COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 205,729: 47,333 17,466 51,158 91,899 122,176 190,389 190,800: 15,340 14,929
Old : 190,282: 44,498 18,181 48,342 83,462 109,641 176,302 176,164: 13,980 14,117
Other: 15,447: 4,531 980 1,120 8,437 12,535 14,087 14,635: 1,360 812
: : :
: : Changes in Commitments from: January 3, 2012 :
: -2,363: -2,360 -5,595 2,536 -3,077 -398 -2,901 -3,457: 539 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.5 24.9 44.7 59.4 92.5 92.7: 7.5 7.3
Old : 100.0: 23.4 9.6 25.4 43.9 57.6 92.7 92.6: 7.3 7.4
Other: 100.0: 29.3 6.3 7.3 54.6 81.1 91.2 94.7: 8.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 88 70 87 57 71 189 190:
Old : 242: 92 69 80 54 69 183 184:
Other: 95: 27 16 18 29 36 63 64:
:----------------------------------------------------------------------------------------------------
: 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 17.6 27.4 27.9 13.1 12.0 20.3 19.2
Old : 16.8 17.1 28.0 27.3 13.6 11.2 21.3 17.9
Other: 36.9 55.1 59.3 69.4 36.6 54.7 58.6 68.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 40,537: 14,693 1,861 6,667 15,293 30,262 36,653 38,790: 3,884 1,747
Old : 40,528: 14,693 1,861 6,667 15,290 30,253 36,650 38,781: 3,878 1,747
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 7,860: 2,035 645 2,683 2,405 4,070 7,123 7,398: 737 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 4.6 16.4 37.7 74.7 90.4 95.7: 9.6 4.3
Old : 100.0: 36.3 4.6 16.5 37.7 74.6 90.4 95.7: 9.6 4.3
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 : 109: 54 18 20 27 27 92 54:
Old : 109: 54 18 20 27 27 92 54:
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 : 25.8 54.9 36.8 68.4 14.4 40.6 20.8 47.3
Old : 25.8 54.9 36.8 68.4 14.4 40.6 20.8 47.3
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 196,235: 30,217 43,176 36,415 117,769 106,864 184,402 186,455: 11,834 9,780
Old : 171,417: 29,565 49,277 28,807 101,889 83,687 160,260 161,771: 11,157 9,646
Other: 24,818: 7,238 484 1,023 15,880 23,177 24,141 24,684: 677 134
: : :
: : Changes in Commitments from: January 3, 2012 :
: -3,290: 1,768 3,826 -7,123 573 1,042 -4,782 -2,254: 1,492 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 22.0 18.6 60.0 54.5 94.0 95.0: 6.0 5.0
Old : 100.0: 17.2 28.7 16.8 59.4 48.8 93.5 94.4: 6.5 5.6
Other: 100.0: 29.2 2.0 4.1 64.0 93.4 97.3 99.5: 2.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 48 67 47 55 48 130 138:
Old : 186: 46 69 45 55 46 128 136:
Other: 55: 11 6 9 31 22 47 32:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 25.5 38.0 40.9 21.5 16.8 30.4 24.4
Old : 25.5 26.0 39.9 39.8 24.7 18.9 35.6 27.7
Other: 43.1 71.6 61.1 84.2 35.2 70.3 51.1 77.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 771,798: 124,145 62,600 181,696 399,326 444,325 705,167 688,621: 66,631 83,177
Old : 771,798: 124,145 62,600 181,696 399,326 444,325 705,167 688,621: 66,631 83,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 18,946: -6,874 1,874 8,818 18,381 3,626 20,325 14,319: -1,379 4,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.1 23.5 51.7 57.6 91.4 89.2: 8.6 10.8
Old : 100.0: 16.1 8.1 23.5 51.7 57.6 91.4 89.2: 8.6 10.8
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: 74 56 90 87 92 200 200:
Old : 229: 74 56 90 87 92 200 200:
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 : 12.5 13.1 22.5 20.9 11.6 9.7 19.0 15.3
Old : 12.5 13.1 22.5 20.9 11.6 9.7 19.0 15.3
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 156,954: 26,528 23,140 47,281 76,990 78,499 150,800 148,920: 6,154 8,034
Old : 146,467: 26,154 23,173 45,165 69,364 70,306 140,683 138,644: 5,784 7,823
Other: 10,487: 948 539 1,544 7,626 8,193 10,117 10,276: 370 211
: : :
: : Changes in Commitments from: January 3, 2012 :
: 11,170: 3,267 3,412 3,788 4,412 4,474 11,466 11,674: -296 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.7 30.1 49.1 50.0 96.1 94.9: 3.9 5.1
Old : 100.0: 17.9 15.8 30.8 47.4 48.0 96.1 94.7: 3.9 5.3
Other: 100.0: 9.0 5.1 14.7 72.7 78.1 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 82 94 108 130 122 266 281:
Old : 328: 79 99 107 127 120 261 279:
Other: 105: 19 14 15 51 39 77 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 13.3 23.7 21.5 10.1 7.2 18.4 12.5
Old : 13.2 13.3 24.8 21.6 10.5 7.7 19.3 13.3
Other: 50.8 54.8 63.8 71.8 48.3 54.2 55.0 65.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 69,570: 52,674 7,944 810 6,162 59,368 59,646 68,121: 9,925 1,449
Old : 69,570: 52,674 7,944 810 6,162 59,368 59,646 68,121: 9,925 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,452: 1,894 -444 -529 89 3,355 1,454 2,383: 998 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 11.4 1.2 8.9 85.3 85.7 97.9: 14.3 2.1
Old : 100.0: 75.7 11.4 1.2 8.9 85.3 85.7 97.9: 14.3 2.1
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 : 116: 77 12 7 18 10 99 26:
Old : 116: 77 12 7 18 10 99 26:
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 : 46.7 83.2 57.4 91.2 46.7 83.1 56.6 90.9
Old : 46.7 83.2 57.4 91.2 46.7 83.1 56.6 90.9
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 401,143: 13,684 41,831 1,815 369,759 342,508 385,259 386,154: 15,884 14,989
Old : 401,143: 13,684 41,831 1,815 369,759 342,508 385,259 386,154: 15,884 14,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -3,269: 674 -3,520 -1,163 -2,452 1,349 -2,940 -3,333: -328 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.4 0.5 92.2 85.4 96.0 96.3: 4.0 3.7
Old : 100.0: 3.4 10.4 0.5 92.2 85.4 96.0 96.3: 4.0 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 : 233: 24 41 15 97 103 131 149:
Old : 233: 24 41 15 97 103 131 149:
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 : 31.7 25.0 50.0 36.2 29.3 24.9 44.9 34.3
Old : 31.7 25.0 50.0 36.2 29.3 24.9 44.9 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012