COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 327,205: 53,599 5,359 86,386 166,925 224,013 306,911 315,758: 20,294 11,446 Old : 278,718: 43,335 5,987 77,009 141,212 186,048 261,556 269,044: 17,162 9,674 Other: 48,487: 11,625 733 8,016 25,714 37,965 45,355 46,714: 3,132 1,773 : : : : : Changes in Commitments from: November 16, 2010 : : -3,801: -3,060 -838 4,290 -4,712 -6,609 -3,482 -3,156: -319 -645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 1.6 26.4 51.0 68.5 93.8 96.5: 6.2 3.5 Old : 100.0: 15.5 2.1 27.6 50.7 66.8 93.8 96.5: 6.2 3.5 Other: 100.0: 24.0 1.5 16.5 53.0 78.3 93.5 96.3: 6.5 3.7 : : : :# Traders : Number of Traders in Each Category : All : 235: 117 35 68 67 73 212 151: Old : 227: 107 38 67 66 71 203 149: Other: 110: 28 24 23 37 45 84 73: :---------------------------------------------------------------------------------------------------- : 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 : 24.1 28.5 34.2 41.6 10.0 12.2 14.7 18.3 Old : 24.9 27.6 35.9 40.3 11.3 14.3 16.6 21.3 Other: 35.6 45.1 46.7 58.0 24.7 33.5 32.5 43.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 37,142: 15,208 436 6,010 12,352 30,103 33,570 36,549: 3,572 593 Old : 37,119: 15,208 436 6,010 12,346 30,082 33,564 36,528: 3,555 591 Other: 23: 0 0 0 6 21 6 21: 17 2 : : : : : Changes in Commitments from: November 16, 2010 : : 325: -195 -52 191 179 540 176 680: 149 -355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 1.2 16.2 33.3 81.0 90.4 98.4: 9.6 1.6 Old : 100.0: 41.0 1.2 16.2 33.3 81.0 90.4 98.4: 9.6 1.6 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 : 107: 55 12 22 30 30 94 56: Old : 107: 55 12 22 30 30 94 56: 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 : 24.0 60.2 36.8 73.2 23.0 52.5 33.9 64.2 Old : 24.0 60.2 36.9 73.2 23.0 52.5 33.9 64.1 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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 137,381: 34,597 34,731 16,305 77,432 79,035 128,334 130,071: 9,047 7,310 Old : 112,047: 32,487 39,429 9,872 61,027 55,731 103,386 105,032: 8,661 7,015 Other: 25,334: 6,840 32 1,703 16,405 23,305 24,948 25,039: 386 295 : : : : : Changes in Commitments from: November 16, 2010 : : -2,625: 2,294 -5,302 477 -6,267 2,796 -3,496 -2,029: 871 -595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 25.3 11.9 56.4 57.5 93.4 94.7: 6.6 5.3 Old : 100.0: 29.0 35.2 8.8 54.5 49.7 92.3 93.7: 7.7 6.3 Other: 100.0: 27.0 0.1 6.7 64.8 92.0 98.5 98.8: 1.5 1.2 : : : :# Traders : Number of Traders in Each Category : All : 163: 49 50 35 52 53 120 120: Old : 162: 47 52 35 50 50 118 117: Other: 49: 8 5 7 23 29 35 37: :---------------------------------------------------------------------------------------------------- : 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 : 28.2 30.2 40.6 46.7 21.9 23.7 30.1 32.9 Old : 23.7 26.9 35.1 43.2 22.3 22.2 31.9 33.9 Other: 60.1 64.8 79.7 78.8 49.3 52.3 62.2 61.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 942,668: 153,293 15,621 302,668 409,813 572,317 865,774 890,605: 76,894 52,063 Old : 942,668: 153,293 15,621 302,668 409,813 572,317 865,774 890,605: 76,894 52,063 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2010 : : 16,751: -3,341 347 17,363 7,096 2,852 21,118 20,562: -4,367 -3,812 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 1.7 32.1 43.5 60.7 91.8 94.5: 8.2 5.5 Old : 100.0: 16.3 1.7 32.1 43.5 60.7 91.8 94.5: 8.2 5.5 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 : 216: 81 38 83 82 87 195 177: Old : 216: 81 38 83 82 87 195 177: 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 : 11.6 17.3 20.0 28.3 8.5 13.6 14.0 20.7 Old : 11.6 17.3 20.0 28.3 8.5 13.6 14.0 20.7 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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 180,798: 42,229 7,040 45,609 85,200 122,264 173,037 174,912: 7,761 5,886 Old : 173,499: 42,340 7,838 44,298 79,282 115,549 165,920 167,685: 7,579 5,814 Other: 7,299: 942 255 258 5,918 6,715 7,117 7,227: 182 72 : : : : : Changes in Commitments from: November 16, 2010 : : 546: 704 198 -595 -1,004 -530 -894 -927: 1,440 1,473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 3.9 25.2 47.1 67.6 95.7 96.7: 4.3 3.3 Old : 100.0: 24.4 4.5 25.5 45.7 66.6 95.6 96.6: 4.4 3.4 Other: 100.0: 12.9 3.5 3.5 81.1 92.0 97.5 99.0: 2.5 1.0 : : : :# Traders : Number of Traders in Each Category : All : 350: 132 63 82 111 135 285 240: Old : 350: 132 63 81 109 134 282 239: Other: 66: 11 7 10 24 33 39 46: :---------------------------------------------------------------------------------------------------- : 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 : 19.6 18.8 32.3 29.3 14.2 10.8 21.8 18.2 Old : 18.5 19.5 30.9 29.9 14.8 11.1 23.1 18.8 Other: 79.0 78.6 86.5 87.3 78.3 78.5 85.7 85.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 34,670: 22,207 10,193 1,445 5,909 19,867 29,560 31,505: 5,109 3,165 Old : 34,670: 22,207 10,193 1,445 5,909 19,867 29,560 31,505: 5,109 3,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2010 : : 1,002: 813 -631 -23 212 1,835 1,002 1,181: -1 -179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 29.4 4.2 17.0 57.3 85.3 90.9: 14.7 9.1 Old : 100.0: 64.1 29.4 4.2 17.0 57.3 85.3 90.9: 14.7 9.1 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 : 81: 39 23 8 13 9 54 39: Old : 81: 39 23 8 13 9 54 39: 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 : 53.8 65.9 64.5 76.1 52.4 65.9 60.7 75.5 Old : 53.8 65.9 64.5 76.1 52.4 65.9 60.7 75.5 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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 406,532: 36,277 73,594 5,301 344,284 312,116 385,862 391,011: 20,670 15,521 Old : 406,532: 36,277 73,594 5,301 344,284 312,116 385,862 391,011: 20,670 15,521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2010 : : 4,742: 1,583 -6,531 1,797 -527 10,826 2,852 6,092: 1,890 -1,349 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 18.1 1.3 84.7 76.8 94.9 96.2: 5.1 3.8 Old : 100.0: 8.9 18.1 1.3 84.7 76.8 94.9 96.2: 5.1 3.8 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 : 259: 30 53 16 105 105 148 161: Old : 259: 30 53 16 105 105 148 161: 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 : 42.1 19.3 53.3 29.9 41.6 19.3 52.7 29.9 Old : 42.1 19.3 53.3 29.9 41.6 19.3 52.7 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010