COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 194,575 COMMITMENTS 56,048 16,983 9,220 111,365 159,703 176,633 185,906 17,942 8,669 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -420) 1,419 -534 344 -2,513 -853 -750 -1,043 330 623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 8.7 4.7 57.2 82.1 90.8 95.5 9.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 113 27 49 56 60 191 119 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,159 COMMITMENTS 14,508 3,388 350 10,177 23,843 25,035 27,581 3,124 578 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -763) -606 328 -141 151 -1,017 -596 -830 -167 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 12.0 1.2 36.1 84.7 88.9 97.9 11.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 45 21 9 27 21 77 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,975 COMMITMENTS 34,727 35,249 11,844 76,328 77,990 122,899 125,083 9,076 6,892 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,563) 283 766 -95 754 1,013 942 1,684 621 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 26.7 9.0 57.8 59.1 93.1 94.8 6.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 51 46 24 53 49 116 109 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 570,470 COMMITMENTS 174,466 23,980 50,057 283,318 457,174 507,841 531,211 62,629 39,259 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -6,286) -1,331 -4,647 1,392 -138 60 -77 -3,195 -6,209 -3,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 4.2 8.8 49.7 80.1 89.0 93.1 11.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 87 21 58 78 78 178 145 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,596 COMMITMENTS 40,730 7,552 12,942 66,994 102,208 120,666 122,702 6,930 4,894 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -3,200) -1,306 346 -463 -1,109 -2,944 -2,878 -3,061 -322 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 5.9 10.1 52.5 80.1 94.6 96.2 5.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 123 50 58 87 119 238 207 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,435 COMMITMENTS 20,115 9,387 1,443 7,766 20,640 29,324 31,470 5,111 2,965 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 686) -2,376 -801 576 2,312 1,046 512 821 174 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 27.3 4.2 22.6 59.9 85.2 91.4 14.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 31 14 4 11 10 45 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 400,520 COMMITMENTS 38,582 65,232 2,924 341,399 319,039 382,905 387,195 17,615 13,325 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,927) 2,476 -8,302 -1,979 -2,534 7,369 -2,037 -2,912 -2,890 -2,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 16.3 0.7 85.2 79.7 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 35 45 12 103 105 147 153
Updated December 3, 2010