COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,412
COMMITMENTS
49,819 15,423 58,852 104,955 141,309 213,625 215,584 15,787 13,828
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,099)
1,516 -3,344 5,083 4,649 8,934 11,248 10,673 -150 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 6.7 25.7 45.7 61.6 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
98 70 99 57 72 204 197
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,154
COMMITMENTS
13,237 752 7,690 13,553 27,649 34,480 36,092 3,673 2,062
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,987)
867 -710 1,267 -288 765 1,847 1,322 140 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 2.0 20.2 35.5 72.5 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 11 21 26 23 89 48
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 194,290
COMMITMENTS
29,897 38,641 35,332 117,555 109,483 182,785 183,457 11,506 10,834
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 983)
302 -2,198 11 -806 2,798 -493 611 1,476 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 19.9 18.2 60.5 56.4 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
48 57 50 56 48 128 136
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 819,562
COMMITMENTS
142,887 38,442 188,941 405,264 509,574 737,093 736,957 82,469 82,605
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 24,729)
12,886 -22,858 4,886 -4,024 42,045 13,748 24,074 10,981 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 4.7 23.1 49.4 62.2 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
81 52 91 85 91 208 195
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 163,122
COMMITMENTS
27,749 21,816 48,057 80,116 84,793 155,923 154,667 7,199 8,455
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 5,562)
-202 2,426 1,181 4,637 2,117 5,616 5,725 -53 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 13.4 29.5 49.1 52.0 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
89 92 111 118 113 260 274
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,667
COMMITMENTS
50,858 3,822 1,393 4,533 57,715 56,783 62,930 7,884 1,737
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -4,363)
-1,011 -3,108 575 -1,878 -1,009 -2,315 -3,542 -2,048 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 5.9 2.2 7.0 89.2 87.8 97.3 12.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
71 13 9 17 12 90 33
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 410,502
COMMITMENTS
20,613 38,864 3,337 369,085 351,903 393,035 394,104 17,466 16,398
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,967)
5,098 -594 1,311 -165 5,107 6,244 5,825 -1,277 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.5 0.8 89.9 85.7 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
30 45 14 103 105 144 153
Updated January 27, 2012