COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 231,364 COMMITMENTS 71,062 7,481 39,613 99,561 177,118 210,235 224,211 21,129 7,153 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 14,042) 8,961 -597 3,794 1,343 11,416 14,099 14,613 -56 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 3.2 17.1 43.0 76.6 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 141 25 48 59 61 220 119 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 39,606 COMMITMENTS 13,717 1,719 8,076 13,627 28,301 35,421 38,096 4,185 1,509 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -393) -301 222 -319 -51 -406 -671 -503 278 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 4.3 20.4 34.4 71.5 89.4 96.2 10.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 60 14 24 25 19 95 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 131,298 COMMITMENTS 46,482 12,444 17,904 55,696 96,090 120,082 126,438 11,216 4,860 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,543) 4,107 632 -1,316 -1,287 2,568 1,504 1,884 39 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 9.5 13.6 42.4 73.2 91.5 96.3 8.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 71 27 41 41 43 134 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,151,256 COMMITMENTS 153,488 22,685 338,606 579,494 742,756 1071589 1104047 79,667 47,209 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8,948) 1,783 2,676 -11,550 423 -1,789 -9,345 -10,663 396 1,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 2.0 29.4 50.3 64.5 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 87 44 89 87 90 213 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 129,398 COMMITMENTS 29,407 6,120 26,888 64,413 90,319 120,708 123,327 8,690 6,072 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -5,196) -2,005 -399 1,396 -4,190 -5,450 -4,799 -4,452 -397 -744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.7 20.8 49.8 69.8 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 126 52 87 102 105 265 216 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 41,331 COMMITMENTS 22,526 21,464 2,805 11,139 12,346 36,470 36,615 4,860 4,716 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -2,166) 1,026 -1,612 182 -4,334 -116 -3,127 -1,547 960 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 51.9 6.8 27.0 29.9 88.2 88.6 11.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 33 45 8 10 13 48 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 404,515 COMMITMENTS 33,679 107,526 2,021 350,792 280,097 386,492 389,645 18,023 14,871 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,812) 982 -2,531 -1,174 8,621 8,970 8,429 5,264 -3,617 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 26.6 0.5 86.7 69.2 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 26 55 16 94 105 132 164
Updated November 30, 2009