COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 165,008 COMMITMENTS 49,588 25,371 18,937 81,504 107,744 150,029 152,052 14,979 12,956 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 9,846) 2,376 -4,580 4,101 3,294 9,853 9,771 9,374 75 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 15.4 11.5 49.4 65.3 90.9 92.1 9.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 77 71 75 47 63 172 170 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,458 COMMITMENTS 14,986 1,718 491 7,462 22,464 22,939 24,673 3,519 1,785 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -233) 1,356 96 -105 -1,576 -794 -325 -803 92 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 6.5 1.9 28.2 84.9 86.7 93.3 13.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 50 15 15 24 18 84 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,519 COMMITMENTS 31,597 37,810 19,491 109,654 103,921 160,742 161,222 10,777 10,297 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,520) -373 -2,122 736 -199 2,665 164 1,279 1,356 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 22.0 11.4 63.9 60.6 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 39 62 43 54 46 120 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 636,763 COMMITMENTS 138,927 64,073 71,051 350,512 427,477 560,490 562,601 76,273 74,162 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 23,604) 8,744 -18,116 5,332 -1,072 36,769 13,004 23,985 10,600 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 10.1 11.2 55.0 67.1 88.0 88.4 12.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 59 68 76 77 84 188 180 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,252 COMMITMENTS 30,647 21,778 15,586 63,567 71,093 109,800 108,457 6,452 7,795 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,596) 531 2,056 231 2,882 1,450 3,644 3,737 -48 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 18.7 13.4 54.7 61.2 94.4 93.3 5.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 78 90 87 109 100 234 243 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,148 COMMITMENTS 50,847 3,924 1,128 4,414 57,437 56,389 62,489 7,759 1,659 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -4,335) -989 -3,154 597 -1,907 -935 -2,299 -3,492 -2,036 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.3 6.1 1.8 6.9 89.5 87.9 97.4 12.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 69 13 5 17 12 87 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,633 COMMITMENTS 20,613 38,535 3,178 367,649 350,924 391,440 392,637 17,193 15,996 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 5,019) 5,103 -590 1,313 -104 5,155 6,312 5,878 -1,293 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 9.4 0.8 90.0 85.9 95.8 96.1 4.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 30 45 11 102 104 140 152
Updated January 27, 2012