COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 331,006 COMMITMENTS 56,659 6,197 82,096 171,638 230,622 310,392 318,915 20,614 12,091 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -128,685) -10,513 -676 -62,227 -53,409 -65,761 -126,150 -128,664 -2,535 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 1.9 24.8 51.9 69.7 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 120 44 72 67 71 222 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,817 COMMITMENTS 15,402 488 5,818 12,174 29,563 33,394 35,869 3,423 948 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -689) -448 -15 -158 278 -674 -327 -847 -361 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 1.3 15.8 33.1 80.3 90.7 97.4 9.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 55 12 22 30 29 94 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,005 COMMITMENTS 32,303 40,034 15,827 83,699 76,240 131,829 132,101 8,176 7,905 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -8,175) 1,135 1,122 -2,794 -3,999 -6,877 -5,659 -8,550 -2,516 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 28.6 11.3 59.8 54.5 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 45 57 33 56 52 122 122 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 925,918 COMMITMENTS 156,634 15,273 285,304 402,718 569,465 844,656 870,043 81,261 55,875 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -67,284) -5,648 5,589 -31,443 -17,120 -46,888 -54,210 -72,742 -13,074 5,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 1.6 30.8 43.5 61.5 91.2 94.0 8.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 81 36 81 81 86 192 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,253 COMMITMENTS 41,525 6,841 46,203 86,204 122,795 173,932 175,839 6,321 4,413 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -57,364) -9,925 -723 -33,656 -11,892 -22,020 -55,473 -56,399 -1,892 -965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 3.8 25.6 47.8 68.1 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 123 60 80 115 133 280 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,668 COMMITMENTS 21,393 10,824 1,468 5,697 18,032 28,558 30,324 5,110 3,344 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -5,525) -4,795 -8,982 346 -1,888 4,083 -6,337 -4,553 812 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 32.1 4.4 16.9 53.6 84.8 90.1 15.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 35 23 8 11 11 50 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,789 COMMITMENTS 34,694 80,125 3,504 344,811 301,290 383,009 384,919 18,780 16,871 CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 4,259) -305 4,896 -713 6,128 -376 5,109 3,807 -850 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 19.9 0.9 85.8 75.0 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 30 57 20 104 100 149 162
Updated November 19, 2010