COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 21, 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 : 180,247: 62,801 65,446 13,742 88,531 88,726 165,074 167,914: 15,173 12,333
Old : 177,547: 62,865 66,171 12,811 87,312 86,345 162,988 165,327: 14,559 12,220
Other: 2,700: 867 206 0 1,219 2,381 2,086 2,587: 614 113
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,328: 3,021 364 1,439 -2,571 1,357 1,889 3,160: -561 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 36.3 7.6 49.1 49.2 91.6 93.2: 8.4 6.8
Old : 100.0: 35.4 37.3 7.2 49.2 48.6 91.8 93.1: 8.2 6.9
Other: 100.0: 32.1 7.6 0.0 45.1 88.2 77.3 95.8: 22.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 96 94 70 56 60 199 184:
Old : 278: 95 96 66 55 60 196 182:
Other: 52: 13 5 0 15 20 28 25:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 26.3 27.7 35.3 15.4 23.0 26.2 31.3
Old : 15.6 26.5 28.0 35.6 15.5 23.1 26.6 31.5
Other: 45.0 62.7 60.7 79.4 45.0 61.5 60.7 78.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 21, 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 : 23,143: 9,875 6,839 455 10,047 13,254 20,377 20,548: 2,766 2,595
Old : 18,056: 7,516 6,534 93 8,132 9,246 15,741 15,873: 2,315 2,183
Other: 5,087: 2,516 462 205 1,915 4,008 4,636 4,675: 451 412
: : :
: : Changes in Commitments from: August 14, 2012 :
: -553: -24 -1,023 -105 -391 1,285 -520 157: -33 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 29.6 2.0 43.4 57.3 88.0 88.8: 12.0 11.2
Old : 100.0: 41.6 36.2 0.5 45.0 51.2 87.2 87.9: 12.8 12.1
Other: 100.0: 49.5 9.1 4.0 37.6 78.8 91.1 91.9: 8.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 42 23 13 20 13 65 46:
Old : 84: 37 23 4 20 12 59 37:
Other: 39: 16 7 8 12 4 29 18:
:----------------------------------------------------------------------------------------------------
: 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 62.8 47.6 71.5 32.4 62.8 47.6 71.5
Old : 37.4 61.1 54.1 70.8 37.4 61.1 54.1 70.6
Other: 55.4 83.0 72.5 88.5 55.4 83.0 71.8 87.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 21, 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 : 189,241: 60,450 39,601 20,856 95,875 122,401 177,181 182,858: 12,060 6,383
Old : 313: 0 11 0 309 127 309 138: 4 175
Other: 188,928: 60,450 39,590 20,856 95,566 122,274 176,872 182,720: 12,056 6,208
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,837: 5,005 6,131 -2,083 -3,549 -4,951 -627 -903: -1,210 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 20.9 11.0 50.7 64.7 93.6 96.6: 6.4 3.4
Old : 100.0: 0.0 3.5 0.0 98.7 40.6 98.7 44.1: 1.3 55.9
Other: 100.0: 32.0 21.0 11.0 50.6 64.7 93.6 96.7: 6.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 78 43 37 46 43 144 105:
Old : 7: 0 1 0 1 5 1 6:
Other: 187: 78 43 37 46 43 144 105:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 30.5 40.2 49.0 22.8 24.5 33.8 39.2
Old : 98.7 40.9 98.7 44.1 98.7 40.9 98.7 44.1
Other: 26.9 30.5 40.1 49.0 22.9 24.5 33.9 39.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 21, 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 : 690,427: 151,013 76,200 80,260 386,731 458,327 618,004 614,787: 72,423 75,640
Old : 690,427: 151,013 76,200 80,260 386,731 458,327 618,004 614,787: 72,423 75,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 13,893: -5,963 19,098 4,818 15,565 -17,616 14,420 6,300: -527 7,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 11.0 11.6 56.0 66.4 89.5 89.0: 10.5 11.0
Old : 100.0: 21.9 11.0 11.6 56.0 66.4 89.5 89.0: 10.5 11.0
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: 53 56 58 82 79 162 169:
Old : 208: 53 56 58 82 79 162 169:
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 : 14.4 20.8 25.6 32.3 14.1 17.6 24.8 27.1
Old : 14.4 20.8 25.6 32.3 14.1 17.6 24.8 27.1
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, August 21, 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 : 135,950: 32,205 45,504 16,399 79,736 65,593 128,340 127,496: 7,610 8,454
Old : 5,044: 917 502 2 2,852 3,561 3,771 4,065: 1,273 979
Other: 130,906: 32,000 45,714 15,685 76,884 62,032 124,569 123,431: 6,337 7,475
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,575: 1,249 7,487 -2,553 -1,065 -6,254 -2,369 -1,320: 794 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 33.5 12.1 58.7 48.2 94.4 93.8: 5.6 6.2
Old : 100.0: 18.2 10.0 0.0 56.5 70.6 74.8 80.6: 25.2 19.4
Other: 100.0: 24.4 34.9 12.0 58.7 47.4 95.2 94.3: 4.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 93 111 77 127 103 261 262:
Old : 91: 12 5 1 44 36 56 42:
Other: 365: 90 118 73 122 102 253 260:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 15.1 27.1 24.7 12.2 10.0 21.7 18.4
Old : 38.5 58.8 51.8 72.1 36.3 58.8 49.7 72.1
Other: 17.0 15.4 27.4 25.4 12.7 10.4 22.2 19.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 21, 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 : 65,398: 48,256 10,085 1,868 9,588 51,710 59,712 63,663: 5,686 1,735
Old : 65,398: 48,256 10,085 1,868 9,588 51,710 59,712 63,663: 5,686 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,819: 1,782 1,843 214 997 458 2,993 2,515: -174 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 15.4 2.9 14.7 79.1 91.3 97.3: 8.7 2.7
Old : 100.0: 73.8 15.4 2.9 14.7 79.1 91.3 97.3: 8.7 2.7
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 : 100: 59 20 9 13 9 74 37:
Old : 100: 59 20 9 13 9 74 37:
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 : 44.8 85.0 59.0 90.4 43.1 84.2 57.3 89.0
Old : 44.8 85.0 59.0 90.4 43.1 84.2 57.3 89.0
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 21, 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 : 431,941: 33,618 52,490 1,648 376,526 360,033 411,792 414,171: 20,149 17,770
Old : 431,941: 33,618 52,490 1,648 376,526 360,033 411,792 414,171: 20,149 17,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 3,316: 5,707 -3,695 -814 -3,949 3,817 944 -692: 2,372 4,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.2 0.4 87.2 83.4 95.3 95.9: 4.7 4.1
Old : 100.0: 7.8 12.2 0.4 87.2 83.4 95.3 95.9: 4.7 4.1
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 : 245: 38 35 6 106 100 147 138:
Old : 245: 38 35 6 106 100 147 138:
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 : 32.2 29.5 45.1 40.2 28.6 29.5 41.2 39.9
Old : 32.2 29.5 45.1 40.2 28.6 29.5 41.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012