COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,116 COMMITMENTS 46,082 19,524 60,467 125,102 155,805 231,651 235,797 19,465 15,320 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 14,319) -1,413 1,318 3,660 7,814 8,492 10,061 13,470 4,258 848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 7.8 24.1 49.8 62.0 92.2 93.9 7.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 91 77 100 62 74 207 204 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,558 COMMITMENTS 13,283 908 7,663 11,903 26,366 32,849 34,938 3,710 1,621 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,692) 13 156 -372 -1,231 -1,445 -1,591 -1,661 -101 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 2.5 21.0 32.6 72.1 89.9 95.6 10.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 47 22 22 26 24 88 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 179,502 COMMITMENTS 26,224 35,407 26,394 116,337 106,830 168,955 168,631 10,547 10,871 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -13,208) -1,272 2,615 -9,914 -1,608 -4,804 -12,794 -12,103 -414 -1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 19.7 14.7 64.8 59.5 94.1 93.9 5.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 36 57 46 52 52 117 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 865,776 COMMITMENTS 138,682 43,757 192,073 459,272 548,716 790,027 784,546 75,749 81,231 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 20,958) -5,736 1,123 -116 24,008 21,978 18,157 22,986 2,801 -2,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 5.1 22.2 53.0 63.4 91.3 90.6 8.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 65 63 92 87 96 207 199 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 188,834 COMMITMENTS 32,927 27,042 59,429 88,156 93,123 180,512 179,594 8,322 9,240 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 15,160) 4,385 2,006 5,920 4,714 7,490 15,019 15,416 141 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 14.3 31.5 46.7 49.3 95.6 95.1 4.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 90 113 116 123 123 276 300 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,864 COMMITMENTS 39,588 6,760 1,150 3,514 41,175 44,252 49,085 9,612 4,779 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,656) -3,396 2,579 -234 69 -6,845 -3,561 -4,500 1,905 2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.5 12.6 2.1 6.5 76.4 82.2 91.1 17.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 50 24 7 15 14 68 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 389,430 COMMITMENTS 26,845 37,785 3,588 339,299 330,254 369,731 371,627 19,699 17,803 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -14,068) 7,408 789 -1,480 -21,641 -14,124 -15,714 -14,815 1,646 748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 9.7 0.9 87.1 84.8 94.9 95.4 5.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 33 43 14 99 99 143 145
Updated February 10, 2012