COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,895: 53,896 26,567 12,226 121,861 159,311 187,983 198,104: 19,912 9,791
Old : 157,774: 39,628 25,623 7,748 95,225 117,211 142,601 150,582: 15,173 7,192
Other: 50,121: 18,198 4,874 548 26,636 42,100 45,382 47,522: 4,739 2,599
: : :
: : Changes in Commitments from: December 28, 2010 :
: 6,083: -1,349 -821 1,872 5,011 4,861 5,534 5,912: 549 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 12.8 5.9 58.6 76.6 90.4 95.3: 9.6 4.7
Old : 100.0: 25.1 16.2 4.9 60.4 74.3 90.4 95.4: 9.6 4.6
Other: 100.0: 36.3 9.7 1.1 53.1 84.0 90.5 94.8: 9.5 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 105 43 55 55 59 185 134:
Old : 214: 96 45 45 51 57 167 129:
Other: 113: 38 18 8 31 40 73 62:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 32.7 39.4 43.6 17.6 18.2 25.6 27.9
Old : 28.7 29.9 41.2 41.8 23.3 27.8 34.6 37.4
Other: 42.8 49.9 54.4 64.7 38.7 48.6 48.5 61.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,031: 15,960 1,561 345 11,699 29,422 28,004 31,328: 4,027 703
Old : 32,008: 15,960 1,561 345 11,693 29,401 27,998 31,307: 4,010 701
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,849: 1,084 142 -24 1,736 2,824 2,796 2,942: 53 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 4.9 1.1 36.5 91.9 87.4 97.8: 12.6 2.2
Old : 100.0: 49.9 4.9 1.1 36.5 91.9 87.5 97.8: 12.5 2.2
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 : 110: 56 19 13 20 20 82 46:
Old : 110: 56 19 13 20 20 82 46:
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 : 26.6 70.1 43.4 84.0 25.9 61.4 40.5 75.2
Old : 26.6 70.1 43.4 84.0 25.9 61.4 40.5 75.2
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,807: 43,293 28,135 13,943 77,157 96,038 134,393 138,116: 9,414 5,691
Old : 113,032: 38,842 31,765 8,263 57,105 67,579 104,210 107,607: 8,822 5,425
Other: 30,775: 8,322 241 1,809 20,052 28,459 30,183 30,509: 592 266
: : :
: : Changes in Commitments from: December 28, 2010 :
: 4,544: 2,157 135 843 2,114 2,730 5,114 3,708: -570 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 19.6 9.7 53.7 66.8 93.5 96.0: 6.5 4.0
Old : 100.0: 34.4 28.1 7.3 50.5 59.8 92.2 95.2: 7.8 4.8
Other: 100.0: 27.0 0.8 5.9 65.2 92.5 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 57 46 31 52 49 129 112:
Old : 171: 58 47 31 50 44 127 107:
Other: 54: 12 4 6 26 31 40 40:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 33.1 39.9 49.1 20.4 24.4 28.8 35.1
Old : 24.0 31.9 34.7 47.4 20.0 25.2 30.0 35.4
Other: 51.5 60.8 71.0 77.5 42.0 45.7 54.0 58.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 607,185: 188,617 13,298 58,820 283,723 489,729 531,160 561,847: 76,025 45,338
Old : 607,185: 188,617 13,298 58,820 283,723 489,729 531,160 561,847: 76,025 45,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -122: -2,956 -823 2,198 9,704 -772 8,946 603: -9,068 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 2.2 9.7 46.7 80.7 87.5 92.5: 12.5 7.5
Old : 100.0: 31.1 2.2 9.7 46.7 80.7 87.5 92.5: 12.5 7.5
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 : 204: 80 24 64 81 83 182 154:
Old : 204: 80 24 64 81 83 182 154:
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 24.7 24.4 36.7 12.6 21.4 20.3 32.2
Old : 14.8 24.7 24.4 36.7 12.6 21.4 20.3 32.2
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,740: 44,781 7,245 16,592 70,285 110,943 131,658 134,780: 9,082 5,960
Old : 132,282: 44,866 8,351 14,983 63,712 103,099 123,561 126,433: 8,721 5,849
Other: 8,458: 1,378 357 146 6,573 7,844 8,097 8,347: 361 111
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,112: -144 256 511 130 -712 497 55: 615 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.1 11.8 49.9 78.8 93.5 95.8: 6.5 4.2
Old : 100.0: 33.9 6.3 11.3 48.2 77.9 93.4 95.6: 6.6 4.4
Other: 100.0: 16.3 4.2 1.7 77.7 92.7 95.7 98.7: 4.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 144 41 58 105 120 272 203:
Old : 342: 144 42 58 98 118 265 201:
Other: 82: 17 4 2 32 40 50 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 : 19.6 19.8 32.6 31.5 18.6 14.7 28.4 24.2
Old : 19.7 20.6 31.7 32.2 19.7 16.6 30.7 26.6
Other: 70.6 72.5 79.5 83.7 68.7 72.4 77.6 82.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,677: 18,606 19,874 671 4,292 4,566 23,569 25,111: 4,108 2,566
Old : 27,677: 18,606 19,874 671 4,292 4,566 23,569 25,111: 4,108 2,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,279: 2,523 8,473 120 -930 -7,672 1,713 921: -434 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 71.8 2.4 15.5 16.5 85.2 90.7: 14.8 9.3
Old : 100.0: 67.2 71.8 2.4 15.5 16.5 85.2 90.7: 14.8 9.3
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 : 82: 24 35 7 10 13 40 51:
Old : 82: 24 35 7 10 13 40 51:
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 : 65.6 49.2 71.4 66.6 63.0 49.2 68.0 65.7
Old : 65.6 49.2 71.4 66.6 63.0 49.2 68.0 65.7
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,096: 23,871 43,707 5,355 268,979 253,336 298,205 302,398: 18,891 14,698
Old : 317,096: 23,871 43,707 5,355 268,979 253,336 298,205 302,398: 18,891 14,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 5,896: 669 -1,550 1,130 4,260 5,591 6,059 5,171: -163 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.8 1.7 84.8 79.9 94.0 95.4: 6.0 4.6
Old : 100.0: 7.5 13.8 1.7 84.8 79.9 94.0 95.4: 6.0 4.6
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 : 234: 29 40 8 94 95 129 138:
Old : 234: 29 40 8 94 95 129 138:
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 : 36.2 19.8 49.2 32.5 32.6 18.8 44.1 30.2
Old : 36.2 19.8 49.2 32.5 32.6 18.8 44.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011