COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 207,895 COMMITMENTS 53,896 26,567 12,226 121,861 159,311 187,983 198,104 19,912 9,791 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 6,083) -1,349 -821 1,872 5,011 4,861 5,534 5,912 549 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 12.8 5.9 58.6 76.6 90.4 95.3 9.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 105 43 55 55 59 185 134 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,031 COMMITMENTS 15,960 1,561 345 11,699 29,422 28,004 31,328 4,027 703 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,849) 1,084 142 -24 1,736 2,824 2,796 2,942 53 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 4.9 1.1 36.5 91.9 87.4 97.8 12.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 56 19 13 20 20 82 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,807 COMMITMENTS 43,293 28,135 13,943 77,157 96,038 134,393 138,116 9,414 5,691 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,544) 2,157 135 843 2,114 2,730 5,114 3,708 -570 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 19.6 9.7 53.7 66.8 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 57 46 31 52 49 129 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 607,185 COMMITMENTS 188,617 13,298 58,820 283,723 489,729 531,160 561,847 76,025 45,338 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -122) -2,956 -823 2,198 9,704 -772 8,946 603 -9,068 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 2.2 9.7 46.7 80.7 87.5 92.5 12.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 80 24 64 81 83 182 154 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,740 COMMITMENTS 44,781 7,245 16,592 70,285 110,943 131,658 134,780 9,082 5,960 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,112) -144 256 511 130 -712 497 55 615 1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 5.1 11.8 49.9 78.8 93.5 95.8 6.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 144 41 58 105 120 272 203 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,677 COMMITMENTS 18,606 19,874 671 4,292 4,566 23,569 25,111 4,108 2,566 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,279) 2,523 8,473 120 -930 -7,672 1,713 921 -434 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 71.8 2.4 15.5 16.5 85.2 90.7 14.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 35 7 10 13 40 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 317,096 COMMITMENTS 23,871 43,707 5,355 268,979 253,336 298,205 302,398 18,891 14,698 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 5,896) 669 -1,550 1,130 4,260 5,591 6,059 5,171 -163 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 13.8 1.7 84.8 79.9 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 29 40 8 94 95 129 138
Updated January 7, 2011