COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 25, 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 : 185,703: 64,632 69,136 10,934 94,554 90,784 170,120 170,854: 15,583 14,849
Old : 181,556: 64,703 69,472 10,091 92,185 87,259 166,979 166,822: 14,577 14,734
Other: 4,147: 772 507 0 2,369 3,525 3,141 4,032: 1,006 115
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,921: 638 7,768 -1,369 5,666 -5,172 4,935 1,227: -1,014 2,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 37.2 5.9 50.9 48.9 91.6 92.0: 8.4 8.0
Old : 100.0: 35.6 38.3 5.6 50.8 48.1 92.0 91.9: 8.0 8.1
Other: 100.0: 18.6 12.2 0.0 57.1 85.0 75.7 97.2: 24.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 95 97 63 62 61 194 189:
Old : 280: 93 99 60 61 61 192 187:
Other: 59: 13 7 0 16 24 29 31:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 25.8 27.6 34.8 14.6 21.0 26.3 28.8
Old : 15.0 26.1 28.1 35.1 14.7 21.3 26.7 29.2
Other: 49.2 47.8 63.1 73.3 49.2 47.0 63.1 72.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 25, 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 : 22,717: 9,773 4,058 792 9,202 16,182 19,767 21,032: 2,950 1,685
Old : 15,337: 7,605 2,265 39 5,418 11,789 13,062 14,093: 2,275 1,244
Other: 7,380: 2,564 2,189 357 3,784 4,393 6,705 6,939: 675 441
: : :
: : Changes in Commitments from: September 18, 2012 :
: -608: -604 -301 156 -6 -713 -454 -858: -154 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 17.9 3.5 40.5 71.2 87.0 92.6: 13.0 7.4
Old : 100.0: 49.6 14.8 0.3 35.3 76.9 85.2 91.9: 14.8 8.1
Other: 100.0: 34.7 29.7 4.8 51.3 59.5 90.9 94.0: 9.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 37 14 19 21 13 65 42:
Old : 72: 33 15 1 19 8 53 23:
Other: 46: 16 9 15 12 8 34 28:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 73.0 48.3 79.5 31.9 72.9 46.5 78.4
Old : 37.7 75.9 52.7 83.8 37.7 75.6 52.7 83.0
Other: 60.9 73.9 75.2 85.6 60.7 73.9 74.6 85.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 25, 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 : 197,859: 54,556 19,167 34,965 93,136 136,986 182,657 191,118: 15,202 6,741
Old : 177,983: 54,708 21,135 27,690 80,612 122,496 163,010 171,321: 14,973 6,662
Other: 19,876: 2,319 503 4,804 12,524 14,490 19,647 19,797: 229 79
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,740: -2,158 -4,288 1,813 -3,082 -1,175 -3,427 -3,650: 687 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.7 17.7 47.1 69.2 92.3 96.6: 7.7 3.4
Old : 100.0: 30.7 11.9 15.6 45.3 68.8 91.6 96.3: 8.4 3.7
Other: 100.0: 11.7 2.5 24.2 63.0 72.9 98.8 99.6: 1.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 75 34 39 48 47 142 104:
Old : 179: 74 35 39 47 47 141 104:
Other: 38: 5 2 2 18 19 23 23:
:----------------------------------------------------------------------------------------------------
: 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 30.4 40.2 50.0 20.8 24.7 30.9 38.3
Old : 22.0 30.1 36.7 48.1 19.3 26.8 30.3 41.1
Other: 83.6 67.2 94.9 90.6 57.6 51.1 64.9 64.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 25, 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 : 683,385: 157,867 114,842 71,246 376,454 420,815 605,567 606,903: 77,818 76,482
Old : 683,385: 157,867 114,842 71,246 376,454 420,815 605,567 606,903: 77,818 76,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -14,753: 333 -868 -6,313 -9,984 1,396 -15,964 -5,785: 1,211 -8,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.8 10.4 55.1 61.6 88.6 88.8: 11.4 11.2
Old : 100.0: 23.1 16.8 10.4 55.1 61.6 88.6 88.8: 11.4 11.2
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 : 201: 49 58 49 81 73 155 159:
Old : 201: 49 58 49 81 73 155 159:
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 : 14.5 23.1 26.2 34.9 14.5 19.8 25.0 27.7
Old : 14.5 23.1 26.2 34.9 14.5 19.8 25.0 27.7
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 25, 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 : 140,955: 30,084 38,833 22,581 79,688 71,271 132,353 132,685: 8,602 8,270
Old : 138,087: 30,337 39,022 21,846 77,572 69,184 129,755 130,052: 8,332 8,035
Other: 2,868: 319 383 163 2,116 2,087 2,598 2,633: 270 235
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,912: -1,968 -1,690 2,784 456 429 1,272 1,523: 640 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.5 16.0 56.5 50.6 93.9 94.1: 6.1 5.9
Old : 100.0: 22.0 28.3 15.8 56.2 50.1 94.0 94.2: 6.0 5.8
Other: 100.0: 11.1 13.4 5.7 73.8 72.8 90.6 91.8: 9.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 87 99 82 110 107 251 250:
Old : 341: 93 100 81 110 103 251 245:
Other: 67: 6 10 3 29 35 37 46:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 17.3 25.9 28.2 11.3 11.3 21.0 18.2
Old : 14.7 17.6 26.1 28.2 11.5 11.3 21.3 18.2
Other: 48.5 34.9 63.4 54.8 43.7 32.4 57.3 49.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 25, 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 : 47,992: 31,024 34,994 1,741 12,247 8,382 45,012 45,117: 2,980 2,875
Old : 47,992: 31,024 34,994 1,741 12,247 8,382 45,012 45,117: 2,980 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,511: 2,483 11,349 144 5,068 -4,152 7,695 7,341: -184 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 72.9 3.6 25.5 17.5 93.8 94.0: 6.2 6.0
Old : 100.0: 64.6 72.9 3.6 25.5 17.5 93.8 94.0: 6.2 6.0
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 : 96: 33 41 6 14 8 50 53:
Old : 96: 33 41 6 14 8 50 53:
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 : 61.8 49.5 71.2 68.6 59.4 49.5 68.8 68.6
Old : 61.8 49.5 71.2 68.6 59.4 49.5 68.8 68.6
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 25, 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 : 383,365: 49,920 50,713 1,520 311,874 320,750 363,314 372,983: 20,051 10,382
Old : 383,365: 49,920 50,713 1,520 311,874 320,750 363,314 372,983: 20,051 10,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -58,288: 6,101 -4,037 -3,416 -54,407 -41,161 -51,722 -48,614: -6,566 -9,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.2 0.4 81.4 83.7 94.8 97.3: 5.2 2.7
Old : 100.0: 13.0 13.2 0.4 81.4 83.7 94.8 97.3: 5.2 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 : 251: 43 38 8 102 97 149 139:
Old : 251: 43 38 8 102 97 149 139:
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 : 33.7 33.6 45.1 43.8 31.9 33.5 42.9 43.7
Old : 33.7 33.6 45.1 43.8 31.9 33.5 42.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012