COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 24, 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 : 174,180: 61,484 67,886 8,205 90,387 83,039 160,076 159,130: 14,104 15,050
Old : 172,311: 61,518 67,907 8,062 89,148 81,447 158,728 157,416: 13,583 14,895
Other: 1,869: 109 122 0 1,239 1,592 1,348 1,714: 521 155
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,445: -3,256 81 -236 6,240 1,594 2,748 1,439: -303 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 39.0 4.7 51.9 47.7 91.9 91.4: 8.1 8.6
Old : 100.0: 35.7 39.4 4.7 51.7 47.3 92.1 91.4: 7.9 8.6
Other: 100.0: 5.8 6.5 0.0 66.3 85.2 72.1 91.7: 27.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 91 99 43 51 60 170 178:
Old : 274: 92 98 42 50 60 169 177:
Other: 41: 7 7 0 14 14 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 24.8 31.2 35.2 16.9 23.0 27.8 31.9
Old : 18.1 24.9 31.3 35.3 16.9 23.3 27.8 32.2
Other: 47.2 58.4 60.7 79.4 47.2 56.6 60.7 77.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 24, 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 : 21,921: 9,776 8,057 464 9,371 10,903 19,611 19,424: 2,310 2,497
Old : 18,550: 8,444 7,811 126 7,983 8,273 16,553 16,210: 1,997 2,340
Other: 3,371: 1,401 315 269 1,388 2,630 3,058 3,214: 313 157
: : :
: : Changes in Commitments from: July 17, 2012 :
: 299: -232 1,343 -47 614 -1,554 335 -258: -36 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 36.8 2.1 42.7 49.7 89.5 88.6: 10.5 11.4
Old : 100.0: 45.5 42.1 0.7 43.0 44.6 89.2 87.4: 10.8 12.6
Other: 100.0: 41.6 9.3 8.0 41.2 78.0 90.7 95.3: 9.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 36 25 14 25 11 63 48:
Old : 86: 32 25 6 25 11 59 40:
Other: 34: 15 3 9 12 3 28 15:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 60.0 45.6 72.2 31.6 60.0 45.6 72.1
Old : 33.9 56.8 50.2 69.8 33.9 56.8 50.2 69.7
Other: 49.9 87.9 68.0 93.3 49.1 86.7 65.1 87.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 24, 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 : 191,275: 44,031 35,186 25,432 111,902 120,149 181,365 180,767: 9,910 10,508
Old : 67,602: 26,139 37,337 905 34,478 21,482 61,522 59,724: 6,080 7,878
Other: 123,673: 31,757 11,714 10,662 77,424 98,667 119,843 121,043: 3,830 2,630
: : :
: : Changes in Commitments from: July 17, 2012 :
: 3,954: -621 1,333 3,694 1,203 -366 4,276 4,661: -322 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.4 13.3 58.5 62.8 94.8 94.5: 5.2 5.5
Old : 100.0: 38.7 55.2 1.3 51.0 31.8 91.0 88.3: 9.0 11.7
Other: 100.0: 25.7 9.5 8.6 62.6 79.8 96.9 97.9: 3.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 43 66 45 54 49 126 134:
Old : 165: 41 63 10 41 31 89 97:
Other: 118: 36 21 24 46 39 92 76:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 26.0 40.9 43.1 22.8 19.7 33.7 32.4
Old : 33.6 20.7 51.1 34.2 33.6 19.8 49.7 33.2
Other: 34.1 35.0 51.3 59.0 31.8 27.5 46.8 49.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 24, 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 : 668,671: 180,428 44,484 64,600 352,592 508,903 597,620 617,987: 71,051 50,684
Old : 668,671: 180,428 44,484 64,600 352,592 508,903 597,620 617,987: 71,051 50,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,043: 11,468 -4,825 -7,506 -14,555 18,522 -10,593 6,191: 12,636 -4,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.7 9.7 52.7 76.1 89.4 92.4: 10.6 7.6
Old : 100.0: 27.0 6.7 9.7 52.7 76.1 89.4 92.4: 10.6 7.6
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 : 209: 64 47 47 79 84 167 155:
Old : 209: 64 47 47 79 84 167 155:
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 : 15.2 23.2 26.8 36.1 15.0 18.9 25.3 29.3
Old : 15.2 23.2 26.8 36.1 15.0 18.9 25.3 29.3
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 - Futures Only, July 24, 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 : 135,078: 33,069 32,653 17,261 77,174 76,622 127,504 126,536: 7,574 8,542
Old : 64,141: 27,520 28,362 2,031 30,097 28,128 59,648 58,521: 4,493 5,620
Other: 70,937: 13,854 12,596 6,925 47,077 48,494 67,856 68,015: 3,081 2,922
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4,679: -1,492 -1,694 -1,806 -1,278 -875 -4,576 -4,375: -103 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 24.2 12.8 57.1 56.7 94.4 93.7: 5.6 6.3
Old : 100.0: 42.9 44.2 3.2 46.9 43.9 93.0 91.2: 7.0 8.8
Other: 100.0: 19.5 17.8 9.8 66.4 68.4 95.7 95.9: 4.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 77 102 88 117 112 246 261:
Old : 312: 79 96 22 68 80 159 186:
Other: 253: 57 57 47 101 97 186 178:
:----------------------------------------------------------------------------------------------------
: 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 16.1 24.5 25.9 12.3 10.6 22.1 18.0
Old : 18.6 17.6 32.3 28.8 18.6 16.4 32.2 27.2
Other: 20.1 23.6 32.6 37.1 15.0 13.1 24.3 22.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 24, 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 : 69,554: 55,109 7,273 1,565 5,783 59,636 62,457 68,474: 7,097 1,080
Old : 69,554: 55,109 7,273 1,565 5,783 59,636 62,457 68,474: 7,097 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 879: 668 561 116 -262 246 522 923: 357 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 10.5 2.3 8.3 85.7 89.8 98.4: 10.2 1.6
Old : 100.0: 79.2 10.5 2.3 8.3 85.7 89.8 98.4: 10.2 1.6
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 : 114: 79 12 6 18 6 100 22:
Old : 114: 79 12 6 18 6 100 22:
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 : 36.8 92.1 51.8 95.0 35.4 90.8 50.5 93.4
Old : 36.8 92.1 51.8 95.0 35.4 90.8 50.5 93.4
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 - Futures Only, July 24, 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 : 442,246: 22,664 56,097 4,665 397,523 367,849 424,852 428,611: 17,394 13,635
Old : 442,246: 22,664 56,097 4,665 397,523 367,849 424,852 428,611: 17,394 13,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 8,731: -3,241 121 2,031 11,859 6,759 10,649 8,911: -1,918 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.7 1.1 89.9 83.2 96.1 96.9: 3.9 3.1
Old : 100.0: 5.1 12.7 1.1 89.9 83.2 96.1 96.9: 3.9 3.1
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 : 242: 34 40 9 103 101 142 145:
Old : 242: 34 40 9 103 101 142 145:
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 : 32.4 30.1 47.9 40.7 29.1 30.0 44.2 40.3
Old : 32.4 30.1 47.9 40.7 29.1 30.0 44.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012