COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 15, 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 : 195,668: 55,576 23,230 13,254 103,787 147,282 172,617 183,766: 23,051 11,902 Old : 128,960: 35,940 18,806 8,129 70,486 93,002 114,555 119,937: 14,405 9,023 Other: 66,708: 23,313 8,101 1,448 33,301 54,280 58,062 63,829: 8,646 2,879 : : : : : Changes in Commitments from: February 8, 2011 : : -25,026: -1,278 -7,531 -3,752 -19,080 -14,776 -24,110 -26,059: -916 1,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 11.9 6.8 53.0 75.3 88.2 93.9: 11.8 6.1 Old : 100.0: 27.9 14.6 6.3 54.7 72.1 88.8 93.0: 11.2 7.0 Other: 100.0: 34.9 12.1 2.2 49.9 81.4 87.0 95.7: 13.0 4.3 : : : :# Traders : Number of Traders in Each Category : All : 236: 105 52 59 57 61 193 146: Old : 222: 84 63 41 46 59 158 139: Other: 149: 55 26 14 44 46 107 80: :---------------------------------------------------------------------------------------------------- : 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 : 24.9 28.5 35.2 39.4 21.8 19.7 28.6 30.0 Old : 25.2 27.1 36.3 39.8 23.0 24.8 33.3 36.5 Other: 34.5 43.9 45.5 57.8 32.9 43.4 43.4 56.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 15, 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 : 29,763: 13,675 2,512 481 11,918 25,702 26,074 28,695: 3,689 1,068 Old : 29,729: 13,668 2,507 481 11,912 25,676 26,061 28,664: 3,668 1,065 Other: 34: 7 5 0 6 26 13 31: 21 3 : : : : : Changes in Commitments from: February 8, 2011 : : -2,392: -2,849 568 54 733 -3,281 -2,062 -2,659: -330 267 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.9 8.4 1.6 40.0 86.4 87.6 96.4: 12.4 3.6 Old : 100.0: 46.0 8.4 1.6 40.1 86.4 87.7 96.4: 12.3 3.6 Other: 100.0: 20.6 14.7 0.0 17.6 76.5 38.2 91.2: 61.8 8.8 : : : :# Traders : Number of Traders in Each Category : All : 110: 47 22 18 31 24 92 50: Old : 110: 47 22 18 31 24 92 50: Other: 6: 2 2 0 1 1 3 3: :---------------------------------------------------------------------------------------------------- : 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 : 23.4 61.3 39.3 77.0 23.4 55.8 38.7 71.2 Old : 23.4 61.3 39.3 77.0 23.4 55.8 38.7 71.2 Other: 38.2 91.2 38.2 91.2 38.2 91.2 38.2 91.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 15, 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 : 154,865: 48,233 21,314 14,036 80,539 114,730 142,808 150,080: 12,057 4,785 Old : 107,181: 50,811 18,116 4,075 41,450 80,641 96,336 102,832: 10,845 4,349 Other: 47,684: 4,219 9,995 3,164 39,089 34,089 46,472 47,248: 1,212 436 : : : : : Changes in Commitments from: February 8, 2011 : : -6,599: 2,570 843 -2,764 -4,970 -3,730 -5,164 -5,651: -1,435 -948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 13.8 9.1 52.0 74.1 92.2 96.9: 7.8 3.1 Old : 100.0: 47.4 16.9 3.8 38.7 75.2 89.9 95.9: 10.1 4.1 Other: 100.0: 8.8 21.0 6.6 82.0 71.5 97.5 99.1: 2.5 0.9 : : : :# Traders : Number of Traders in Each Category : All : 182: 80 39 36 51 52 155 105: Old : 181: 82 38 35 47 46 151 98: Other: 64: 13 8 5 27 36 42 47: :---------------------------------------------------------------------------------------------------- : 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 : 31.2 41.2 41.9 55.8 19.5 22.3 26.9 34.0 Old : 23.6 41.5 34.5 56.4 22.7 38.2 33.6 52.4 Other: 56.6 57.3 75.4 75.9 39.7 38.6 51.3 50.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 15, 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 : 663,043: 180,551 20,151 57,443 347,002 538,185 584,996 615,779: 78,047 47,264 Old : 663,043: 180,551 20,151 57,443 347,002 538,185 584,996 615,779: 78,047 47,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 8, 2011 : : 9,814: -9,118 2,238 2,161 13,426 1,914 6,469 6,313: 3,345 3,501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 3.0 8.7 52.3 81.2 88.2 92.9: 11.8 7.1 Old : 100.0: 27.2 3.0 8.7 52.3 81.2 88.2 92.9: 11.8 7.1 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: 77 38 69 89 88 193 169: Old : 217: 77 38 69 89 88 193 169: 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 : 16.6 25.4 28.0 38.7 13.4 20.9 20.4 30.4 Old : 16.6 25.4 28.0 38.7 13.4 20.9 20.4 30.4 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 15, 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 : 128,663: 44,458 6,496 9,746 65,348 106,972 119,552 123,214: 9,111 5,449 Old : 114,769: 43,650 7,280 8,061 54,507 94,078 106,218 109,419: 8,551 5,350 Other: 13,894: 2,205 613 288 10,841 12,894 13,334 13,795: 560 99 : : : : : Changes in Commitments from: February 8, 2011 : : -17,974: -6,227 -4,859 -3,908 -5,903 -7,825 -16,038 -16,592: -1,936 -1,382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 5.0 7.6 50.8 83.1 92.9 95.8: 7.1 4.2 Old : 100.0: 38.0 6.3 7.0 47.5 82.0 92.5 95.3: 7.5 4.7 Other: 100.0: 15.9 4.4 2.1 78.0 92.8 96.0 99.3: 4.0 0.7 : : : :# Traders : Number of Traders in Each Category : All : 328: 143 37 52 100 124 263 198: Old : 325: 136 43 45 89 122 247 191: Other: 123: 27 9 7 57 50 84 66: :---------------------------------------------------------------------------------------------------- : 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 : 18.4 19.8 32.5 30.7 15.9 16.4 27.4 25.6 Old : 18.3 20.2 33.3 32.1 17.2 17.0 31.1 28.1 Other: 55.5 50.4 65.2 69.6 55.4 49.7 63.0 66.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 15, 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 : 40,052: 24,358 30,118 1,523 8,600 4,938 34,481 36,579: 5,571 3,473 Old : 40,052: 24,358 30,118 1,523 8,600 4,938 34,481 36,579: 5,571 3,473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 8, 2011 : : -3,987: -2,667 -4,305 749 -2,009 365 -3,927 -3,191: -60 -796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 75.2 3.8 21.5 12.3 86.1 91.3: 13.9 8.7 Old : 100.0: 60.8 75.2 3.8 21.5 12.3 86.1 91.3: 13.9 8.7 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 : 96: 34 38 7 16 10 53 53: Old : 96: 34 38 7 16 10 53 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 : 54.6 51.6 63.5 67.4 54.2 50.0 61.9 65.8 Old : 54.6 51.6 63.5 67.4 54.2 50.0 61.9 65.8 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 15, 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 : 345,272: 27,328 60,572 3,641 293,088 264,071 324,057 328,284: 21,215 16,988 Old : 345,272: 27,328 60,572 3,641 293,088 264,071 324,057 328,284: 21,215 16,988 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 8, 2011 : : 13,830: 1,895 11,462 -480 11,363 2,345 12,778 13,327: 1,052 503 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 17.5 1.1 84.9 76.5 93.9 95.1: 6.1 4.9 Old : 100.0: 7.9 17.5 1.1 84.9 76.5 93.9 95.1: 6.1 4.9 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 : 253: 36 42 11 98 106 137 156: Old : 253: 36 42 11 98 106 137 156: 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 : 40.4 17.6 51.9 28.5 36.2 16.5 47.5 26.4 Old : 40.4 17.6 51.9 28.5 36.2 16.5 47.5 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011