COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 236,798 COMMITMENTS 47,495 18,206 56,807 117,288 147,313 221,591 222,326 15,207 14,471 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,385) -2,324 2,783 -2,044 12,334 6,003 7,966 6,742 -580 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 7.7 24.0 49.5 62.2 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 96 79 99 62 74 209 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,250 COMMITMENTS 13,270 752 8,036 13,134 27,811 34,440 36,599 3,811 1,651 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 97) 34 -0 345 -419 162 -40 507 137 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 2.0 21.0 34.3 72.7 90.0 95.7 10.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 56 16 21 26 24 90 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,710 COMMITMENTS 27,496 32,792 36,308 117,945 111,634 181,749 180,735 10,961 11,976 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,580) -2,401 -5,849 976 390 2,151 -1,036 -2,722 -545 1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 17.0 18.8 61.2 57.9 94.3 93.8 5.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 41 56 54 53 50 126 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 844,819 COMMITMENTS 144,417 42,633 192,189 435,264 526,738 771,870 761,560 72,949 83,259 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 25,256) 1,530 4,191 3,247 30,000 17,164 34,777 24,603 -9,520 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 5.0 22.7 51.5 62.3 91.4 90.1 8.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 76 57 93 85 94 210 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,674 COMMITMENTS 28,542 25,036 53,509 83,442 85,633 165,492 164,178 8,182 9,497 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 10,553) 793 3,220 5,451 3,325 840 9,569 9,511 983 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 14.4 30.8 48.0 49.3 95.3 94.5 4.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 85 107 113 117 116 263 289 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,521 COMMITMENTS 42,985 4,181 1,384 3,445 48,020 47,814 53,585 7,707 1,936 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -9,147) -7,873 359 -9 -1,087 -9,695 -8,970 -9,345 -177 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 7.5 2.5 6.2 86.5 86.1 96.5 13.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 53 17 8 15 15 69 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 403,498 COMMITMENTS 19,437 36,995 5,068 360,940 344,379 385,445 386,442 18,053 17,055 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -7,004) -1,176 -1,869 1,731 -8,145 -7,524 -7,590 -7,661 586 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 9.2 1.3 89.5 85.3 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 32 40 19 103 104 147 151
Updated February 3, 2012