COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, January 25, 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 : 206,509: 55,964 24,412 15,989 112,249 155,354 184,202 195,755: 22,307 10,754 Old : 149,773: 38,576 24,783 10,122 85,420 106,674 134,118 141,579: 15,655 8,194 Other: 56,736: 22,247 4,488 1,008 26,829 48,680 50,084 54,176: 6,652 2,560 : : : : : Changes in Commitments from: January 18, 2011 : : 8,122: 2,820 -249 2,299 1,755 5,588 6,874 7,638: 1,248 484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 11.8 7.7 54.4 75.2 89.2 94.8: 10.8 5.2 Old : 100.0: 25.8 16.5 6.8 57.0 71.2 89.5 94.5: 10.5 5.5 Other: 100.0: 39.2 7.9 1.8 47.3 85.8 88.3 95.5: 11.7 4.5 : : : :# Traders : Number of Traders in Each Category : All : 249: 118 49 72 57 62 210 152: Old : 236: 103 55 61 53 58 189 144: Other: 141: 53 22 12 35 44 95 73: :---------------------------------------------------------------------------------------------------- : 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 : 24.2 29.7 33.9 40.2 17.4 17.9 23.3 27.8 Old : 27.5 25.6 37.5 37.6 25.9 23.3 34.3 33.8 Other: 32.0 50.9 44.2 62.9 28.7 50.4 40.9 62.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, January 25, 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 : 32,228: 17,585 2,361 127 10,554 28,839 28,266 31,327: 3,962 901 Old : 32,204: 17,585 2,361 127 10,548 28,817 28,260 31,305: 3,944 899 Other: 24: 0 0 0 6 22 6 22: 18 2 : : : : : Changes in Commitments from: January 18, 2011 : : -799: 390 213 -97 -1,020 -913 -727 -797: -72 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 7.3 0.4 32.7 89.5 87.7 97.2: 12.3 2.8 Old : 100.0: 54.6 7.3 0.4 32.8 89.5 87.8 97.2: 12.2 2.8 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 : 118: 59 21 12 23 23 90 48: Old : 118: 59 21 12 23 23 90 48: 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 : 26.5 64.9 41.9 78.9 25.2 56.6 39.2 70.2 Old : 26.5 64.9 41.9 78.9 25.2 56.5 39.2 70.2 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 25, 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 : 151,080: 41,800 23,253 17,964 82,709 107,165 142,473 148,382: 8,607 2,698 Old : 115,153: 41,688 25,948 10,474 55,165 76,507 107,327 112,929: 7,826 2,224 Other: 35,927: 3,572 765 4,030 27,544 30,658 35,146 35,453: 781 474 : : : : : Changes in Commitments from: January 18, 2011 : : 7,272: -1,864 -4,936 3,659 6,446 12,341 8,241 11,064: -969 -3,792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 15.4 11.9 54.7 70.9 94.3 98.2: 5.7 1.8 Old : 100.0: 36.2 22.5 9.1 47.9 66.4 93.2 98.1: 6.8 1.9 Other: 100.0: 9.9 2.1 11.2 76.7 85.3 97.8 98.7: 2.2 1.3 : : : :# Traders : Number of Traders in Each Category : All : 178: 76 36 39 52 52 151 108: Old : 177: 76 36 39 50 46 149 102: Other: 58: 11 7 6 26 33 40 43: :---------------------------------------------------------------------------------------------------- : 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 : 30.4 37.3 40.6 51.1 18.5 20.8 26.9 31.0 Old : 23.7 36.2 36.4 50.7 20.6 29.1 31.3 40.6 Other: 58.9 49.7 76.1 71.8 36.6 31.5 44.1 40.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, January 25, 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 : 619,137: 182,985 14,881 58,112 304,313 503,606 545,410 576,599: 73,727 42,538 Old : 619,137: 182,985 14,881 58,112 304,313 503,606 545,410 576,599: 73,727 42,538 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 18, 2011 : : -1,781: 3,619 927 -2,804 -707 1,153 108 -724: -1,889 -1,057 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 2.4 9.4 49.2 81.3 88.1 93.1: 11.9 6.9 Old : 100.0: 29.6 2.4 9.4 49.2 81.3 88.1 93.1: 11.9 6.9 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 : 209: 82 25 67 84 89 186 163: Old : 209: 82 25 67 84 89 186 163: 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 : 15.9 26.1 25.7 37.6 13.7 21.8 21.1 32.3 Old : 15.9 26.1 25.7 37.6 13.7 21.8 21.1 32.3 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 25, 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 : 136,873: 45,527 6,736 15,074 67,542 108,933 128,143 130,743: 8,730 6,130 Old : 126,791: 45,016 7,535 13,615 59,898 99,733 118,529 120,883: 8,262 5,908 Other: 10,082: 1,718 408 252 7,644 9,200 9,614 9,860: 468 222 : : : : : Changes in Commitments from: January 18, 2011 : : -1,537: -3,794 -161 1,859 1,912 -2,396 -23 -698: -1,514 -839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 4.9 11.0 49.3 79.6 93.6 95.5: 6.4 4.5 Old : 100.0: 35.5 5.9 10.7 47.2 78.7 93.5 95.3: 6.5 4.7 Other: 100.0: 17.0 4.0 2.5 75.8 91.3 95.4 97.8: 4.6 2.2 : : : :# Traders : Number of Traders in Each Category : All : 335: 140 39 64 111 123 275 209: Old : 333: 138 40 61 107 121 268 205: Other: 99: 20 10 4 42 39 65 51: :---------------------------------------------------------------------------------------------------- : 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 : 18.6 20.9 31.0 32.3 14.4 13.7 24.0 22.2 Old : 16.3 21.7 29.1 32.8 15.3 14.2 25.9 23.7 Other: 66.2 66.8 74.1 78.9 64.4 66.8 71.8 77.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, January 25, 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 : 39,190: 24,258 22,834 632 8,447 11,186 33,337 34,652: 5,853 4,538 Old : 39,190: 24,258 22,834 632 8,447 11,186 33,337 34,652: 5,853 4,538 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 18, 2011 : : 6,176: 4,032 7,818 1 1,589 -2,573 5,622 5,246: 554 930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 58.3 1.6 21.6 28.5 85.1 88.4: 14.9 11.6 Old : 100.0: 61.9 58.3 1.6 21.6 28.5 85.1 88.4: 14.9 11.6 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 : 96: 35 37 4 13 12 49 53: Old : 96: 35 37 4 13 12 49 53: 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 : 55.0 51.8 65.0 67.0 54.8 51.8 64.3 67.0 Old : 55.0 51.8 65.0 67.0 54.8 51.8 64.3 67.0 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 25, 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 : 330,690: 18,509 48,636 4,320 287,227 262,038 310,056 314,994: 20,634 15,696 Old : 330,690: 18,509 48,636 4,320 287,227 262,038 310,056 314,994: 20,634 15,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 18, 2011 : : 7,559: 925 -1,790 1,179 4,679 9,676 6,783 9,065: 776 -1,506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 14.7 1.3 86.9 79.2 93.8 95.3: 6.2 4.7 Old : 100.0: 5.6 14.7 1.3 86.9 79.2 93.8 95.3: 6.2 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 : 241: 32 41 11 94 100 133 146: Old : 241: 32 41 11 94 100 133 146: 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 : 39.0 19.6 52.2 31.2 33.9 18.2 46.6 28.7 Old : 39.0 19.6 52.2 31.2 33.9 18.2 46.6 28.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011