COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 267,579 COMMITMENTS 65,183 6,209 59,456 120,926 193,160 245,565 258,825 22,014 8,754 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 8,494) 3,360 -367 -1,346 5,168 9,800 7,183 8,088 1,312 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 2.3 22.2 45.2 72.2 91.8 96.7 8.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 136 29 61 64 66 225 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 38,848 COMMITMENTS 13,773 1,633 7,456 13,673 28,296 34,901 37,385 3,947 1,463 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,304) -61 456 -1,018 -331 -1,791 -1,410 -2,352 -894 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 4.2 19.2 35.2 72.8 89.8 96.2 10.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 48 22 19 26 20 88 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 164,689 COMMITMENTS 53,130 22,737 31,955 63,043 100,017 148,128 154,709 16,561 9,980 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,879) 2,205 -1,563 3,861 -4,646 -1,497 1,420 800 2,459 3,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 13.8 19.4 38.3 60.7 89.9 93.9 10.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 66 45 54 47 50 151 120 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,199,980 COMMITMENTS 172,153 11,014 360,303 584,757 775,144 1117214 1146461 82,766 53,518 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 34,008) -3,555 -1,062 23,164 9,733 8,963 29,342 31,065 4,666 2,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.9 30.0 48.7 64.6 93.1 95.5 6.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 87 47 89 84 93 216 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 160,172 COMMITMENTS 43,425 7,600 42,032 64,343 103,211 149,800 152,843 10,372 7,329 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 6,707) -292 -828 4,094 1,868 2,328 5,670 5,594 1,037 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 4.7 26.2 40.2 64.4 93.5 95.4 6.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 145 61 101 113 121 307 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 37,297 COMMITMENTS 14,841 21,409 2,357 15,439 9,552 32,638 33,318 4,659 3,979 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -272) 2,356 -479 -465 -2,585 1,986 -694 1,042 422 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 57.4 6.3 41.4 25.6 87.5 89.3 12.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 32 39 10 10 14 49 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 387,124 COMMITMENTS 33,091 108,554 3,346 333,317 262,403 369,754 374,304 17,370 12,821 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,678) -8,218 10,340 -8 9,684 -11,196 1,458 -864 -4,136 -1,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 28.0 0.9 86.1 67.8 95.5 96.7 4.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 26 54 20 95 105 132 169
Updated November 6, 2009