COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,686 COMMITMENTS 48,651 24,657 18,014 91,284 116,377 157,949 159,048 14,737 13,638 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,678) -937 -714 -923 9,780 8,633 7,920 6,996 -242 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 14.3 10.4 52.9 67.4 91.5 92.1 8.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 77 75 79 55 66 181 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,164 COMMITMENTS 15,136 2,042 396 6,959 22,354 22,491 24,792 3,673 1,372 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -294) 150 324 -95 -503 -110 -448 119 154 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 7.8 1.5 26.6 85.4 86.0 94.8 14.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 51 18 10 23 19 80 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 168,576 COMMITMENTS 28,785 30,958 19,448 109,642 106,526 157,875 156,932 10,701 11,644 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -2,943) -2,812 -6,852 -43 -12 2,605 -2,867 -4,290 -76 1,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 18.4 11.5 65.0 63.2 93.7 93.1 6.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 38 56 48 51 48 118 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 666,733 COMMITMENTS 143,389 62,166 76,589 379,773 452,521 599,751 591,276 66,982 75,457 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29,970) 4,462 -1,907 5,538 29,261 25,044 39,261 28,675 -9,291 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 9.3 11.5 57.0 67.9 90.0 88.7 10.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 57 70 78 78 88 191 184 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,356 COMMITMENTS 33,055 24,414 18,336 65,470 72,602 116,861 115,352 7,495 9,004 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 8,104) 2,408 2,636 2,750 1,903 1,509 7,061 6,895 1,043 1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 19.6 14.7 52.6 58.4 94.0 92.8 6.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 82 96 91 107 104 234 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,946 COMMITMENTS 42,962 4,207 1,151 3,302 47,734 47,415 53,092 7,531 1,854 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -9,202) -7,885 283 23 -1,112 -9,703 -8,974 -9,397 -228 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.2 7.7 2.1 6.0 86.9 86.3 96.6 13.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 51 17 5 15 15 67 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,322 COMMITMENTS 19,431 36,631 4,865 359,301 343,271 383,597 384,767 17,725 16,555 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -7,311) -1,182 -1,904 1,687 -8,348 -7,653 -7,843 -7,870 532 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 9.1 1.2 89.5 85.5 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 32 40 16 101 103 142 150
Updated February 3, 2012