COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 363,614 COMMITMENTS 58,031 7,300 110,325 172,848 233,533 341,204 351,158 22,410 12,456 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,023) 267 424 1,432 -6,751 -6,604 -5,052 -4,748 1,030 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 2.0 30.3 47.5 64.2 93.8 96.6 6.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 126 31 81 64 70 209 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,476 COMMITMENTS 16,175 736 5,906 15,800 34,797 37,881 41,438 4,595 1,037 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,862) 363 140 593 653 906 1,609 1,639 253 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 1.7 13.9 37.2 81.9 89.2 97.6 10.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 61 16 25 28 28 99 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 157,718 COMMITMENTS 42,588 28,752 21,449 82,792 99,995 146,830 150,196 10,888 7,521 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,316) -1,282 1,260 1,096 1,936 -1,489 1,751 868 564 1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 18.2 13.6 52.5 63.4 93.1 95.2 6.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 52 51 45 53 54 132 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,041,236 COMMITMENTS 165,528 4,029 341,347 444,902 636,926 951,777 982,301 89,459 58,935 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 25,952) -988 -961 6,991 16,774 17,736 22,777 23,765 3,175 2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.4 32.8 42.7 61.2 91.4 94.3 8.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 73 40 85 83 92 194 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 203,246 COMMITMENTS 46,844 5,280 59,257 86,996 131,421 193,097 195,958 10,149 7,288 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -2,369) 2,201 171 -727 -4,209 -2,206 -2,734 -2,762 365 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 2.6 29.2 42.8 64.7 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 145 68 93 126 135 321 250 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,854 COMMITMENTS 23,940 13,859 2,122 4,711 18,846 30,773 34,827 6,081 2,028 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 8,749) 5,342 -6,011 1,220 272 14,137 6,834 9,346 1,914 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.0 37.6 5.8 12.8 51.1 83.5 94.5 16.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 36 27 10 10 12 54 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 327,604 COMMITMENTS 23,920 48,249 5,964 278,798 257,544 308,682 311,757 18,923 15,847 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,199) -5 3,918 346 9,086 4,035 9,427 8,300 -228 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 14.7 1.8 85.1 78.6 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 31 41 13 98 96 138 141
Updated January 14, 2011