COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 269,053 COMMITMENTS 63,440 6,804 59,433 121,293 193,585 244,167 259,822 24,886 9,232 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,475) -1,743 595 -23 368 424 -1,397 997 2,872 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 2.5 22.1 45.1 72.0 90.8 96.6 9.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 122 35 59 65 65 220 134 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,523 COMMITMENTS 13,638 1,415 7,729 13,724 29,114 35,091 38,258 4,432 1,265 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 676) -134 -218 273 51 818 190 873 486 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 3.6 19.6 34.7 73.7 88.8 96.8 11.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 51 17 19 26 19 88 44 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,863 COMMITMENTS 46,952 13,538 21,651 56,332 96,380 124,934 131,568 13,929 7,295 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -25,826) -6,179 -9,200 -10,305 -6,711 -3,636 -23,195 -23,141 -2,631 -2,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 9.7 15.6 40.6 69.4 90.0 94.7 10.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 67 27 44 45 45 138 98 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,159,504 COMMITMENTS 152,144 15,738 354,077 575,762 742,804 1081983 1112619 77,520 46,885 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -40,476) -20,009 4,724 -6,226 -8,995 -32,341 -35,230 -33,843 -5,246 -6,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.4 30.5 49.7 64.1 93.3 96.0 6.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 86 45 88 84 90 212 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 163,911 COMMITMENTS 44,762 7,456 39,149 69,576 109,376 153,486 155,981 10,425 7,930 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,739) 1,337 -144 -2,884 5,233 6,165 3,686 3,138 53 601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 4.5 23.9 42.4 66.7 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 145 57 101 112 122 306 239 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,506 COMMITMENTS 16,461 22,535 2,540 15,134 8,807 34,136 33,882 4,371 4,624 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,209) 1,619 1,127 183 -305 -745 1,497 564 -288 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 58.5 6.6 39.3 22.9 88.6 88.0 11.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 33 45 10 11 16 51 64 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 385,630 COMMITMENTS 26,398 106,958 3,750 338,822 260,278 368,970 370,986 16,661 14,645 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -1,494) -6,693 -1,597 404 5,505 -2,125 -784 -3,318 -710 1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 27.7 1.0 87.9 67.5 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 24 54 19 97 103 137 160
Updated November 13, 2009