COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 21, 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 : 202,337: 57,316 25,544 10,506 115,850 157,176 183,672 193,226: 18,665 9,111
Old : 157,023: 41,430 25,161 6,736 94,002 118,363 142,168 150,260: 14,855 6,763
Other: 45,314: 19,106 3,603 550 21,848 38,813 41,504 42,966: 3,810 2,348
: : :
: : Changes in Commitments from: December 14, 2010 :
: -2,182: 60 952 73 -3,313 -3,218 -3,180 -2,193: 998 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 12.6 5.2 57.3 77.7 90.8 95.5: 9.2 4.5
Old : 100.0: 26.4 16.0 4.3 59.9 75.4 90.5 95.7: 9.5 4.3
Other: 100.0: 42.2 8.0 1.2 48.2 85.7 91.6 94.8: 8.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 111 47 58 56 57 192 140:
Old : 221: 96 50 51 52 55 173 135:
Other: 113: 43 12 8 32 40 77 59:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 32.4 37.6 44.2 16.5 19.8 24.7 30.1
Old : 28.2 30.0 41.3 42.9 20.9 25.6 31.6 36.4
Other: 37.2 49.1 49.3 65.3 36.4 47.4 46.6 61.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 21, 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 : 29,451: 14,513 1,403 278 10,471 26,939 25,262 28,620: 4,189 831
Old : 29,428: 14,513 1,403 278 10,465 26,918 25,256 28,599: 4,172 829
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,560: -1,657 -1,644 -685 660 511 -1,682 -1,818: 122 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 4.8 0.9 35.6 91.5 85.8 97.2: 14.2 2.8
Old : 100.0: 49.3 4.8 0.9 35.6 91.5 85.8 97.2: 14.2 2.8
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 : 100: 47 16 9 22 24 75 44:
Old : 100: 47 16 9 22 24 75 44:
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 : 29.1 67.0 46.6 82.0 29.1 61.3 44.8 76.2
Old : 29.1 67.0 46.6 82.0 29.1 61.3 44.9 76.1
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 21, 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 : 137,878: 40,076 28,427 12,541 76,474 91,228 129,091 132,196: 8,787 5,682
Old : 109,548: 36,213 31,588 7,668 57,531 64,861 101,412 104,117: 8,136 5,431
Other: 28,330: 7,222 198 1,514 18,943 26,367 27,679 28,079: 651 251
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,905: 862 -288 -1 1,404 2,614 2,265 2,325: -360 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.6 9.1 55.5 66.2 93.6 95.9: 6.4 4.1
Old : 100.0: 33.1 28.8 7.0 52.5 59.2 92.6 95.0: 7.4 5.0
Other: 100.0: 25.5 0.7 5.3 66.9 93.1 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 53 41 30 53 53 123 112:
Old : 164: 52 44 29 52 50 121 109:
Other: 51: 12 3 4 25 29 38 35:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 31.7 41.3 48.3 21.3 24.6 30.4 34.8
Old : 24.3 30.2 36.1 46.5 21.4 24.6 31.6 35.1
Other: 54.3 60.8 73.7 78.9 44.4 47.2 55.1 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 21, 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 : 606,435: 188,930 14,174 54,994 280,842 495,794 524,766 564,962: 81,669 41,473
Old : 606,435: 188,930 14,174 54,994 280,842 495,794 524,766 564,962: 81,669 41,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 20,692: 13,634 -8,630 2,981 -2,823 27,750 13,792 22,101: 6,900 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.3 9.1 46.3 81.8 86.5 93.2: 13.5 6.8
Old : 100.0: 31.2 2.3 9.1 46.3 81.8 86.5 93.2: 13.5 6.8
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 : 209: 88 25 62 78 84 183 156:
Old : 209: 88 25 62 78 84 183 156:
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 : 15.0 25.5 24.3 39.9 12.8 22.5 20.2 35.2
Old : 15.0 25.5 24.3 39.9 12.8 22.5 20.2 35.2
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, December 21, 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 : 137,925: 44,842 6,728 15,497 68,887 110,408 129,226 132,633: 8,699 5,292
Old : 129,896: 44,834 7,743 13,955 62,720 103,007 121,509 124,705: 8,387 5,191
Other: 8,029: 1,358 335 192 6,167 7,401 7,717 7,928: 312 101
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,787: 468 341 2,204 2,117 2,472 4,789 5,017: -2 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 4.9 11.2 49.9 80.0 93.7 96.2: 6.3 3.8
Old : 100.0: 34.5 6.0 10.7 48.3 79.3 93.5 96.0: 6.5 4.0
Other: 100.0: 16.9 4.2 2.4 76.8 92.2 96.1 98.7: 3.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 141 44 58 94 121 258 205:
Old : 337: 140 46 57 88 120 251 204:
Other: 78: 17 4 2 28 39 46 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 19.8 33.5 31.7 18.9 14.5 28.5 24.2
Old : 19.9 20.6 32.0 32.3 19.9 16.1 31.1 26.1
Other: 74.0 75.2 81.9 85.6 72.7 75.2 79.8 83.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 21, 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 : 27,089: 15,938 11,464 546 5,633 12,895 22,117 24,905: 4,972 2,184
Old : 27,089: 15,938 11,464 546 5,633 12,895 22,117 24,905: 4,972 2,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,887: -384 255 -303 1,290 1,948 603 1,900: 1,284 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 42.3 2.0 20.8 47.6 81.6 91.9: 18.4 8.1
Old : 100.0: 58.8 42.3 2.0 20.8 47.6 81.6 91.9: 18.4 8.1
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 : 68: 24 24 5 11 9 39 35:
Old : 68: 24 24 5 11 9 39 35:
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 : 58.4 58.6 66.6 69.6 56.7 58.6 63.5 68.7
Old : 58.4 58.6 66.6 69.6 56.7 58.6 63.5 68.7
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, December 21, 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 : 312,016: 22,983 44,537 5,054 265,457 248,504 293,494 298,095: 18,522 13,921
Old : 312,016: 22,983 44,537 5,054 265,457 248,504 293,494 298,095: 18,522 13,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -108,493: -11,769 -3,593 -5,985 -88,650 -96,731 -106,404 -106,309: -2,089 -2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.3 1.6 85.1 79.6 94.1 95.5: 5.9 4.5
Old : 100.0: 7.4 14.3 1.6 85.1 79.6 94.1 95.5: 5.9 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 : 232: 28 44 9 96 91 131 137:
Old : 232: 28 44 9 96 91 131 137:
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 : 35.6 20.5 49.5 33.6 33.4 19.8 45.0 31.3
Old : 35.6 20.5 49.5 33.6 33.4 19.8 45.0 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010