COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 232,131 COMMITMENTS 68,859 8,349 41,680 101,746 175,585 212,284 225,614 19,846 6,517 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 767) -2,203 869 2,067 2,185 -1,533 2,049 1,403 -1,282 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 3.6 18.0 43.8 75.6 91.5 97.2 8.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 138 23 53 59 64 217 126 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 43,291 COMMITMENTS 14,827 1,818 9,247 14,360 30,761 38,433 41,826 4,858 1,465 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,685) 1,110 99 1,170 732 2,460 3,012 3,730 673 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 4.2 21.4 33.2 71.1 88.8 96.6 11.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 68 16 24 25 21 104 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 134,173 COMMITMENTS 48,164 11,338 18,142 55,553 98,915 121,860 128,395 12,314 5,778 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,876) 1,682 -1,106 238 -143 2,825 1,778 1,957 1,098 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 8.5 13.5 41.4 73.7 90.8 95.7 9.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 68 28 41 43 42 135 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,157,622 COMMITMENTS 159,275 17,213 334,685 583,062 760,978 1077023 1112876 80,599 44,746 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,366) 5,787 -5,472 -3,921 3,568 18,221 5,434 8,829 932 -2,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.5 28.9 50.4 65.7 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 89 45 91 87 92 218 189 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 137,520 COMMITMENTS 34,799 7,171 29,421 63,680 94,713 127,900 131,305 9,620 6,215 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 8,122) 5,392 1,051 2,533 -734 4,394 7,192 7,979 930 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 5.2 21.4 46.3 68.9 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 137 60 86 102 109 289 214 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 41,255 COMMITMENTS 23,395 19,423 2,849 10,123 14,294 36,367 36,566 4,888 4,689 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -76) 869 -2,042 44 -1,016 1,949 -104 -49 28 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 47.1 6.9 24.5 34.6 88.2 88.6 11.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 49 10 10 14 43 67 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 409,570 COMMITMENTS 31,332 105,267 3,322 353,913 283,459 388,567 392,048 21,003 17,522 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 5,055) -2,347 -2,260 1,301 3,121 3,362 2,075 2,403 2,979 2,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 25.7 0.8 86.4 69.2 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 27 51 16 97 105 134 162
Updated December 4, 2009