COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,812 COMMITMENTS 55,245 27,388 10,354 116,850 154,450 182,449 192,192 19,363 9,620 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -525) -2,071 1,844 -152 1,000 -2,726 -1,223 -1,034 698 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 13.6 5.1 57.9 76.5 90.4 95.2 9.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 104 46 58 55 57 185 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,182 COMMITMENTS 14,876 1,419 369 9,963 26,598 25,208 28,386 3,974 796 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -269) 363 16 91 -508 -341 -54 -234 -215 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 4.9 1.3 34.1 91.1 86.4 97.3 13.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 51 15 9 23 22 79 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,263 COMMITMENTS 41,136 28,000 13,100 75,043 93,308 129,279 134,408 9,984 4,855 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,385) 1,060 -427 559 -1,431 2,080 188 2,212 1,197 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 20.1 9.4 53.9 67.0 92.8 96.5 7.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 59 42 34 52 52 132 113 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 607,307 COMMITMENTS 191,573 14,121 56,622 274,019 490,501 522,214 561,244 85,093 46,063 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 872) 2,643 -53 1,628 -6,823 -5,293 -2,552 -3,718 3,424 4,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 2.3 9.3 45.1 80.8 86.0 92.4 14.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 91 22 65 78 83 184 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,628 COMMITMENTS 44,925 6,989 16,081 70,155 111,655 131,161 134,725 8,467 4,903 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,703) 83 261 584 1,268 1,247 1,935 2,092 -232 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 5.0 11.5 50.2 80.0 93.9 96.5 6.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 149 39 56 101 125 269 207 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,398 COMMITMENTS 16,083 11,401 551 5,222 12,238 21,856 24,190 4,542 2,208 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -691) 145 -63 5 -411 -657 -261 -715 -430 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 43.2 2.1 19.8 46.4 82.8 91.6 17.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 23 27 5 12 8 39 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 311,200 COMMITMENTS 23,202 45,257 4,225 264,719 247,745 292,146 297,227 19,054 13,973 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -816) 219 720 -829 -738 -759 -1,348 -868 532 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 14.5 1.4 85.1 79.6 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 27 40 7 95 95 129 135
Updated January 3, 2011