COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 194,995 COMMITMENTS 54,629 17,517 8,876 113,878 160,556 177,383 186,949 17,612 8,046 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -10,790) -2,392 -962 -1,296 -5,459 -6,345 -9,147 -8,603 -1,643 -2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 9.0 4.6 58.4 82.3 91.0 95.9 9.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 109 34 43 54 62 183 122 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,922 COMMITMENTS 15,114 3,060 491 10,026 24,860 25,631 28,411 3,291 511 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 225) -211 -53 135 109 474 33 556 192 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.3 10.6 1.7 34.7 86.0 88.6 98.2 11.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 46 18 10 26 22 77 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,412 COMMITMENTS 34,444 34,483 11,939 75,574 76,977 121,957 123,399 8,455 7,013 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -3,926) 2,140 -5,707 -382 -6,341 2,791 -4,583 -3,298 657 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 26.4 9.2 58.0 59.0 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 50 45 22 51 49 112 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 576,756 COMMITMENTS 175,797 28,627 48,665 283,456 457,114 507,918 534,406 68,838 42,350 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -5,168) 1,308 1,705 -2,216 314 -377 -594 -888 -4,574 -4,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 5.0 8.4 49.1 79.3 88.1 92.7 11.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 85 27 62 81 80 182 154 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 130,796 COMMITMENTS 42,036 7,206 13,405 68,103 105,152 123,544 125,763 7,252 5,033 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,992) 1,147 182 -3,039 -2,625 -1,447 -4,517 -4,304 1,525 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.5 10.2 52.1 80.4 94.5 96.2 5.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 131 44 55 87 121 240 203 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,749 COMMITMENTS 22,491 10,188 867 5,454 19,594 28,812 30,649 4,937 3,100 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 936) 846 -630 -62 155 1,809 939 1,117 -3 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 30.2 2.6 16.2 58.1 85.4 90.8 14.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 37 20 5 13 8 52 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 405,447 COMMITMENTS 36,106 73,534 4,903 343,933 311,670 384,942 390,107 20,505 15,340 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 5,183) 1,557 -6,398 2,017 -517 10,884 3,057 6,503 2,126 -1,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 18.1 1.2 84.8 76.9 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 30 51 12 104 105 144 158
Updated November 29, 2010