COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 281,960: 59,673 48,737 72,104 136,377 143,247 268,154 264,088: 13,805 17,872
Old : 152,631: 38,140 45,970 28,865 80,207 64,939 147,212 139,775: 5,419 12,856
Other: 129,329: 29,222 10,456 35,549 56,170 78,308 120,942 124,313: 8,387 5,015
: : :
: : Changes in Commitments from: May 8, 2012 :
: 25,139: -7,302 2,366 15,473 17,696 7,371 25,867 25,209: -727 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.3 25.6 48.4 50.8 95.1 93.7: 4.9 6.3
Old : 100.0: 25.0 30.1 18.9 52.5 42.5 96.4 91.6: 3.6 8.4
Other: 100.0: 22.6 8.1 27.5 43.4 60.5 93.5 96.1: 6.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 118 103 94 70 69 228 229:
Old : 280: 91 109 57 59 61 176 201:
Other: 214: 91 42 49 55 61 169 130:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 24.5 30.5 34.4 11.6 13.7 19.7 19.5
Old : 25.8 22.5 36.8 31.7 21.6 15.8 30.2 24.1
Other: 19.5 30.5 30.3 42.5 14.5 24.9 23.7 34.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 30,128: 8,643 5,022 6,330 12,818 16,384 27,791 27,736: 2,337 2,392
Old : 26,209: 8,824 5,024 4,451 10,716 14,403 23,992 23,877: 2,217 2,332
Other: 3,919: 85 265 1,613 2,101 1,981 3,800 3,859: 119 60
: : :
: : Changes in Commitments from: May 8, 2012 :
: 836: -477 521 674 1,078 -23 1,275 1,171: -439 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.7 21.0 42.5 54.4 92.2 92.1: 7.8 7.9
Old : 100.0: 33.7 19.2 17.0 40.9 55.0 91.5 91.1: 8.5 8.9
Other: 100.0: 2.2 6.8 41.2 53.6 50.6 97.0 98.5: 3.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 28 38 19 26 16 64 64:
Old : 97: 30 35 19 26 15 63 63:
Other: 26: 4 10 12 12 4 26 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 : 25.6 51.7 39.2 64.8 24.2 44.3 35.7 50.6
Old : 25.4 51.9 38.8 62.6 24.8 46.0 37.2 52.9
Other: 56.2 72.2 78.0 90.4 34.6 40.3 39.6 41.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 195,805: 28,550 35,374 39,006 118,901 111,780 186,457 186,160: 9,348 9,645
Old : 118,962: 25,474 37,301 20,928 65,093 51,837 111,495 110,065: 7,467 8,897
Other: 76,844: 10,287 5,284 10,868 53,808 59,943 74,963 76,095: 1,881 748
: : :
: : Changes in Commitments from: May 8, 2012 :
: 3,186: -253 -512 859 2,856 2,519 3,462 2,866: -276 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.1 19.9 60.7 57.1 95.2 95.1: 4.8 4.9
Old : 100.0: 21.4 31.4 17.6 54.7 43.6 93.7 92.5: 6.3 7.5
Other: 100.0: 13.4 6.9 14.1 70.0 78.0 97.6 99.0: 2.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 45 74 53 55 49 137 143:
Old : 182: 46 73 47 52 42 129 133:
Other: 93: 20 18 19 40 34 73 58:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 25.6 37.9 39.8 22.2 19.2 31.4 28.0
Old : 24.9 22.9 39.4 34.8 24.2 19.3 36.1 27.8
Other: 37.6 40.0 52.7 61.2 33.7 34.8 48.3 52.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 888,534: 180,144 116,836 166,009 471,077 520,344 817,230 803,189: 71,304 85,345
Old : 888,534: 180,144 116,836 166,009 471,077 520,344 817,230 803,189: 71,304 85,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 6,487: 3,582 1,421 -2,056 -145 4,698 1,381 4,063: 5,106 2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 13.1 18.7 53.0 58.6 92.0 90.4: 8.0 9.6
Old : 100.0: 20.3 13.1 18.7 53.0 58.6 92.0 90.4: 8.0 9.6
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 : 244: 72 73 84 84 89 202 203:
Old : 244: 72 73 84 84 89 202 203:
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 : 11.6 17.9 21.0 26.6 11.2 14.8 19.5 21.2
Old : 11.6 17.9 21.0 26.6 11.2 14.8 19.5 21.2
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 15, 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 : 216,497: 30,612 38,074 76,371 102,860 95,123 209,843 209,567: 6,653 6,930
Old : 151,578: 34,283 37,433 44,519 67,261 63,596 146,063 145,547: 5,515 6,032
Other: 64,918: 4,351 8,663 23,830 35,599 31,527 63,780 64,020: 1,138 898
: : :
: : Changes in Commitments from: May 8, 2012 :
: -2,802: -87 -3,068 -1,264 -1,680 1,790 -3,031 -2,542: 229 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.6 35.3 47.5 43.9 96.9 96.8: 3.1 3.2
Old : 100.0: 22.6 24.7 29.4 44.4 42.0 96.4 96.0: 3.6 4.0
Other: 100.0: 6.7 13.3 36.7 54.8 48.6 98.2 98.6: 1.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 109 122 122 131 131 305 318:
Old : 383: 115 115 104 120 124 279 300:
Other: 220: 47 51 51 96 85 176 156:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.9 22.2 24.1 8.0 8.0 14.7 13.0
Old : 12.6 14.1 22.9 24.5 10.9 9.7 18.7 16.9
Other: 18.2 16.6 31.6 29.6 14.7 11.3 23.0 18.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 60,022: 44,262 26,598 1,073 8,769 30,660 54,104 58,332: 5,918 1,690
Old : 60,022: 44,262 26,598 1,073 8,769 30,660 54,104 58,332: 5,918 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 13,470: 12,137 4,664 -413 1,543 9,270 13,267 13,522: 203 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 44.3 1.8 14.6 51.1 90.1 97.2: 9.9 2.8
Old : 100.0: 73.7 44.3 1.8 14.6 51.1 90.1 97.2: 9.9 2.8
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 : 126: 76 22 10 20 8 104 34:
Old : 126: 76 22 10 20 8 104 34:
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 : 38.1 64.7 50.1 86.0 38.1 64.5 50.1 85.8
Old : 38.1 64.7 50.1 86.0 38.1 64.5 50.1 85.8
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 15, 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 : 433,164: 29,274 52,249 5,167 382,624 359,049 417,065 416,465: 16,099 16,699
Old : 433,164: 29,274 52,249 5,167 382,624 359,049 417,065 416,465: 16,099 16,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 16,039: 3,354 -834 486 12,979 17,346 16,819 16,998: -781 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.1 1.2 88.3 82.9 96.3 96.1: 3.7 3.9
Old : 100.0: 6.8 12.1 1.2 88.3 82.9 96.3 96.1: 3.7 3.9
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 : 255: 34 48 15 102 106 147 158:
Old : 255: 34 48 15 102 106 147 158:
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 : 36.7 29.9 50.6 40.2 33.4 29.8 47.3 39.0
Old : 36.7 29.9 50.6 40.2 33.4 29.8 47.3 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012