COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 229,807: 46,899 29,474 43,623 123,057 140,398 213,578 213,495: 16,228 16,312 Old : 198,179: 42,934 33,686 34,306 108,536 115,594 185,777 183,587: 12,402 14,592 Other: 31,628: 10,446 2,269 2,835 14,520 24,804 27,801 29,908: 3,826 1,720 : : : : : Changes in Commitments from: February 7, 2012 : : -21,309: 817 9,949 -16,844 -2,046 -15,407 -18,073 -22,301: -3,236 992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 12.8 19.0 53.5 61.1 92.9 92.9: 7.1 7.1 Old : 100.0: 21.7 17.0 17.3 54.8 58.3 93.7 92.6: 6.3 7.4 Other: 100.0: 33.0 7.2 9.0 45.9 78.4 87.9 94.6: 12.1 5.4 : : : :# Traders : Number of Traders in Each Category : All : 266: 81 97 90 63 69 195 212: Old : 262: 77 98 80 60 65 185 201: Other: 127: 39 27 26 34 45 87 84: :---------------------------------------------------------------------------------------------------- : 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 : 19.1 24.6 31.0 33.2 13.6 13.0 23.0 19.4 Old : 20.4 24.0 33.1 32.1 14.7 13.3 24.2 19.5 Other: 25.1 43.4 42.4 58.9 24.9 42.9 42.2 57.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 34,028: 11,876 595 7,444 10,824 24,391 30,144 32,429: 3,884 1,599 Old : 34,004: 11,878 597 7,437 10,811 24,372 30,126 32,405: 3,878 1,599 Other: 24: 5 5 0 13 19 18 24: 6 0 : : : : : Changes in Commitments from: February 7, 2012 : : -2,530: -1,407 -314 -219 -1,079 -1,975 -2,705 -2,508: 175 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 1.7 21.9 31.8 71.7 88.6 95.3: 11.4 4.7 Old : 100.0: 34.9 1.8 21.9 31.8 71.7 88.6 95.3: 11.4 4.7 Other: 100.0: 20.8 20.8 0.0 54.2 79.2 75.0 100.0: 25.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 44 21 23 26 23 84 53: Old : 96: 43 22 23 26 23 84 53: Other: 4: 1 1 0 1 1 2 2: :---------------------------------------------------------------------------------------------------- : 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 : 21.8 53.8 35.6 66.9 16.4 42.4 24.0 50.5 Old : 21.8 53.7 35.6 66.9 16.5 42.4 24.0 50.5 Other: 75.0 100.0 75.0 100.0 75.0 100.0 75.0 100.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 173,233: 27,266 39,909 23,738 113,679 99,910 164,682 163,556: 8,551 9,676 Old : 136,904: 25,134 45,663 15,228 88,913 66,842 129,275 127,734: 7,629 9,170 Other: 36,329: 8,283 397 2,358 24,767 33,068 35,407 35,823: 922 506 : : : : : Changes in Commitments from: February 7, 2012 : : -6,270: 1,042 4,502 -2,657 -2,658 -6,920 -4,273 -5,075: -1,996 -1,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 23.0 13.7 65.6 57.7 95.1 94.4: 4.9 5.6 Old : 100.0: 18.4 33.4 11.1 64.9 48.8 94.4 93.3: 5.6 6.7 Other: 100.0: 22.8 1.1 6.5 68.2 91.0 97.5 98.6: 2.5 1.4 : : : :# Traders : Number of Traders in Each Category : All : 169: 40 65 44 52 48 116 134: Old : 167: 32 71 39 50 45 109 129: Other: 66: 14 7 11 35 25 54 38: :---------------------------------------------------------------------------------------------------- : 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 : 27.8 24.5 41.7 39.7 24.3 16.4 32.4 24.9 Old : 29.8 24.0 44.2 37.7 29.4 17.4 39.2 27.8 Other: 42.2 54.1 58.2 71.4 39.1 52.9 54.0 68.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 876,017: 145,093 44,278 193,996 460,607 556,911 799,696 795,185: 76,321 80,831 Old : 876,017: 145,093 44,278 193,996 460,607 556,911 799,696 795,185: 76,321 80,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 7, 2012 : : 10,240: 6,411 521 1,923 1,335 8,195 9,669 10,640: 571 -400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 5.1 22.1 52.6 63.6 91.3 90.8: 8.7 9.2 Old : 100.0: 16.6 5.1 22.1 52.6 63.6 91.3 90.8: 8.7 9.2 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 : 239: 75 59 94 87 96 213 202: Old : 239: 75 59 94 87 96 213 202: 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 : 13.5 14.8 23.7 23.4 10.5 8.5 17.8 14.5 Old : 13.5 14.8 23.7 23.4 10.5 8.5 17.8 14.5 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, February 14, 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 : 166,735: 28,901 30,293 43,792 86,795 84,331 159,488 158,416: 7,248 8,320 Old : 150,333: 28,418 30,476 38,861 76,317 73,073 143,597 142,410: 6,736 7,923 Other: 16,402: 1,588 922 3,825 10,477 11,258 15,891 16,005: 511 397 : : : : : Changes in Commitments from: February 7, 2012 : : -22,099: -4,026 3,250 -15,637 -1,361 -8,792 -21,024 -21,178: -1,075 -920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 18.2 26.3 52.1 50.6 95.7 95.0: 4.3 5.0 Old : 100.0: 18.9 20.3 25.9 50.8 48.6 95.5 94.7: 4.5 5.3 Other: 100.0: 9.7 5.6 23.3 63.9 68.6 96.9 97.6: 3.1 2.4 : : : :# Traders : Number of Traders in Each Category : All : 357: 87 125 104 121 119 263 302: Old : 353: 85 126 102 117 117 255 300: Other: 122: 20 18 23 55 56 88 85: :---------------------------------------------------------------------------------------------------- : 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 : 14.2 15.4 24.5 24.0 10.1 7.0 18.5 11.9 Old : 13.2 16.0 24.1 24.6 11.0 7.8 20.3 13.5 Other: 39.8 36.3 56.1 51.7 36.7 35.2 47.5 46.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 52,476: 38,334 10,415 1,155 4,150 39,191 43,639 50,760: 8,837 1,716 Old : 52,476: 38,334 10,415 1,155 4,150 39,191 43,639 50,760: 8,837 1,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 7, 2012 : : -1,388: -1,254 3,655 5 636 -1,984 -613 1,675: -775 -3,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 19.8 2.2 7.9 74.7 83.2 96.7: 16.8 3.3 Old : 100.0: 73.1 19.8 2.2 7.9 74.7 83.2 96.7: 16.8 3.3 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 : 103: 53 23 6 17 12 74 38: Old : 103: 53 23 6 17 12 74 38: 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 : 51.4 78.4 59.1 85.9 51.1 78.4 58.7 85.8 Old : 51.4 78.4 59.1 85.9 51.1 78.4 58.7 85.8 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, February 14, 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 : 405,849: 32,266 39,952 3,400 349,605 345,186 385,270 388,538: 20,579 17,311 Old : 405,849: 32,266 39,952 3,400 349,605 345,186 385,270 388,538: 20,579 17,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 7, 2012 : : 16,419: 5,421 2,167 -188 10,306 14,932 15,539 16,911: 880 -492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 9.8 0.8 86.1 85.1 94.9 95.7: 5.1 4.3 Old : 100.0: 8.0 9.8 0.8 86.1 85.1 94.9 95.7: 5.1 4.3 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 : 253: 38 42 15 102 107 151 153: Old : 253: 38 42 15 102 107 151 153: 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 : 33.8 28.2 45.8 38.1 27.5 26.9 39.0 35.9 Old : 33.8 28.2 45.8 38.1 27.5 26.9 39.0 35.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012