COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 1, 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 : 175,964: 63,143 20,105 8,880 85,651 141,499 157,674 170,484: 18,290 5,480
Old : 163,664: 62,403 20,368 6,686 77,155 131,796 146,244 158,850: 17,420 4,814
Other: 12,300: 2,814 1,811 120 8,496 9,703 11,430 11,634: 870 666
: : :
: : Changes in Commitments from: November 24, 2009 :
: 261: -758 673 883 1,445 -541 1,570 1,015: -1,309 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.4 5.0 48.7 80.4 89.6 96.9: 10.4 3.1
Old : 100.0: 38.1 12.4 4.1 47.1 80.5 89.4 97.1: 10.6 2.9
Other: 100.0: 22.9 14.7 1.0 69.1 78.9 92.9 94.6: 7.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 118 36 34 44 58 183 113:
Old : 235: 116 40 31 38 56 173 111:
Other: 77: 12 17 3 20 34 33 54:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 39.7 35.2 53.4 23.3 38.6 34.5 51.3
Old : 25.0 41.2 37.3 55.2 24.5 41.0 36.7 54.5
Other: 46.8 37.5 67.3 56.4 46.8 37.3 67.3 56.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 1, 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 : 31,201: 15,607 2,025 1,471 10,061 26,685 27,139 30,181: 4,062 1,020
Old : 31,001: 15,616 2,034 1,442 9,913 26,507 26,971 29,983: 4,030 1,018
Other: 200: 20 20 0 148 178 168 198: 32 2
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,669: 1,015 3 287 -91 1,569 1,211 1,859: 458 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 6.5 4.7 32.2 85.5 87.0 96.7: 13.0 3.3
Old : 100.0: 50.4 6.6 4.7 32.0 85.5 87.0 96.7: 13.0 3.3
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 : 109: 61 17 16 20 16 91 39:
Old : 109: 62 16 15 20 16 90 39:
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 : 23.2 69.8 37.0 81.3 23.2 65.8 35.9 77.3
Old : 23.4 70.2 36.8 81.8 23.4 66.7 36.1 78.3
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, December 1, 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 : 126,235: 49,950 11,912 11,119 53,254 97,826 114,323 120,857: 11,912 5,378
Old : 108,222: 49,450 4,477 9,601 37,424 88,929 96,475 103,007: 11,747 5,215
Other: 18,013: 1,765 8,700 253 15,830 8,897 17,848 17,850: 165 163
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,100: 1,408 -1,335 641 -80 2,866 1,969 2,172: 1,131 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 9.4 8.8 42.2 77.5 90.6 95.7: 9.4 4.3
Old : 100.0: 45.7 4.1 8.9 34.6 82.2 89.1 95.2: 10.9 4.8
Other: 100.0: 9.8 48.3 1.4 87.9 49.4 99.1 99.1: 0.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 74 18 30 43 40 132 79:
Old : 158: 76 19 29 41 38 129 76:
Other: 43: 9 10 4 13 15 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 37.4 39.8 53.6 24.4 28.0 32.5 41.6
Old : 26.4 37.0 37.2 51.3 25.3 35.0 34.7 49.1
Other: 80.7 83.1 91.0 91.8 59.3 68.6 69.3 73.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 1, 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 : 780,288: 195,968 40,286 78,745 436,766 627,219 711,479 746,250: 68,809 34,038
Old : 780,288: 195,968 40,286 78,745 436,766 627,219 711,479 746,250: 68,809 34,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 7,203: 3,118 -5,119 -1,465 4,361 15,658 6,014 9,074: 1,189 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.2 10.1 56.0 80.4 91.2 95.6: 8.8 4.4
Old : 100.0: 25.1 5.2 10.1 56.0 80.4 91.2 95.6: 8.8 4.4
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 : 231: 99 28 66 78 87 199 162:
Old : 231: 99 28 66 78 87 199 162:
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 24.3 29.5 40.4 12.0 17.1 20.1 28.9
Old : 17.4 24.3 29.5 40.4 12.0 17.1 20.1 28.9
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, December 1, 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 : 112,189: 35,189 8,669 10,804 58,937 88,574 104,930 108,047: 7,259 4,142
Old : 105,278: 36,058 10,166 7,002 55,197 84,449 98,257 101,617: 7,021 3,661
Other: 6,911: 2,019 1,391 914 3,740 4,125 6,673 6,430: 238 481
: : :
: : Changes in Commitments from: November 24, 2009 :
: 4,684: 4,968 1,089 88 -1,184 3,577 3,872 4,754: 812 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.7 9.6 52.5 79.0 93.5 96.3: 6.5 3.7
Old : 100.0: 34.3 9.7 6.7 52.4 80.2 93.3 96.5: 6.7 3.5
Other: 100.0: 29.2 20.1 13.2 54.1 59.7 96.6 93.0: 3.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 120 45 49 80 100 230 173:
Old : 304: 124 45 44 78 98 227 167:
Other: 77: 7 17 5 20 42 32 60:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 24.6 38.9 38.3 23.7 20.8 37.3 33.3
Old : 24.9 25.5 39.3 39.8 24.9 22.9 39.1 36.4
Other: 62.5 40.1 79.9 53.0 57.9 28.3 70.4 39.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 1, 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 : 39,680: 23,687 19,245 2,190 9,490 14,135 35,367 35,570: 4,313 4,110
Old : 39,680: 23,687 19,245 2,190 9,490 14,135 35,367 35,570: 4,313 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -178: 1,026 -1,965 -93 -1,095 1,963 -162 -95: -16 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 48.5 5.5 23.9 35.6 89.1 89.6: 10.9 10.4
Old : 100.0: 59.7 48.5 5.5 23.9 35.6 89.1 89.6: 10.9 10.4
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 : 86: 21 46 7 9 14 35 63:
Old : 86: 21 46 7 9 14 35 63:
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 : 71.8 40.1 81.2 59.8 68.0 34.9 71.7 50.5
Old : 71.8 40.1 81.2 59.8 68.0 34.9 71.7 50.5
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, December 1, 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 : 408,396: 31,282 105,241 2,863 353,453 283,079 387,598 391,183: 20,798 17,213
Old : 408,396: 31,282 105,241 2,863 353,453 283,079 387,598 391,183: 20,798 17,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 4,961: -2,354 -2,295 1,264 3,077 3,336 1,987 2,305: 2,974 2,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 25.8 0.7 86.5 69.3 94.9 95.8: 5.1 4.2
Old : 100.0: 7.7 25.8 0.7 86.5 69.3 94.9 95.8: 5.1 4.2
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 : 243: 25 52 11 96 103 129 158:
Old : 243: 25 52 11 96 103 129 158:
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 : 46.8 19.5 55.5 31.3 42.4 19.5 49.9 30.0
Old : 46.8 19.5 55.5 31.3 42.4 19.5 49.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009