COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 201,812: 55,245 27,388 10,354 116,850 154,450 182,449 192,192: 19,363 9,620
Old : 155,870: 40,155 26,137 6,658 93,910 115,849 140,723 148,644: 15,147 7,226
Other: 45,942: 18,184 4,345 602 22,940 38,601 41,726 43,548: 4,216 2,394
: : :
: : Changes in Commitments from: December 21, 2010 :
: -525: -2,071 1,844 -152 1,000 -2,726 -1,223 -1,034: 698 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.6 5.1 57.9 76.5 90.4 95.2: 9.6 4.8
Old : 100.0: 25.8 16.8 4.3 60.2 74.3 90.3 95.4: 9.7 4.6
Other: 100.0: 39.6 9.5 1.3 49.9 84.0 90.8 94.8: 9.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 104 46 58 55 57 185 138:
Old : 214: 90 50 47 51 56 163 134:
Other: 110: 40 15 8 31 38 74 58:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 31.7 39.0 43.2 17.3 19.1 25.4 28.9
Old : 29.4 28.8 42.1 41.8 22.9 26.2 34.4 37.1
Other: 40.5 49.1 52.7 65.1 36.9 47.4 47.1 60.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,182: 14,876 1,419 369 9,963 26,598 25,208 28,386: 3,974 796
Old : 29,159: 14,876 1,419 369 9,957 26,577 25,202 28,365: 3,957 794
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: December 21, 2010 :
: -269: 363 16 91 -508 -341 -54 -234: -215 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 4.9 1.3 34.1 91.1 86.4 97.3: 13.6 2.7
Old : 100.0: 51.0 4.9 1.3 34.1 91.1 86.4 97.3: 13.6 2.7
Other: 100.0: 0.0 0.0 0.0 26.1 91.3 26.1 91.3: 73.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 51 15 9 23 22 79 42:
Old : 102: 51 15 9 23 22 79 42:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 68.5 45.3 83.8 29.3 63.8 45.3 78.8
Old : 29.4 68.5 45.4 83.8 29.4 63.7 45.4 78.8
Other: 26.1 91.3 26.1 91.3 26.1 91.3 26.1 91.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,263: 41,136 28,000 13,100 75,043 93,308 129,279 134,408: 9,984 4,855
Old : 110,453: 37,373 31,434 7,794 55,939 66,550 101,106 105,778: 9,347 4,675
Other: 28,810: 7,446 249 1,623 19,104 26,758 28,173 28,630: 637 180
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,385: 1,060 -427 559 -1,431 2,080 188 2,212: 1,197 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 20.1 9.4 53.9 67.0 92.8 96.5: 7.2 3.5
Old : 100.0: 33.8 28.5 7.1 50.6 60.3 91.5 95.8: 8.5 4.2
Other: 100.0: 25.8 0.9 5.6 66.3 92.9 97.8 99.4: 2.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 59 42 34 52 52 132 113:
Old : 171: 58 44 34 51 49 131 110:
Other: 53: 12 4 5 25 30 38 38:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 31.8 40.2 48.2 20.9 24.4 29.8 35.3
Old : 23.7 30.5 34.8 46.2 20.9 25.0 31.1 35.3
Other: 54.3 60.7 73.3 78.4 44.5 46.8 54.8 60.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 607,307: 191,573 14,121 56,622 274,019 490,501 522,214 561,244: 85,093 46,063
Old : 607,307: 191,573 14,121 56,622 274,019 490,501 522,214 561,244: 85,093 46,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 872: 2,643 -53 1,628 -6,823 -5,293 -2,552 -3,718: 3,424 4,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 2.3 9.3 45.1 80.8 86.0 92.4: 14.0 7.6
Old : 100.0: 31.5 2.3 9.3 45.1 80.8 86.0 92.4: 14.0 7.6
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 : 208: 91 22 65 78 83 184 157:
Old : 208: 91 22 65 78 83 184 157:
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 : 14.8 25.1 24.2 36.6 12.4 22.0 20.1 32.7
Old : 14.8 25.1 24.2 36.6 12.4 22.0 20.1 32.7
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,628: 44,925 6,989 16,081 70,155 111,655 131,161 134,725: 8,467 4,903
Old : 131,295: 45,002 8,143 14,361 63,771 103,990 123,134 126,494: 8,161 4,801
Other: 8,333: 1,441 364 202 6,384 7,665 8,027 8,231: 306 102
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,703: 83 261 584 1,268 1,247 1,935 2,092: -232 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 5.0 11.5 50.2 80.0 93.9 96.5: 6.1 3.5
Old : 100.0: 34.3 6.2 10.9 48.6 79.2 93.8 96.3: 6.2 3.7
Other: 100.0: 17.3 4.4 2.4 76.6 92.0 96.3 98.8: 3.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 149 39 56 101 125 269 207:
Old : 345: 149 40 55 95 124 262 206:
Other: 83: 18 4 2 32 40 51 45:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 20.0 33.2 31.8 18.8 14.7 28.7 24.3
Old : 19.8 20.9 32.0 32.5 19.8 16.5 31.2 26.4
Other: 71.5 72.9 80.8 84.9 70.0 72.8 78.8 82.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,398: 16,083 11,401 551 5,222 12,238 21,856 24,190: 4,542 2,208
Old : 26,398: 16,083 11,401 551 5,222 12,238 21,856 24,190: 4,542 2,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -691: 145 -63 5 -411 -657 -261 -715: -430 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 43.2 2.1 19.8 46.4 82.8 91.6: 17.2 8.4
Old : 100.0: 60.9 43.2 2.1 19.8 46.4 82.8 91.6: 17.2 8.4
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 : 70: 23 27 5 12 8 39 37:
Old : 70: 23 27 5 12 8 39 37:
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 : 59.7 57.4 67.5 68.7 57.7 57.4 64.4 67.9
Old : 59.7 57.4 67.5 68.7 57.7 57.4 64.4 67.9
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 311,200: 23,202 45,257 4,225 264,719 247,745 292,146 297,227: 19,054 13,973
Old : 311,200: 23,202 45,257 4,225 264,719 247,745 292,146 297,227: 19,054 13,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -816: 219 720 -829 -738 -759 -1,348 -868: 532 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.5 1.4 85.1 79.6 93.9 95.5: 6.1 4.5
Old : 100.0: 7.5 14.5 1.4 85.1 79.6 93.9 95.5: 6.1 4.5
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 : 230: 27 40 7 95 95 129 135:
Old : 230: 27 40 7 95 95 129 135:
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 : 35.9 20.5 50.0 33.7 33.4 19.7 45.0 31.3
Old : 35.9 20.5 50.0 33.7 33.4 19.7 45.0 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011