COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 155,162 COMMITMENTS 47,212 29,951 14,836 78,210 97,891 140,258 142,678 14,904 12,484 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 7,845) -776 634 1,439 6,615 7,211 7,278 9,284 567 -1,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 19.3 9.6 50.4 63.1 90.4 92.0 9.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 69 76 61 47 61 158 161 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,691 COMMITMENTS 13,630 1,622 596 9,038 23,258 23,264 25,476 3,427 1,215 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -2,788) -2,450 -89 41 -16 -2,075 -2,425 -2,123 -363 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 6.1 2.2 33.9 87.1 87.2 95.4 12.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 50 13 13 24 21 80 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,999 COMMITMENTS 31,970 39,932 18,755 109,853 101,256 160,578 159,943 9,421 10,056 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -3,306) -1,486 -3,244 -614 18 135 -2,082 -3,723 -1,224 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 23.5 11.0 64.6 59.6 94.5 94.1 5.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 38 63 41 53 47 118 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 613,159 COMMITMENTS 130,183 82,189 65,719 351,584 390,708 547,486 538,616 65,673 74,543 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 29,511) 6,093 5,170 3,268 14,899 22,048 24,260 30,486 5,251 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 13.4 10.7 57.3 63.7 89.3 87.8 10.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 61 71 76 79 84 187 186 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,656 COMMITMENTS 30,116 19,722 15,355 60,685 69,643 106,156 104,720 6,500 7,936 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,155) 1,402 -3,682 156 -1,340 4,078 218 552 937 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 17.5 13.6 53.9 61.8 94.2 93.0 5.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 77 82 89 116 106 248 233 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,483 COMMITMENTS 51,836 7,078 531 6,321 58,372 58,688 65,981 9,795 2,502 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -541) -808 -979 -23 260 -651 -571 -1,653 30 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.7 10.3 0.8 9.2 85.2 85.7 96.3 14.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 78 11 3 19 11 98 25 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 403,614 COMMITMENTS 15,510 39,125 1,865 367,753 345,769 385,128 386,759 18,486 16,855 CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,288) 1,820 -2,388 198 -543 4,236 1,475 2,046 2,813 2,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 9.7 0.5 91.1 85.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 25 43 9 98 105 130 150
Updated January 20, 2012