COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,435 COMMITMENTS 47,524 27,451 21,692 101,248 124,757 170,464 173,900 18,971 15,535 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 16,749) -1,127 2,794 3,678 9,964 8,380 12,515 14,852 4,234 1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 14.5 11.5 53.4 65.9 90.0 91.8 10.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 72 73 84 53 66 180 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,588 COMMITMENTS 15,006 1,993 404 6,577 21,799 21,987 24,196 3,601 1,392 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -576) -130 -49 8 -382 -555 -504 -596 -72 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 7.8 1.6 25.7 85.2 85.9 94.6 14.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 48 18 10 23 19 76 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,438 COMMITMENTS 27,062 35,731 20,818 113,262 104,256 161,142 160,805 10,296 10,633 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,862) -1,723 4,773 1,370 3,620 -2,270 3,267 3,873 -405 -1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 20.8 12.1 66.1 60.8 94.0 93.8 6.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 36 56 45 51 50 114 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 696,054 COMMITMENTS 137,104 69,068 80,283 408,717 473,286 626,104 622,637 69,950 73,417 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 29,321) -6,285 6,902 3,694 28,944 20,765 26,353 31,361 2,968 -2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 9.9 11.5 58.7 68.0 90.0 89.5 10.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 55 65 75 80 92 187 184 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,418 COMMITMENTS 37,328 26,881 21,760 69,632 79,201 128,720 127,842 7,698 8,576 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 12,062) 4,273 2,467 3,424 4,162 6,599 11,859 12,490 203 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 19.7 16.0 51.0 58.1 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 90 99 93 111 112 247 269 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,362 COMMITMENTS 39,631 6,834 873 3,372 40,942 43,876 48,649 9,486 4,713 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,584) -3,331 2,627 -278 70 -6,792 -3,539 -4,443 1,955 2,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 12.8 1.6 6.3 76.7 82.2 91.2 17.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 50 23 5 14 14 67 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 386,636 COMMITMENTS 26,838 37,482 3,179 337,247 328,876 367,264 369,537 19,372 17,099 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -14,686) 7,407 851 -1,686 -22,054 -14,395 -16,333 -15,230 1,647 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 9.7 0.8 87.2 85.1 95.0 95.6 5.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 33 43 10 97 98 137 144
Updated February 10, 2012