COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 366,170 COMMITMENTS 59,244 7,475 110,335 176,257 236,142 345,836 353,951 20,333 12,218 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 198) 688 603 1,982 -3,527 -3,377 -857 -793 1,055 991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.0 30.1 48.1 64.5 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 132 36 88 64 67 223 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,307 COMMITMENTS 14,399 391 4,879 13,614 31,120 32,892 36,389 4,416 918 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -4,711) -1,634 59 -3,380 65 -1,612 -4,948 -4,932 238 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 1.0 13.1 36.5 83.4 88.2 97.5 11.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 57 7 26 28 31 90 60 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 149,065 COMMITMENTS 40,230 27,230 19,093 80,303 96,586 139,626 142,908 9,439 6,157 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,188) 623 -676 486 1,468 2,948 2,576 2,758 -388 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 18.3 12.8 53.9 64.8 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 57 44 42 55 57 133 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,015,730 COMMITMENTS 168,715 6,911 327,592 427,225 627,609 923,532 962,112 92,199 53,618 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 30,452) 13,097 -4,215 4,468 6,081 31,237 23,646 31,490 6,806 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.7 32.3 42.1 61.8 90.9 94.7 9.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 79 40 83 81 90 194 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 202,098 COMMITMENTS 45,114 5,465 57,144 89,967 132,790 192,225 195,400 9,872 6,698 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 16,740) 898 -540 10,345 5,076 6,572 16,319 16,377 421 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 2.7 28.3 44.5 65.7 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 147 57 91 114 134 304 242 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 27,469 COMMITMENTS 15,864 11,469 770 5,767 12,993 22,401 25,232 5,068 2,238 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,902) -447 288 -279 1,327 1,920 600 1,928 1,302 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.8 41.8 2.8 21.0 47.3 81.5 91.9 18.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 25 26 7 12 9 42 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 312,952 COMMITMENTS 23,029 44,953 5,260 266,057 248,565 294,345 298,778 18,607 14,174 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -109,369) -11,816 -3,147 -6,610 -88,795 -97,255 -107,221 -107,013 -2,147 -2,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 14.4 1.7 85.0 79.4 94.1 95.5 5.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 28 45 12 96 92 134 139
Updated December 27, 2010