COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 1, 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 : 211,690: 60,035 25,291 15,970 112,041 158,826 188,046 200,087: 23,644 11,603 Old : 151,305: 39,351 25,574 10,149 85,246 107,039 134,746 142,762: 16,559 8,543 Other: 60,385: 25,301 4,334 1,204 26,795 51,787 53,300 57,325: 7,085 3,060 : : : : : Changes in Commitments from: January 25, 2011 : : 5,181: 4,071 879 -19 -208 3,472 3,844 4,332: 1,337 849 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 11.9 7.5 52.9 75.0 88.8 94.5: 11.2 5.5 Old : 100.0: 26.0 16.9 6.7 56.3 70.7 89.1 94.4: 10.9 5.6 Other: 100.0: 41.9 7.2 2.0 44.4 85.8 88.3 94.9: 11.7 5.1 : : : :# Traders : Number of Traders in Each Category : All : 247: 123 47 67 55 60 208 145: Old : 229: 104 53 58 50 55 184 136: Other: 145: 55 23 11 37 43 99 72: :---------------------------------------------------------------------------------------------------- : 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 : 22.3 28.4 31.8 40.0 17.2 17.8 23.7 28.0 Old : 25.0 25.4 35.1 37.7 24.5 22.4 33.0 33.5 Other: 29.4 49.4 41.9 61.0 26.6 48.9 38.9 60.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 1, 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 : 31,410: 16,702 2,198 219 10,469 27,992 27,390 30,409: 4,020 1,001 Old : 31,381: 16,697 2,198 219 10,463 27,970 27,379 30,387: 4,002 994 Other: 29: 5 0 0 6 22 11 22: 18 7 : : : : : Changes in Commitments from: January 25, 2011 : : -818: -883 -163 92 -85 -847 -876 -918: 58 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 7.0 0.7 33.3 89.1 87.2 96.8: 12.8 3.2 Old : 100.0: 53.2 7.0 0.7 33.3 89.1 87.2 96.8: 12.8 3.2 Other: 100.0: 17.2 0.0 0.0 20.7 75.9 37.9 75.9: 62.1 24.1 : : : :# Traders : Number of Traders in Each Category : All : 116: 56 20 16 26 25 91 52: Old : 116: 56 20 16 26 25 91 52: Other: 4: 2 0 0 1 1 3 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 : 25.0 65.1 40.0 80.0 25.0 60.0 39.8 74.4 Old : 25.0 65.1 40.0 80.0 25.0 60.0 39.9 74.4 Other: 37.9 75.9 37.9 75.9 37.9 75.9 37.9 75.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 1, 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 : 166,379: 45,137 23,186 24,212 83,816 113,657 153,165 161,055: 13,214 5,324 Old : 121,616: 49,894 24,092 11,730 47,694 81,022 109,318 116,844: 12,298 4,772 Other: 44,763: 3,738 7,589 3,987 36,122 32,635 43,847 44,211: 916 552 : : : : : Changes in Commitments from: January 25, 2011 : : 15,299: 3,337 -67 6,248 1,107 6,492 10,692 12,673: 4,607 2,626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 13.9 14.6 50.4 68.3 92.1 96.8: 7.9 3.2 Old : 100.0: 41.0 19.8 9.6 39.2 66.6 89.9 96.1: 10.1 3.9 Other: 100.0: 8.4 17.0 8.9 80.7 72.9 98.0 98.8: 2.0 1.2 : : : :# Traders : Number of Traders in Each Category : All : 186: 84 32 42 54 53 159 112: Old : 185: 83 34 42 52 49 157 108: Other: 59: 11 7 6 25 34 38 45: :---------------------------------------------------------------------------------------------------- : 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 : 31.9 39.8 42.0 52.1 17.2 19.6 24.3 29.7 Old : 24.5 36.1 35.2 49.1 21.0 32.7 31.3 44.0 Other: 61.0 58.1 78.8 76.9 40.2 36.5 49.3 48.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 1, 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 : 646,042: 200,514 18,418 56,666 306,716 528,410 563,896 603,494: 82,146 42,548 Old : 646,042: 200,514 18,418 56,666 306,716 528,410 563,896 603,494: 82,146 42,548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 25, 2011 : : 26,905: 17,529 3,537 -1,446 2,403 24,804 18,486 26,895: 8,419 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 2.9 8.8 47.5 81.8 87.3 93.4: 12.7 6.6 Old : 100.0: 31.0 2.9 8.8 47.5 81.8 87.3 93.4: 12.7 6.6 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 : 217: 87 26 75 87 91 197 172: Old : 217: 87 26 75 87 91 197 172: 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 : 15.5 25.7 24.8 36.9 13.4 21.9 20.5 32.2 Old : 15.5 25.7 24.8 36.9 13.4 21.9 20.5 32.2 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, February 1, 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 : 142,532: 49,875 9,011 15,519 67,284 112,207 132,678 136,737: 9,854 5,795 Old : 131,270: 49,441 9,820 13,900 58,514 101,965 121,855 125,685: 9,415 5,585 Other: 11,262: 1,856 613 197 8,770 10,242 10,823 11,052: 439 210 : : : : : Changes in Commitments from: January 25, 2011 : : 5,659: 4,348 2,275 445 -258 3,274 4,535 5,994: 1,124 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 6.3 10.9 47.2 78.7 93.1 95.9: 6.9 4.1 Old : 100.0: 37.7 7.5 10.6 44.6 77.7 92.8 95.7: 7.2 4.3 Other: 100.0: 16.5 5.4 1.7 77.9 90.9 96.1 98.1: 3.9 1.9 : : : :# Traders : Number of Traders in Each Category : All : 356: 161 41 63 109 127 297 211: Old : 353: 158 43 59 99 125 282 207: Other: 105: 22 14 4 45 41 71 55: :---------------------------------------------------------------------------------------------------- : 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 : 17.4 21.0 29.9 32.2 14.1 14.0 23.8 22.5 Old : 16.0 21.5 28.4 33.1 15.0 15.2 25.6 24.6 Other: 63.6 60.2 72.4 76.4 63.2 59.8 70.6 72.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 1, 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 : 42,472: 26,115 29,740 717 9,535 7,367 36,367 37,824: 6,105 4,648 Old : 42,472: 26,115 29,740 717 9,535 7,367 36,367 37,824: 6,105 4,648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 25, 2011 : : 3,282: 1,857 6,906 85 1,088 -3,819 3,030 3,172: 252 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 70.0 1.7 22.5 17.3 85.6 89.1: 14.4 10.9 Old : 100.0: 61.5 70.0 1.7 22.5 17.3 85.6 89.1: 14.4 10.9 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 : 97: 36 37 5 14 11 51 53: Old : 97: 36 37 5 14 11 51 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 : 58.8 47.4 67.6 63.1 58.6 47.4 67.2 63.1 Old : 58.8 47.4 67.6 63.1 58.6 47.4 67.2 63.1 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, February 1, 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 : 335,523: 26,783 50,125 5,651 283,245 263,926 315,679 319,702: 19,844 15,821 Old : 335,523: 26,783 50,125 5,651 283,245 263,926 315,679 319,702: 19,844 15,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 25, 2011 : : 4,833: 8,274 1,489 1,331 -3,982 1,888 5,623 4,708: -790 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 14.9 1.7 84.4 78.7 94.1 95.3: 5.9 4.7 Old : 100.0: 8.0 14.9 1.7 84.4 78.7 94.1 95.3: 5.9 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 : 253: 36 41 9 98 108 140 153: Old : 253: 36 41 9 98 108 140 153: 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 19.3 50.9 30.2 34.0 17.5 45.5 27.1 Old : 39.0 19.3 50.9 30.2 34.0 17.5 45.5 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011