COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 147,317: 47,988 29,317 13,397 71,595 90,680 132,980 133,394: 14,337 13,923
Old : 133,162: 45,013 29,174 11,801 63,336 78,978 120,150 119,953: 13,012 13,209
Other: 14,155: 4,516 1,684 55 8,259 11,702 12,830 13,441: 1,325 714
: : :
: : Changes in Commitments from: January 3, 2012 :
: -4,762: -2,856 -6,174 1,942 -4,350 -1,532 -5,264 -5,764: 502 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.9 9.1 48.6 61.6 90.3 90.5: 9.7 9.5
Old : 100.0: 33.8 21.9 8.9 47.6 59.3 90.2 90.1: 9.8 9.9
Other: 100.0: 31.9 11.9 0.4 58.3 82.7 90.6 95.0: 9.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 67 73 56 49 61 153 159:
Old : 219: 69 74 48 45 58 145 152:
Other: 92: 18 24 3 25 32 45 58:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 19.9 33.2 29.1 20.4 19.3 30.6 27.7
Old : 21.9 19.5 34.3 28.8 21.8 18.9 32.6 27.6
Other: 40.3 59.9 64.7 70.9 40.0 59.9 64.0 70.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 29,479: 16,080 1,711 555 9,054 25,333 25,689 27,599: 3,790 1,880
Old : 29,470: 16,080 1,711 555 9,051 25,324 25,686 27,590: 3,784 1,880
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,514: 2,608 850 -177 -642 1,108 1,789 1,781: 725 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 5.8 1.9 30.7 85.9 87.1 93.6: 12.9 6.4
Old : 100.0: 54.6 5.8 1.9 30.7 85.9 87.2 93.6: 12.8 6.4
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 : 108: 56 15 7 24 24 84 42:
Old : 108: 56 15 7 24 24 84 42:
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 : 21.9 68.7 33.0 80.1 21.8 63.6 32.2 74.4
Old : 21.9 68.7 33.0 80.1 21.9 63.6 32.2 74.4
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, 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 : 173,305: 33,456 43,176 19,369 109,835 101,121 162,660 163,666: 10,645 9,639
Old : 149,474: 32,550 49,363 12,496 94,390 78,110 139,436 139,969: 10,038 9,505
Other: 23,831: 7,576 483 203 15,445 23,011 23,224 23,697: 607 134
: : :
: : Changes in Commitments from: January 3, 2012 :
: -77: -833 1,144 -1,035 881 655 -987 764: 910 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 24.9 11.2 63.4 58.3 93.9 94.4: 6.1 5.6
Old : 100.0: 21.8 33.0 8.4 63.1 52.3 93.3 93.6: 6.7 6.4
Other: 100.0: 31.8 2.0 0.9 64.8 96.6 97.5 99.4: 2.5 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 44 68 41 53 46 122 133:
Old : 182: 43 69 37 53 44 120 129:
Other: 55: 14 3 4 30 21 45 27:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 27.0 41.7 43.5 24.4 18.9 34.4 27.2
Old : 29.0 27.5 44.7 42.3 28.3 21.6 40.8 31.6
Other: 44.9 74.3 63.6 87.5 36.7 73.2 53.2 81.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 583,648: 124,090 77,019 62,451 336,685 368,660 523,226 508,130: 60,422 75,518
Old : 583,648: 124,090 77,019 62,451 336,685 368,660 523,226 508,130: 60,422 75,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 16,049: -4,179 -946 5,577 15,639 6,440 17,037 11,071: -988 4,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 13.2 10.7 57.7 63.2 89.6 87.1: 10.4 12.9
Old : 100.0: 21.3 13.2 10.7 57.7 63.2 89.6 87.1: 10.4 12.9
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 : 223: 57 67 74 79 85 179 186:
Old : 223: 57 67 74 79 85 179 186:
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 : 15.7 15.3 28.2 24.6 15.4 12.5 24.9 19.4
Old : 15.7 15.3 28.2 24.6 15.4 12.5 24.9 19.4
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, 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 : 111,501: 28,714 23,404 15,199 62,025 65,565 105,938 104,168: 5,563 7,333
Old : 102,987: 28,336 23,236 14,444 54,992 58,154 97,772 95,834: 5,215 7,153
Other: 8,514: 868 658 265 7,033 7,411 8,166 8,334: 348 180
: : :
: : Changes in Commitments from: January 3, 2012 :
: 6,086: 3,799 2,894 1,489 1,136 2,264 6,424 6,647: -338 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 21.0 13.6 55.6 58.8 95.0 93.4: 5.0 6.6
Old : 100.0: 27.5 22.6 14.0 53.4 56.5 94.9 93.1: 5.1 6.9
Other: 100.0: 10.2 7.7 3.1 82.6 87.0 95.9 97.9: 4.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 71 93 89 121 110 242 253:
Old : 312: 72 94 87 114 108 233 250:
Other: 99: 15 13 5 50 38 68 53:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 14.3 29.7 22.9 14.2 10.5 26.0 17.9
Old : 16.8 13.9 31.3 22.7 14.9 11.1 27.6 19.1
Other: 59.5 66.7 69.2 81.7 59.5 66.5 67.5 80.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 69,024: 52,644 8,057 554 6,061 59,023 59,259 67,634: 9,765 1,390
Old : 69,024: 52,644 8,057 554 6,061 59,023 59,259 67,634: 9,765 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,971: 1,882 -868 -25 156 3,792 2,013 2,899: 958 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 11.7 0.8 8.8 85.5 85.9 98.0: 14.1 2.0
Old : 100.0: 76.3 11.7 0.8 8.8 85.5 85.9 98.0: 14.1 2.0
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 : 114: 76 11 3 17 10 94 24:
Old : 114: 76 11 3 17 10 94 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 : 47.1 83.8 57.8 91.3 47.1 83.8 57.1 91.3
Old : 47.1 83.8 57.8 91.3 47.1 83.8 57.1 91.3
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, 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 : 399,326: 13,690 41,513 1,667 368,296 341,533 383,653 384,713: 15,673 14,613
Old : 399,326: 13,690 41,513 1,667 368,296 341,533 383,653 384,713: 15,673 14,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -3,274: 680 -3,518 -1,214 -2,458 1,391 -2,992 -3,341: -282 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.4 0.4 92.2 85.5 96.1 96.3: 3.9 3.7
Old : 100.0: 3.4 10.4 0.4 92.2 85.5 96.1 96.3: 3.9 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 10 96 102 126 147:
Old : 233: 24 41 10 96 102 126 147:
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 : 31.8 25.1 50.3 36.4 29.5 25.0 45.1 34.5
Old : 31.8 25.1 50.3 36.4 29.5 25.0 45.1 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012