COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, February 21, 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 : 172,437: 47,832 34,619 16,127 93,657 107,408 157,616 158,154: 14,821 14,283
Old : 142,414: 43,825 36,558 9,552 78,333 83,642 131,710 129,752: 10,704 12,662
Other: 30,023: 10,331 4,385 251 15,324 23,766 25,906 28,402: 4,117 1,621
: : :
: : Changes in Commitments from: February 14, 2012 :
: -17,233: 459 1,809 -4,856 -11,906 -12,798 -16,303 -15,845: -930 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 20.1 9.4 54.3 62.3 91.4 91.7: 8.6 8.3
Old : 100.0: 30.8 25.7 6.7 55.0 58.7 92.5 91.1: 7.5 8.9
Other: 100.0: 34.4 14.6 0.8 51.0 79.2 86.3 94.6: 13.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 73 89 63 51 58 163 174:
Old : 239: 71 91 47 49 53 152 160:
Other: 120: 30 33 6 28 37 64 71:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 28.2 31.1 37.6 18.7 21.9 29.7 30.8
Old : 21.5 27.9 34.4 37.9 20.8 22.4 32.6 32.0
Other: 27.1 44.3 45.5 59.6 26.9 44.0 45.3 58.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, February 21, 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 : 22,844: 11,710 1,561 171 5,912 18,391 17,793 20,123: 5,051 2,721
Old : 22,810: 11,705 1,556 171 5,899 18,362 17,775 20,089: 5,035 2,721
Other: 34: 5 5 0 13 29 18 34: 16 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,183: -1,612 -152 -419 -481 -1,979 -2,512 -2,550: 1,329 1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 6.8 0.7 25.9 80.5 77.9 88.1: 22.1 11.9
Old : 100.0: 51.3 6.8 0.7 25.9 80.5 77.9 88.1: 22.1 11.9
Other: 100.0: 14.7 14.7 0.0 38.2 85.3 52.9 100.0: 47.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 39 17 8 21 17 65 37:
Old : 85: 39 17 8 21 17 65 37:
Other: 5: 1 1 0 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 65.3 34.1 75.1 22.6 62.1 34.1 71.9
Old : 22.6 65.3 34.1 75.1 22.6 62.1 34.1 71.9
Other: 52.9 100.0 52.9 100.0 52.9 100.0 52.9 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, February 21, 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 : 163,032: 28,479 37,155 17,857 107,357 98,015 153,693 153,027: 9,339 10,005
Old : 123,485: 26,488 44,234 8,543 80,388 61,056 115,419 113,833: 8,066 9,652
Other: 39,547: 9,816 746 1,489 26,969 36,959 38,274 39,194: 1,273 353
: : :
: : Changes in Commitments from: February 14, 2012 :
: -290: -97 -3,571 1,517 -2,781 1,179 -1,361 -875: 1,071 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 22.8 11.0 65.9 60.1 94.3 93.9: 5.7 6.1
Old : 100.0: 21.5 35.8 6.9 65.1 49.4 93.5 92.2: 6.5 7.8
Other: 100.0: 24.8 1.9 3.8 68.2 93.5 96.8 99.1: 3.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 38 62 39 50 43 110 123:
Old : 159: 33 64 31 48 40 101 116:
Other: 67: 15 8 8 33 24 51 37:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 26.1 42.3 42.7 25.7 20.0 35.2 30.1
Old : 30.9 28.9 44.9 42.9 30.7 23.0 40.8 35.3
Other: 41.4 51.3 56.8 73.0 39.2 50.6 53.6 68.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, February 21, 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 : 699,138: 156,282 69,069 75,973 382,805 486,411 615,060 631,453: 84,078 67,685
Old : 699,138: 156,282 69,069 75,973 382,805 486,411 615,060 631,453: 84,078 67,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -6,488: 10,011 -1,200 -3,138 -26,742 2,879 -19,869 -1,459: 13,381 -5,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.9 10.9 54.8 69.6 88.0 90.3: 12.0 9.7
Old : 100.0: 22.4 9.9 10.9 54.8 69.6 88.0 90.3: 12.0 9.7
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 : 223: 58 65 56 77 92 173 178:
Old : 223: 58 65 56 77 92 173 178:
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 : 16.9 18.6 29.6 28.8 14.1 12.9 23.1 20.8
Old : 16.9 18.6 29.6 28.8 14.1 12.9 23.1 20.8
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, February 21, 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 : 129,976: 34,016 32,656 17,526 71,633 72,408 123,175 122,590: 6,801 7,386
Old : 116,801: 33,120 33,329 15,351 61,981 61,138 110,452 109,818: 6,349 6,983
Other: 13,175: 2,406 837 665 9,652 11,270 12,723 12,772: 452 403
: : :
: : Changes in Commitments from: February 14, 2012 :
: -354: 1,032 2,886 -38 -1,661 -2,794 -667 54: 313 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 25.1 13.5 55.1 55.7 94.8 94.3: 5.2 5.7
Old : 100.0: 28.4 28.5 13.1 53.1 52.3 94.6 94.0: 5.4 6.0
Other: 100.0: 18.3 6.4 5.0 73.3 85.5 96.6 96.9: 3.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 89 108 78 104 106 238 255:
Old : 335: 90 107 73 99 104 229 250:
Other: 120: 23 13 10 56 50 85 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 16.8 27.2 25.9 13.1 10.4 22.9 16.8
Old : 15.1 17.1 28.8 27.1 13.9 11.6 24.8 18.8
Other: 46.4 47.4 63.5 66.3 44.9 46.0 60.3 64.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, February 21, 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 : 50,648: 37,611 8,599 810 3,457 39,097 41,878 48,506: 8,770 2,142
Old : 50,648: 37,611 8,599 810 3,457 39,097 41,878 48,506: 8,770 2,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,349: -704 -1,901 -99 -613 166 -1,416 -1,834: 67 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 17.0 1.6 6.8 77.2 82.7 95.8: 17.3 4.2
Old : 100.0: 74.3 17.0 1.6 6.8 77.2 82.7 95.8: 17.3 4.2
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 : 94: 48 23 5 12 12 63 38:
Old : 94: 48 23 5 12 12 63 38:
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 : 52.5 77.4 62.0 84.6 52.4 77.4 61.6 84.6
Old : 52.5 77.4 62.0 84.6 52.4 77.4 61.6 84.6
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, February 21, 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 : 408,997: 32,754 40,004 2,930 352,873 349,704 388,557 392,638: 20,440 16,359
Old : 408,997: 32,754 40,004 2,930 352,873 349,704 388,557 392,638: 20,440 16,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 6,135: 504 425 -38 5,377 5,953 5,843 6,340: 292 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 0.7 86.3 85.5 95.0 96.0: 5.0 4.0
Old : 100.0: 8.0 9.8 0.7 86.3 85.5 95.0 96.0: 5.0 4.0
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 : 252: 37 41 10 103 102 147 146:
Old : 252: 37 41 10 103 102 147 146:
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 : 34.1 29.5 45.5 39.2 26.6 27.0 37.8 35.5
Old : 34.1 29.5 45.5 39.2 26.6 27.0 37.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012