COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 350,709 COMMITMENTS 57,261 5,404 98,741 174,536 234,708 330,538 338,853 20,171 11,856 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 16,919) 1,724 620 7,921 7,667 7,862 17,312 16,403 -393 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.5 28.2 49.8 66.9 94.2 96.6 5.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 119 32 73 68 70 214 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,706 COMMITMENTS 16,622 383 7,293 12,750 32,085 36,664 39,761 4,042 945 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 4,022) 2,139 -491 1,328 -105 2,921 3,363 3,758 660 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 0.9 17.9 31.3 78.8 90.1 97.7 9.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 55 12 19 32 31 97 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,487 COMMITMENTS 40,677 30,710 18,889 77,097 90,446 136,663 140,045 9,824 6,442 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 7,151) 6,036 -4,472 2,092 -1,311 10,289 6,817 7,909 334 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 21.0 12.9 52.6 61.7 93.3 95.6 6.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 57 49 43 52 54 134 123 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 950,513 COMMITMENTS 154,464 13,721 305,408 412,429 579,909 872,300 899,039 78,213 51,474 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 14,319) -186 -69 4,255 2,938 7,646 7,007 11,833 7,312 2,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.4 32.1 43.4 61.0 91.8 94.6 8.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 75 40 81 81 85 191 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,501 COMMITMENTS 42,229 5,756 46,157 83,489 122,695 171,875 174,608 8,626 5,893 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 4,698) 1,892 -1,229 1,637 -18 3,965 3,510 4,372 1,188 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 3.2 25.6 46.3 68.0 95.2 96.7 4.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 137 68 91 117 137 303 249 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,407 COMMITMENTS 20,005 10,587 2,093 7,588 19,568 29,686 32,249 5,721 3,158 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -115) 333 1,197 -50 -794 -1,365 -511 -218 396 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.5 29.9 5.9 21.4 55.3 83.8 91.1 16.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 20 10 14 9 46 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 406,437 COMMITMENTS 39,248 59,084 4,333 344,682 326,782 388,262 390,199 18,175 16,238 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 4,630) 452 -6,216 947 2,845 7,246 4,244 1,977 386 2,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 14.5 1.1 84.8 80.4 95.5 96.0 4.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 33 49 14 105 108 148 161
Updated December 10, 2010