COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 20, 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 : 150,186: 47,804 40,092 8,721 82,949 85,101 139,474 133,914: 10,712 16,272
Old : 140,553: 46,599 40,253 7,467 76,767 77,314 130,833 125,034: 9,720 15,519
Other: 9,633: 2,451 1,085 8 6,182 7,787 8,641 8,880: 992 753
: : :
: : Changes in Commitments from: December 13, 2011 :
: 740: 804 3,687 -223 -314 -1,536 267 1,928: 473 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 26.7 5.8 55.2 56.7 92.9 89.2: 7.1 10.8
Old : 100.0: 33.2 28.6 5.3 54.6 55.0 93.1 89.0: 6.9 11.0
Other: 100.0: 25.4 11.3 0.1 64.2 80.8 89.7 92.2: 10.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 69 82 46 51 59 149 162:
Old : 227: 72 81 40 46 56 142 155:
Other: 77: 17 17 1 26 27 44 44:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 14.6 37.0 23.9 21.0 12.3 30.3 20.3
Old : 24.1 15.1 37.7 24.1 22.1 13.1 31.2 21.4
Other: 46.6 60.4 64.7 71.6 45.6 59.0 63.6 70.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 20, 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 : 25,677: 12,317 1,338 318 9,739 22,757 22,374 24,413: 3,303 1,264
Old : 25,668: 12,317 1,338 318 9,736 22,748 22,371 24,404: 3,297 1,264
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,584: -518 -1,907 -909 -184 1,266 -1,611 -1,550: 27 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 5.2 1.2 37.9 88.6 87.1 95.1: 12.9 4.9
Old : 100.0: 48.0 5.2 1.2 37.9 88.6 87.2 95.1: 12.8 4.9
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 : 89: 42 11 11 27 19 73 38:
Old : 89: 42 11 11 27 19 73 38:
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 : 29.7 76.3 40.3 84.2 27.8 71.4 38.0 79.1
Old : 29.7 76.3 40.3 84.2 27.8 71.4 38.0 79.1
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 20, 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 : 167,249: 34,041 42,583 18,046 105,999 95,747 158,086 156,376: 9,163 10,873
Old : 144,673: 33,147 48,471 11,703 91,348 73,882 136,198 134,056: 8,475 10,617
Other: 22,576: 7,202 420 35 14,651 21,865 21,888 22,320: 688 256
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,597: -739 -1,364 -37 -628 -1,053 -1,404 -2,454: -193 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 25.5 10.8 63.4 57.2 94.5 93.5: 5.5 6.5
Old : 100.0: 22.9 33.5 8.1 63.1 51.1 94.1 92.7: 5.9 7.3
Other: 100.0: 31.9 1.9 0.2 64.9 96.9 97.0 98.9: 3.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 38 70 35 54 44 117 126:
Old : 176: 38 70 33 54 41 115 123:
Other: 52: 12 3 2 29 21 41 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 27.5 42.6 43.6 25.5 19.0 34.8 27.0
Old : 29.4 27.3 45.6 42.4 29.0 21.6 41.5 31.4
Other: 47.6 75.9 66.4 88.8 38.5 74.8 54.3 81.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 20, 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 : 539,095: 113,083 71,807 52,326 316,072 342,159 481,481 466,292: 57,614 72,803
Old : 539,095: 113,083 71,807 52,326 316,072 342,159 481,481 466,292: 57,614 72,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 13,332: -10,616 5,537 939 21,123 5,705 11,446 12,181: 1,886 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.3 9.7 58.6 63.5 89.3 86.5: 10.7 13.5
Old : 100.0: 21.0 13.3 9.7 58.6 63.5 89.3 86.5: 10.7 13.5
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: 56 61 69 76 84 172 177:
Old : 216: 56 61 69 76 84 172 177:
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 : 15.9 15.0 28.5 23.8 15.4 13.1 25.4 20.3
Old : 15.9 15.0 28.5 23.8 15.4 13.1 25.4 20.3
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 20, 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 : 103,143: 23,427 22,152 12,359 62,195 61,042 97,981 95,553: 5,162 7,590
Old : 94,850: 23,059 21,823 11,636 55,301 53,931 89,996 87,390: 4,854 7,460
Other: 8,293: 725 686 366 6,894 7,111 7,985 8,163: 308 130
: : :
: : Changes in Commitments from: December 13, 2011 :
: 61: -844 1,707 46 1,514 -1,775 716 -22: -655 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.5 12.0 60.3 59.2 95.0 92.6: 5.0 7.4
Old : 100.0: 24.3 23.0 12.3 58.3 56.9 94.9 92.1: 5.1 7.9
Other: 100.0: 8.7 8.3 4.4 83.1 85.7 96.3 98.4: 3.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 70 98 81 115 104 234 241:
Old : 306: 71 98 80 109 102 226 239:
Other: 95: 15 13 4 48 35 66 49:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 15.1 30.9 23.2 15.8 12.0 27.3 19.3
Old : 17.6 14.8 32.1 23.0 16.8 12.9 29.3 20.6
Other: 59.4 68.4 69.6 82.6 59.4 68.0 67.6 80.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 20, 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 : 67,062: 51,825 10,848 507 5,509 54,200 57,841 65,555: 9,221 1,507
Old : 67,062: 51,825 10,848 507 5,509 54,200 57,841 65,555: 9,221 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 522: 5,139 -203 -611 -4,335 2,914 193 2,100: 329 -1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 16.2 0.8 8.2 80.8 86.3 97.8: 13.7 2.2
Old : 100.0: 77.3 16.2 0.8 8.2 80.8 86.3 97.8: 13.7 2.2
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 : 104: 63 13 2 18 10 82 25:
Old : 104: 63 13 2 18 10 82 25:
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 : 50.8 84.6 61.1 94.1 50.8 84.6 60.7 94.1
Old : 50.8 84.6 61.1 94.1 50.8 84.6 60.7 94.1
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 20, 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 : 416,607: 14,046 46,451 2,998 384,976 353,256 402,020 402,705: 14,587 13,902
Old : 416,607: 14,046 46,451 2,998 384,976 353,256 402,020 402,705: 14,587 13,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -48,639: 2,041 -7,390 -2,039 -44,402 -34,146 -44,400 -43,575: -4,239 -5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.1 0.7 92.4 84.8 96.5 96.7: 3.5 3.3
Old : 100.0: 3.4 11.1 0.7 92.4 84.8 96.5 96.7: 3.5 3.3
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 : 230: 20 42 9 94 100 120 145:
Old : 230: 20 42 9 94 100 120 145:
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 : 34.2 24.6 51.9 35.7 31.2 24.5 47.4 33.9
Old : 34.2 24.6 51.9 35.7 31.2 24.5 47.4 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011