COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 459,691 COMMITMENTS 67,173 6,873 144,322 225,047 296,383 436,542 447,578 23,149 12,113 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 10,280) -4,198 -214 9,731 4,473 3,323 10,007 12,840 274 -2,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 1.5 31.4 49.0 64.5 95.0 97.4 5.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 156 43 104 68 82 258 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,506 COMMITMENTS 15,850 503 5,976 11,895 30,237 33,722 36,716 3,784 790 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,425) 741 -150 337 197 1,265 1,275 1,452 150 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 1.3 15.9 31.7 80.6 89.9 97.9 10.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 60 10 22 29 27 96 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,181 COMMITMENTS 31,168 38,912 18,622 87,698 83,116 137,488 140,650 10,693 7,530 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -8,864) 2,669 1,898 -4,400 -9,564 -8,273 -11,295 -10,775 2,431 1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 26.3 12.6 59.2 56.1 92.8 94.9 7.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 47 56 45 58 50 135 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 993,202 COMMITMENTS 162,282 9,685 316,747 419,838 616,353 898,867 942,785 94,335 50,417 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 45,057) -8,694 4,021 42,975 7,083 -845 41,364 46,151 3,694 -1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.0 31.9 42.3 62.1 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 89 39 86 83 91 204 184 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 237,617 COMMITMENTS 51,450 7,565 79,859 98,096 144,814 229,404 232,238 8,212 5,379 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 14,734) 219 -672 8,460 8,077 9,087 16,756 16,875 -2,022 -2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 3.2 33.6 41.3 60.9 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 154 65 109 123 152 321 286 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,192 COMMITMENTS 26,188 19,806 1,122 7,585 13,949 34,895 34,877 4,297 4,315 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -1,655) -1,771 -145 154 373 -2,500 -1,244 -2,492 -410 837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.8 50.5 2.9 19.4 35.6 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 35 35 8 13 12 50 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 397,530 COMMITMENTS 34,999 75,229 4,217 338,684 301,666 377,900 381,112 19,630 16,418 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -3,713) -11,496 1,084 523 6,209 -6,148 -4,763 -4,541 1,050 827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 18.9 1.1 85.2 75.9 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 29 52 16 96 103 136 160
Updated November 15, 2010