COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 147,317 COMMITMENTS 47,988 29,317 13,397 71,595 90,680 132,980 133,394 14,337 13,923 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -4,762) -2,856 -6,174 1,942 -4,350 -1,532 -5,264 -5,764 502 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 19.9 9.1 48.6 61.6 90.3 90.5 9.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 67 73 56 49 61 153 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,479 COMMITMENTS 16,080 1,711 555 9,054 25,333 25,689 27,599 3,790 1,880 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,514) 2,608 850 -177 -642 1,108 1,789 1,781 725 733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 5.8 1.9 30.7 85.9 87.1 93.6 12.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 56 15 7 24 24 84 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 173,305 COMMITMENTS 33,456 43,176 19,369 109,835 101,121 162,660 163,666 10,645 9,639 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -77) -833 1,144 -1,035 881 655 -987 764 910 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 24.9 11.2 63.4 58.3 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 44 68 41 53 46 122 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 583,648 COMMITMENTS 124,090 77,019 62,451 336,685 368,660 523,226 508,130 60,422 75,518 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 16,049) -4,179 -946 5,577 15,639 6,440 17,037 11,071 -988 4,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 13.2 10.7 57.7 63.2 89.6 87.1 10.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 57 67 74 79 85 179 186 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,501 COMMITMENTS 28,714 23,404 15,199 62,025 65,565 105,938 104,168 5,563 7,333 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 6,086) 3,799 2,894 1,489 1,136 2,264 6,424 6,647 -338 -561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 21.0 13.6 55.6 58.8 95.0 93.4 5.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 71 93 89 121 110 242 253 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,024 COMMITMENTS 52,644 8,057 554 6,061 59,023 59,259 67,634 9,765 1,390 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,971) 1,882 -868 -25 156 3,792 2,013 2,899 958 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.3 11.7 0.8 8.8 85.5 85.9 98.0 14.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 76 11 3 17 10 94 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,326 COMMITMENTS 13,690 41,513 1,667 368,296 341,533 383,653 384,713 15,673 14,613 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,274) 680 -3,518 -1,214 -2,458 1,391 -2,992 -3,341 -282 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.4 0.4 92.2 85.5 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 24 41 10 96 102 126 147
Updated January 13, 2012