438: 11,216 4,860 Old : 112,412: 46,144 5,126 15,822 39,535 86,883 101,501 107,831: 10,910 4,580 Other: 18,886: 1,519 8,500 900 16,161 9,207 18,580 18,607: 306 280 : : : : : Changes in Commitments from: November 17, 2009 : : 1,543: 4,107 632 -1,316 -1,287 2,568 1,504 1,884: 39 -341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 9.5 13.6 42.4 73.2 91.5 96.3: 8.5 3.7 Old : 100.0: 41.0 4.6 14.1 35.2 77.3 90.3 95.9: 9.7 4.1 Other: 100.0: 8.0 45.0 4.8 85.6 48.7 98.4 98.5: 1.6 1.5 : : : :# Traders : Number of Traders in Each Category : All : 163: 71 27 41 41 43 134 95: Old : 162: 69 32 40 40 41 132 92: Other: 42: 10 8 9 13 17 27 31: :---------------------------------------------------------------------------------------------------- : 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 : 27.9 33.8 39.8 49.1 24.0 24.3 32.0 37.1 Old : 26.4 32.7 37.1 46.9 25.0 30.4 34.3 44.0 Other: 78.7 79.3 88.5 87.7 58.3 65.5 67.6 70.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 1,151,256: 153,488 22,685 338,606 579,494 742,756 1,071,589 1,104,047: 79,667 47,209 Old : 1,151,256: 153,488 22,685 338,606 579,494 742,756 1,071,589 1,104,047: 79,667 47,209 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -8,948: 1,783 2,676 -11,550 423 -1,789 -9,345 -10,663: 396 1,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 2.0 29.4 50.3 64.5 93.1 95.9: 6.9 4.1 Old : 100.0: 13.3 2.0 29.4 50.3 64.5 93.1 95.9: 6.9 4.1 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: 87 44 89 87 90 213 187: Old : 235: 87 44 89 87 90 213 187: 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 : 15.5 17.9 25.2 30.1 8.6 11.1 14.2 18.7 Old : 15.5 17.9 25.2 30.1 8.6 11.1 14.2 18.7 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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 129,398: 29,407 6,120 26,888 64,413 90,319 120,708 123,327: 8,690 6,072 Old : 122,075: 29,929 7,517 22,913 60,897 86,046 113,740 116,476: 8,335 5,599 Other: 7,323: 2,046 1,171 1,406 3,516 4,273 6,969 6,851: 355 473 : : : : : Changes in Commitments from: November 17, 2009 : : -5,196: -2,005 -399 1,396 -4,190 -5,450 -4,799 -4,452: -397 -744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 4.7 20.8 49.8 69.8 93.3 95.3: 6.7 4.7 Old : 100.0: 24.5 6.2 18.8 49.9 70.5 93.2 95.4: 6.8 4.6 Other: 100.0: 27.9 16.0 19.2 48.0 58.3 95.2 93.5: 4.8 6.5 : : : :# Traders : Number of Traders in Each Category : All : 318: 126 52 87 102 105 265 216: Old : 315: 119 59 85 102 103 263 211: Other: 79: 17 9 16 22 42 44 64: :---------------------------------------------------------------------------------------------------- : 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 : 20.1 24.5 35.4 37.1 20.1 19.0 31.5 29.6 Old : 21.0 24.6 34.7 37.7 21.0 20.6 33.1 31.7 Other: 57.3 33.2 69.8 50.0 46.8 26.6 54.7 38.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 41,331: 22,526 21,464 2,805 11,139 12,346 36,470 36,615: 4,860 4,716 Old : 41,331: 22,526 21,464 2,805 11,139 12,346 36,470 36,615: 4,860 4,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -2,166: 1,026 -1,612 182 -4,334 -116 -3,127 -1,547: 960 -620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 51.9 6.8 27.0 29.9 88.2 88.6: 11.8 11.4 Old : 100.0: 54.5 51.9 6.8 27.0 29.9 88.2 88.6: 11.8 11.4 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 : 96: 33 45 8 10 13 48 61: Old : 96: 33 45 8 10 13 48 61: 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 : 68.9 37.5 78.2 59.1 64.9 32.6 68.3 49.4 Old : 68.9 37.5 78.2 59.1 64.9 32.6 68.3 49.4 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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 404,515: 33,679 107,526 2,021 350,792 280,097 386,492 389,645: 18,023 14,871 Old : 404,515: 33,679 107,526 2,021 350,792 280,097 386,492 389,645: 18,023 14,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : 4,812: 982 -2,531 -1,174 8,621 8,970 8,429 5,264: -3,617 -453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 26.6 0.5 86.7 69.2 95.5 96.3: 4.5 3.7 Old : 100.0: 8.3 26.6 0.5 86.7 69.2 95.5 96.3: 4.5 3.7 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 : 248: 26 55 16 94 105 132 164: Old : 248: 26 55 16 94 105 132 164: 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 : 47.5 19.8 56.2 31.1 42.6 19.0 50.0 29.5 Old : 47.5 19.8 56.2 31.1 42.6 19.0 50.0 29.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009