COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 198,387 COMMITMENTS 53,144 24,661 13,690 110,494 149,766 177,328 188,117 21,059 10,270 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -5,211) 258 -2,412 674 -5,757 -2,876 -4,825 -4,614 -386 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 12.4 6.9 55.7 75.5 89.4 94.8 10.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 108 42 63 57 62 196 141 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,027 COMMITMENTS 17,195 2,148 224 11,574 29,752 28,993 32,124 4,034 903 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 181) 673 213 26 -243 -112 456 127 -275 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 6.5 0.7 35.0 90.1 87.8 97.3 12.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 56 21 13 20 21 83 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,808 COMMITMENTS 43,664 28,189 14,305 76,263 94,824 134,232 137,318 9,576 6,490 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,611) 1,302 -893 -362 -2,273 279 -1,333 -976 -278 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 19.6 9.9 53.0 65.9 93.3 95.5 6.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 58 41 33 54 52 132 110 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 620,918 COMMITMENTS 179,366 13,954 60,916 305,020 502,453 545,302 577,323 75,616 43,595 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,447) -7,785 1,158 3,020 10,954 2,198 6,189 6,376 -2,742 -2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.2 9.8 49.1 80.9 87.8 93.0 12.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 80 26 72 81 86 185 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,410 COMMITMENTS 49,321 6,897 13,215 65,630 111,329 128,166 131,441 10,244 6,969 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -42) 2,260 -567 -2,738 -281 2,650 -759 -655 717 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 5.0 9.5 47.4 80.4 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 149 38 60 106 119 280 202 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,014 COMMITMENTS 20,226 15,016 631 6,858 13,759 27,715 29,406 5,299 3,608 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -3,524) -3,711 1,136 -1,340 2,236 -4,959 -2,815 -5,163 -709 1,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.3 45.5 1.9 20.8 41.7 83.9 89.1 16.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 30 31 4 11 9 44 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 323,131 COMMITMENTS 17,584 50,426 3,141 282,548 252,362 303,273 305,929 19,858 17,202 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -2,997) -6,315 2,698 -2,424 4,558 -5,017 -4,181 -4,743 1,184 1,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 15.6 1.0 87.4 78.1 93.9 94.7 6.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 29 46 9 100 93 135 142
Updated January 21, 2011