COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 236,798: 47,495 18,206 56,807 117,288 147,313 221,591 222,326: 15,207 14,471
Old : 214,215: 42,318 18,875 52,655 106,526 129,421 201,499 200,952: 12,715 13,263
Other: 22,583: 7,010 1,164 2,319 10,762 17,892 20,092 21,375: 2,491 1,208
: : :
: : Changes in Commitments from: January 24, 2012 :
: 7,385: -2,324 2,783 -2,044 12,334 6,003 7,966 6,742: -580 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.7 24.0 49.5 62.2 93.6 93.9: 6.4 6.1
Old : 100.0: 19.8 8.8 24.6 49.7 60.4 94.1 93.8: 5.9 6.2
Other: 100.0: 31.0 5.2 10.3 47.7 79.2 89.0 94.6: 11.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 96 79 99 62 74 209 206:
Old : 261: 96 78 93 61 71 205 199:
Other: 109: 33 20 23 30 42 74 74:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 23.1 31.8 33.8 12.2 12.5 19.4 18.6
Old : 20.2 23.4 33.5 33.6 13.0 11.4 20.2 17.9
Other: 31.4 47.1 53.2 60.9 30.8 46.7 52.6 59.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 38,250: 13,270 752 8,036 13,134 27,811 34,440 36,599: 3,811 1,651
Old : 38,241: 13,270 752 8,036 13,131 27,802 34,437 36,590: 3,805 1,651
Other: 9: 0 0 0 3 9 3 9: 6 -0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 97: 34 -0 345 -419 162 -40 507: 137 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.0 21.0 34.3 72.7 90.0 95.7: 10.0 4.3
Old : 100.0: 34.7 2.0 21.0 34.3 72.7 90.1 95.7: 9.9 4.3
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 : 105: 56 16 21 26 24 90 53:
Old : 105: 56 16 21 26 24 90 53:
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 : 25.2 54.3 38.3 67.8 16.0 39.1 22.5 47.5
Old : 25.2 54.3 38.3 67.8 16.0 39.1 22.5 47.5
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 31, 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 : 192,710: 27,496 32,792 36,308 117,945 111,634 181,749 180,735: 10,961 11,976
Old : 165,533: 26,562 39,480 28,405 100,638 85,906 155,604 153,791: 9,929 11,743
Other: 27,177: 7,662 40 1,175 17,307 25,728 26,145 26,944: 1,032 233
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,580: -2,401 -5,849 976 390 2,151 -1,036 -2,722: -545 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.0 18.8 61.2 57.9 94.3 93.8: 5.7 6.2
Old : 100.0: 16.0 23.9 17.2 60.8 51.9 94.0 92.9: 6.0 7.1
Other: 100.0: 28.2 0.1 4.3 63.7 94.7 96.2 99.1: 3.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 41 56 54 53 50 126 133:
Old : 164: 39 58 52 52 48 123 131:
Other: 59: 10 7 9 32 26 48 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 : 26.1 24.4 39.4 40.4 21.9 16.0 29.0 23.3
Old : 27.2 25.2 41.4 39.0 25.0 17.8 33.9 27.0
Other: 42.8 66.9 59.2 79.9 37.1 65.4 52.0 75.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 844,819: 144,417 42,633 192,189 435,264 526,738 771,870 761,560: 72,949 83,259
Old : 844,819: 144,417 42,633 192,189 435,264 526,738 771,870 761,560: 72,949 83,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 25,256: 1,530 4,191 3,247 30,000 17,164 34,777 24,603: -9,520 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.0 22.7 51.5 62.3 91.4 90.1: 8.6 9.9
Old : 100.0: 17.1 5.0 22.7 51.5 62.3 91.4 90.1: 8.6 9.9
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: 76 57 93 85 94 210 198:
Old : 234: 76 57 93 85 94 210 198:
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 : 12.5 13.9 23.3 22.6 11.2 9.7 18.5 16.0
Old : 12.5 13.9 23.3 22.6 11.2 9.7 18.5 16.0
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 31, 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 : 173,674: 28,542 25,036 53,509 83,442 85,633 165,492 164,178: 8,182 9,497
Old : 161,491: 28,025 25,200 50,502 75,314 76,629 153,842 152,331: 7,649 9,160
Other: 12,184: 1,293 613 2,230 8,127 9,004 11,650 11,847: 533 337
: : :
: : Changes in Commitments from: January 24, 2012 :
: 10,553: 793 3,220 5,451 3,325 840 9,569 9,511: 983 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.4 30.8 48.0 49.3 95.3 94.5: 4.7 5.5
Old : 100.0: 17.4 15.6 31.3 46.6 47.5 95.3 94.3: 4.7 5.7
Other: 100.0: 10.6 5.0 18.3 66.7 73.9 95.6 97.2: 4.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 85 107 113 117 116 263 289:
Old : 337: 85 107 112 115 114 259 287:
Other: 103: 14 19 16 49 45 74 69:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 13.0 24.9 22.6 9.3 6.3 17.2 11.0
Old : 13.5 13.7 24.6 23.3 9.7 7.7 18.2 12.5
Other: 50.0 46.9 64.0 63.2 47.7 46.3 54.5 57.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 55,521: 42,985 4,181 1,384 3,445 48,020 47,814 53,585: 7,707 1,936
Old : 55,521: 42,985 4,181 1,384 3,445 48,020 47,814 53,585: 7,707 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -9,147: -7,873 359 -9 -1,087 -9,695 -8,970 -9,345: -177 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 7.5 2.5 6.2 86.5 86.1 96.5: 13.9 3.5
Old : 100.0: 77.4 7.5 2.5 6.2 86.5 86.1 96.5: 13.9 3.5
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 : 98: 53 17 8 15 15 69 40:
Old : 98: 53 17 8 15 15 69 40:
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 : 51.7 85.7 61.6 89.1 51.3 85.7 60.6 88.2
Old : 51.7 85.7 61.6 89.1 51.3 85.7 60.6 88.2
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 31, 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 : 403,498: 19,437 36,995 5,068 360,940 344,379 385,445 386,442: 18,053 17,055
Old : 403,498: 19,437 36,995 5,068 360,940 344,379 385,445 386,442: 18,053 17,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -7,004: -1,176 -1,869 1,731 -8,145 -7,524 -7,590 -7,661: 586 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.2 1.3 89.5 85.3 95.5 95.8: 4.5 4.2
Old : 100.0: 4.8 9.2 1.3 89.5 85.3 95.5 95.8: 4.5 4.2
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 : 244: 32 40 19 103 104 147 151:
Old : 244: 32 40 19 103 104 147 151:
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 : 29.2 26.6 44.6 37.5 24.7 24.3 37.8 33.1
Old : 29.2 26.6 44.6 37.5 24.7 24.3 37.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012