COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 208,092
COMMITMENTS
49,693 23,061 48,622 94,976 122,574 193,291 194,257 14,801 13,835
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,585)
4,766 -7,495 1,642 -6,772 10,266 -363 4,412 1,948 -2,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 11.1 23.4 45.6 58.9 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
102 58 82 60 72 191 187
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,677
COMMITMENTS
12,658 1,216 3,984 12,888 26,191 29,530 31,392 3,147 1,285
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,199)
1,127 -162 586 612 1,654 2,325 2,078 -125 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 3.7 12.2 39.4 80.2 90.4 96.1 9.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
44 15 18 28 24 84 45
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 199,525
COMMITMENTS
28,449 39,350 43,538 117,196 105,822 189,183 188,709 10,342 10,816
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 7,109)
-16 327 3,681 3,015 3,771 6,680 7,778 430 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 19.7 21.8 58.7 53.0 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
45 61 43 55 47 124 132
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 752,852
COMMITMENTS
131,019 60,726 172,878 380,945 440,699 684,842 674,303 68,010 78,549
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 23,098)
15,927 -2,444 3,635 262 21,905 19,824 23,095 3,274 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 8.1 23.0 50.6 58.5 91.0 89.6 9.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
75 60 88 87 91 206 196
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 145,784
COMMITMENTS
23,262 19,728 43,494 72,579 74,025 139,334 137,246 6,450 8,538
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,225)
1,523 -1,927 1,368 -1,062 2,176 1,830 1,617 395 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.5 29.8 49.8 50.8 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
75 92 104 128 118 261 264
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 67,118
COMMITMENTS
50,780 8,387 1,339 6,072 56,012 58,191 65,738 8,927 1,380
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,413)
-1,482 -730 75 364 2,451 -1,042 1,796 2,455 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 12.5 2.0 9.0 83.5 86.7 97.9 13.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
65 12 9 19 13 88 31
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 404,411
COMMITMENTS
13,010 45,351 2,978 372,211 341,159 388,199 389,487 16,212 14,924
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,052)
1,669 1,733 367 -8,623 -7,839 -6,587 -5,739 536 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.2 0.7 92.0 84.4 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
20 39 10 96 103 123 145
Updated January 6, 2012