COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 449,411 COMMITMENTS 71,370 7,087 134,591 220,574 293,060 426,535 434,738 22,875 14,672 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 6,781) -227 432 3,314 4,081 4,348 7,168 8,094 -387 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 1.6 29.9 49.1 65.2 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 149 42 99 69 83 251 196 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,081 COMMITMENTS 15,109 653 5,639 11,699 28,972 32,447 35,264 3,634 817 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 3,609) 1,238 39 971 751 2,648 2,960 3,657 649 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 1.8 15.6 32.4 80.3 89.9 97.7 10.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 56 12 22 28 27 93 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 157,044 COMMITMENTS 28,499 37,014 23,022 97,262 91,390 148,783 151,425 8,262 5,619 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 5,469) -1,782 -670 175 7,022 5,135 5,416 4,640 53 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 23.6 14.7 61.9 58.2 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 56 53 47 58 55 134 139 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 948,145 COMMITMENTS 170,975 5,664 273,772 412,755 617,198 857,503 896,634 90,642 51,510 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 47,072) 5,201 326 22,281 17,573 25,766 45,055 48,372 2,017 -1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.6 28.9 43.5 65.1 90.4 94.6 9.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 95 27 81 81 87 198 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,883 COMMITMENTS 51,230 8,237 71,399 90,018 135,727 212,648 215,363 10,235 7,520 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,900) -901 -1,525 -2,728 492 1,754 -3,138 -2,500 238 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 3.7 32.0 40.4 60.9 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 148 79 107 120 147 326 279 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,847 COMMITMENTS 27,959 19,951 968 7,212 16,449 36,139 37,369 4,708 3,478 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,694) 3,964 1,767 -91 -2,294 8 1,579 1,684 115 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.4 48.8 2.4 17.7 40.3 88.5 91.5 11.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 33 35 6 11 13 45 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,244 COMMITMENTS 46,495 74,145 3,694 332,474 307,814 382,663 385,653 18,580 15,591 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,758) 3,483 -3,710 -267 -6,732 519 -3,516 -3,458 758 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 18.5 0.9 82.9 76.7 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 31 53 14 96 104 139 159
Updated November 5, 2010