COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED 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: 206,507
COMMITMENTS
44,927 30,556 46,980 101,747 112,308 193,654 189,844 12,853 16,663
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 901)
-407 806 930 -995 -116 -472 1,620 1,373 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 14.8 22.7 49.3 54.4 93.8 91.9 6.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
95 71 78 59 69 184 192
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED 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: 30,478
COMMITMENTS
11,531 1,378 3,399 12,276 24,537 27,206 29,314 3,272 1,164
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 154)
139 -6 154 -34 198 259 346 -105 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 4.5 11.2 40.3 80.5 89.3 96.2 10.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
40 14 17 29 25 78 47
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED 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: 192,416
COMMITMENTS
28,465 39,023 39,857 114,181 102,051 182,504 180,931 9,913 11,485
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -473)
-716 -1,914 97 23 1,105 -596 -712 123 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 20.3 20.7 59.3 53.0 94.8 94.0 5.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 63 41 55 48 121 129
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED 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: 729,754
COMMITMENTS
115,092 63,170 169,243 380,683 418,794 665,018 651,207 64,737 78,547
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 5,192)
-10 3,067 1,333 2,781 2,643 4,105 7,043 1,087 -1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.7 23.2 52.2 57.4 91.1 89.2 8.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
71 56 86 85 92 198 194
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED 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: 143,559
COMMITMENTS
21,738 21,655 42,125 73,640 71,849 137,504 135,629 6,055 7,930
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,544)
382 396 524 288 1,061 1,195 1,980 349 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.1 29.3 51.3 50.0 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
81 96 105 125 115 257 271
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED 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: 65,705
COMMITMENTS
52,262 9,117 1,263 5,708 53,562 59,233 63,942 6,472 1,763
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -2,443)
408 -1,189 -9 32 -1,426 430 -2,625 -2,873 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 13.9 1.9 8.7 81.5 90.1 97.3 9.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
68 12 7 19 12 92 27
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED 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: 410,463
COMMITMENTS
11,341 43,617 2,611 380,834 348,998 394,787 395,227 15,676 15,236
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -7,734)
-2,422 -2,840 -782 -5,480 -5,159 -8,684 -8,781 950 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.6 0.6 92.8 85.0 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
15 38 9 93 104 115 144
Updated December 30, 2011