COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 24, 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 : 165,008: 49,588 25,371 18,937 81,504 107,744 150,029 152,052: 14,979 12,956
Old : 146,955: 45,970 24,762 16,941 71,085 93,201 133,996 134,904: 12,959 12,051
Other: 18,053: 5,496 2,487 118 10,419 14,543 16,033 17,148: 2,020 905
: : :
: : Changes in Commitments from: January 17, 2012 :
: 9,846: 2,376 -4,580 4,101 3,294 9,853 9,771 9,374: 75 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.4 11.5 49.4 65.3 90.9 92.1: 9.1 7.9
Old : 100.0: 31.3 16.9 11.5 48.4 63.4 91.2 91.8: 8.8 8.2
Other: 100.0: 30.4 13.8 0.7 57.7 80.6 88.8 95.0: 11.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 77 71 75 47 63 172 170:
Old : 230: 76 74 67 42 60 162 163:
Other: 102: 25 27 5 25 32 52 62:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 25.9 32.4 36.0 18.5 23.1 28.4 30.7
Old : 21.4 25.9 33.8 36.7 20.2 22.8 30.3 30.7
Other: 36.1 50.8 59.2 64.1 35.8 50.8 58.4 63.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 24, 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 : 26,458: 14,986 1,718 491 7,462 22,464 22,939 24,673: 3,519 1,785
Old : 26,449: 14,986 1,718 491 7,459 22,455 22,936 24,664: 3,513 1,785
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -233: 1,356 96 -105 -1,576 -794 -325 -803: 92 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 6.5 1.9 28.2 84.9 86.7 93.3: 13.3 6.7
Old : 100.0: 56.7 6.5 1.9 28.2 84.9 86.7 93.3: 13.3 6.7
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 : 99: 50 15 15 24 18 84 39:
Old : 99: 50 15 15 24 18 84 39:
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 : 24.6 67.9 35.4 80.4 24.6 64.5 35.2 76.5
Old : 24.6 67.9 35.5 80.4 24.6 64.5 35.2 76.5
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 24, 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 : 171,519: 31,597 37,810 19,491 109,654 103,921 160,742 161,222: 10,777 10,297
Old : 146,785: 30,889 44,219 12,650 93,177 79,872 136,716 136,741: 10,069 10,044
Other: 24,734: 7,510 393 39 16,477 24,049 24,026 24,481: 708 253
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,520: -373 -2,122 736 -199 2,665 164 1,279: 1,356 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 22.0 11.4 63.9 60.6 93.7 94.0: 6.3 6.0
Old : 100.0: 21.0 30.1 8.6 63.5 54.4 93.1 93.2: 6.9 6.8
Other: 100.0: 30.4 1.6 0.2 66.6 97.2 97.1 99.0: 2.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 39 62 43 54 46 120 130:
Old : 172: 38 64 40 52 43 116 126:
Other: 57: 13 4 2 30 24 43 30:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 28.0 42.7 44.2 24.8 17.6 33.1 26.4
Old : 30.6 27.9 45.6 42.7 28.4 20.1 39.4 30.9
Other: 45.1 71.9 63.3 84.1 39.0 70.8 54.7 79.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 24, 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 : 636,763: 138,927 64,073 71,051 350,512 427,477 560,490 562,601: 76,273 74,162
Old : 636,763: 138,927 64,073 71,051 350,512 427,477 560,490 562,601: 76,273 74,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 23,604: 8,744 -18,116 5,332 -1,072 36,769 13,004 23,985: 10,600 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.1 11.2 55.0 67.1 88.0 88.4: 12.0 11.6
Old : 100.0: 21.8 10.1 11.2 55.0 67.1 88.0 88.4: 12.0 11.6
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: 59 68 76 77 84 188 180:
Old : 227: 59 68 76 77 84 188 180:
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 : 16.0 16.3 28.2 26.2 15.2 13.0 24.4 20.6
Old : 16.0 16.3 28.2 26.2 15.2 13.0 24.4 20.6
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 24, 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 : 116,252: 30,647 21,778 15,586 63,567 71,093 109,800 108,457: 6,452 7,795
Old : 107,101: 29,948 21,681 14,818 56,384 63,080 101,150 99,579: 5,951 7,522
Other: 9,151: 1,241 639 226 7,183 8,013 8,650 8,878: 501 273
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,596: 531 2,056 231 2,882 1,450 3,644 3,737: -48 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 18.7 13.4 54.7 61.2 94.4 93.3: 5.6 6.7
Old : 100.0: 28.0 20.2 13.8 52.6 58.9 94.4 93.0: 5.6 7.0
Other: 100.0: 13.6 7.0 2.5 78.5 87.6 94.5 97.0: 5.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 78 90 87 109 100 234 243:
Old : 309: 75 93 85 102 97 225 239:
Other: 90: 14 11 4 45 40 60 54:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 15.2 29.3 25.2 13.9 10.1 25.4 17.2
Old : 16.0 16.3 29.7 25.8 14.6 12.3 27.0 19.8
Other: 62.3 61.5 73.0 76.8 61.9 61.0 70.5 76.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 24, 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 : 64,148: 50,847 3,924 1,128 4,414 57,437 56,389 62,489: 7,759 1,659
Old : 64,148: 50,847 3,924 1,128 4,414 57,437 56,389 62,489: 7,759 1,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -4,335: -989 -3,154 597 -1,907 -935 -2,299 -3,492: -2,036 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 6.1 1.8 6.9 89.5 87.9 97.4: 12.1 2.6
Old : 100.0: 79.3 6.1 1.8 6.9 89.5 87.9 97.4: 12.1 2.6
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 : 109: 69 13 5 17 12 87 30:
Old : 109: 69 13 5 17 12 87 30:
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 : 50.1 86.6 60.6 90.5 50.0 86.6 59.2 90.2
Old : 50.1 86.6 60.6 90.5 50.0 86.6 59.2 90.2
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 24, 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 : 408,633: 20,613 38,535 3,178 367,649 350,924 391,440 392,637: 17,193 15,996
Old : 408,633: 20,613 38,535 3,178 367,649 350,924 391,440 392,637: 17,193 15,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 5,019: 5,103 -590 1,313 -104 5,155 6,312 5,878: -1,293 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.4 0.8 90.0 85.9 95.8 96.1: 4.2 3.9
Old : 100.0: 5.0 9.4 0.8 90.0 85.9 95.8 96.1: 4.2 3.9
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 : 249: 30 45 11 102 104 140 152:
Old : 249: 30 45 11 102 104 140 152:
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 : 30.2 26.1 47.3 37.0 26.9 24.1 40.7 33.1
Old : 30.2 26.1 47.3 37.0 26.9 24.1 40.7 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012