COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED 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: 333,790
COMMITMENTS
55,536 4,783 90,821 166,869 226,846 313,226 322,450 20,564 11,339
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 6,585)
1,937 -576 4,435 -57 2,833 6,315 6,692 270 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.4 27.2 50.0 68.0 93.8 96.6 6.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
119 29 68 67 70 211 147
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED 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: 36,684
COMMITMENTS
14,482 875 5,965 12,854 29,163 33,301 36,003 3,382 681
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -458)
-726 438 -45 502 -940 -269 -546 -189 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 2.4 16.3 35.0 79.5 90.8 98.1 9.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
51 17 21 31 30 93 58
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED 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: 139,335
COMMITMENTS
34,641 35,182 16,797 78,408 80,157 129,846 132,136 9,489 7,199
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,955)
44 451 493 976 1,121 1,512 2,065 442 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 25.2 12.1 56.3 57.5 93.2 94.8 6.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 49 37 54 54 126 122
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED 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: 936,194
COMMITMENTS
154,649 13,790 301,153 409,491 572,263 865,294 887,207 70,900 48,988
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -6,474)
1,356 -1,831 -1,514 -323 -54 -480 -3,398 -5,994 -3,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 1.5 32.2 43.7 61.1 92.4 94.8 7.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
77 38 83 80 86 191 174
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED 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: 175,803
COMMITMENTS
40,337 6,986 44,520 83,507 118,730 168,365 170,236 7,438 5,567
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,995)
-1,892 -54 -1,088 -1,692 -3,534 -4,673 -4,677 -323 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.0 25.3 47.5 67.5 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
132 64 88 113 133 289 245
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED 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: 35,522
COMMITMENTS
19,672 9,390 2,144 8,381 20,933 30,197 32,467 5,325 3,055
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 852)
-2,535 -802 699 2,473 1,066 637 963 216 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 26.4 6.0 23.6 58.9 85.0 91.4 15.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
33 17 7 12 10 48 32
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED 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: 401,807
COMMITMENTS
38,796 65,300 3,386 341,837 319,536 384,018 388,222 17,789 13,585
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,725)
2,519 -8,294 -1,915 -2,447 7,420 -1,844 -2,789 -2,881 -1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 16.3 0.8 85.1 79.5 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
35 47 16 104 105 151 156
Updated December 3, 2010