COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 22, 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 : 178,652: 52,800 23,899 10,960 91,686 133,566 155,446 168,425: 23,206 10,227 Old : 112,204: 34,147 18,793 5,398 58,885 80,764 98,430 104,955: 13,774 7,249 Other: 66,448: 22,842 9,295 1,373 32,801 52,802 57,016 63,470: 9,432 2,978 : : : : : Changes in Commitments from: February 15, 2011 : : -17,016: -2,776 669 -2,294 -12,101 -13,716 -17,171 -15,341: 155 -1,675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 13.4 6.1 51.3 74.8 87.0 94.3: 13.0 5.7 Old : 100.0: 30.4 16.7 4.8 52.5 72.0 87.7 93.5: 12.3 6.5 Other: 100.0: 34.4 14.0 2.1 49.4 79.5 85.8 95.5: 14.2 4.5 : : : :# Traders : Number of Traders in Each Category : All : 231: 101 55 56 54 55 188 137: Old : 213: 79 63 37 43 50 149 125: Other: 148: 51 31 16 43 49 103 88: :---------------------------------------------------------------------------------------------------- : 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 : 24.8 30.0 35.6 41.5 22.1 22.8 30.0 33.8 Old : 24.1 31.0 36.3 45.6 23.8 30.8 34.7 43.7 Other: 37.8 40.2 48.1 54.0 36.5 39.2 46.8 52.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 22, 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 : 31,169: 15,237 1,657 309 11,513 28,200 27,059 30,166: 4,110 1,003 Old : 31,132: 15,230 1,647 307 11,507 28,178 27,044 30,132: 4,088 1,000 Other: 37: 9 12 0 6 22 15 34: 22 3 : : : : : Changes in Commitments from: February 15, 2011 : : 1,406: 1,562 -855 -172 -405 2,498 985 1,471: 421 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.9 5.3 1.0 36.9 90.5 86.8 96.8: 13.2 3.2 Old : 100.0: 48.9 5.3 1.0 37.0 90.5 86.9 96.8: 13.1 3.2 Other: 100.0: 24.3 32.4 0.0 16.2 59.5 40.5 91.9: 59.5 8.1 : : : :# Traders : Number of Traders in Each Category : All : 105: 55 17 12 23 23 87 43: Old : 105: 55 17 11 22 23 85 43: Other: 8: 3 3 0 1 1 4 4: :---------------------------------------------------------------------------------------------------- : 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 : 24.4 64.4 39.6 79.6 23.8 59.7 39.0 74.9 Old : 24.4 64.4 39.6 79.6 23.9 59.7 39.1 74.9 Other: 40.5 91.9 40.5 91.9 40.5 91.9 40.5 91.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 22, 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 : 154,656: 50,797 21,510 10,940 79,468 116,410 141,205 148,860: 13,451 5,796 Old : 106,695: 50,421 16,274 3,708 40,349 81,453 94,478 101,435: 12,217 5,260 Other: 47,961: 4,291 9,151 3,317 39,119 34,957 46,727 47,425: 1,234 536 : : : : : Changes in Commitments from: February 15, 2011 : : -209: 2,564 196 -3,096 -1,071 1,680 -1,603 -1,220: 1,394 1,011 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 13.9 7.1 51.4 75.3 91.3 96.3: 8.7 3.7 Old : 100.0: 47.3 15.3 3.5 37.8 76.3 88.5 95.1: 11.5 4.9 Other: 100.0: 8.9 19.1 6.9 81.6 72.9 97.4 98.9: 2.6 1.1 : : : :# Traders : Number of Traders in Each Category : All : 173: 80 31 31 52 50 151 94: Old : 171: 82 29 30 45 45 143 89: Other: 65: 8 12 6 28 38 40 52: :---------------------------------------------------------------------------------------------------- : 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 : 29.3 39.4 40.0 54.5 19.7 23.9 27.2 36.0 Old : 22.5 40.3 33.1 57.1 22.4 38.4 33.0 54.1 Other: 57.8 55.1 74.6 73.2 39.8 36.0 50.0 47.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 22, 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 : 637,871: 182,416 20,091 53,974 328,637 513,308 565,027 587,373: 72,844 50,498 Old : 637,871: 182,416 20,091 53,974 328,637 513,308 565,027 587,373: 72,844 50,498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -25,172: 1,865 -60 -3,469 -18,365 -24,877 -19,969 -28,406: -5,203 3,234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 3.1 8.5 51.5 80.5 88.6 92.1: 11.4 7.9 Old : 100.0: 28.6 3.1 8.5 51.5 80.5 88.6 92.1: 11.4 7.9 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 : 214: 78 39 63 83 85 183 166: Old : 214: 78 39 63 83 85 183 166: 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 : 17.4 26.3 29.2 40.6 14.3 21.6 22.2 31.4 Old : 17.4 26.3 29.2 40.6 14.3 21.6 22.2 31.4 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 22, 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 : 126,328: 44,364 7,625 10,392 63,604 104,089 118,360 122,106: 7,968 4,222 Old : 110,706: 43,238 8,407 8,722 51,369 89,461 103,329 106,590: 7,377 4,116 Other: 15,622: 2,519 611 277 12,235 14,628 15,031 15,516: 591 106 : : : : : Changes in Commitments from: February 15, 2011 : : -2,335: -94 1,129 646 -1,744 -2,883 -1,192 -1,108: -1,143 -1,227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 6.0 8.2 50.3 82.4 93.7 96.7: 6.3 3.3 Old : 100.0: 39.1 7.6 7.9 46.4 80.8 93.3 96.3: 6.7 3.7 Other: 100.0: 16.1 3.9 1.8 78.3 93.6 96.2 99.3: 3.8 0.7 : : : :# Traders : Number of Traders in Each Category : All : 338: 146 40 51 100 124 268 199: Old : 335: 139 45 46 87 123 249 196: Other: 123: 29 8 6 54 51 83 65: :---------------------------------------------------------------------------------------------------- : 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 : 18.3 19.1 32.8 30.7 16.3 16.0 27.7 26.2 Old : 18.9 19.7 34.7 31.8 17.8 17.4 32.3 29.0 Other: 49.8 51.9 64.3 69.7 49.5 51.3 63.2 67.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 22, 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 : 40,335: 25,404 31,428 773 8,236 4,512 34,413 36,713: 5,922 3,622 Old : 40,335: 25,404 31,428 773 8,236 4,512 34,413 36,713: 5,922 3,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 283: 1,046 1,310 -750 -364 -426 -68 134: 351 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 77.9 1.9 20.4 11.2 85.3 91.0: 14.7 9.0 Old : 100.0: 63.0 77.9 1.9 20.4 11.2 85.3 91.0: 14.7 9.0 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: 38 36 7 13 11 53 53: Old : 96: 38 36 7 13 11 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 : 55.2 53.0 67.3 68.2 53.6 53.0 65.2 68.2 Old : 55.2 53.0 67.3 68.2 53.6 53.0 65.2 68.2 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, February 22, 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 : 343,954: 31,601 57,472 3,437 288,188 266,171 323,226 327,080: 20,728 16,874 Old : 343,954: 31,601 57,472 3,437 288,188 266,171 323,226 327,080: 20,728 16,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -1,318: 4,273 -3,100 -204 -4,900 2,100 -831 -1,204: -487 -114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 16.7 1.0 83.8 77.4 94.0 95.1: 6.0 4.9 Old : 100.0: 9.2 16.7 1.0 83.8 77.4 94.0 95.1: 6.0 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: 35 44 8 96 107 135 155: Old : 253: 35 44 8 96 107 135 155: 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 : 40.0 17.9 51.9 29.1 36.7 17.9 48.1 27.9 Old : 40.0 17.9 51.9 29.1 36.7 17.9 48.1 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011