COTTON NO. 2 - ICE FUTURES U.S. Code-033661
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 151,348
COMMITMENTS
47,833 41,694 9,211 82,185 84,820 139,229 135,725 12,119 15,623
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,162)
29 1,602 490 -764 -281 -245 1,811 1,407 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 27.5 6.1 54.3 56.0 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
68 83 44 51 59 147 162
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,589
COMMITMENTS
12,487 1,468 266 9,643 22,792 22,396 24,526 3,193 1,063
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -88)
170 130 -52 -96 35 22 113 -110 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 5.7 1.0 37.7 89.1 87.5 95.8 12.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
44 9 11 26 20 73 37
COCOA - ICE FUTURES U.S. Code-073732
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 167,753
COMMITMENTS
32,563 40,166 19,477 106,411 96,948 158,451 156,591 9,302 11,162
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 504)
-1,478 -2,417 1,431 412 1,201 365 215 139 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 23.9 11.6 63.4 57.8 94.5 93.3 5.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
36 64 38 53 46 115 126
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 544,792
COMMITMENTS
113,487 74,971 54,230 318,629 344,255 486,346 473,456 58,446 71,336
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 5,697)
404 3,164 1,904 2,557 2,096 4,865 7,164 832 -1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 13.8 10.0 58.5 63.2 89.3 86.9 10.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
56 64 69 77 87 175 180
COFFEE C - ICE FUTURES U.S. Code-083731
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 104,103
COMMITMENTS
24,039 22,458 12,570 61,988 61,803 98,597 96,831 5,506 7,272
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 960)
612 306 211 -207 761 616 1,278 344 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 21.6 12.1 59.5 59.4 94.7 93.0 5.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
72 97 79 114 101 233 236
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,646
COMMITMENTS
52,237 9,663 501 5,544 52,783 58,282 62,947 6,364 1,699
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -2,416)
412 -1,185 -6 35 -1,417 441 -2,608 -2,857 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 14.9 0.8 8.6 81.6 90.2 97.4 9.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
67 11 2 19 11 87 24
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,746
COMMITMENTS
11,341 43,305 2,514 379,435 348,046 393,290 393,865 15,456 14,881
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -7,861)
-2,705 -3,146 -484 -5,541 -5,210 -8,730 -8,840 869 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 10.6 0.6 92.8 85.1 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
15 38 7 92 103 112 143
Updated December 30, 2011