COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,729
COMMITMENTS
47,333 17,466 51,158 91,899 122,176 190,389 190,800 15,340 14,929
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -2,363)
-2,360 -5,595 2,536 -3,077 -398 -2,901 -3,457 539 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.5 24.9 44.7 59.4 92.5 92.7 7.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
88 70 87 57 71 189 190
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,537
COMMITMENTS
14,693 1,861 6,667 15,293 30,262 36,653 38,790 3,884 1,747
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 7,860)
2,035 645 2,683 2,405 4,070 7,123 7,398 737 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 4.6 16.4 37.7 74.7 90.4 95.7 9.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
54 18 20 27 27 92 54
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 196,235
COMMITMENTS
30,217 43,176 36,415 117,769 106,864 184,402 186,455 11,834 9,780
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,290)
1,768 3,826 -7,123 573 1,042 -4,782 -2,254 1,492 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 22.0 18.6 60.0 54.5 94.0 95.0 6.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
48 67 47 55 48 130 138
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 771,798
COMMITMENTS
124,145 62,600 181,696 399,326 444,325 705,167 688,621 66,631 83,177
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 18,946)
-6,874 1,874 8,818 18,381 3,626 20,325 14,319 -1,379 4,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.1 23.5 51.7 57.6 91.4 89.2 8.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
74 56 90 87 92 200 200
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 156,954
COMMITMENTS
26,528 23,140 47,281 76,990 78,499 150,800 148,920 6,154 8,034
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,170)
3,267 3,412 3,788 4,412 4,474 11,466 11,674 -296 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 14.7 30.1 49.1 50.0 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
82 94 108 130 122 266 281
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,570
COMMITMENTS
52,674 7,944 810 6,162 59,368 59,646 68,121 9,925 1,449
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,452)
1,894 -444 -529 89 3,355 1,454 2,383 998 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 11.4 1.2 8.9 85.3 85.7 97.9 14.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
77 12 7 18 10 99 26
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,143
COMMITMENTS
13,684 41,831 1,815 369,759 342,508 385,259 386,154 15,884 14,989
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,269)
674 -3,520 -1,163 -2,452 1,349 -2,940 -3,333 -328 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.4 0.5 92.2 85.4 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
24 41 15 97 103 131 149
Updated January 13, 2012