COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 175,703: 63,901 19,432 7,997 84,206 142,040 156,104 169,469: 19,599 6,234
Old : 164,413: 63,186 19,034 6,242 76,232 133,544 145,660 158,820: 18,753 5,593
Other: 11,290: 2,262 1,945 208 7,974 8,496 10,444 10,649: 846 641
: : :
: : Changes in Commitments from: November 17, 2009 :
: 5,176: 7,047 1,871 -747 -703 4,953 5,597 6,077: -421 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 11.1 4.6 47.9 80.8 88.8 96.5: 11.2 3.5
Old : 100.0: 38.4 11.6 3.8 46.4 81.2 88.6 96.6: 11.4 3.4
Other: 100.0: 20.0 17.2 1.8 70.6 75.3 92.5 94.3: 7.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 121 38 29 42 55 183 107:
Old : 237: 118 42 27 36 53 174 105:
Other: 74: 11 16 3 18 33 30 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 41.6 34.6 54.4 23.0 40.1 33.8 52.2
Old : 24.7 43.0 36.5 56.3 24.2 42.8 35.7 55.6
Other: 49.9 39.5 69.1 58.4 49.9 39.5 69.1 58.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 29,532: 14,592 2,022 1,184 10,152 25,116 25,928 28,322: 3,604 1,210
Old : 29,332: 14,602 2,032 1,154 10,004 24,938 25,760 28,124: 3,572 1,208
Other: 200: 20 20 0 148 178 168 198: 32 2
: : :
: : Changes in Commitments from: November 17, 2009 :
: 96: 43 7 -154 21 137 -90 -10: 186 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 6.8 4.0 34.4 85.0 87.8 95.9: 12.2 4.1
Old : 100.0: 49.8 6.9 3.9 34.1 85.0 87.8 95.9: 12.2 4.1
Other: 100.0: 10.0 10.0 0.0 74.0 89.0 84.0 99.0: 16.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 54 14 16 21 15 83 38:
Old : 99: 54 14 15 21 15 82 38:
Other: 5: 1 2 0 1 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 71.2 37.8 82.4 24.4 67.9 37.2 78.8
Old : 24.5 71.7 37.6 83.0 24.5 68.9 37.4 79.8
Other: 84.0 99.0 84.0 99.0 84.0 99.0 84.0 99.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 123,135: 48,542 13,247 10,478 53,334 94,960 112,354 118,685: 10,781 4,450
Old : 105,090: 47,911 5,707 9,152 37,522 86,034 94,585 100,893: 10,505 4,197
Other: 18,045: 1,729 8,638 228 15,812 8,926 17,769 17,792: 276 253
: : :
: : Changes in Commitments from: November 17, 2009 :
: 1,900: 3,405 169 -438 -1,223 2,486 1,744 2,217: 156 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 10.8 8.5 43.3 77.1 91.2 96.4: 8.8 3.6
Old : 100.0: 45.6 5.4 8.7 35.7 81.9 90.0 96.0: 10.0 4.0
Other: 100.0: 9.6 47.9 1.3 87.6 49.5 98.5 98.6: 1.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 74 20 29 41 41 130 81:
Old : 158: 73 24 27 39 39 127 77:
Other: 42: 10 8 3 13 15 26 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 35.9 40.8 51.9 24.8 26.0 33.3 39.6
Old : 26.9 34.8 38.2 49.6 25.8 32.6 35.8 46.7
Other: 80.6 83.0 90.8 91.8 59.2 68.6 69.2 73.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 773,085: 192,850 45,405 80,210 432,405 611,561 705,465 737,176: 67,620 35,909
Old : 773,085: 192,850 45,405 80,210 432,405 611,561 705,465 737,176: 67,620 35,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 2,532: -1,533 -1,086 -1,260 5,464 3,403 2,671 1,057: -139 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.9 10.4 55.9 79.1 91.3 95.4: 8.7 4.6
Old : 100.0: 24.9 5.9 10.4 55.9 79.1 91.3 95.4: 8.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 94 29 63 81 84 196 159:
Old : 226: 94 29 63 81 84 196 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 24.2 29.6 40.0 12.4 16.8 20.5 28.5
Old : 17.4 24.2 29.6 40.0 12.4 16.8 20.5 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 107,505: 30,221 7,580 10,716 60,121 84,997 101,058 103,293: 6,447 4,212
Old : 101,399: 31,082 8,620 7,416 56,628 81,402 95,126 97,438: 6,273 3,961
Other: 6,106: 1,584 1,405 855 3,493 3,595 5,932 5,855: 174 251
: : :
: : Changes in Commitments from: November 17, 2009 :
: -6,262: -1,083 187 364 -4,575 -5,651 -5,294 -5,100: -968 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 7.1 10.0 55.9 79.1 94.0 96.1: 6.0 3.9
Old : 100.0: 30.7 8.5 7.3 55.8 80.3 93.8 96.1: 6.2 3.9
Other: 100.0: 25.9 23.0 14.0 57.2 58.9 97.2 95.9: 2.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 105 40 46 80 97 207 170:
Old : 281: 106 41 41 77 95 203 163:
Other: 73: 7 15 7 21 38 33 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 27.3 40.0 41.7 24.1 22.9 38.2 35.2
Old : 25.3 28.2 40.3 42.4 25.3 24.9 39.9 37.9
Other: 68.7 39.8 83.2 56.5 56.2 29.5 67.0 42.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 39,858: 22,661 21,210 2,283 10,585 12,172 35,529 35,665: 4,329 4,193
Old : 39,858: 22,661 21,210 2,283 10,585 12,172 35,529 35,665: 4,329 4,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -2,407: 1,082 -1,457 -38 -4,385 -222 -3,341 -1,717: 934 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 53.2 5.7 26.6 30.5 89.1 89.5: 10.9 10.5
Old : 100.0: 56.9 53.2 5.7 26.6 30.5 89.1 89.5: 10.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 26 43 6 10 11 42 55:
Old : 88: 26 43 6 10 11 42 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 38.9 79.7 61.3 66.4 33.9 69.9 51.3
Old : 70.1 38.9 79.7 61.3 66.4 33.9 69.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 403,435: 33,636 107,536 1,599 350,376 279,743 385,611 388,878: 17,824 14,557
Old : 403,435: 33,636 107,536 1,599 350,376 279,743 385,611 388,878: 17,824 14,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 6,070: 958 -2,973 -236 9,054 9,766 9,776 6,557: -3,706 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 26.7 0.4 86.8 69.3 95.6 96.4: 4.4 3.6
Old : 100.0: 8.3 26.7 0.4 86.8 69.3 95.6 96.4: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 24 55 11 92 103 126 159:
Old : 246: 24 55 11 92 103 126 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 19.8 56.4 31.2 42.7 19.0 50.1 29.5
Old : 47.6 19.8 56.4 31.2 42.7 19.0 50.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009