COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,509 COMMITMENTS 55,964 24,412 15,989 112,249 155,354 184,202 195,755 22,307 10,754 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 8,122) 2,820 -249 2,299 1,755 5,588 6,874 7,638 1,248 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 11.8 7.7 54.4 75.2 89.2 94.8 10.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 118 49 72 57 62 210 152 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,228 COMMITMENTS 17,585 2,361 127 10,554 28,839 28,266 31,327 3,962 901 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -799) 390 213 -97 -1,020 -913 -727 -797 -72 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 7.3 0.4 32.7 89.5 87.7 97.2 12.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 59 21 12 23 23 90 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 151,080 COMMITMENTS 41,800 23,253 17,964 82,709 107,165 142,473 148,382 8,607 2,698 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,272) -1,864 -4,936 3,659 6,446 12,341 8,241 11,064 -969 -3,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 15.4 11.9 54.7 70.9 94.3 98.2 5.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 76 36 39 52 52 151 108 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 619,137 COMMITMENTS 182,985 14,881 58,112 304,313 503,606 545,410 576,599 73,727 42,538 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,781) 3,619 927 -2,804 -707 1,153 108 -724 -1,889 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 2.4 9.4 49.2 81.3 88.1 93.1 11.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 82 25 67 84 89 186 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,873 COMMITMENTS 45,527 6,736 15,074 67,542 108,933 128,143 130,743 8,730 6,130 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,537) -3,794 -161 1,859 1,912 -2,396 -23 -698 -1,514 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 4.9 11.0 49.3 79.6 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 140 39 64 111 123 275 209 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,190 COMMITMENTS 24,258 22,834 632 8,447 11,186 33,337 34,652 5,853 4,538 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,176) 4,032 7,818 1 1,589 -2,573 5,622 5,246 554 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 58.3 1.6 21.6 28.5 85.1 88.4 14.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 37 4 13 12 49 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 330,690 COMMITMENTS 18,509 48,636 4,320 287,227 262,038 310,056 314,994 20,634 15,696 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,559) 925 -1,790 1,179 4,679 9,676 6,783 9,065 776 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 14.7 1.3 86.9 79.2 93.8 95.3 6.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 32 41 11 94 100 133 146
Updated January 28, 2011