COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 256,820: 66,975 46,371 56,632 118,681 135,877 242,288 238,879: 14,533 17,941
Old : 139,691: 47,041 40,096 21,672 64,060 65,300 132,773 127,068: 6,918 12,623
Other: 117,130: 27,079 13,421 27,814 54,621 70,576 109,514 111,811: 7,615 5,318
: : :
: : Changes in Commitments from: May 1, 2012 :
: 8,593: 3,542 8,110 1,307 4,860 -2,522 9,709 6,895: -1,116 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.1 22.1 46.2 52.9 94.3 93.0: 5.7 7.0
Old : 100.0: 33.7 28.7 15.5 45.9 46.7 95.0 91.0: 5.0 9.0
Other: 100.0: 23.1 11.5 23.7 46.6 60.3 93.5 95.5: 6.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 126 92 95 68 70 231 223:
Old : 278: 98 100 58 59 61 184 192:
Other: 215: 95 41 46 53 58 165 129:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 23.9 27.0 34.8 12.4 16.0 21.3 23.3
Old : 17.9 23.0 28.8 32.7 15.1 18.9 25.1 27.8
Other: 18.2 30.6 30.8 42.3 15.3 26.9 25.5 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 29,292: 9,120 4,501 5,656 11,740 16,407 26,516 26,564: 2,776 2,727
Old : 25,829: 9,264 4,391 4,016 9,892 14,759 23,172 23,166: 2,657 2,663
Other: 3,462: 69 324 1,427 1,848 1,648 3,344 3,398: 118 64
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,324: -122 1,750 880 2,352 258 3,110 2,887: 215 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.4 19.3 40.1 56.0 90.5 90.7: 9.5 9.3
Old : 100.0: 35.9 17.0 15.5 38.3 57.1 89.7 89.7: 10.3 10.3
Other: 100.0: 2.0 9.3 41.2 53.4 47.6 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 24 36 18 24 17 61 59:
Old : 89: 28 31 18 24 16 60 58:
Other: 24: 4 10 12 10 4 24 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 : 26.0 51.9 39.0 65.1 25.2 45.3 36.9 52.8
Old : 25.4 52.6 38.9 63.4 25.4 47.2 38.6 55.6
Other: 58.8 71.0 80.3 90.4 36.1 40.2 40.0 41.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 192,619: 28,803 35,886 38,147 116,045 109,261 182,996 183,294: 9,623 9,325
Old : 120,008: 26,092 37,671 20,576 65,871 53,382 112,539 111,630: 7,469 8,378
Other: 72,611: 9,855 5,360 10,426 50,175 55,879 70,457 71,665: 2,155 946
: : :
: : Changes in Commitments from: May 1, 2012 :
: -2,457: 698 -4,098 454 -2,898 1,990 -1,747 -1,655: -710 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.6 19.8 60.2 56.7 95.0 95.2: 5.0 4.8
Old : 100.0: 21.7 31.4 17.1 54.9 44.5 93.8 93.0: 6.2 7.0
Other: 100.0: 13.6 7.4 14.4 69.1 77.0 97.0 98.7: 3.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 50 73 49 53 47 137 138:
Old : 183: 50 72 44 48 41 128 129:
Other: 91: 20 18 19 38 33 68 60:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 25.6 38.7 40.5 22.5 19.7 31.3 28.3
Old : 26.0 23.3 39.9 35.4 24.4 20.1 34.9 28.3
Other: 36.6 39.6 51.8 61.1 32.4 34.6 47.1 52.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 882,047: 176,563 115,415 168,065 471,222 515,646 815,849 799,126: 66,198 82,921
Old : 882,047: 176,563 115,415 168,065 471,222 515,646 815,849 799,126: 66,198 82,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 21,342: -2,827 11,815 8,517 13,805 -8,265 19,495 12,067: 1,847 9,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.1 19.1 53.4 58.5 92.5 90.6: 7.5 9.4
Old : 100.0: 20.0 13.1 19.1 53.4 58.5 92.5 90.6: 7.5 9.4
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 : 248: 76 71 86 86 90 208 204:
Old : 248: 76 71 86 86 90 208 204:
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 : 11.8 17.5 21.5 26.5 11.4 14.6 20.0 21.0
Old : 11.8 17.5 21.5 26.5 11.4 14.6 20.0 21.0
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 219,299: 30,700 41,142 77,634 104,540 93,333 212,874 212,109: 6,424 7,190
Old : 156,938: 35,170 41,141 45,538 70,854 63,847 151,562 150,526: 5,376 6,412
Other: 62,361: 4,470 8,941 23,156 33,686 29,486 61,312 61,583: 1,049 778
: : :
: : Changes in Commitments from: May 1, 2012 :
: 8,345: -829 1,339 7,247 3,127 391 9,545 8,978: -1,200 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.8 35.4 47.7 42.6 97.1 96.7: 2.9 3.3
Old : 100.0: 22.4 26.2 29.0 45.1 40.7 96.6 95.9: 3.4 4.1
Other: 100.0: 7.2 14.3 37.1 54.0 47.3 98.3 98.8: 1.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 107 123 120 134 126 305 315:
Old : 384: 110 121 103 127 118 282 298:
Other: 216: 44 54 49 94 82 172 153:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 13.5 22.0 23.6 7.9 8.0 14.3 13.1
Old : 12.5 13.4 22.6 23.8 10.3 9.4 18.0 16.4
Other: 18.5 16.4 32.5 29.7 15.4 11.3 22.6 19.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 46,552: 32,125 21,934 1,485 7,227 21,390 40,837 44,810: 5,715 1,742
Old : 46,552: 32,125 21,934 1,485 7,227 21,390 40,837 44,810: 5,715 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 490: 748 4,112 2 -88 -3,126 663 989: -172 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 47.1 3.2 15.5 45.9 87.7 96.3: 12.3 3.7
Old : 100.0: 69.0 47.1 3.2 15.5 45.9 87.7 96.3: 12.3 3.7
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 : 107: 58 24 9 18 8 81 37:
Old : 107: 58 24 9 18 8 81 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 : 50.9 74.5 61.1 82.4 49.6 74.5 59.3 82.4
Old : 50.9 74.5 61.1 82.4 49.6 74.5 59.3 82.4
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 417,126: 25,920 53,083 4,681 369,645 341,703 400,246 399,467: 16,880 17,659
Old : 417,126: 25,920 53,083 4,681 369,645 341,703 400,246 399,467: 16,880 17,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 17,110: -7,038 10,350 1,304 24,986 2,736 19,253 14,390: -2,142 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.7 1.1 88.6 81.9 96.0 95.8: 4.0 4.2
Old : 100.0: 6.2 12.7 1.1 88.6 81.9 96.0 95.8: 4.0 4.2
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 : 249: 33 45 15 99 108 144 156:
Old : 249: 33 45 15 99 108 144 156:
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 : 36.1 28.0 50.2 37.9 33.3 27.9 47.4 37.2
Old : 36.1 28.0 50.2 37.9 33.3 27.9 47.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012