COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 194,575: 56,048 16,983 9,220 111,365 159,703 176,633 185,906: 17,942 8,669
Old : 159,012: 44,064 20,114 5,211 94,917 126,915 144,192 152,240: 14,820 6,772
Other: 35,563: 15,587 472 406 16,448 32,788 32,441 33,666: 3,122 1,897
: : :
: : Changes in Commitments from: November 23, 2010 :
: -420: 1,419 -534 344 -2,513 -853 -750 -1,043: 330 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.7 4.7 57.2 82.1 90.8 95.5: 9.2 4.5
Old : 100.0: 27.7 12.6 3.3 59.7 79.8 90.7 95.7: 9.3 4.3
Other: 100.0: 43.8 1.3 1.1 46.3 92.2 91.2 94.7: 8.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 113 27 49 56 60 191 119:
Old : 213: 102 34 42 49 58 173 117:
Other: 105: 42 6 7 32 40 76 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 34.8 36.0 48.8 16.0 21.4 23.4 31.4
Old : 27.6 33.9 40.6 47.4 19.3 23.5 27.9 33.7
Other: 36.0 54.1 47.8 69.8 33.4 48.6 44.5 64.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 28,159: 14,508 3,388 350 10,177 23,843 25,035 27,581: 3,124 578
Old : 28,136: 14,508 3,388 350 10,171 23,822 25,029 27,560: 3,107 576
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: November 23, 2010 :
: -763: -606 328 -141 151 -1,017 -596 -830: -167 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 12.0 1.2 36.1 84.7 88.9 97.9: 11.1 2.1
Old : 100.0: 51.6 12.0 1.2 36.1 84.7 89.0 98.0: 11.0 2.0
Other: 100.0: 0.0 0.0 0.0 26.1 91.3 26.1 91.3: 73.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 45 21 9 27 21 77 47:
Old : 104: 45 21 9 27 21 77 47:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 61.2 44.9 75.9 29.1 56.7 44.7 71.0
Old : 29.1 61.2 45.0 75.9 29.1 56.6 44.8 71.0
Other: 26.1 91.3 26.1 91.3 26.1 91.3 26.1 91.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 131,975: 34,727 35,249 11,844 76,328 77,990 122,899 125,083: 9,076 6,892
Old : 106,315: 32,829 40,285 5,114 59,738 54,281 97,681 99,680: 8,634 6,635
Other: 25,660: 7,085 151 1,543 16,590 23,709 25,218 25,403: 442 257
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,563: 283 766 -95 754 1,013 942 1,684: 621 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 26.7 9.0 57.8 59.1 93.1 94.8: 6.9 5.2
Old : 100.0: 30.9 37.9 4.8 56.2 51.1 91.9 93.8: 8.1 6.2
Other: 100.0: 27.6 0.6 6.0 64.7 92.4 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 51 46 24 53 49 116 109:
Old : 162: 51 47 22 50 46 113 104:
Other: 50: 7 6 2 24 28 31 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 31.6 41.4 48.4 23.0 25.3 31.6 34.7
Old : 25.2 28.0 37.1 44.7 23.7 24.1 34.0 35.7
Other: 59.1 66.1 78.6 80.0 48.5 53.6 61.0 61.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 570,470: 174,466 23,980 50,057 283,318 457,174 507,841 531,211: 62,629 39,259
Old : 570,470: 174,466 23,980 50,057 283,318 457,174 507,841 531,211: 62,629 39,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -6,286: -1,331 -4,647 1,392 -138 60 -77 -3,195: -6,209 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.2 8.8 49.7 80.1 89.0 93.1: 11.0 6.9
Old : 100.0: 30.6 4.2 8.8 49.7 80.1 89.0 93.1: 11.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 87 21 58 78 78 178 145:
Old : 202: 87 21 58 78 78 178 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 25.1 26.2 39.3 13.2 22.8 20.6 34.4
Old : 15.4 25.1 26.2 39.3 13.2 22.8 20.6 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 127,596: 40,730 7,552 12,942 66,994 102,208 120,666 122,702: 6,930 4,894
Old : 120,345: 40,595 8,217 11,906 61,124 95,440 113,625 115,563: 6,720 4,782
Other: 7,251: 1,009 209 162 5,870 6,768 7,041 7,139: 210 112
: : :
: : Changes in Commitments from: November 23, 2010 :
: -3,200: -1,306 346 -463 -1,109 -2,944 -2,878 -3,061: -322 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.9 10.1 52.5 80.1 94.6 96.2: 5.4 3.8
Old : 100.0: 33.7 6.8 9.9 50.8 79.3 94.4 96.0: 5.6 4.0
Other: 100.0: 13.9 2.9 2.2 81.0 93.3 97.1 98.5: 2.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 123 50 58 87 119 238 207:
Old : 325: 123 51 56 84 118 233 206:
Other: 67: 14 5 2 21 34 36 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.0 36.0 31.7 19.9 15.0 30.0 25.3
Old : 21.0 20.6 34.2 31.9 20.9 17.0 32.7 27.5
Other: 79.5 79.4 87.8 88.1 78.6 79.3 86.3 85.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 34,435: 20,115 9,387 1,443 7,766 20,640 29,324 31,470: 5,111 2,965
Old : 34,435: 20,115 9,387 1,443 7,766 20,640 29,324 31,470: 5,111 2,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 686: -2,376 -801 576 2,312 1,046 512 821: 174 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 27.3 4.2 22.6 59.9 85.2 91.4: 14.8 8.6
Old : 100.0: 58.4 27.3 4.2 22.6 59.9 85.2 91.4: 14.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 31 14 4 11 10 45 26:
Old : 64: 31 14 4 11 10 45 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 72.1 64.6 80.5 52.2 72.1 62.1 79.1
Old : 52.4 72.1 64.6 80.5 52.2 72.1 62.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 400,520: 38,582 65,232 2,924 341,399 319,039 382,905 387,195: 17,615 13,325
Old : 400,520: 38,582 65,232 2,924 341,399 319,039 382,905 387,195: 17,615 13,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,927: 2,476 -8,302 -1,979 -2,534 7,369 -2,037 -2,912: -2,890 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.3 0.7 85.2 79.7 95.6 96.7: 4.4 3.3
Old : 100.0: 9.6 16.3 0.7 85.2 79.7 95.6 96.7: 4.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 35 45 12 103 105 147 153:
Old : 254: 35 45 12 103 105 147 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 19.5 53.6 30.5 41.2 19.5 52.9 30.5
Old : 41.9 19.5 53.6 30.5 41.2 19.5 52.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010