COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,079 COMMITMENTS 50,844 35,491 11,455 75,945 92,212 138,244 139,158 13,835 12,921 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 731) 3,011 -6,203 2,244 -6,240 7,392 -985 3,433 1,716 -2,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 23.3 7.5 49.9 60.6 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 73 72 53 52 62 157 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,965 COMMITMENTS 13,472 861 732 9,696 24,225 23,900 25,818 3,065 1,147 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,376) 985 -607 466 53 1,433 1,504 1,292 -128 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 3.2 2.7 36.0 89.8 88.6 95.7 11.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 50 7 11 25 20 79 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 173,382 COMMITMENTS 34,289 42,032 20,404 108,954 100,466 163,647 162,902 9,735 10,480 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 5,629) 1,726 1,866 927 2,543 3,518 5,196 6,311 433 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 24.2 11.8 62.8 57.9 94.4 94.0 5.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 39 65 41 53 45 119 129 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 567,599 COMMITMENTS 128,269 77,965 56,874 321,046 362,220 506,189 497,059 61,410 70,540 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 22,807) 14,782 2,994 2,644 2,417 17,965 19,843 23,603 2,964 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 13.7 10.0 56.6 63.8 89.2 87.6 10.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 61 69 72 79 85 185 183 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 105,415 COMMITMENTS 24,915 20,510 13,710 60,889 63,301 99,514 97,521 5,901 7,894 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,312) 876 -1,948 1,140 -1,099 1,498 917 690 395 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 19.5 13.0 57.8 60.0 94.4 92.5 5.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 69 88 83 119 105 240 233 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 66,053 COMMITMENTS 50,762 8,925 579 5,905 55,231 57,246 64,735 8,807 1,318 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,407) -1,475 -738 78 361 2,448 -1,036 1,788 2,443 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 13.5 0.9 8.9 83.6 86.7 98.0 13.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 63 12 4 19 12 83 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 402,600 COMMITMENTS 13,010 45,031 2,881 370,754 340,142 386,645 388,054 15,955 14,546 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,146) 1,669 1,726 367 -8,681 -7,904 -6,645 -5,811 499 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 11.2 0.7 92.1 84.5 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 20 39 8 96 102 121 144
Updated January 6, 2012