COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 316,164 COMMITMENTS 55,905 8,010 99,719 136,071 196,499 291,695 304,228 24,469 11,936 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -10,648) -2,244 682 1,518 -10,111 -11,096 -10,836 -8,896 188 -1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 2.5 31.5 43.0 62.2 92.3 96.2 7.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 126 41 76 62 66 213 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 35,267 COMMITMENTS 15,368 494 3,210 12,390 30,400 30,968 34,104 4,299 1,163 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,546) 1,733 -312 -2,662 -2,083 427 -3,013 -2,547 467 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 1.4 9.1 35.1 86.2 87.8 96.7 12.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 65 8 19 25 24 94 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 171,565 COMMITMENTS 50,914 20,367 21,343 84,599 122,929 156,855 164,639 14,710 6,926 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 3,144) 2,898 77 -1,367 -8 3,057 1,524 1,767 1,620 1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 11.9 12.4 49.3 71.7 91.4 96.0 8.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 85 29 43 52 51 158 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 870,241 COMMITMENTS 171,045 11,294 212,264 405,527 590,826 788,835 814,384 81,406 55,857 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -23,093) 435 -1,267 -539 -19,559 -23,095 -19,663 -24,901 -3,430 1,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 1.3 24.4 46.6 67.9 90.6 93.6 9.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 72 46 79 83 90 195 176 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 184,523 COMMITMENTS 45,121 5,964 45,760 84,931 127,543 175,813 179,267 8,711 5,256 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 5,527) 434 655 6,202 -44 -439 6,592 6,418 -1,065 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 3.2 24.8 46.0 69.1 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 152 50 84 121 141 308 244 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 40,668 COMMITMENTS 25,505 31,399 910 8,261 4,681 34,676 36,990 5,992 3,678 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 259) 1,121 1,285 -779 -391 -401 -49 106 308 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.7 77.2 2.2 20.3 11.5 85.3 91.0 14.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 39 39 10 13 12 55 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 345,593 COMMITMENTS 31,435 57,757 4,038 289,079 266,585 324,552 328,379 21,041 17,214 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,413) 4,066 -3,175 -94 -4,983 2,117 -1,011 -1,152 -403 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 16.7 1.2 83.6 77.1 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 33 46 11 96 109 136 159
Updated February 25, 2011