COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 326,812 COMMITMENTS 58,149 7,329 98,201 146,182 207,595 302,531 313,125 24,281 13,688 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -78,292) -4,749 -954 -36,337 -37,533 -42,792 -78,619 -80,083 327 1,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 2.2 30.0 44.7 63.5 92.6 95.8 7.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 131 36 79 62 70 217 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,813 COMMITMENTS 13,635 806 5,873 14,473 29,972 33,981 36,651 3,832 1,162 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,784) -2,491 66 129 -62 -3,233 -2,424 -3,038 -360 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 2.1 15.5 38.3 79.3 89.9 96.9 10.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 52 18 24 34 30 99 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 168,421 COMMITMENTS 48,016 20,290 22,709 84,607 119,872 155,331 162,872 13,090 5,549 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -3,467) 2,535 568 -195 -4,465 -2,996 -2,126 -2,623 -1,341 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 12.0 13.5 50.2 71.2 92.2 96.7 7.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 82 40 46 51 53 159 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 893,334 COMMITMENTS 170,610 12,560 212,803 425,086 613,921 808,498 839,284 84,836 54,050 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -163,662) 2,336 7,457 -115,661 -49,761 -54,227 -163,087 -162,430 -575 -1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 1.4 23.8 47.6 68.7 90.5 93.9 9.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 74 42 80 90 94 202 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 178,996 COMMITMENTS 44,687 5,309 39,558 84,975 127,982 169,221 172,849 9,776 6,147 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -48,007) 1,475 -427 -29,914 -17,841 -16,415 -46,280 -46,756 -1,727 -1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 3.0 22.1 47.5 71.5 94.5 96.6 5.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 149 49 83 116 137 298 239 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 40,409 COMMITMENTS 24,384 30,113 1,690 8,651 5,082 34,725 36,885 5,684 3,525 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -3,976) -2,757 -4,315 788 -2,003 358 -3,973 -3,170 -3 -806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 74.5 4.2 21.4 12.6 85.9 91.3 14.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 35 41 9 16 11 55 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 347,007 COMMITMENTS 27,369 60,931 4,133 294,062 264,468 325,563 329,532 21,444 17,475 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 13,870) 1,875 11,494 -531 11,406 2,359 12,751 13,322 1,119 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 17.6 1.2 84.7 76.2 93.8 95.0 6.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 33 46 15 99 108 140 161
Updated February 18, 2011