COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 220,694 COMMITMENTS 56,854 30,761 17,006 122,867 162,058 196,727 209,825 23,967 10,869 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 9,004) -3,181 5,470 1,036 10,826 3,232 8,681 9,738 323 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.9 7.7 55.7 73.4 89.1 95.1 10.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 114 51 73 55 62 204 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,155 COMMITMENTS 16,524 1,944 427 11,185 28,983 28,136 31,354 4,019 801 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 745) -178 -254 208 716 991 746 945 -1 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 6.0 1.3 34.8 90.1 87.5 97.5 12.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 56 20 21 27 24 97 53 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 161,464 COMMITMENTS 45,663 20,471 16,800 85,509 118,460 147,972 155,731 13,492 5,733 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,915) 526 -2,715 -7,412 1,693 4,803 -5,193 -5,324 278 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 12.7 10.4 53.0 73.4 91.6 96.4 8.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 78 34 38 54 54 153 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 653,229 COMMITMENTS 189,669 17,913 55,282 333,576 536,271 578,527 609,466 74,702 43,763 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,187) -10,845 -505 -1,384 26,860 7,861 14,631 5,972 -7,444 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 2.7 8.5 51.1 82.1 88.6 93.3 11.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 83 33 72 84 88 193 168 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 146,637 COMMITMENTS 50,685 11,355 13,654 71,251 114,797 135,590 139,806 11,047 6,831 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,105) 810 2,344 -1,865 3,967 2,590 2,912 3,069 1,193 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 7.7 9.3 48.6 78.3 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 151 41 63 110 124 286 208 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,039 COMMITMENTS 27,025 34,423 774 10,609 4,573 38,408 39,770 5,631 4,269 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,567) 910 4,683 57 1,074 -2,794 2,041 1,946 -474 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 78.2 1.8 24.1 10.4 87.2 90.3 12.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 42 40 7 15 12 58 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 331,442 COMMITMENTS 25,433 49,110 4,121 281,725 261,726 311,279 314,957 20,163 16,485 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,081) -1,350 -1,015 -1,530 -1,520 -2,200 -4,400 -4,745 319 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 14.8 1.2 85.0 79.0 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 32 43 12 97 105 135 154
Updated February 11, 2011