COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 202,337 COMMITMENTS 57,316 25,544 10,506 115,850 157,176 183,672 193,226 18,665 9,111 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -2,182) 60 952 73 -3,313 -3,218 -3,180 -2,193 998 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 12.6 5.2 57.3 77.7 90.8 95.5 9.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 111 47 58 56 57 192 140 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,451 COMMITMENTS 14,513 1,403 278 10,471 26,939 25,262 28,620 4,189 831 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,560) -1,657 -1,644 -685 660 511 -1,682 -1,818 122 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 4.8 0.9 35.6 91.5 85.8 97.2 14.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 47 16 9 22 24 75 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 137,878 COMMITMENTS 40,076 28,427 12,541 76,474 91,228 129,091 132,196 8,787 5,682 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,905) 862 -288 -1 1,404 2,614 2,265 2,325 -360 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 20.6 9.1 55.5 66.2 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 53 41 30 53 53 123 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 606,435 COMMITMENTS 188,930 14,174 54,994 280,842 495,794 524,766 564,962 81,669 41,473 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 20,692) 13,634 -8,630 2,981 -2,823 27,750 13,792 22,101 6,900 -1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 2.3 9.1 46.3 81.8 86.5 93.2 13.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 88 25 62 78 84 183 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 137,925 COMMITMENTS 44,842 6,728 15,497 68,887 110,408 129,226 132,633 8,699 5,292 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,787) 468 341 2,204 2,117 2,472 4,789 5,017 -2 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 4.9 11.2 49.9 80.0 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 141 44 58 94 121 258 205 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,089 COMMITMENTS 15,938 11,464 546 5,633 12,895 22,117 24,905 4,972 2,184 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,887) -384 255 -303 1,290 1,948 603 1,900 1,284 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 42.3 2.0 20.8 47.6 81.6 91.9 18.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 24 24 5 11 9 39 35 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 312,016 COMMITMENTS 22,983 44,537 5,054 265,457 248,504 293,494 298,095 18,522 13,921 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -108,493) -11,769 -3,593 -5,985 -88,650 -96,731 -106,404 -106,309 -2,089 -2,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 14.3 1.6 85.1 79.6 94.1 95.5 5.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 28 44 9 96 91 131 137
Updated December 27, 2010