COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 204,519 COMMITMENTS 57,256 24,592 10,433 119,163 160,394 186,852 195,419 17,667 9,100 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,865) 622 4,456 1,323 3,234 -686 5,179 5,093 -314 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 12.0 5.1 58.3 78.4 91.4 95.6 8.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 102 45 54 55 55 187 128 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,011 COMMITMENTS 16,170 3,047 963 9,811 26,428 26,944 30,438 4,067 573 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 472) -626 -40 575 198 158 147 693 325 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 9.8 3.1 31.6 85.2 86.9 98.2 13.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 51 17 10 25 25 83 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,973 COMMITMENTS 39,214 28,715 12,542 75,070 88,614 126,826 129,871 9,147 6,102 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -104) -1,862 -3,020 412 1,665 2,454 215 -154 -319 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 21.1 9.2 55.2 65.2 93.3 95.5 6.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 58 42 29 50 52 123 111 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 585,743 COMMITMENTS 175,296 22,804 52,013 283,665 468,044 510,974 542,861 74,769 42,882 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 10,487) 1,471 -479 2,410 436 6,871 4,317 8,802 6,170 1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 3.9 8.9 48.4 79.9 87.2 92.7 12.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 89 19 58 79 81 182 146 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 133,138 COMMITMENTS 44,374 6,387 13,293 66,770 107,936 124,437 127,616 8,701 5,522 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,034) 1,053 -71 -374 695 2,143 1,374 1,698 660 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 4.8 10.0 50.2 81.1 93.5 95.9 6.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 146 43 60 93 123 262 208 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,202 COMMITMENTS 16,322 11,209 849 4,343 10,947 21,514 23,005 3,688 2,197 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -9,869) -3,722 625 -1,062 -3,137 -8,524 -7,921 -8,961 -1,948 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.8 44.5 3.4 17.2 43.4 85.4 91.3 14.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 24 25 6 10 7 37 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 420,509 COMMITMENTS 34,752 48,130 11,039 354,107 345,235 399,898 404,404 20,611 16,105 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 15,799) -4,428 -11,012 7,529 10,125 19,039 13,226 15,556 2,573 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 11.4 2.6 84.2 82.1 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 33 43 15 105 110 149 157
Updated December 17, 2010