COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 208,092: 49,693 23,061 48,622 94,976 122,574 193,291 194,257: 14,801 13,835
Old : 195,753: 47,356 23,626 46,468 88,329 112,670 182,153 182,764: 13,599 12,989
Other: 12,339: 3,681 779 810 6,647 9,904 11,137 11,493: 1,202 846
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,585: 4,766 -7,495 1,642 -6,772 10,266 -363 4,412: 1,948 -2,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 11.1 23.4 45.6 58.9 92.9 93.4: 7.1 6.6
Old : 100.0: 24.2 12.1 23.7 45.1 57.6 93.1 93.4: 6.9 6.6
Other: 100.0: 29.8 6.3 6.6 53.9 80.3 90.3 93.1: 9.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 102 58 82 60 72 191 187:
Old : 244: 104 59 76 57 70 186 181:
Other: 88: 26 13 16 29 33 61 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.1 28.6 26.4 12.8 10.2 19.1 17.5
Old : 17.3 15.9 29.1 25.8 13.3 10.8 20.0 18.1
Other: 40.5 59.8 58.8 71.2 40.1 59.3 57.7 70.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 32,677: 12,658 1,216 3,984 12,888 26,191 29,530 31,392: 3,147 1,285
Old : 32,668: 12,658 1,216 3,984 12,885 26,182 29,527 31,383: 3,141 1,285
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,199: 1,127 -162 586 612 1,654 2,325 2,078: -125 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 3.7 12.2 39.4 80.2 90.4 96.1: 9.6 3.9
Old : 100.0: 38.7 3.7 12.2 39.4 80.1 90.4 96.1: 9.6 3.9
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 44 15 18 28 24 84 45:
Old : 95: 44 15 18 28 24 84 45:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 65.8 35.2 76.4 21.8 56.4 30.7 65.1
Old : 23.9 65.8 35.2 76.4 21.8 56.4 30.7 65.1
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 199,525: 28,449 39,350 43,538 117,196 105,822 189,183 188,709: 10,342 10,816
Old : 174,846: 28,099 45,539 35,831 101,243 82,787 165,174 164,158: 9,672 10,688
Other: 24,679: 6,987 449 1,069 15,954 23,034 24,010 24,551: 670 128
: : :
: : Changes in Commitments from: December 27, 2011 :
: 7,109: -16 327 3,681 3,015 3,771 6,680 7,778: 430 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.7 21.8 58.7 53.0 94.8 94.6: 5.2 5.4
Old : 100.0: 16.1 26.0 20.5 57.9 47.3 94.5 93.9: 5.5 6.1
Other: 100.0: 28.3 1.8 4.3 64.6 93.3 97.3 99.5: 2.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 45 61 43 55 47 124 132:
Old : 178: 42 65 40 55 44 122 128:
Other: 55: 13 5 10 30 22 47 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 24.5 38.9 41.4 20.9 16.7 30.0 23.0
Old : 24.4 24.6 41.0 40.4 23.9 17.3 35.0 25.6
Other: 43.6 71.9 61.6 84.6 35.3 70.7 51.2 78.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 752,852: 131,019 60,726 172,878 380,945 440,699 684,842 674,303: 68,010 78,549
Old : 752,852: 131,019 60,726 172,878 380,945 440,699 684,842 674,303: 68,010 78,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 23,098: 15,927 -2,444 3,635 262 21,905 19,824 23,095: 3,274 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.1 23.0 50.6 58.5 91.0 89.6: 9.0 10.4
Old : 100.0: 17.4 8.1 23.0 50.6 58.5 91.0 89.6: 9.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 75 60 88 87 91 206 196:
Old : 234: 75 60 88 87 91 206 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 13.1 22.3 20.9 11.2 10.3 18.5 16.2
Old : 12.3 13.1 22.3 20.9 11.2 10.3 18.5 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 145,784: 23,262 19,728 43,494 72,579 74,025 139,334 137,246: 6,450 8,538
Old : 135,500: 22,881 19,699 41,428 65,064 66,008 129,373 127,134: 6,127 8,366
Other: 10,284: 852 500 1,594 7,515 8,017 9,961 10,112: 322 172
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,225: 1,523 -1,927 1,368 -1,062 2,176 1,830 1,617: 395 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.5 29.8 49.8 50.8 95.6 94.1: 4.4 5.9
Old : 100.0: 16.9 14.5 30.6 48.0 48.7 95.5 93.8: 4.5 6.2
Other: 100.0: 8.3 4.9 15.5 73.1 78.0 96.9 98.3: 3.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 75 92 104 128 118 261 264:
Old : 312: 72 95 103 126 116 257 262:
Other: 102: 20 11 14 51 37 76 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 13.5 23.6 21.6 10.9 7.4 19.1 13.1
Old : 13.1 13.3 24.5 21.5 11.4 7.7 20.2 13.9
Other: 50.7 55.9 63.9 72.4 48.2 55.2 55.6 66.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 67,118: 50,780 8,387 1,339 6,072 56,012 58,191 65,738: 8,927 1,380
Old : 67,118: 50,780 8,387 1,339 6,072 56,012 58,191 65,738: 8,927 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,413: -1,482 -730 75 364 2,451 -1,042 1,796: 2,455 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 12.5 2.0 9.0 83.5 86.7 97.9: 13.3 2.1
Old : 100.0: 75.7 12.5 2.0 9.0 83.5 86.7 97.9: 13.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 65 12 9 19 13 88 31:
Old : 108: 65 12 9 19 13 88 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 81.5 59.7 89.9 48.0 81.4 59.1 89.2
Old : 48.1 81.5 59.7 89.9 48.0 81.4 59.1 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 404,411: 13,010 45,351 2,978 372,211 341,159 388,199 389,487: 16,212 14,924
Old : 404,411: 13,010 45,351 2,978 372,211 341,159 388,199 389,487: 16,212 14,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -6,052: 1,669 1,733 367 -8,623 -7,839 -6,587 -5,739: 536 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.2 0.7 92.0 84.4 96.0 96.3: 4.0 3.7
Old : 100.0: 3.2 11.2 0.7 92.0 84.4 96.0 96.3: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 20 39 10 96 103 123 145:
Old : 227: 20 39 10 96 103 123 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 25.1 50.1 35.5 31.3 25.0 46.3 34.4
Old : 33.3 25.1 50.1 35.5 31.3 25.0 46.3 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012