COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 365,971 COMMITMENTS 58,556 6,872 108,353 179,784 239,519 346,693 354,744 19,278 11,227 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 15,263) 1,295 1,469 9,611 5,248 4,811 16,155 15,891 -892 -629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 1.9 29.6 49.1 65.4 94.7 96.9 5.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 126 31 78 64 66 212 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 42,018 COMMITMENTS 16,033 331 8,258 13,549 32,732 37,840 41,321 4,178 697 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,312) -589 -52 966 799 647 1,176 1,560 136 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 0.8 19.7 32.2 77.9 90.1 98.3 9.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 58 13 25 32 32 102 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 146,877 COMMITMENTS 39,608 27,905 18,607 78,836 93,637 137,051 140,150 9,827 6,727 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 391) -1,069 -2,804 -282 1,739 3,192 388 105 3 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 19.0 12.7 53.7 63.8 93.3 95.4 6.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 60 46 42 52 57 134 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 985,279 COMMITMENTS 155,619 11,126 323,124 421,143 596,372 899,886 930,622 85,393 54,657 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 34,765) 1,155 -2,596 17,716 8,715 16,463 27,586 31,583 7,180 3,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 1.1 32.8 42.7 60.5 91.3 94.5 8.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 83 31 81 83 87 195 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 185,357 COMMITMENTS 44,215 6,006 46,799 84,892 126,218 175,906 179,023 9,451 6,335 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,857) 1,986 250 642 1,403 3,523 4,031 4,415 825 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 3.2 25.2 45.8 68.1 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 145 64 87 114 135 304 243 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 25,567 COMMITMENTS 16,310 11,181 1,049 4,441 11,073 21,800 23,303 3,766 2,264 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -9,840) -3,695 593 -1,044 -3,147 -8,495 -7,886 -8,946 -1,954 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 43.7 4.1 17.4 43.3 85.3 91.1 14.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 25 27 9 11 7 41 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 422,321 COMMITMENTS 34,845 48,100 11,870 354,852 345,820 401,567 405,790 20,754 16,531 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 15,884) -4,403 -10,984 7,537 10,170 19,038 13,305 15,592 2,579 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 11.4 2.8 84.0 81.9 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 33 44 19 106 110 152 160
Updated December 17, 2010