COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 236,317 COMMITMENTS 70,278 8,515 43,313 102,246 177,924 215,837 229,752 20,481 6,566 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 4,187) 1,419 165 1,634 500 2,339 3,553 4,138 634 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 3.6 18.3 43.3 75.3 91.3 97.2 8.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 145 20 57 63 69 225 136 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,567 COMMITMENTS 16,095 1,682 10,614 14,840 32,457 41,548 44,754 5,018 1,813 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,276) 1,268 -136 1,368 480 1,696 3,116 2,928 160 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 3.6 22.8 31.9 69.7 89.2 96.1 10.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 65 16 27 27 21 108 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,985 COMMITMENTS 49,633 10,935 18,528 56,296 100,664 124,456 130,128 11,529 5,857 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,812) 1,468 -402 386 743 1,749 2,597 1,733 -785 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 8.0 13.6 41.4 74.0 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 65 30 42 44 42 136 94 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,154,043 COMMITMENTS 164,700 21,118 328,469 581,333 755,198 1074501 1104784 79,541 49,259 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,579) 5,425 3,905 -6,217 -1,729 -5,780 -2,521 -8,092 -1,058 4,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 1.8 28.5 50.4 65.4 93.1 95.7 6.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 103 37 92 86 92 220 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,623 COMMITMENTS 39,381 7,786 32,918 64,915 100,074 137,214 140,778 10,409 6,845 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 10,103) 4,581 616 3,497 1,236 5,361 9,313 9,473 790 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 5.3 22.3 44.0 67.8 92.9 95.4 7.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 145 61 85 102 113 298 217 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,584 COMMITMENTS 28,961 15,107 5,079 10,286 25,478 44,325 45,664 5,260 3,921 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 8,329) 5,566 -4,316 2,230 163 11,184 7,958 9,098 371 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.4 30.5 10.2 20.7 51.4 89.4 92.1 10.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 31 35 9 11 12 49 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 404,959 COMMITMENTS 38,120 100,055 4,623 344,807 285,570 387,550 390,248 17,408 14,711 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -4,611) 6,788 -5,212 1,301 -9,106 2,111 -1,017 -1,800 -3,594 -2,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 24.7 1.1 85.1 70.5 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 25 51 19 100 104 139 160
Updated December 11, 2009