COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 361,915 COMMITMENTS 58,221 7,573 108,650 174,388 234,788 341,260 351,011 20,655 10,904 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -4,254) -1,023 98 -1,685 -1,869 -1,354 -4,576 -2,940 322 -1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.1 30.0 48.2 64.9 94.3 97.0 5.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 125 35 82 63 66 211 161 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,049 COMMITMENTS 14,771 412 4,944 13,095 30,806 32,811 36,163 4,238 886 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -259) 372 21 66 -518 -314 -81 -227 -178 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 1.1 13.3 35.3 83.2 88.6 97.6 11.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 53 13 26 31 29 95 58 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 151,552 COMMITMENTS 41,566 26,508 20,491 78,962 99,213 141,018 146,211 10,534 5,341 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,486) 1,335 -722 1,398 -1,342 2,627 1,391 3,303 1,095 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 17.5 13.5 52.1 65.5 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 61 47 48 54 56 143 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,035,783 COMMITMENTS 171,944 5,980 342,452 425,500 627,968 939,896 976,400 95,887 59,383 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 20,053) 3,229 -931 14,860 -1,724 359 16,364 14,288 3,689 5,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.6 33.1 41.1 60.6 90.7 94.3 9.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 80 40 83 82 90 197 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 206,312 COMMITMENTS 44,772 4,906 60,802 91,585 134,720 197,159 200,429 9,152 5,883 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 4,214) -342 -559 3,657 1,618 1,930 4,934 5,029 -720 -815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 2.4 29.5 44.4 65.3 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 147 59 93 120 137 311 249 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 26,794 COMMITMENTS 16,034 11,415 766 5,362 12,354 22,162 24,535 4,632 2,259 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -675) 170 -54 -4 -406 -639 -239 -696 -437 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 42.6 2.9 20.0 46.1 82.7 91.6 17.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 24 30 7 13 8 42 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 312,184 COMMITMENTS 23,246 45,653 4,449 265,309 247,827 293,005 297,929 19,179 14,255 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -768) 218 700 -811 -747 -738 -1,341 -848 573 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 14.6 1.4 85.0 79.4 93.9 95.4 6.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 27 41 10 95 96 132 137
Updated January 3, 2011