COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 251,116: 46,082 19,524 60,467 125,102 155,805 231,651 235,797: 19,465 15,320
Old : 222,048: 39,748 21,659 54,003 112,214 132,520 205,965 208,182: 16,084 13,867
Other: 29,068: 10,184 1,716 2,614 12,889 23,285 25,687 27,615: 3,381 1,453
: : :
: : Changes in Commitments from: January 31, 2012 :
: 14,319: -1,413 1,318 3,660 7,814 8,492 10,061 13,470: 4,258 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.8 24.1 49.8 62.0 92.2 93.9: 7.8 6.1
Old : 100.0: 17.9 9.8 24.3 50.5 59.7 92.8 93.8: 7.2 6.2
Other: 100.0: 35.0 5.9 9.0 44.3 80.1 88.4 95.0: 11.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 91 77 100 62 74 207 204:
Old : 256: 90 79 91 61 70 201 195:
Other: 119: 40 19 23 31 44 79 79:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 23.2 30.5 33.6 11.1 12.5 17.9 18.1
Old : 19.0 23.3 32.5 33.3 11.7 10.9 18.4 17.0
Other: 28.9 44.3 46.9 60.5 28.4 44.0 46.5 59.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 36,558: 13,283 908 7,663 11,903 26,366 32,849 34,938: 3,710 1,621
Old : 36,539: 13,283 908 7,663 11,890 26,347 32,836 34,919: 3,704 1,621
Other: 19: 0 0 0 13 19 13 19: 6 -0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,692: 13 156 -372 -1,231 -1,445 -1,591 -1,661: -101 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.5 21.0 32.6 72.1 89.9 95.6: 10.1 4.4
Old : 100.0: 36.4 2.5 21.0 32.5 72.1 89.9 95.6: 10.1 4.4
Other: 100.0: 0.0 0.0 0.0 68.4 100.0 68.4 100.0: 31.6 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 47 22 22 26 24 88 53:
Old : 101: 47 22 22 26 24 88 53:
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 : 22.8 52.9 35.0 67.2 15.1 40.2 22.0 49.3
Old : 22.8 52.9 35.0 67.2 15.1 40.2 22.0 49.3
Other: 68.4 100.0 68.4 100.0 68.4 100.0 68.4 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 179,502: 26,224 35,407 26,394 116,337 106,830 168,955 168,631: 10,547 10,871
Old : 146,857: 24,726 41,346 17,871 94,558 77,088 137,155 136,305: 9,702 10,552
Other: 32,645: 7,885 448 2,136 21,780 29,743 31,800 32,326: 845 319
: : :
: : Changes in Commitments from: January 31, 2012 :
: -13,208: -1,272 2,615 -9,914 -1,608 -4,804 -12,794 -12,103: -414 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.7 14.7 64.8 59.5 94.1 93.9: 5.9 6.1
Old : 100.0: 16.8 28.2 12.2 64.4 52.5 93.4 92.8: 6.6 7.2
Other: 100.0: 24.2 1.4 6.5 66.7 91.1 97.4 99.0: 2.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 36 57 46 52 52 117 133:
Old : 160: 36 59 43 50 50 111 131:
Other: 67: 10 13 12 34 24 52 41:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 25.3 42.8 41.5 23.3 17.0 31.0 24.7
Old : 29.8 23.9 44.8 38.7 27.9 17.9 37.6 27.6
Other: 44.4 58.5 59.6 75.6 40.1 57.2 54.4 71.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 865,776: 138,682 43,757 192,073 459,272 548,716 790,027 784,546: 75,749 81,231
Old : 865,776: 138,682 43,757 192,073 459,272 548,716 790,027 784,546: 75,749 81,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 20,958: -5,736 1,123 -116 24,008 21,978 18,157 22,986: 2,801 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.1 22.2 53.0 63.4 91.3 90.6: 8.7 9.4
Old : 100.0: 16.0 5.1 22.2 53.0 63.4 91.3 90.6: 8.7 9.4
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 : 231: 65 63 92 87 96 207 199:
Old : 231: 65 63 92 87 96 207 199:
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 : 14.0 15.1 24.3 23.4 10.7 9.0 17.8 15.1
Old : 14.0 15.1 24.3 23.4 10.7 9.0 17.8 15.1
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, February 7, 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 : 188,834: 32,927 27,042 59,429 88,156 93,123 180,512 179,594: 8,322 9,240
Old : 174,145: 32,443 27,006 55,555 78,351 82,802 166,349 165,363: 7,796 8,783
Other: 14,689: 1,124 676 3,234 9,805 10,322 14,163 14,231: 526 458
: : :
: : Changes in Commitments from: January 31, 2012 :
: 15,160: 4,385 2,006 5,920 4,714 7,490 15,019 15,416: 141 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.3 31.5 46.7 49.3 95.6 95.1: 4.4 4.9
Old : 100.0: 18.6 15.5 31.9 45.0 47.5 95.5 95.0: 4.5 5.0
Other: 100.0: 7.7 4.6 22.0 66.8 70.3 96.4 96.9: 3.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 90 113 116 123 123 276 300:
Old : 350: 90 114 114 121 121 272 297:
Other: 111: 13 22 22 50 51 79 80:
:----------------------------------------------------------------------------------------------------
: 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 14.7 23.8 23.8 8.7 6.2 15.6 10.5
Old : 12.5 15.4 23.4 24.3 9.2 7.3 16.7 12.1
Other: 44.2 39.4 58.9 54.9 40.4 38.9 51.3 48.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 53,864: 39,588 6,760 1,150 3,514 41,175 44,252 49,085: 9,612 4,779
Old : 53,864: 39,588 6,760 1,150 3,514 41,175 44,252 49,085: 9,612 4,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,656: -3,396 2,579 -234 69 -6,845 -3,561 -4,500: 1,905 2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 12.6 2.1 6.5 76.4 82.2 91.1: 17.8 8.9
Old : 100.0: 73.5 12.6 2.1 6.5 76.4 82.2 91.1: 17.8 8.9
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 : 101: 50 24 7 15 14 68 43:
Old : 101: 50 24 7 15 14 68 43:
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 : 54.1 75.8 61.6 81.1 53.8 75.8 61.4 80.6
Old : 54.1 75.8 61.6 81.1 53.8 75.8 61.4 80.6
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, February 7, 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 : 389,430: 26,845 37,785 3,588 339,299 330,254 369,731 371,627: 19,699 17,803
Old : 389,430: 26,845 37,785 3,588 339,299 330,254 369,731 371,627: 19,699 17,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -14,068: 7,408 789 -1,480 -21,641 -14,124 -15,714 -14,815: 1,646 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.7 0.9 87.1 84.8 94.9 95.4: 5.1 4.6
Old : 100.0: 6.9 9.7 0.9 87.1 84.8 94.9 95.4: 5.1 4.6
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 : 240: 33 43 14 99 99 143 145:
Old : 240: 33 43 14 99 99 143 145:
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 : 34.7 26.4 46.9 37.7 28.1 24.8 39.8 33.9
Old : 34.7 26.4 46.9 37.7 28.1 24.8 39.8 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012