COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 405,104 COMMITMENTS 62,898 8,282 134,538 183,715 250,387 381,151 393,207 23,954 11,897 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,880) -3,822 795 6,310 6,766 2,625 9,254 9,731 -1,374 -1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 2.0 33.2 45.4 61.8 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 137 41 93 64 74 228 184 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 40,597 COMMITMENTS 16,126 741 5,744 14,535 33,205 36,405 39,689 4,192 908 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 852) -270 -67 175 923 916 827 1,024 25 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 1.8 14.1 35.8 81.8 89.7 97.8 10.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 64 13 26 34 31 107 63 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 171,888 COMMITMENTS 45,481 19,722 22,905 89,072 122,868 157,457 165,495 14,431 6,394 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -17,880) 446 1,469 -16,303 -1,880 -2,959 -17,737 -17,793 -143 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 11.5 13.3 51.8 71.5 91.6 96.3 8.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 75 38 45 54 56 156 114 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,056,996 COMMITMENTS 168,274 5,103 328,463 474,847 668,148 971,585 1001714 85,411 55,282 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -12,156) -9,715 -405 -13,046 18,663 986 -4,099 -12,466 -8,058 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.5 31.1 44.9 63.2 91.9 94.8 8.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 74 47 91 84 95 201 191 SUGAR NO. 11 OPTS ON FUT SPRDS - ICE FUTURES U.S. Code-080736 OPTION AND FUTURES COMBINED 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: 17,139 COMMITMENTS 212 7,649 2,145 13,317 5,200 15,674 14,993 1,465 2,146 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,478) 116 -898 -743 -1,763 -945 -2,389 -2,585 -89 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 44.6 12.5 77.7 30.3 91.5 87.5 8.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 8 8 10 8 19 17 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 227,003 COMMITMENTS 43,212 5,736 69,472 102,816 144,397 215,500 219,605 11,503 7,398 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 6,673) -2,104 -161 883 5,067 3,307 3,845 4,028 2,827 2,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 2.5 30.6 45.3 63.6 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 156 51 104 121 139 316 260 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 44,385 COMMITMENTS 27,141 34,428 902 10,654 4,724 38,698 40,054 5,687 4,331 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,415) 906 4,676 -7 995 -2,824 1,894 1,846 -478 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 77.6 2.0 24.0 10.6 87.2 90.2 12.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 43 43 8 15 13 59 64 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 333,137 COMMITMENTS 25,493 49,438 4,663 282,655 262,109 312,812 316,209 20,325 16,928 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,974) -1,360 -1,035 -1,461 -1,448 -2,197 -4,269 -4,693 295 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 14.8 1.4 84.8 78.7 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 31 45 18 98 107 141 158
Updated February 11, 2011