COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 155,162: 47,212 29,951 14,836 78,210 97,891 140,258 142,678: 14,904 12,484
Old : 138,582: 44,119 29,663 13,020 68,302 84,348 125,441 127,031: 13,141 11,551
Other: 16,580: 4,876 2,071 33 9,908 13,543 14,817 15,647: 1,763 933
: : :
: : Changes in Commitments from: January 10, 2012 :
: 7,845: -776 634 1,439 6,615 7,211 7,278 9,284: 567 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.3 9.6 50.4 63.1 90.4 92.0: 9.6 8.0
Old : 100.0: 31.8 21.4 9.4 49.3 60.9 90.5 91.7: 9.5 8.3
Other: 100.0: 29.4 12.5 0.2 59.8 81.7 89.4 94.4: 10.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 69 76 61 47 61 158 161:
Old : 223: 70 78 53 42 58 149 154:
Other: 94: 21 23 2 24 33 47 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.4 33.4 32.1 20.3 21.1 30.2 29.1
Old : 21.3 21.9 34.3 32.2 21.2 20.6 32.0 28.6
Other: 37.3 55.1 61.3 67.5 36.8 55.1 60.6 67.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 26,691: 13,630 1,622 596 9,038 23,258 23,264 25,476: 3,427 1,215
Old : 26,682: 13,630 1,622 596 9,035 23,249 23,261 25,467: 3,421 1,215
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -2,788: -2,450 -89 41 -16 -2,075 -2,425 -2,123: -363 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 6.1 2.2 33.9 87.1 87.2 95.4: 12.8 4.6
Old : 100.0: 51.1 6.1 2.2 33.9 87.1 87.2 95.4: 12.8 4.6
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 50 13 13 24 21 80 41:
Old : 96: 50 13 13 24 21 80 41:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 69.9 37.8 82.0 26.9 64.2 36.8 76.3
Old : 26.9 69.9 37.8 82.0 26.9 64.2 36.8 76.3
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 169,999: 31,970 39,932 18,755 109,853 101,256 160,578 159,943: 9,421 10,056
Old : 145,961: 31,061 46,193 11,858 94,193 78,007 137,112 136,058: 8,849 9,903
Other: 24,038: 7,611 441 195 15,660 23,249 23,466 23,885: 572 153
: : :
: : Changes in Commitments from: January 10, 2012 :
: -3,306: -1,486 -3,244 -614 18 135 -2,082 -3,723: -1,224 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.5 11.0 64.6 59.6 94.5 94.1: 5.5 5.9
Old : 100.0: 21.3 31.6 8.1 64.5 53.4 93.9 93.2: 6.1 6.8
Other: 100.0: 31.7 1.8 0.8 65.1 96.7 97.6 99.4: 2.4 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 38 63 41 53 47 118 128:
Old : 170: 37 65 37 52 44 115 123:
Other: 56: 14 4 4 30 22 45 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 27.6 42.7 44.8 24.8 19.1 34.1 27.4
Old : 30.6 28.2 46.0 43.5 29.0 21.9 40.6 32.4
Other: 44.5 74.0 63.2 87.1 36.4 72.8 52.9 80.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 613,159: 130,183 82,189 65,719 351,584 390,708 547,486 538,616: 65,673 74,543
Old : 613,159: 130,183 82,189 65,719 351,584 390,708 547,486 538,616: 65,673 74,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 29,511: 6,093 5,170 3,268 14,899 22,048 24,260 30,486: 5,251 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.4 10.7 57.3 63.7 89.3 87.8: 10.7 12.2
Old : 100.0: 21.2 13.4 10.7 57.3 63.7 89.3 87.8: 10.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 61 71 76 79 84 187 186:
Old : 229: 61 71 76 79 84 187 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 15.1 28.6 24.1 15.7 12.5 25.1 19.4
Old : 16.0 15.1 28.6 24.1 15.7 12.5 25.1 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 112,656: 30,116 19,722 15,355 60,685 69,643 106,156 104,720: 6,500 7,936
Old : 103,881: 29,526 19,388 14,595 53,697 62,232 97,818 96,215: 6,063 7,666
Other: 8,775: 1,101 845 249 6,988 7,411 8,338 8,505: 437 270
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,155: 1,402 -3,682 156 -1,340 4,078 218 552: 937 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.5 13.6 53.9 61.8 94.2 93.0: 5.8 7.0
Old : 100.0: 28.4 18.7 14.0 51.7 59.9 94.2 92.6: 5.8 7.4
Other: 100.0: 12.5 9.6 2.8 79.6 84.5 95.0 96.9: 5.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 77 82 89 116 106 248 233:
Old : 303: 76 82 87 112 104 242 230:
Other: 92: 13 12 6 48 38 64 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 14.8 30.7 23.8 14.4 10.4 26.2 17.5
Old : 17.5 14.9 31.8 23.7 15.1 12.5 27.9 19.9
Other: 62.5 63.4 71.8 78.9 62.5 63.1 69.0 78.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 68,483: 51,836 7,078 531 6,321 58,372 58,688 65,981: 9,795 2,502
Old : 68,483: 51,836 7,078 531 6,321 58,372 58,688 65,981: 9,795 2,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -541: -808 -979 -23 260 -651 -571 -1,653: 30 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 10.3 0.8 9.2 85.2 85.7 96.3: 14.3 3.7
Old : 100.0: 75.7 10.3 0.8 9.2 85.2 85.7 96.3: 14.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 78 11 3 19 11 98 25:
Old : 119: 78 11 3 19 11 98 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 83.2 57.7 89.9 46.8 83.2 57.0 89.9
Old : 46.8 83.2 57.7 89.9 46.8 83.2 57.0 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 403,614: 15,510 39,125 1,865 367,753 345,769 385,128 386,759: 18,486 16,855
Old : 403,614: 15,510 39,125 1,865 367,753 345,769 385,128 386,759: 18,486 16,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,288: 1,820 -2,388 198 -543 4,236 1,475 2,046: 2,813 2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.7 0.5 91.1 85.7 95.4 95.8: 4.6 4.2
Old : 100.0: 3.8 9.7 0.5 91.1 85.7 95.4 95.8: 4.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 25 43 9 98 105 130 150:
Old : 239: 25 43 9 98 105 130 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 24.9 49.4 36.2 28.8 24.8 44.1 34.2
Old : 31.3 24.9 49.4 36.2 28.8 24.8 44.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012