COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 31, 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 : 176,814: 59,352 70,906 9,356 93,554 82,712 162,262 162,974: 14,552 13,840
Old : 174,852: 59,376 70,948 9,218 92,347 80,994 160,941 161,160: 13,911 13,692
Other: 1,962: 114 96 0 1,207 1,718 1,321 1,814: 641 148
: : :
: : Changes in Commitments from: July 24, 2012 :
: 2,634: -2,132 3,020 1,151 3,167 -327 2,186 3,844: 448 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 40.1 5.3 52.9 46.8 91.8 92.2: 8.2 7.8
Old : 100.0: 34.0 40.6 5.3 52.8 46.3 92.0 92.2: 8.0 7.8
Other: 100.0: 5.8 4.9 0.0 61.5 87.6 67.3 92.5: 32.7 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 89 97 47 55 58 173 177:
Old : 272: 89 97 46 54 58 172 176:
Other: 40: 7 6 0 14 14 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 24.1 30.6 34.0 16.4 22.2 27.5 30.5
Old : 17.3 24.2 30.7 34.1 16.4 22.4 27.6 30.8
Other: 44.3 62.4 56.9 82.1 44.3 60.7 56.9 80.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 31, 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 : 22,770: 9,911 8,344 528 9,936 11,131 20,375 20,003: 2,395 2,767
Old : 19,239: 8,492 8,069 185 8,509 8,381 17,186 16,635: 2,053 2,604
Other: 3,531: 1,502 358 260 1,427 2,750 3,189 3,368: 342 163
: : :
: : Changes in Commitments from: July 24, 2012 :
: 849: 135 287 64 565 228 764 579: 85 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.6 2.3 43.6 48.9 89.5 87.8: 10.5 12.2
Old : 100.0: 44.1 41.9 1.0 44.2 43.6 89.3 86.5: 10.7 13.5
Other: 100.0: 42.5 10.1 7.4 40.4 77.9 90.3 95.4: 9.7 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 38 27 14 24 10 65 49:
Old : 91: 36 27 6 24 10 62 41:
Other: 37: 18 4 9 12 3 30 16:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 57.8 45.2 69.9 31.2 57.8 45.2 69.9
Old : 33.2 54.3 49.5 67.1 33.2 54.3 49.5 67.1
Other: 49.9 87.7 67.5 93.1 49.6 86.4 65.8 88.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 31, 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 : 192,084: 45,383 29,660 28,447 106,214 124,568 180,044 182,675: 12,040 9,409
Old : 60,611: 25,976 33,110 120 27,234 21,358 53,330 54,588: 7,281 6,023
Other: 131,473: 35,553 12,696 12,181 78,980 103,210 126,714 128,087: 4,759 3,386
: : :
: : Changes in Commitments from: July 24, 2012 :
: 809: 1,352 -5,526 3,015 -5,688 4,419 -1,321 1,908: 2,130 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.4 14.8 55.3 64.9 93.7 95.1: 6.3 4.9
Old : 100.0: 42.9 54.6 0.2 44.9 35.2 88.0 90.1: 12.0 9.9
Other: 100.0: 27.0 9.7 9.3 60.1 78.5 96.4 97.4: 3.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 53 54 52 54 47 135 130:
Old : 164: 44 61 8 37 31 86 95:
Other: 130: 48 20 28 46 40 103 79:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 26.2 39.8 44.8 22.1 20.5 32.7 34.9
Old : 32.1 21.6 48.9 35.5 32.1 21.6 46.7 35.1
Other: 33.3 33.5 48.4 56.8 29.7 27.2 42.9 45.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 31, 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 : 671,864: 179,450 45,108 62,012 360,594 513,040 602,056 620,160: 69,808 51,704
Old : 671,864: 179,450 45,108 62,012 360,594 513,040 602,056 620,160: 69,808 51,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 3,193: -978 624 -2,588 8,002 4,137 4,436 2,173: -1,243 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.7 9.2 53.7 76.4 89.6 92.3: 10.4 7.7
Old : 100.0: 26.7 6.7 9.2 53.7 76.4 89.6 92.3: 10.4 7.7
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 : 208: 59 52 51 79 83 165 160:
Old : 208: 59 52 51 79 83 165 160:
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 : 14.7 23.0 26.3 36.4 14.6 19.2 24.9 30.1
Old : 14.7 23.0 26.3 36.4 14.6 19.2 24.9 30.1
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 31, 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 : 136,278: 31,782 31,985 19,275 78,001 76,461 129,058 127,721: 7,220 8,557
Old : 60,126: 26,949 25,564 1,683 27,375 27,667 56,007 54,914: 4,119 5,212
Other: 76,152: 12,375 13,963 10,050 50,626 48,794 73,051 72,807: 3,101 3,345
: : :
: : Changes in Commitments from: July 24, 2012 :
: 1,200: -1,287 -668 2,014 827 -161 1,554 1,185: -354 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 23.5 14.1 57.2 56.1 94.7 93.7: 5.3 6.3
Old : 100.0: 44.8 42.5 2.8 45.5 46.0 93.1 91.3: 6.9 8.7
Other: 100.0: 16.3 18.3 13.2 66.5 64.1 95.9 95.6: 4.1 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 76 108 90 121 114 256 267:
Old : 313: 77 99 19 67 82 157 187:
Other: 267: 64 58 55 105 99 200 188:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 16.0 25.1 25.4 12.0 10.4 21.9 17.4
Old : 18.1 17.4 30.3 30.2 18.0 17.1 30.2 28.9
Other: 19.4 23.2 31.8 35.6 15.0 12.6 24.9 21.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 31, 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 : 66,186: 49,275 7,225 1,538 9,398 56,248 60,211 65,011: 5,975 1,175
Old : 66,186: 49,275 7,225 1,538 9,398 56,248 60,211 65,011: 5,975 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -3,368: -5,834 -48 -27 3,615 -3,388 -2,246 -3,463: -1,122 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 10.9 2.3 14.2 85.0 91.0 98.2: 9.0 1.8
Old : 100.0: 74.4 10.9 2.3 14.2 85.0 91.0 98.2: 9.0 1.8
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 : 106: 71 13 6 16 8 88 27:
Old : 106: 71 13 6 16 8 88 27:
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 : 39.4 92.5 57.4 95.7 37.9 91.8 55.9 93.4
Old : 39.4 92.5 57.4 95.7 37.9 91.8 55.9 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 31, 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 : 437,406: 21,776 52,323 3,290 393,816 368,102 418,882 423,715: 18,524 13,691
Old : 437,406: 21,776 52,323 3,290 393,816 368,102 418,882 423,715: 18,524 13,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -4,840: -888 -3,774 -1,375 -3,707 253 -5,970 -4,896: 1,130 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.0 0.8 90.0 84.2 95.8 96.9: 4.2 3.1
Old : 100.0: 5.0 12.0 0.8 90.0 84.2 95.8 96.9: 4.2 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 : 244: 35 36 8 106 103 144 144:
Old : 244: 35 36 8 106 103 144 144:
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 : 32.7 29.9 47.7 40.4 29.2 29.8 43.8 39.9
Old : 32.7 29.9 47.7 40.4 29.2 29.8 43.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012