COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 218,314: 48,303 18,767 53,768 100,305 132,376 202,377 204,911: 15,937 13,403
Old : 199,989: 45,423 19,721 50,263 90,185 117,664 185,870 187,648: 14,119 12,341
Other: 18,325: 4,907 1,073 1,479 10,120 14,712 16,507 17,264: 1,818 1,062
: : :
: : Changes in Commitments from: January 10, 2012 :
: 12,585: 970 1,301 2,610 8,407 10,200 11,987 14,112: 597 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.6 24.6 45.9 60.6 92.7 93.9: 7.3 6.1
Old : 100.0: 22.7 9.9 25.1 45.1 58.8 92.9 93.8: 7.1 6.2
Other: 100.0: 26.8 5.9 8.1 55.2 80.3 90.1 94.2: 9.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 90 73 87 57 72 192 191:
Old : 245: 93 72 79 54 70 185 185:
Other: 98: 31 15 18 28 37 66 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 : 15.8 19.7 27.9 30.3 12.8 12.8 20.0 19.2
Old : 16.9 19.4 28.4 30.1 13.1 11.9 20.7 18.5
Other: 33.8 50.9 55.4 65.8 33.3 50.0 54.8 65.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 36,167: 12,370 1,462 6,423 13,841 26,884 32,633 34,769: 3,534 1,398
Old : 36,158: 12,370 1,462 6,423 13,838 26,875 32,630 34,760: 3,528 1,398
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -4,370: -2,324 -399 -244 -1,452 -3,377 -4,020 -4,020: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.0 17.8 38.3 74.3 90.2 96.1: 9.8 3.9
Old : 100.0: 34.2 4.0 17.8 38.3 74.3 90.2 96.1: 9.8 3.9
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 : 97: 45 19 21 28 25 88 50:
Old : 97: 45 19 21 28 25 88 50:
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 : 25.1 55.8 38.7 69.2 17.3 42.2 24.4 50.7
Old : 25.1 55.8 38.8 69.2 17.3 42.2 24.4 50.7
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 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 : 193,307: 29,595 40,839 35,321 118,361 106,686 183,277 182,846: 10,030 10,461
Old : 168,290: 28,872 46,913 27,782 102,244 83,287 158,898 157,982: 9,392 10,308
Other: 25,017: 7,228 431 1,034 16,117 23,399 24,379 24,864: 638 153
: : :
: : Changes in Commitments from: January 10, 2012 :
: -2,928: -622 -2,337 -1,094 592 -178 -1,124 -3,609: -1,804 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.1 18.3 61.2 55.2 94.8 94.6: 5.2 5.4
Old : 100.0: 17.2 27.9 16.5 60.8 49.5 94.4 93.9: 5.6 6.1
Other: 100.0: 28.9 1.7 4.1 64.4 93.5 97.4 99.4: 2.6 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 45 60 47 55 49 126 134:
Old : 174: 41 65 45 54 47 123 132:
Other: 56: 11 7 9 31 23 47 34:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 25.8 39.2 41.8 21.8 16.7 30.0 24.1
Old : 26.9 26.4 41.4 40.8 25.1 18.8 35.2 27.9
Other: 42.8 71.2 60.7 83.8 35.0 70.0 50.9 77.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 794,833: 130,002 61,299 184,055 409,288 467,528 723,345 712,883: 71,488 81,950
Old : 794,833: 130,002 61,299 184,055 409,288 467,528 723,345 712,883: 71,488 81,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 23,035: 5,857 -1,301 2,359 9,963 23,203 18,178 24,262: 4,857 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.7 23.2 51.5 58.8 91.0 89.7: 9.0 10.3
Old : 100.0: 16.4 7.7 23.2 51.5 58.8 91.0 89.7: 9.0 10.3
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 : 235: 72 65 92 86 91 207 201:
Old : 235: 72 65 92 86 91 207 201:
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 : 12.9 13.1 23.1 20.8 12.0 9.9 19.3 15.5
Old : 12.9 13.1 23.1 20.8 12.0 9.9 19.3 15.5
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 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 : 157,559: 27,951 19,390 46,877 75,479 82,676 150,307 148,942: 7,252 8,617
Old : 146,764: 27,415 19,302 44,690 67,877 74,464 139,982 138,456: 6,782 8,308
Other: 10,795: 1,175 726 1,548 7,603 8,212 10,326 10,486: 469 309
: : :
: : Changes in Commitments from: January 10, 2012 :
: 605: 1,423 -3,750 -405 -1,511 4,177 -493 22: 1,098 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.3 29.8 47.9 52.5 95.4 94.5: 4.6 5.5
Old : 100.0: 18.7 13.2 30.5 46.2 50.7 95.4 94.3: 4.6 5.7
Other: 100.0: 10.9 6.7 14.3 70.4 76.1 95.7 97.1: 4.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 80 89 112 124 118 269 265:
Old : 315: 79 90 111 122 116 265 263:
Other: 98: 15 15 16 49 39 73 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 : 12.5 12.9 24.1 21.9 10.3 7.3 18.8 12.4
Old : 13.1 13.5 24.9 22.3 10.7 8.7 19.7 14.0
Other: 54.1 51.7 66.8 68.7 50.8 51.4 57.2 63.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 69,030: 51,869 6,930 818 6,411 58,724 59,098 66,472: 9,932 2,558
Old : 69,030: 51,869 6,930 818 6,411 58,724 59,098 66,472: 9,932 2,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -540: -805 -1,013 8 249 -644 -548 -1,649: 7 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 10.0 1.2 9.3 85.1 85.6 96.3: 14.4 3.7
Old : 100.0: 75.1 10.0 1.2 9.3 85.1 85.6 96.3: 14.4 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 : 121: 79 12 8 20 11 103 28:
Old : 121: 79 12 8 20 11 103 28:
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 : 46.4 82.6 57.3 89.3 46.4 82.5 56.6 89.1
Old : 46.4 82.6 57.3 89.3 46.4 82.5 56.6 89.1
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 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 : 405,535: 15,515 39,457 2,026 369,251 346,796 386,791 388,279: 18,744 17,256
Old : 405,535: 15,515 39,457 2,026 369,251 346,796 386,791 388,279: 18,744 17,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,392: 1,830 -2,374 210 -509 4,288 1,532 2,125: 2,860 2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.7 0.5 91.1 85.5 95.4 95.7: 4.6 4.3
Old : 100.0: 3.8 9.7 0.5 91.1 85.5 95.4 95.7: 4.6 4.3
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 14 99 106 134 153:
Old : 239: 25 43 14 99 106 134 153:
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 : 31.2 24.8 49.2 36.0 28.7 24.6 43.9 34.0
Old : 31.2 24.8 49.2 36.0 28.7 24.6 43.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012