COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 13, 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 : 149,446: 47,000 36,405 8,944 83,263 86,637 139,207 131,986: 10,239 17,460
Old : 137,149: 45,764 36,578 7,785 74,263 78,773 127,812 123,136: 9,337 14,013
Other: 12,297: 2,297 888 98 9,000 7,864 11,395 8,850: 902 3,447
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,625: -284 4,936 -136 9,521 4,603 9,101 9,403: 524 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 24.4 6.0 55.7 58.0 93.1 88.3: 6.9 11.7
Old : 100.0: 33.4 26.7 5.7 54.1 57.4 93.2 89.8: 6.8 10.2
Other: 100.0: 18.7 7.2 0.8 73.2 64.0 92.7 72.0: 7.3 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 73 85 45 49 62 153 166:
Old : 238: 76 85 39 45 59 147 159:
Other: 76: 16 16 2 26 30 44 46:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.6 37.1 26.0 20.5 12.5 29.6 20.4
Old : 22.9 15.5 36.5 25.3 22.0 13.5 31.8 21.8
Other: 53.2 45.8 68.3 54.5 34.2 22.8 47.4 30.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 13, 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 : 27,261: 12,835 3,245 1,227 9,923 21,491 23,985 25,963: 3,276 1,298
Old : 27,252: 12,835 3,245 1,227 9,920 21,482 23,982 25,954: 3,270 1,298
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -2,000: -2,096 -317 -202 694 -1,742 -1,604 -2,261: -396 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 11.9 4.5 36.4 78.8 88.0 95.2: 12.0 4.8
Old : 100.0: 47.1 11.9 4.5 36.4 78.8 88.0 95.2: 12.0 4.8
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 : 95: 40 19 15 27 20 77 45:
Old : 95: 40 19 15 27 20 77 45:
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 : 27.5 67.3 38.5 78.2 26.4 62.8 36.5 72.8
Old : 27.5 67.3 38.5 78.2 26.4 62.8 36.5 72.8
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 13, 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 : 168,846: 34,780 43,947 18,083 106,627 96,800 159,490 158,830: 9,356 10,016
Old : 147,144: 34,177 49,908 11,365 92,728 76,013 138,270 137,286: 8,874 9,858
Other: 21,702: 7,057 493 264 13,899 20,787 21,220 21,544: 482 158
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,094: 2,643 3,989 -586 2,952 1,074 5,009 4,477: 85 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.0 10.7 63.2 57.3 94.5 94.1: 5.5 5.9
Old : 100.0: 23.2 33.9 7.7 63.0 51.7 94.0 93.3: 6.0 6.7
Other: 100.0: 32.5 2.3 1.2 64.0 95.8 97.8 99.3: 2.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 44 73 39 52 49 120 140:
Old : 187: 45 74 37 51 44 117 135:
Other: 55: 13 5 4 28 21 43 28:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 27.5 44.3 42.5 26.1 18.5 35.8 26.7
Old : 29.9 26.7 46.4 40.9 29.4 20.6 41.5 31.0
Other: 48.8 76.0 67.6 88.3 39.5 74.9 56.2 81.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 13, 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 : 525,763: 123,699 66,270 51,387 294,949 336,454 470,035 454,111: 55,728 71,652
Old : 525,763: 123,699 66,270 51,387 294,949 336,454 470,035 454,111: 55,728 71,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 7,796: -1,007 -3,652 3,227 7,924 8,254 10,144 7,829: -2,348 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 12.6 9.8 56.1 64.0 89.4 86.4: 10.6 13.6
Old : 100.0: 23.5 12.6 9.8 56.1 64.0 89.4 86.4: 10.6 13.6
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 : 216: 62 57 72 75 85 176 179:
Old : 216: 62 57 72 75 85 176 179:
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 : 16.2 15.4 28.6 24.7 15.6 13.4 25.4 21.1
Old : 16.2 15.4 28.6 24.7 15.6 13.4 25.4 21.1
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 13, 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 : 103,082: 24,271 20,445 12,313 60,681 62,817 97,265 95,575: 5,817 7,507
Old : 95,112: 23,928 20,222 11,561 54,137 55,950 89,626 87,733: 5,486 7,379
Other: 7,970: 709 589 386 6,544 6,867 7,639 7,842: 331 128
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,480: -2,833 4,363 647 4,499 -3,418 2,313 1,592: 167 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 19.8 11.9 58.9 60.9 94.4 92.7: 5.6 7.3
Old : 100.0: 25.2 21.3 12.2 56.9 58.8 94.2 92.2: 5.8 7.8
Other: 100.0: 8.9 7.4 4.8 82.1 86.2 95.8 98.4: 4.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 72 96 80 114 105 229 244:
Old : 310: 73 97 78 108 104 222 242:
Other: 92: 14 11 6 47 33 66 47:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 15.9 30.1 23.8 15.9 11.8 27.4 18.7
Old : 17.6 15.6 31.4 23.6 16.8 12.6 29.5 20.0
Other: 59.2 70.6 68.8 83.3 58.8 70.4 67.0 81.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 13, 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 : 66,540: 46,686 11,051 1,118 9,844 51,286 57,648 63,455: 8,892 3,085
Old : 66,540: 46,686 11,051 1,118 9,844 51,286 57,648 63,455: 8,892 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,168: 6,547 3,065 362 -244 4,347 6,665 7,774: 2,503 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 16.6 1.7 14.8 77.1 86.6 95.4: 13.4 4.6
Old : 100.0: 70.2 16.6 1.7 14.8 77.1 86.6 95.4: 13.4 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 : 108: 65 17 6 17 12 87 31:
Old : 108: 65 17 6 17 12 87 31:
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 80.0 58.4 87.5 44.6 79.9 56.3 87.1
Old : 46.4 80.0 58.4 87.5 44.6 79.9 56.3 87.1
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 - Futures Only, December 13, 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 : 465,246: 12,005 53,841 5,037 429,378 387,402 446,420 446,280: 18,826 18,966
Old : 465,246: 12,005 53,841 5,037 429,378 387,402 446,420 446,280: 18,826 18,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 20,703: 680 4,054 2,442 15,964 14,531 19,086 21,027: 1,617 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.6 1.1 92.3 83.3 96.0 95.9: 4.0 4.1
Old : 100.0: 2.6 11.6 1.1 92.3 83.3 96.0 95.9: 4.0 4.1
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 : 242: 21 47 14 100 120 132 170:
Old : 242: 21 47 14 100 120 132 170:
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 : 33.3 24.2 54.9 34.7 32.2 21.7 48.2 30.5
Old : 33.3 24.2 54.9 34.7 32.2 21.7 48.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011