COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,348: 47,833 41,694 9,211 82,185 84,820 139,229 135,725: 12,119 15,623
Old : 141,686: 46,564 41,952 7,880 76,163 77,007 130,607 126,839: 11,079 14,847
Other: 9,662: 2,571 1,044 29 6,022 7,813 8,622 8,886: 1,040 776
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,162: 29 1,602 490 -764 -281 -245 1,811: 1,407 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 27.5 6.1 54.3 56.0 92.0 89.7: 8.0 10.3
Old : 100.0: 32.9 29.6 5.6 53.8 54.4 92.2 89.5: 7.8 10.5
Other: 100.0: 26.6 10.8 0.3 62.3 80.9 89.2 92.0: 10.8 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 68 83 44 51 59 147 162:
Old : 227: 71 82 38 46 56 140 155:
Other: 77: 16 17 2 26 28 44 45:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 14.5 36.1 23.9 20.5 12.2 29.8 20.2
Old : 23.4 15.0 36.9 24.1 21.5 13.0 30.7 21.2
Other: 46.9 60.4 65.9 71.6 46.3 60.1 64.8 71.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,589: 12,487 1,468 266 9,643 22,792 22,396 24,526: 3,193 1,063
Old : 25,580: 12,487 1,468 266 9,640 22,783 22,393 24,517: 3,187 1,063
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -88: 170 130 -52 -96 35 22 113: -110 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 5.7 1.0 37.7 89.1 87.5 95.8: 12.5 4.2
Old : 100.0: 48.8 5.7 1.0 37.7 89.1 87.5 95.8: 12.5 4.2
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 : 90: 44 9 11 26 20 73 37:
Old : 90: 44 9 11 26 20 73 37:
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 : 29.6 76.6 40.2 85.4 27.7 72.2 37.9 80.5
Old : 29.6 76.6 40.2 85.3 27.7 72.2 37.9 80.5
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,753: 32,563 40,166 19,477 106,411 96,948 158,451 156,591: 9,302 11,162
Old : 144,533: 31,588 46,240 12,690 91,465 74,489 135,743 133,419: 8,790 11,114
Other: 23,220: 7,479 430 283 14,946 22,459 22,708 23,172: 512 48
: : :
: : Changes in Commitments from: December 20, 2011 :
: 504: -1,478 -2,417 1,431 412 1,201 365 215: 139 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 11.6 63.4 57.8 94.5 93.3: 5.5 6.7
Old : 100.0: 21.9 32.0 8.8 63.3 51.5 93.9 92.3: 6.1 7.7
Other: 100.0: 32.2 1.9 1.2 64.4 96.7 97.8 99.8: 2.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 36 64 38 53 46 115 126:
Old : 171: 35 66 35 53 42 113 121:
Other: 55: 15 3 5 29 21 44 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 : 27.1 27.8 42.0 44.4 24.7 20.1 35.5 28.6
Old : 28.7 27.9 45.1 43.3 28.3 22.7 42.0 32.6
Other: 46.4 74.8 65.2 88.2 37.5 73.7 53.9 81.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 544,792: 113,487 74,971 54,230 318,629 344,255 486,346 473,456: 58,446 71,336
Old : 544,792: 113,487 74,971 54,230 318,629 344,255 486,346 473,456: 58,446 71,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 5,697: 404 3,164 1,904 2,557 2,096 4,865 7,164: 832 -1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.8 10.0 58.5 63.2 89.3 86.9: 10.7 13.1
Old : 100.0: 20.8 13.8 10.0 58.5 63.2 89.3 86.9: 10.7 13.1
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 : 219: 56 64 69 77 87 175 180:
Old : 219: 56 64 69 77 87 175 180:
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 : 15.8 14.9 28.6 23.6 15.3 13.2 25.2 20.1
Old : 15.8 14.9 28.6 23.6 15.3 13.2 25.2 20.1
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 - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,103: 24,039 22,458 12,570 61,988 61,803 98,597 96,831: 5,506 7,272
Old : 95,765: 23,638 22,117 11,867 55,050 54,628 90,555 88,612: 5,210 7,153
Other: 8,338: 742 682 362 6,938 7,175 8,042 8,219: 296 119
: : :
: : Changes in Commitments from: December 20, 2011 :
: 960: 612 306 211 -207 761 616 1,278: 344 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.6 12.1 59.5 59.4 94.7 93.0: 5.3 7.0
Old : 100.0: 24.7 23.1 12.4 57.5 57.0 94.6 92.5: 5.4 7.5
Other: 100.0: 8.9 8.2 4.3 83.2 86.1 96.4 98.6: 3.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 72 97 79 114 101 233 236:
Old : 306: 71 98 78 108 99 225 234:
Other: 95: 14 13 4 48 36 65 50:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 15.2 30.6 23.8 15.6 12.0 26.7 19.9
Old : 17.3 14.9 31.7 23.8 16.6 12.8 28.5 21.2
Other: 59.5 68.0 69.7 82.8 59.5 67.7 67.7 81.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,646: 52,237 9,663 501 5,544 52,783 58,282 62,947: 6,364 1,699
Old : 64,646: 52,237 9,663 501 5,544 52,783 58,282 62,947: 6,364 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -2,416: 412 -1,185 -6 35 -1,417 441 -2,608: -2,857 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 14.9 0.8 8.6 81.6 90.2 97.4: 9.8 2.6
Old : 100.0: 80.8 14.9 0.8 8.6 81.6 90.2 97.4: 9.8 2.6
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 : 108: 67 11 2 19 11 87 24:
Old : 108: 67 11 2 19 11 87 24:
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 : 52.3 82.5 63.6 92.2 52.3 82.5 63.2 92.2
Old : 52.3 82.5 63.6 92.2 52.3 82.5 63.2 92.2
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 408,746: 11,341 43,305 2,514 379,435 348,046 393,290 393,865: 15,456 14,881
Old : 408,746: 11,341 43,305 2,514 379,435 348,046 393,290 393,865: 15,456 14,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -7,861: -2,705 -3,146 -484 -5,541 -5,210 -8,730 -8,840: 869 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.6 0.6 92.8 85.1 96.2 96.4: 3.8 3.6
Old : 100.0: 2.8 10.6 0.6 92.8 85.1 96.2 96.4: 3.8 3.6
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 : 221: 15 38 7 92 103 112 143:
Old : 221: 15 38 7 92 103 112 143:
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 : 33.9 25.0 51.5 36.1 31.2 25.0 46.8 34.3
Old : 33.9 25.0 51.5 36.1 31.2 25.0 46.8 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011