COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 7, 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 : 181,424: 61,165 67,317 12,252 91,493 89,255 164,910 168,824: 16,514 12,600
Old : 179,089: 61,067 67,457 12,025 90,106 87,156 163,198 166,638: 15,891 12,451
Other: 2,335: 325 87 0 1,387 2,099 1,712 2,186: 623 149
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,610: 1,813 -3,589 2,896 -2,061 6,543 2,648 5,850: 1,962 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 37.1 6.8 50.4 49.2 90.9 93.1: 9.1 6.9
Old : 100.0: 34.1 37.7 6.7 50.3 48.7 91.1 93.0: 8.9 7.0
Other: 100.0: 13.9 3.7 0.0 59.4 89.9 73.3 93.6: 26.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 97 93 58 56 60 189 182:
Old : 277: 98 92 55 53 60 183 181:
Other: 50: 11 6 0 16 18 27 24:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 26.1 29.6 35.3 15.9 22.1 25.9 29.9
Old : 16.9 26.2 29.7 35.3 15.9 22.3 26.0 30.0
Other: 42.3 60.6 56.3 80.6 42.3 59.1 56.3 79.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 7, 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 : 23,324: 9,790 8,093 512 10,478 11,662 20,780 20,267: 2,544 3,057
Old : 19,381: 8,059 7,807 190 8,949 8,499 17,198 16,496: 2,183 2,885
Other: 3,943: 1,824 379 229 1,529 3,163 3,582 3,771: 361 172
: : :
: : Changes in Commitments from: July 31, 2012 :
: 554: -121 -251 -16 542 531 405 264: 149 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 34.7 2.2 44.9 50.0 89.1 86.9: 10.9 13.1
Old : 100.0: 41.6 40.3 1.0 46.2 43.9 88.7 85.1: 11.3 14.9
Other: 100.0: 46.3 9.6 5.8 38.8 80.2 90.8 95.6: 9.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 38 27 14 25 11 66 49:
Old : 89: 34 28 7 25 11 63 42:
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 : 31.3 57.8 45.3 69.2 31.3 55.7 45.3 67.2
Old : 32.8 53.8 49.0 66.1 32.8 51.3 49.0 63.6
Other: 51.8 87.2 68.6 93.8 51.5 87.2 67.1 89.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 7, 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 : 191,277: 49,375 29,796 28,748 100,834 125,804 178,957 184,348: 12,320 6,929
Old : 41,876: 16,253 20,278 1,014 19,316 17,786 36,583 39,078: 5,293 2,798
Other: 149,401: 46,009 22,405 14,847 81,518 108,018 142,374 145,270: 7,027 4,131
: : :
: : Changes in Commitments from: July 31, 2012 :
: -807: 3,992 136 301 -5,380 1,236 -1,087 1,673: 280 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 15.6 15.0 52.7 65.8 93.6 96.4: 6.4 3.6
Old : 100.0: 38.8 48.4 2.4 46.1 42.5 87.4 93.3: 12.6 6.7
Other: 100.0: 30.8 15.0 9.9 54.6 72.3 95.3 97.2: 4.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 63 49 51 54 51 145 125:
Old : 125: 39 32 7 30 32 74 66:
Other: 154: 50 38 37 48 43 118 100:
:----------------------------------------------------------------------------------------------------
: 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 28.4 39.3 47.1 22.0 22.6 32.6 37.1
Old : 29.8 27.6 45.5 45.5 29.8 27.6 44.2 43.3
Other: 28.5 31.3 42.9 52.7 26.3 24.0 39.1 41.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 7, 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 : 662,690: 170,204 46,941 64,051 358,579 493,973 592,834 604,965: 69,856 57,725
Old : 662,690: 170,204 46,941 64,051 358,579 493,973 592,834 604,965: 69,856 57,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -9,174: -9,246 1,833 2,039 -2,015 -19,067 -9,222 -15,195: 48 6,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.1 9.7 54.1 74.5 89.5 91.3: 10.5 8.7
Old : 100.0: 25.7 7.1 9.7 54.1 74.5 89.5 91.3: 10.5 8.7
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 : 204: 50 58 50 79 80 158 161:
Old : 204: 50 58 50 79 80 158 161:
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 22.7 26.9 35.5 14.9 19.5 25.7 30.5
Old : 15.2 22.7 26.9 35.5 14.9 19.5 25.7 30.5
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, August 7, 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 : 138,521: 32,429 33,579 22,304 76,924 74,396 131,657 130,279: 6,864 8,242
Old : 49,200: 24,029 19,551 1,295 20,458 24,004 45,782 44,850: 3,418 4,350
Other: 89,321: 16,640 22,268 12,769 56,466 50,392 85,875 85,429: 3,446 3,892
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,243: 647 1,594 3,029 -1,077 -2,065 2,599 2,558: -356 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 24.2 16.1 55.5 53.7 95.0 94.0: 5.0 6.0
Old : 100.0: 48.8 39.7 2.6 41.6 48.8 93.1 91.2: 6.9 8.8
Other: 100.0: 18.6 24.9 14.3 63.2 56.4 96.1 95.6: 3.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 76 114 95 119 117 260 278:
Old : 308: 81 90 17 60 90 154 184:
Other: 289: 69 76 60 104 101 208 208:
:----------------------------------------------------------------------------------------------------
: 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 15.8 24.8 24.7 11.6 10.2 21.4 17.3
Old : 20.8 17.1 32.9 28.3 20.7 17.1 32.9 28.1
Other: 18.6 20.5 30.0 31.9 14.4 11.7 23.8 19.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 7, 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 : 65,933: 49,089 9,865 1,645 9,596 53,001 60,330 64,511: 5,603 1,422
Old : 65,933: 49,089 9,865 1,645 9,596 53,001 60,330 64,511: 5,603 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -253: -186 2,640 107 198 -3,247 119 -500: -372 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 15.0 2.5 14.6 80.4 91.5 97.8: 8.5 2.2
Old : 100.0: 74.5 15.0 2.5 14.6 80.4 91.5 97.8: 8.5 2.2
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 : 98: 67 11 7 15 6 83 24:
Old : 98: 67 11 7 15 6 83 24:
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 : 43.1 92.7 59.0 95.7 41.5 91.9 57.4 93.3
Old : 43.1 92.7 59.0 95.7 41.5 91.9 57.4 93.3
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, August 7, 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 : 432,094: 31,006 54,126 2,688 380,726 362,059 414,420 418,873: 17,674 13,221
Old : 432,094: 31,006 54,126 2,688 380,726 362,059 414,420 418,873: 17,674 13,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -5,312: 9,230 1,803 -602 -13,090 -6,043 -4,462 -4,842: -850 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.5 0.6 88.1 83.8 95.9 96.9: 4.1 3.1
Old : 100.0: 7.2 12.5 0.6 88.1 83.8 95.9 96.9: 4.1 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 : 248: 39 35 9 106 106 148 147:
Old : 248: 39 35 9 106 106 148 147:
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 30.0 47.0 40.5 28.9 29.8 43.2 40.3
Old : 32.4 30.0 47.0 40.5 28.9 29.8 43.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012