COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 4, 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 : 182,616: 63,670 58,590 13,427 89,817 96,917 166,914 168,934: 15,702 13,682
Old : 179,165: 63,759 59,274 12,498 87,928 93,820 164,185 165,592: 14,980 13,573
Other: 3,451: 840 245 0 1,889 3,097 2,729 3,342: 722 109
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,819: 2,446 -2,133 -492 1,157 5,082 3,111 2,457: -292 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 32.1 7.4 49.2 53.1 91.4 92.5: 8.6 7.5
Old : 100.0: 35.6 33.1 7.0 49.1 52.4 91.6 92.4: 8.4 7.6
Other: 100.0: 24.3 7.1 0.0 54.7 89.7 79.1 96.8: 20.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 101 87 69 52 60 192 181:
Old : 271: 101 87 64 51 60 188 179:
Other: 55: 14 5 0 16 21 30 26:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 29.4 27.0 38.9 15.1 26.1 25.9 33.9
Old : 15.3 29.7 27.4 39.3 15.3 26.3 26.3 34.7
Other: 51.5 56.8 65.3 75.8 51.5 55.9 65.3 74.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 4, 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 : 23,146: 9,856 6,211 517 10,089 14,377 20,462 21,105: 2,684 2,041
Old : 18,051: 7,703 5,922 0 8,176 10,512 15,879 16,434: 2,172 1,617
Other: 5,095: 2,432 568 238 1,913 3,865 4,583 4,671: 512 424
: : :
: : Changes in Commitments from: August 28, 2012 :
: 315: -111 177 47 393 312 329 536: -14 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 26.8 2.2 43.6 62.1 88.4 91.2: 11.6 8.8
Old : 100.0: 42.7 32.8 0.0 45.3 58.2 88.0 91.0: 12.0 9.0
Other: 100.0: 47.7 11.1 4.7 37.5 75.9 90.0 91.7: 10.0 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 42 20 13 23 11 67 42:
Old : 83: 37 21 0 22 6 59 27:
Other: 41: 17 5 10 12 7 30 22:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 70.7 47.9 79.3 33.0 70.5 47.9 78.2
Old : 38.4 75.2 55.1 82.5 38.4 75.2 55.1 82.5
Other: 54.7 74.5 71.9 84.1 54.4 74.5 71.0 83.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 4, 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 : 198,410: 61,805 28,187 26,750 96,111 137,955 184,666 192,892: 13,744 5,518
Old : 184,183: 62,247 24,606 24,595 83,759 129,573 170,601 178,774: 13,582 5,409
Other: 14,227: 123 4,146 1,590 12,352 8,382 14,065 14,118: 162 109
: : :
: : Changes in Commitments from: August 28, 2012 :
: 9,914: 2,200 -7,405 5,697 1,512 12,256 9,409 10,548: 505 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.2 13.5 48.4 69.5 93.1 97.2: 6.9 2.8
Old : 100.0: 33.8 13.4 13.4 45.5 70.4 92.6 97.1: 7.4 2.9
Other: 100.0: 0.9 29.1 11.2 86.8 58.9 98.9 99.2: 1.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 85 43 41 49 45 159 107:
Old : 196: 85 43 41 48 44 158 106:
Other: 35: 3 4 4 17 17 23 22:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 28.6 39.2 49.4 21.3 23.5 31.8 37.6
Old : 23.1 29.0 37.4 47.3 19.2 25.8 30.5 39.9
Other: 79.0 84.0 93.9 94.3 70.4 72.6 78.7 79.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 4, 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 : 728,205: 167,764 106,757 87,763 399,092 451,481 654,619 646,001: 73,586 82,204
Old : 728,205: 167,764 106,757 87,763 399,092 451,481 654,619 646,001: 73,586 82,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 4,789: 2,878 16,985 1,645 2,365 -13,612 6,888 5,018: -2,099 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.7 12.1 54.8 62.0 89.9 88.7: 10.1 11.3
Old : 100.0: 23.0 14.7 12.1 54.8 62.0 89.9 88.7: 10.1 11.3
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 : 214: 49 67 59 82 79 162 177:
Old : 214: 49 67 59 82 79 162 177:
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 : 14.2 20.7 25.7 31.5 13.6 17.2 23.5 26.1
Old : 14.2 20.7 25.7 31.5 13.6 17.2 23.5 26.1
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, September 4, 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 : 138,853: 33,374 50,277 16,587 80,620 63,519 130,581 130,383: 8,272 8,470
Old : 136,900: 33,655 50,362 15,994 79,207 62,304 128,856 128,660: 8,044 8,240
Other: 1,953: 148 344 164 1,413 1,215 1,725 1,723: 228 230
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,618: 429 2,590 512 806 -1,013 1,747 2,089: 871 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 36.2 11.9 58.1 45.7 94.0 93.9: 6.0 6.1
Old : 100.0: 24.6 36.8 11.7 57.9 45.5 94.1 94.0: 5.9 6.0
Other: 100.0: 7.6 17.6 8.4 72.4 62.2 88.3 88.2: 11.7 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 100 111 76 121 101 262 256:
Old : 366: 101 112 75 121 96 262 250:
Other: 59: 4 8 3 27 32 33 41:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 15.7 25.7 26.0 11.6 12.2 20.9 20.6
Old : 15.5 15.9 25.9 26.2 11.7 12.4 21.1 20.7
Other: 37.6 42.2 56.5 62.4 34.3 39.0 50.4 54.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 4, 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 : 65,008: 45,287 9,792 2,339 12,391 49,879 60,017 62,010: 4,991 2,998
Old : 65,008: 45,287 9,792 2,339 12,391 49,879 60,017 62,010: 4,991 2,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 128: -1,207 -384 302 474 -863 -431 -945: 559 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 15.1 3.6 19.1 76.7 92.3 95.4: 7.7 4.6
Old : 100.0: 69.7 15.1 3.6 19.1 76.7 92.3 95.4: 7.7 4.6
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 : 100: 50 28 7 15 8 66 43:
Old : 100: 50 28 7 15 8 66 43:
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 : 56.2 82.5 68.2 87.9 53.9 81.8 66.0 86.4
Old : 56.2 82.5 68.2 87.9 53.9 81.8 66.0 86.4
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, September 4, 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 : 441,817: 45,959 57,584 2,367 372,386 362,398 420,712 422,349: 21,105 19,468
Old : 441,817: 45,959 57,584 2,367 372,386 362,398 420,712 422,349: 21,105 19,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 6,737: 7,050 2,670 690 -1,630 4,366 6,110 7,726: 627 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.0 0.5 84.3 82.0 95.2 95.6: 4.8 4.4
Old : 100.0: 10.4 13.0 0.5 84.3 82.0 95.2 95.6: 4.8 4.4
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 : 252: 46 35 6 104 100 152 139:
Old : 252: 46 35 6 104 100 152 139:
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 : 32.1 29.4 44.3 40.0 28.5 29.4 40.3 39.3
Old : 32.1 29.4 44.3 40.0 28.5 29.4 40.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012