COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 178,652 COMMITMENTS 52,800 23,899 10,960 91,686 133,566 155,446 168,425 23,206 10,227 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -17,016) -2,776 669 -2,294 -12,101 -13,716 -17,171 -15,341 155 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 13.4 6.1 51.3 74.8 87.0 94.3 13.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 101 55 56 54 55 188 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,169 COMMITMENTS 15,237 1,657 309 11,513 28,200 27,059 30,166 4,110 1,003 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,406) 1,562 -855 -172 -405 2,498 985 1,471 421 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 5.3 1.0 36.9 90.5 86.8 96.8 13.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 55 17 12 23 23 87 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 154,656 COMMITMENTS 50,797 21,510 10,940 79,468 116,410 141,205 148,860 13,451 5,796 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -209) 2,564 196 -3,096 -1,071 1,680 -1,603 -1,220 1,394 1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 13.9 7.1 51.4 75.3 91.3 96.3 8.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 80 31 31 52 50 151 94 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 637,871 COMMITMENTS 182,416 20,091 53,974 328,637 513,308 565,027 587,373 72,844 50,498 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -25,172) 1,865 -60 -3,469 -18,365 -24,877 -19,969 -28,406 -5,203 3,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 3.1 8.5 51.5 80.5 88.6 92.1 11.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 78 39 63 83 85 183 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 126,328 COMMITMENTS 44,364 7,625 10,392 63,604 104,089 118,360 122,106 7,968 4,222 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,335) -94 1,129 646 -1,744 -2,883 -1,192 -1,108 -1,143 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 6.0 8.2 50.3 82.4 93.7 96.7 6.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 146 40 51 100 124 268 199 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,335 COMMITMENTS 25,404 31,428 773 8,236 4,512 34,413 36,713 5,922 3,622 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 283) 1,046 1,310 -750 -364 -426 -68 134 351 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.0 77.9 1.9 20.4 11.2 85.3 91.0 14.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 38 36 7 13 11 53 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 343,954 COMMITMENTS 31,601 57,472 3,437 288,188 266,171 323,226 327,080 20,728 16,874 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,318) 4,273 -3,100 -204 -4,900 2,100 -831 -1,204 -487 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 16.7 1.0 83.8 77.4 94.0 95.1 6.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 35 44 8 96 107 135 155
Updated February 25, 2011