COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 3, 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 : 152,079: 50,844 35,491 11,455 75,945 92,212 138,244 139,158: 13,835 12,921
Old : 140,599: 48,473 35,584 10,056 69,405 82,802 127,934 128,442: 12,665 12,157
Other: 11,480: 3,672 1,208 98 6,540 9,410 10,310 10,716: 1,170 764
: : :
: : Changes in Commitments from: December 27, 2011 :
: 731: 3,011 -6,203 2,244 -6,240 7,392 -985 3,433: 1,716 -2,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 7.5 49.9 60.6 90.9 91.5: 9.1 8.5
Old : 100.0: 34.5 25.3 7.2 49.4 58.9 91.0 91.4: 9.0 8.6
Other: 100.0: 32.0 10.5 0.9 57.0 82.0 89.8 93.3: 10.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 73 72 53 52 62 157 159:
Old : 224: 75 73 47 46 58 149 151:
Other: 83: 18 19 3 26 28 46 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 : 20.3 19.1 31.7 28.9 19.4 15.8 29.7 25.0
Old : 20.5 19.1 32.6 28.9 20.5 15.9 30.5 25.4
Other: 43.5 63.6 63.0 73.7 43.1 63.6 62.1 73.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 3, 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 : 26,965: 13,472 861 732 9,696 24,225 23,900 25,818: 3,065 1,147
Old : 26,956: 13,472 861 732 9,693 24,216 23,897 25,809: 3,059 1,147
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,376: 985 -607 466 53 1,433 1,504 1,292: -128 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 3.2 2.7 36.0 89.8 88.6 95.7: 11.4 4.3
Old : 100.0: 50.0 3.2 2.7 36.0 89.8 88.7 95.7: 11.3 4.3
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 : 93: 50 7 11 25 20 79 34:
Old : 93: 50 7 11 25 20 79 34:
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 : 26.8 75.8 38.3 85.5 26.8 72.4 37.4 82.1
Old : 26.8 75.8 38.3 85.5 26.8 72.4 37.4 82.1
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, January 3, 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 : 173,382: 34,289 42,032 20,404 108,954 100,466 163,647 162,902: 9,735 10,480
Old : 149,641: 33,273 47,979 13,763 93,511 77,547 140,547 139,289: 9,094 10,352
Other: 23,741: 7,443 480 214 15,443 22,919 23,100 23,613: 641 128
: : :
: : Changes in Commitments from: December 27, 2011 :
: 5,629: 1,726 1,866 927 2,543 3,518 5,196 6,311: 433 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 24.2 11.8 62.8 57.9 94.4 94.0: 5.6 6.0
Old : 100.0: 22.2 32.1 9.2 62.5 51.8 93.9 93.1: 6.1 6.9
Other: 100.0: 31.4 2.0 0.9 65.0 96.5 97.3 99.5: 2.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 39 65 41 53 45 119 129:
Old : 175: 38 67 37 53 42 117 124:
Other: 55: 13 5 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 : 26.7 27.3 41.3 43.5 24.0 19.4 34.8 27.6
Old : 28.2 27.5 44.3 42.4 27.9 21.8 40.9 31.5
Other: 45.3 74.6 64.1 87.9 36.7 73.6 53.2 81.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 3, 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 : 567,599: 128,269 77,965 56,874 321,046 362,220 506,189 497,059: 61,410 70,540
Old : 567,599: 128,269 77,965 56,874 321,046 362,220 506,189 497,059: 61,410 70,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 22,807: 14,782 2,994 2,644 2,417 17,965 19,843 23,603: 2,964 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.7 10.0 56.6 63.8 89.2 87.6: 10.8 12.4
Old : 100.0: 22.6 13.7 10.0 56.6 63.8 89.2 87.6: 10.8 12.4
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 : 229: 61 69 72 79 85 185 183:
Old : 229: 61 69 72 79 85 185 183:
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 : 15.3 15.1 27.7 24.4 15.0 13.5 24.4 20.4
Old : 15.3 15.1 27.7 24.4 15.0 13.5 24.4 20.4
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 3, 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 : 105,415: 24,915 20,510 13,710 60,889 63,301 99,514 97,521: 5,901 7,894
Old : 97,047: 24,448 20,193 13,057 53,957 56,061 91,462 89,311: 5,585 7,736
Other: 8,368: 790 640 330 6,932 7,240 8,052 8,210: 316 158
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,312: 876 -1,948 1,140 -1,099 1,498 917 690: 395 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.5 13.0 57.8 60.0 94.4 92.5: 5.6 7.5
Old : 100.0: 25.2 20.8 13.5 55.6 57.8 94.2 92.0: 5.8 8.0
Other: 100.0: 9.4 7.6 3.9 82.8 86.5 96.2 98.1: 3.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 69 88 83 119 105 240 233:
Old : 299: 70 87 81 113 103 232 230:
Other: 96: 15 11 4 50 36 67 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 : 16.1 14.5 30.5 23.3 15.0 10.4 26.4 18.4
Old : 17.0 14.1 31.7 22.9 15.9 10.8 28.1 19.6
Other: 59.2 67.8 69.4 82.0 59.2 67.5 67.7 81.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 3, 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 : 66,053: 50,762 8,925 579 5,905 55,231 57,246 64,735: 8,807 1,318
Old : 66,053: 50,762 8,925 579 5,905 55,231 57,246 64,735: 8,807 1,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,407: -1,475 -738 78 361 2,448 -1,036 1,788: 2,443 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 13.5 0.9 8.9 83.6 86.7 98.0: 13.3 2.0
Old : 100.0: 76.9 13.5 0.9 8.9 83.6 86.7 98.0: 13.3 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 : 106: 63 12 4 19 12 83 28:
Old : 106: 63 12 4 19 12 83 28:
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 : 48.9 82.7 60.6 91.1 48.8 82.7 60.1 91.1
Old : 48.9 82.7 60.6 91.1 48.8 82.7 60.1 91.1
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, January 3, 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 : 402,600: 13,010 45,031 2,881 370,754 340,142 386,645 388,054: 15,955 14,546
Old : 402,600: 13,010 45,031 2,881 370,754 340,142 386,645 388,054: 15,955 14,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -6,146: 1,669 1,726 367 -8,681 -7,904 -6,645 -5,811: 499 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.2 0.7 92.1 84.5 96.0 96.4: 4.0 3.6
Old : 100.0: 3.2 11.2 0.7 92.1 84.5 96.0 96.4: 4.0 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 : 227: 20 39 8 96 102 121 144:
Old : 227: 20 39 8 96 102 121 144:
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 : 33.5 25.2 50.4 35.7 31.4 25.1 46.5 34.5
Old : 33.5 25.2 50.4 35.7 31.4 25.1 46.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012