COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,670 COMMITMENTS 47,373 32,810 20,983 105,563 120,206 173,919 173,999 15,751 15,671 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 235) -151 5,359 -709 4,315 -4,551 3,455 99 -3,220 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 17.3 11.1 55.7 63.4 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 78 92 77 53 63 173 197 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,027 COMMITMENTS 13,322 1,713 590 6,393 20,370 20,305 22,673 3,722 1,354 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -1,561) -1,684 -280 186 -184 -1,429 -1,682 -1,523 121 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 7.1 2.5 26.6 84.8 84.5 94.4 15.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 44 18 12 25 19 74 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,322 COMMITMENTS 28,576 40,726 16,340 110,138 96,836 155,054 153,902 8,268 9,420 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -8,116) 1,514 4,995 -4,478 -3,124 -7,420 -6,088 -6,903 -2,028 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 24.9 10.0 67.4 59.3 94.9 94.2 5.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 38 66 41 52 46 114 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 705,626 COMMITMENTS 146,271 70,269 79,111 409,547 483,532 634,929 632,912 70,697 72,714 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 9,572) 9,167 1,201 -1,172 830 10,246 8,825 10,275 747 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.0 11.2 58.0 68.5 90.0 89.7 10.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 65 62 74 80 92 191 186 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 130,330 COMMITMENTS 32,984 29,770 17,564 73,294 75,202 123,842 122,536 6,488 7,794 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -6,088) -4,344 2,889 -4,196 3,662 -3,999 -4,878 -5,306 -1,210 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 22.8 13.5 56.2 57.7 95.0 94.0 5.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 84 114 81 113 108 242 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,997 COMMITMENTS 38,315 10,500 909 4,070 38,931 43,294 50,340 8,703 1,657 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -1,365) -1,316 3,666 36 698 -2,011 -582 1,691 -783 -3,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.7 20.2 1.7 7.8 74.9 83.3 96.8 16.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 54 21 5 16 12 72 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 402,862 COMMITMENTS 32,250 39,579 2,968 347,496 343,751 382,714 386,298 20,148 16,564 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 16,226) 5,412 2,097 -211 10,249 14,875 15,450 16,761 776 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 9.8 0.7 86.3 85.3 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 38 41 11 100 106 145 151
Updated February 17, 2012