COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 203,598: 52,886 27,073 13,016 116,251 152,642 182,153 192,731: 21,445 10,867 Old : 151,199: 37,963 26,581 8,418 89,071 108,039 135,452 143,038: 15,747 8,161 Other: 52,399: 18,621 4,190 900 27,180 44,603 46,701 49,693: 5,698 2,706 : : : : : Changes in Commitments from: January 4, 2011 : : -4,297: -1,010 506 790 -5,610 -6,669 -5,830 -5,373: 1,533 1,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 13.3 6.4 57.1 75.0 89.5 94.7: 10.5 5.3 Old : 100.0: 25.1 17.6 5.6 58.9 71.5 89.6 94.6: 10.4 5.4 Other: 100.0: 35.5 8.0 1.7 51.9 85.1 89.1 94.8: 10.9 5.2 : : : :# Traders : Number of Traders in Each Category : All : 225: 103 45 61 57 60 190 138: Old : 214: 92 48 52 54 57 173 132: Other: 120: 45 16 6 33 42 80 62: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.5 30.9 37.9 41.5 18.3 17.9 25.5 27.4 Old : 29.3 27.0 40.5 38.8 26.4 26.2 36.5 36.3 Other: 38.8 50.6 52.2 64.0 34.9 50.1 48.3 62.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 32,846: 16,522 1,935 198 11,817 29,864 28,537 31,997: 4,309 849 Old : 32,822: 16,522 1,935 198 11,811 29,842 28,531 31,975: 4,291 847 Other: 24: 0 0 0 6 22 6 22: 18 2 : : : : : Changes in Commitments from: January 4, 2011 : : 815: 562 374 -147 118 442 533 669: 282 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 5.9 0.6 36.0 90.9 86.9 97.4: 13.1 2.6 Old : 100.0: 50.3 5.9 0.6 36.0 90.9 86.9 97.4: 13.1 2.6 Other: 100.0: 0.0 0.0 0.0 25.0 91.7 25.0 91.7: 75.0 8.3 : : : :# Traders : Number of Traders in Each Category : All : 110: 54 21 12 20 22 80 49: Old : 110: 54 21 12 20 22 80 49: Other: 2: 0 0 0 1 1 1 1: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 68.8 42.7 82.3 25.6 60.2 39.8 73.6 Old : 26.4 68.8 42.7 82.3 25.6 60.2 39.8 73.6 Other: 25.0 91.7 25.0 91.7 25.0 91.7 25.0 91.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 145,419: 42,362 29,082 14,667 78,536 94,545 135,565 138,294: 9,854 7,125 Old : 114,549: 37,795 32,796 9,033 58,436 65,832 105,264 107,661: 9,285 6,888 Other: 30,870: 8,405 124 1,796 20,100 28,713 30,301 30,633: 569 237 : : : : : Changes in Commitments from: January 4, 2011 : : 1,612: -931 947 724 1,379 -1,493 1,172 178: 440 1,434 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 20.0 10.1 54.0 65.0 93.2 95.1: 6.8 4.9 Old : 100.0: 33.0 28.6 7.9 51.0 57.5 91.9 94.0: 8.1 6.0 Other: 100.0: 27.2 0.4 5.8 65.1 93.0 98.2 99.2: 1.8 0.8 : : : :# Traders : Number of Traders in Each Category : All : 165: 56 42 31 53 50 126 111: Old : 164: 57 44 30 51 44 124 104: Other: 56: 13 5 7 26 32 42 41: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.0 32.6 39.8 48.0 19.6 23.5 28.7 34.1 Old : 24.4 31.5 35.5 47.1 20.0 25.1 29.7 33.9 Other: 51.4 60.7 70.9 77.4 41.8 45.7 53.8 58.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 617,471: 187,151 12,796 57,896 294,066 500,255 539,113 570,947: 78,358 46,524 Old : 617,471: 187,151 12,796 57,896 294,066 500,255 539,113 570,947: 78,358 46,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2011 : : 10,286: -1,466 -502 -924 10,343 10,526 7,953 9,100: 2,333 1,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 2.1 9.4 47.6 81.0 87.3 92.5: 12.7 7.5 Old : 100.0: 30.3 2.1 9.4 47.6 81.0 87.3 92.5: 12.7 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 207: 86 22 66 80 85 187 155: Old : 207: 86 22 66 80 85 187 155: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.1 26.4 24.7 37.6 13.1 22.4 20.7 32.8 Old : 15.1 26.4 24.7 37.6 13.1 22.4 20.7 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 138,452: 47,061 7,464 15,953 65,911 108,679 128,925 132,096: 9,527 6,356 Old : 129,114: 47,072 8,612 14,389 58,511 99,897 119,972 122,898: 9,142 6,216 Other: 9,338: 1,409 272 144 7,400 8,782 8,953 9,198: 385 140 : : : : : Changes in Commitments from: January 4, 2011 : : -2,288: 2,280 219 -639 -4,374 -2,264 -2,733 -2,684: 445 396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 5.4 11.5 47.6 78.5 93.1 95.4: 6.9 4.6 Old : 100.0: 36.5 6.7 11.1 45.3 77.4 92.9 95.2: 7.1 4.8 Other: 100.0: 15.1 2.9 1.5 79.2 94.0 95.9 98.5: 4.1 1.5 : : : :# Traders : Number of Traders in Each Category : All : 344: 152 39 57 107 120 278 203: Old : 344: 153 39 57 101 118 272 201: Other: 85: 17 6 2 34 39 52 46: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.5 20.2 30.7 30.6 16.1 13.8 25.6 22.8 Old : 17.1 20.4 29.0 30.8 17.0 14.9 27.7 24.6 Other: 71.5 71.8 79.7 84.2 69.8 71.8 78.0 82.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 36,538: 23,937 13,880 1,971 4,622 18,718 30,530 34,569: 6,008 1,969 Old : 36,538: 23,937 13,880 1,971 4,622 18,718 30,530 34,569: 6,008 1,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2011 : : 8,861: 5,331 -5,994 1,300 330 14,152 6,961 9,458: 1,900 -597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 38.0 5.4 12.6 51.2 83.6 94.6: 16.4 5.4 Old : 100.0: 65.5 38.0 5.4 12.6 51.2 83.6 94.6: 16.4 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 35 25 7 9 12 50 39: Old : 80: 35 25 7 9 12 50 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 56.1 66.0 72.0 54.9 55.6 61.8 71.2 Old : 57.4 56.1 66.0 72.0 54.9 55.6 61.8 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 326,128: 23,899 47,728 5,565 277,990 257,379 307,454 310,672: 18,674 15,456 Old : 326,128: 23,899 47,728 5,565 277,990 257,379 307,454 310,672: 18,674 15,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2011 : : 9,032: 28 4,021 210 9,011 4,043 9,249 8,274: -217 758 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 14.6 1.7 85.2 78.9 94.3 95.3: 5.7 4.7 Old : 100.0: 7.3 14.6 1.7 85.2 78.9 94.3 95.3: 5.7 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 237: 31 40 10 97 94 135 138: Old : 237: 31 40 10 97 94 135 138: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 19.8 49.7 32.2 32.3 18.3 44.5 29.4 Old : 37.4 19.8 49.7 32.2 32.3 18.3 44.5 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011