COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,607
COMMITMENTS
45,334 29,750 46,050 102,742 112,424 194,126 188,224 11,480 17,382
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,235)
-18 1,860 1,268 -1,843 71 -593 3,200 1,828 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 14.5 22.4 50.0 54.7 94.4 91.5 5.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
98 68 81 58 70 185 194
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,324
COMMITMENTS
11,392 1,384 3,245 12,310 24,339 26,947 28,967 3,377 1,356
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -5,539)
-1,108 -400 -3,221 -1,085 -1,760 -5,414 -5,381 -125 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 4.6 10.7 40.6 80.3 88.9 95.5 11.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 18 18 30 24 78 48
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,889
COMMITMENTS
29,181 40,937 39,760 114,158 100,946 183,100 181,643 9,789 11,246
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 543)
-1,658 -2,030 2,506 238 -781 1,085 -305 -542 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 21.2 20.6 59.2 52.3 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
40 71 39 56 46 123 131
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 724,562
COMMITMENTS
115,102 60,103 167,910 377,902 416,151 660,913 644,164 63,649 80,398
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -6,868)
-6,633 -789 -9,725 8,796 4,243 -7,561 -6,270 694 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.3 23.2 52.2 57.4 91.2 88.9 8.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
73 51 87 84 89 196 191
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,015
COMMITMENTS
21,356 21,259 41,601 73,352 70,788 136,309 133,648 5,706 8,367
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,779)
-1,366 871 1,891 1,928 -1,309 2,453 1,453 -673 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.0 29.3 51.7 49.8 96.0 94.1 4.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
76 102 104 126 117 258 274
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,148
COMMITMENTS
51,854 10,307 1,273 5,676 54,988 58,803 66,567 9,345 1,581
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 799)
5,132 -292 -432 -4,248 3,074 451 2,350 348 -1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 15.1 1.9 8.3 80.7 86.3 97.7 13.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
64 14 8 18 11 88 28
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 418,197
COMMITMENTS
13,763 46,458 3,393 386,314 354,157 403,471 404,008 14,726 14,189
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -49,463)
1,831 -7,629 -2,325 -44,644 -34,448 -45,138 -44,402 -4,325 -5,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.1 0.8 92.4 84.7 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
20 42 10 95 101 122 146
Updated December 23, 2011