COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 229,412: 49,819 15,423 58,852 104,955 141,309 213,625 215,584: 15,787 13,828 Old : 209,067: 46,360 16,310 54,683 94,313 125,281 195,355 196,274: 13,712 12,793 Other: 20,346: 5,496 1,150 2,132 10,642 16,028 18,270 19,311: 2,076 1,035 : : : : : Changes in Commitments from: January 17, 2012 : : 11,099: 1,516 -3,344 5,083 4,649 8,934 11,248 10,673: -150 426 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 6.7 25.7 45.7 61.6 93.1 94.0: 6.9 6.0 Old : 100.0: 22.2 7.8 26.2 45.1 59.9 93.4 93.9: 6.6 6.1 Other: 100.0: 27.0 5.7 10.5 52.3 78.8 89.8 94.9: 10.2 5.1 : : : :# Traders : Number of Traders in Each Category : All : 252: 98 70 99 57 72 204 197: Old : 251: 100 69 92 55 70 197 192: Other: 105: 35 18 22 28 37 72 68: :---------------------------------------------------------------------------------------------------- : 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 : 16.3 21.9 28.3 32.5 11.6 14.4 19.0 20.5 Old : 17.2 22.0 29.5 32.7 12.4 13.6 19.7 20.2 Other: 32.1 48.2 52.5 62.6 31.8 47.8 51.8 61.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 38,154: 13,237 752 7,690 13,553 27,649 34,480 36,092: 3,673 2,062 Old : 38,145: 13,237 752 7,690 13,550 27,640 34,477 36,083: 3,667 2,062 Other: 9: 0 0 0 3 9 3 9: 6 0 : : : : : Changes in Commitments from: January 17, 2012 : : 1,987: 867 -710 1,267 -288 765 1,847 1,322: 140 664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 2.0 20.2 35.5 72.5 90.4 94.6: 9.6 5.4 Old : 100.0: 34.7 2.0 20.2 35.5 72.5 90.4 94.6: 9.6 5.4 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 : 100: 55 11 21 26 23 89 48: Old : 100: 55 11 21 26 23 89 48: 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 : 24.9 53.3 37.7 66.8 16.1 37.7 22.7 46.6 Old : 24.9 53.3 37.7 66.8 16.1 37.7 22.7 46.6 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 24, 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 : 194,290: 29,897 38,641 35,332 117,555 109,483 182,785 183,457: 11,506 10,834 Old : 168,508: 29,296 44,847 27,852 100,639 85,229 157,787 157,928: 10,721 10,581 Other: 25,782: 7,221 413 862 16,915 24,255 24,998 25,529: 784 253 : : : : : Changes in Commitments from: January 17, 2012 : : 983: 302 -2,198 11 -806 2,798 -493 611: 1,476 373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 19.9 18.2 60.5 56.4 94.1 94.4: 5.9 5.6 Old : 100.0: 17.4 26.6 16.5 59.7 50.6 93.6 93.7: 6.4 6.3 Other: 100.0: 28.0 1.6 3.3 65.6 94.1 97.0 99.0: 3.0 1.0 : : : :# Traders : Number of Traders in Each Category : All : 175: 48 57 50 56 48 128 136: Old : 175: 44 62 48 55 46 125 134: Other: 57: 10 7 8 31 25 45 36: :---------------------------------------------------------------------------------------------------- : 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 : 25.7 25.6 38.8 41.2 21.9 16.0 29.3 24.1 Old : 26.9 26.5 41.1 40.1 24.7 18.1 34.4 27.6 Other: 43.3 69.4 60.7 81.1 37.4 67.8 52.5 76.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 819,562: 142,887 38,442 188,941 405,264 509,574 737,093 736,957: 82,469 82,605 Old : 819,562: 142,887 38,442 188,941 405,264 509,574 737,093 736,957: 82,469 82,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 17, 2012 : : 24,729: 12,886 -22,858 4,886 -4,024 42,045 13,748 24,074: 10,981 655 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 4.7 23.1 49.4 62.2 89.9 89.9: 10.1 10.1 Old : 100.0: 17.4 4.7 23.1 49.4 62.2 89.9 89.9: 10.1 10.1 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 : 233: 81 52 91 85 91 208 195: Old : 233: 81 52 91 85 91 208 195: 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 : 12.8 14.2 23.0 22.8 11.6 10.6 18.8 17.0 Old : 12.8 14.2 23.0 22.8 11.6 10.6 18.8 17.0 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 24, 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 : 163,122: 27,749 21,816 48,057 80,116 84,793 155,923 154,667: 7,199 8,455 Old : 151,669: 27,257 22,055 45,573 72,191 75,947 145,022 143,575: 6,647 8,094 Other: 11,453: 1,332 602 1,644 7,925 8,846 10,901 11,092: 551 361 : : : : : Changes in Commitments from: January 17, 2012 : : 5,562: -202 2,426 1,181 4,637 2,117 5,616 5,725: -53 -162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 13.4 29.5 49.1 52.0 95.6 94.8: 4.4 5.2 Old : 100.0: 18.0 14.5 30.0 47.6 50.1 95.6 94.7: 4.4 5.3 Other: 100.0: 11.6 5.3 14.4 69.2 77.2 95.2 96.9: 4.8 3.1 : : : :# Traders : Number of Traders in Each Category : All : 325: 89 92 111 118 113 260 274: Old : 322: 86 95 110 114 111 254 272: Other: 98: 13 18 15 47 42 70 65: :---------------------------------------------------------------------------------------------------- : 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 : 13.7 13.3 24.8 23.0 9.9 7.0 18.5 11.9 Old : 14.0 14.0 25.3 23.8 10.3 8.5 19.6 13.6 Other: 52.1 49.5 65.3 66.0 49.5 48.9 56.8 60.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 64,667: 50,858 3,822 1,393 4,533 57,715 56,783 62,930: 7,884 1,737 Old : 64,667: 50,858 3,822 1,393 4,533 57,715 56,783 62,930: 7,884 1,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 17, 2012 : : -4,363: -1,011 -3,108 575 -1,878 -1,009 -2,315 -3,542: -2,048 -821 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 5.9 2.2 7.0 89.2 87.8 97.3: 12.2 2.7 Old : 100.0: 78.6 5.9 2.2 7.0 89.2 87.8 97.3: 12.2 2.7 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 : 111: 71 13 9 17 12 90 33: Old : 111: 71 13 9 17 12 90 33: 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 : 49.7 85.9 60.2 89.9 49.6 85.9 58.7 89.5 Old : 49.7 85.9 60.2 89.9 49.6 85.9 58.7 89.5 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 24, 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 : 410,502: 20,613 38,864 3,337 369,085 351,903 393,035 394,104: 17,466 16,398 Old : 410,502: 20,613 38,864 3,337 369,085 351,903 393,035 394,104: 17,466 16,398 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 17, 2012 : : 4,967: 5,098 -594 1,311 -165 5,107 6,244 5,825: -1,277 -858 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 9.5 0.8 89.9 85.7 95.7 96.0: 4.3 4.0 Old : 100.0: 5.0 9.5 0.8 89.9 85.7 95.7 96.0: 4.3 4.0 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 : 249: 30 45 14 103 105 144 153: Old : 249: 30 45 14 103 105 144 153: 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 : 30.0 25.9 47.1 36.8 26.8 24.0 40.5 33.0 Old : 30.0 25.9 47.1 36.8 26.8 24.0 40.5 33.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012