COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 31, 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 : 172,686: 48,651 24,657 18,014 91,284 116,377 157,949 159,048: 14,737 13,638
Old : 152,523: 43,419 23,856 16,053 80,740 100,031 140,212 139,940: 12,311 12,583
Other: 20,163: 7,006 2,575 187 10,544 16,346 17,737 19,108: 2,426 1,055
: : :
: : Changes in Commitments from: January 24, 2012 :
: 7,678: -937 -714 -923 9,780 8,633 7,920 6,996: -242 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.3 10.4 52.9 67.4 91.5 92.1: 8.5 7.9
Old : 100.0: 28.5 15.6 10.5 52.9 65.6 91.9 91.8: 8.1 8.2
Other: 100.0: 34.7 12.8 0.9 52.3 81.1 88.0 94.8: 12.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 77 75 79 55 66 181 181:
Old : 240: 76 77 68 53 62 175 170:
Other: 104: 23 27 6 27 36 53 66:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 27.1 35.1 36.4 18.3 19.6 27.7 26.6
Old : 23.9 27.4 37.0 36.7 20.0 19.0 29.6 25.9
Other: 35.2 49.5 59.6 62.2 34.5 49.5 58.9 61.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 31, 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 : 26,164: 15,136 2,042 396 6,959 22,354 22,491 24,792: 3,673 1,372
Old : 26,155: 15,136 2,042 396 6,956 22,345 22,488 24,783: 3,667 1,372
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -294: 150 324 -95 -503 -110 -448 119: 154 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 7.8 1.5 26.6 85.4 86.0 94.8: 14.0 5.2
Old : 100.0: 57.9 7.8 1.5 26.6 85.4 86.0 94.8: 14.0 5.2
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 : 101: 51 18 10 23 19 80 41:
Old : 101: 51 18 10 23 19 80 41:
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 : 25.1 68.8 35.7 80.7 25.1 66.2 35.7 78.1
Old : 25.1 68.8 35.7 80.7 25.1 66.2 35.7 78.1
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 31, 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 : 168,576: 28,785 30,958 19,448 109,642 106,526 157,875 156,932: 10,701 11,644
Old : 142,445: 27,588 37,714 12,366 92,819 80,954 132,773 131,034: 9,672 11,411
Other: 26,131: 8,065 112 214 16,823 25,572 25,102 25,898: 1,029 233
: : :
: : Changes in Commitments from: January 24, 2012 :
: -2,943: -2,812 -6,852 -43 -12 2,605 -2,867 -4,290: -76 1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.4 11.5 65.0 63.2 93.7 93.1: 6.3 6.9
Old : 100.0: 19.4 26.5 8.7 65.2 56.8 93.2 92.0: 6.8 8.0
Other: 100.0: 30.9 0.4 0.8 64.4 97.9 96.1 99.1: 3.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 38 56 48 51 48 118 128:
Old : 160: 35 60 45 49 45 114 124:
Other: 59: 14 3 5 31 26 46 33:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 27.4 43.9 43.1 25.0 18.5 33.1 26.2
Old : 31.4 27.6 46.6 41.6 29.0 20.3 39.4 30.7
Other: 44.6 69.2 61.6 82.7 38.6 68.2 54.1 78.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 31, 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 : 666,733: 143,389 62,166 76,589 379,773 452,521 599,751 591,276: 66,982 75,457
Old : 666,733: 143,389 62,166 76,589 379,773 452,521 599,751 591,276: 66,982 75,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29,970: 4,462 -1,907 5,538 29,261 25,044 39,261 28,675: -9,291 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.3 11.5 57.0 67.9 90.0 88.7: 10.0 11.3
Old : 100.0: 21.5 9.3 11.5 57.0 67.9 90.0 88.7: 10.0 11.3
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 : 227: 57 70 78 78 88 191 184:
Old : 227: 57 70 78 78 88 191 184:
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 : 15.6 16.1 28.2 26.3 14.4 12.2 23.5 19.5
Old : 15.6 16.1 28.2 26.3 14.4 12.2 23.5 19.5
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 31, 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 : 124,356: 33,055 24,414 18,336 65,470 72,602 116,861 115,352: 7,495 9,004
Old : 115,061: 32,309 24,293 17,601 58,158 64,464 108,068 106,358: 6,993 8,703
Other: 9,295: 1,247 622 234 7,312 8,138 8,793 8,994: 502 301
: : :
: : Changes in Commitments from: January 24, 2012 :
: 8,104: 2,408 2,636 2,750 1,903 1,509 7,061 6,895: 1,043 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 19.6 14.7 52.6 58.4 94.0 92.8: 6.0 7.2
Old : 100.0: 28.1 21.1 15.3 50.5 56.0 93.9 92.4: 6.1 7.6
Other: 100.0: 13.4 6.7 2.5 78.7 87.6 94.6 96.8: 5.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 82 96 91 107 104 234 261:
Old : 322: 81 98 87 102 100 227 254:
Other: 94: 15 12 4 46 42 62 57:
:----------------------------------------------------------------------------------------------------
: 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 28.1 24.8 13.0 9.2 23.4 15.8
Old : 14.8 16.1 27.3 25.5 13.6 11.1 24.8 18.1
Other: 63.0 61.0 73.7 76.7 62.7 60.6 71.3 75.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 31, 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 : 54,946: 42,962 4,207 1,151 3,302 47,734 47,415 53,092: 7,531 1,854
Old : 54,946: 42,962 4,207 1,151 3,302 47,734 47,415 53,092: 7,531 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -9,202: -7,885 283 23 -1,112 -9,703 -8,974 -9,397: -228 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 7.7 2.1 6.0 86.9 86.3 96.6: 13.7 3.4
Old : 100.0: 78.2 7.7 2.1 6.0 86.9 86.3 96.6: 13.7 3.4
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 : 96: 51 17 5 15 15 67 37:
Old : 96: 51 17 5 15 15 67 37:
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 : 52.2 86.6 62.1 90.0 51.9 86.6 61.3 89.1
Old : 52.2 86.6 62.1 90.0 51.9 86.6 61.3 89.1
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 31, 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 : 401,322: 19,431 36,631 4,865 359,301 343,271 383,597 384,767: 17,725 16,555
Old : 401,322: 19,431 36,631 4,865 359,301 343,271 383,597 384,767: 17,725 16,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -7,311: -1,182 -1,904 1,687 -8,348 -7,653 -7,843 -7,870: 532 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.1 1.2 89.5 85.5 95.6 95.9: 4.4 4.1
Old : 100.0: 4.8 9.1 1.2 89.5 85.5 95.6 95.9: 4.4 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 : 244: 32 40 16 101 103 142 150:
Old : 244: 32 40 16 101 103 142 150:
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 : 29.3 26.7 44.9 37.7 24.8 24.5 38.0 33.3
Old : 29.3 26.7 44.9 37.7 24.8 24.5 38.0 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012