COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 327,205 COMMITMENTS 53,599 5,359 86,386 166,925 224,013 306,911 315,758 20,294 11,446 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -3,801) -3,060 -838 4,290 -4,712 -6,609 -3,482 -3,156 -319 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 1.6 26.4 51.0 68.5 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 117 35 68 67 73 212 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,142 COMMITMENTS 15,208 436 6,010 12,352 30,103 33,570 36,549 3,572 593 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 325) -195 -52 191 179 540 176 680 149 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 1.2 16.2 33.3 81.0 90.4 98.4 9.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 55 12 22 30 30 94 56 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 137,381 COMMITMENTS 34,597 34,731 16,305 77,432 79,035 128,334 130,071 9,047 7,310 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,625) 2,294 -5,302 477 -6,267 2,796 -3,496 -2,029 871 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 25.3 11.9 56.4 57.5 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 49 50 35 52 53 120 120 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 942,668 COMMITMENTS 153,293 15,621 302,668 409,813 572,317 865,774 890,605 76,894 52,063 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 16,751) -3,341 347 17,363 7,096 2,852 21,118 20,562 -4,367 -3,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.7 32.1 43.5 60.7 91.8 94.5 8.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 81 38 83 82 87 195 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 180,798 COMMITMENTS 42,229 7,040 45,609 85,200 122,264 173,037 174,912 7,761 5,886 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 546) 704 198 -595 -1,004 -530 -894 -927 1,440 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 3.9 25.2 47.1 67.6 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 132 63 82 111 135 285 240 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 34,670 COMMITMENTS 22,207 10,193 1,445 5,909 19,867 29,560 31,505 5,109 3,165 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,002) 813 -631 -23 212 1,835 1,002 1,181 -1 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 29.4 4.2 17.0 57.3 85.3 90.9 14.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 39 23 8 13 9 54 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 406,532 COMMITMENTS 36,277 73,594 5,301 344,284 312,116 385,862 391,011 20,670 15,521 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 4,742) 1,583 -6,531 1,797 -527 10,826 2,852 6,092 1,890 -1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 18.1 1.3 84.7 76.8 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 30 53 16 105 105 148 161
Updated November 29, 2010