COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 211,690 COMMITMENTS 60,035 25,291 15,970 112,041 158,826 188,046 200,087 23,644 11,603 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,181) 4,071 879 -19 -208 3,472 3,844 4,332 1,337 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 11.9 7.5 52.9 75.0 88.8 94.5 11.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 123 47 67 55 60 208 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,410 COMMITMENTS 16,702 2,198 219 10,469 27,992 27,390 30,409 4,020 1,001 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -818) -883 -163 92 -85 -847 -876 -918 58 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 7.0 0.7 33.3 89.1 87.2 96.8 12.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 56 20 16 26 25 91 52 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 166,379 COMMITMENTS 45,137 23,186 24,212 83,816 113,657 153,165 161,055 13,214 5,324 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 15,299) 3,337 -67 6,248 1,107 6,492 10,692 12,673 4,607 2,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.9 14.6 50.4 68.3 92.1 96.8 7.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 84 32 42 54 53 159 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 646,042 COMMITMENTS 200,514 18,418 56,666 306,716 528,410 563,896 603,494 82,146 42,548 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 26,905) 17,529 3,537 -1,446 2,403 24,804 18,486 26,895 8,419 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 2.9 8.8 47.5 81.8 87.3 93.4 12.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 87 26 75 87 91 197 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,532 COMMITMENTS 49,875 9,011 15,519 67,284 112,207 132,678 136,737 9,854 5,795 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,659) 4,348 2,275 445 -258 3,274 4,535 5,994 1,124 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 6.3 10.9 47.2 78.7 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 161 41 63 109 127 297 211 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,472 COMMITMENTS 26,115 29,740 717 9,535 7,367 36,367 37,824 6,105 4,648 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,282) 1,857 6,906 85 1,088 -3,819 3,030 3,172 252 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 70.0 1.7 22.5 17.3 85.6 89.1 14.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 36 37 5 14 11 51 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 335,523 COMMITMENTS 26,783 50,125 5,651 283,245 263,926 315,679 319,702 19,844 15,821 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 4,833) 8,274 1,489 1,331 -3,982 1,888 5,623 4,708 -790 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 14.9 1.7 84.4 78.7 94.1 95.3 5.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 36 41 9 98 108 140 153
Updated February 4, 2011