COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 231,364
COMMITMENTS
71,062 7,481 39,613 99,561 177,118 210,235 224,211 21,129 7,153
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 14,042)
8,961 -597 3,794 1,343 11,416 14,099 14,613 -56 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 3.2 17.1 43.0 76.6 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
141 25 48 59 61 220 119
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,606
COMMITMENTS
13,717 1,719 8,076 13,627 28,301 35,421 38,096 4,185 1,509
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -393)
-301 222 -319 -51 -406 -671 -503 278 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 4.3 20.4 34.4 71.5 89.4 96.2 10.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
60 14 24 25 19 95 48
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,298
COMMITMENTS
46,482 12,444 17,904 55,696 96,090 120,082 126,438 11,216 4,860
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,543)
4,107 632 -1,316 -1,287 2,568 1,504 1,884 39 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 9.5 13.6 42.4 73.2 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
71 27 41 41 43 134 95
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,151,256
COMMITMENTS
153,488 22,685 338,606 579,494 742,756 1071589 1104047 79,667 47,209
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8,948)
1,783 2,676 -11,550 423 -1,789 -9,345 -10,663 396 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.0 29.4 50.3 64.5 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
87 44 89 87 90 213 187
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 129,398
COMMITMENTS
29,407 6,120 26,888 64,413 90,319 120,708 123,327 8,690 6,072
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -5,196)
-2,005 -399 1,396 -4,190 -5,450 -4,799 -4,452 -397 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.7 20.8 49.8 69.8 93.3 95.3 6.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
126 52 87 102 105 265 216
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,331
COMMITMENTS
22,526 21,464 2,805 11,139 12,346 36,470 36,615 4,860 4,716
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -2,166)
1,026 -1,612 182 -4,334 -116 -3,127 -1,547 960 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 51.9 6.8 27.0 29.9 88.2 88.6 11.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 45 8 10 13 48 61
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 404,515
COMMITMENTS
33,679 107,526 2,021 350,792 280,097 386,492 389,645 18,023 14,871
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,812)
982 -2,531 -1,174 8,621 8,970 8,429 5,264 -3,617 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 26.6 0.5 86.7 69.2 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
26 55 16 94 105 132 164
Updated November 30, 2009