COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 203,598 COMMITMENTS 52,886 27,073 13,016 116,251 152,642 182,153 192,731 21,445 10,867 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,297) -1,010 506 790 -5,610 -6,669 -5,830 -5,373 1,533 1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 13.3 6.4 57.1 75.0 89.5 94.7 10.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 103 45 61 57 60 190 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,846 COMMITMENTS 16,522 1,935 198 11,817 29,864 28,537 31,997 4,309 849 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 815) 562 374 -147 118 442 533 669 282 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 5.9 0.6 36.0 90.9 86.9 97.4 13.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 54 21 12 20 22 80 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,419 COMMITMENTS 42,362 29,082 14,667 78,536 94,545 135,565 138,294 9,854 7,125 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,612) -931 947 724 1,379 -1,493 1,172 178 440 1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 20.0 10.1 54.0 65.0 93.2 95.1 6.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 56 42 31 53 50 126 111 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 617,471 COMMITMENTS 187,151 12,796 57,896 294,066 500,255 539,113 570,947 78,358 46,524 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 10,286) -1,466 -502 -924 10,343 10,526 7,953 9,100 2,333 1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 2.1 9.4 47.6 81.0 87.3 92.5 12.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 86 22 66 80 85 187 155 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,452 COMMITMENTS 47,061 7,464 15,953 65,911 108,679 128,925 132,096 9,527 6,356 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -2,288) 2,280 219 -639 -4,374 -2,264 -2,733 -2,684 445 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 5.4 11.5 47.6 78.5 93.1 95.4 6.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 152 39 57 107 120 278 203 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,538 COMMITMENTS 23,937 13,880 1,971 4,622 18,718 30,530 34,569 6,008 1,969 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 8,861) 5,331 -5,994 1,300 330 14,152 6,961 9,458 1,900 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 38.0 5.4 12.6 51.2 83.6 94.6 16.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 35 25 7 9 12 50 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 326,128 COMMITMENTS 23,899 47,728 5,565 277,990 257,379 307,454 310,672 18,674 15,456 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,032) 28 4,021 210 9,011 4,043 9,249 8,274 -217 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 14.6 1.7 85.2 78.9 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 31 40 10 97 94 135 138
Updated January 14, 2011