COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 195,668 COMMITMENTS 55,576 23,230 13,254 103,787 147,282 172,617 183,766 23,051 11,902 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -25,026) -1,278 -7,531 -3,752 -19,080 -14,776 -24,110 -26,059 -916 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 11.9 6.8 53.0 75.3 88.2 93.9 11.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 105 52 59 57 61 193 146 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,763 COMMITMENTS 13,675 2,512 481 11,918 25,702 26,074 28,695 3,689 1,068 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,392) -2,849 568 54 733 -3,281 -2,062 -2,659 -330 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 8.4 1.6 40.0 86.4 87.6 96.4 12.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 47 22 18 31 24 92 50 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 154,865 COMMITMENTS 48,233 21,314 14,036 80,539 114,730 142,808 150,080 12,057 4,785 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -6,599) 2,570 843 -2,764 -4,970 -3,730 -5,164 -5,651 -1,435 -948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 13.8 9.1 52.0 74.1 92.2 96.9 7.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 80 39 36 51 52 155 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 663,043 COMMITMENTS 180,551 20,151 57,443 347,002 538,185 584,996 615,779 78,047 47,264 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 9,814) -9,118 2,238 2,161 13,426 1,914 6,469 6,313 3,345 3,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 3.0 8.7 52.3 81.2 88.2 92.9 11.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 77 38 69 89 88 193 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 128,663 COMMITMENTS 44,458 6,496 9,746 65,348 106,972 119,552 123,214 9,111 5,449 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -17,974) -6,227 -4,859 -3,908 -5,903 -7,825 -16,038 -16,592 -1,936 -1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 5.0 7.6 50.8 83.1 92.9 95.8 7.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 143 37 52 100 124 263 198 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,052 COMMITMENTS 24,358 30,118 1,523 8,600 4,938 34,481 36,579 5,571 3,473 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -3,987) -2,667 -4,305 749 -2,009 365 -3,927 -3,191 -60 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 75.2 3.8 21.5 12.3 86.1 91.3 13.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 34 38 7 16 10 53 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 345,272 COMMITMENTS 27,328 60,572 3,641 293,088 264,071 324,057 328,284 21,215 16,988 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 13,830) 1,895 11,462 -480 11,363 2,345 12,778 13,327 1,052 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.5 1.1 84.9 76.5 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 36 42 11 98 106 137 156
Updated February 18, 2011