COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 306,308: 55,200 45,599 90,151 144,737 151,884 290,089 287,634: 16,219 18,674
Old : 149,058: 27,451 41,965 34,724 80,203 59,424 142,378 136,113: 6,680 12,945
Other: 157,250: 36,238 12,124 46,938 64,534 92,460 147,710 151,522: 9,540 5,728
: : :
: : Changes in Commitments from: May 22, 2012 :
: 7,669: 1,495 -780 6,507 -1,107 1,465 6,895 7,192: 774 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.9 29.4 47.3 49.6 94.7 93.9: 5.3 6.1
Old : 100.0: 18.4 28.2 23.3 53.8 39.9 95.5 91.3: 4.5 8.7
Other: 100.0: 23.0 7.7 29.8 41.0 58.8 93.9 96.4: 6.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 121 104 95 74 73 236 234:
Old : 266: 78 111 62 58 59 164 204:
Other: 237: 114 38 50 61 64 194 133:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 25.1 30.7 34.5 10.6 13.5 18.0 18.8
Old : 28.2 22.2 38.8 31.6 22.5 13.4 31.5 20.4
Other: 17.7 31.4 27.5 41.5 13.1 24.9 20.9 32.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 33,141: 8,383 5,961 7,103 15,073 17,305 30,560 30,369: 2,581 2,772
Old : 28,759: 8,447 5,949 4,995 12,860 15,125 26,302 26,069: 2,457 2,691
Other: 4,381: 215 290 1,830 2,213 2,181 4,258 4,300: 124 81
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,528: -319 -19 529 1,391 1,078 1,601 1,589: -73 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.0 21.4 45.5 52.2 92.2 91.6: 7.8 8.4
Old : 100.0: 29.4 20.7 17.4 44.7 52.6 91.5 90.6: 8.5 9.4
Other: 100.0: 4.9 6.6 41.8 50.5 49.8 97.2 98.1: 2.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 34 37 20 27 16 68 67:
Old : 100: 33 35 20 27 15 65 66:
Other: 30: 6 11 14 12 4 30 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 : 26.2 51.2 40.4 63.6 21.3 40.0 31.7 45.1
Old : 27.9 50.6 41.0 61.7 22.4 41.0 32.8 46.9
Other: 52.6 70.8 75.1 88.4 32.7 39.2 39.5 41.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 201,720: 27,225 36,007 39,063 125,934 114,777 192,223 189,848: 9,497 11,872
Old : 116,420: 24,872 39,022 17,338 66,659 49,318 108,869 105,678: 7,551 10,742
Other: 85,300: 12,162 6,793 11,917 59,275 65,459 83,354 84,169: 1,946 1,131
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,327: -1,450 -1,217 -296 5,458 3,869 3,712 2,356: 615 1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.8 19.4 62.4 56.9 95.3 94.1: 4.7 5.9
Old : 100.0: 21.4 33.5 14.9 57.3 42.4 93.5 90.8: 6.5 9.2
Other: 100.0: 14.3 8.0 14.0 69.5 76.7 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 79 54 57 43 140 145:
Old : 189: 47 78 48 52 38 129 136:
Other: 100: 24 19 21 46 30 82 59:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 24.9 37.2 37.6 21.2 18.4 29.5 25.5
Old : 25.5 20.6 40.0 30.9 25.0 18.9 37.4 27.7
Other: 36.4 41.1 52.2 60.7 33.0 36.0 48.1 53.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 934,883: 183,038 114,646 193,826 485,345 527,751 862,209 836,223: 72,674 98,660
Old : 934,883: 183,038 114,646 193,826 485,345 527,751 862,209 836,223: 72,674 98,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 29,606: 1,759 3,002 13,305 10,493 6,224 25,557 22,531: 4,049 7,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 12.3 20.7 51.9 56.5 92.2 89.4: 7.8 10.6
Old : 100.0: 19.6 12.3 20.7 51.9 56.5 92.2 89.4: 7.8 10.6
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 : 249: 77 73 91 86 90 208 211:
Old : 249: 77 73 91 86 90 208 211:
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 : 11.0 17.6 19.9 26.5 10.6 14.9 18.3 20.6
Old : 11.0 17.6 19.9 26.5 10.6 14.9 18.3 20.6
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 29, 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 : 229,971: 29,018 38,845 86,589 106,575 95,460 222,182 220,895: 7,789 9,076
Old : 157,971: 34,500 39,279 49,795 67,672 61,404 151,968 150,478: 6,004 7,494
Other: 71,999: 6,199 11,248 25,112 38,903 34,056 70,214 70,417: 1,785 1,583
: : :
: : Changes in Commitments from: May 22, 2012 :
: 7,350: -2,305 1,169 6,391 2,509 -1,395 6,595 6,165: 755 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.9 37.7 46.3 41.5 96.6 96.1: 3.4 3.9
Old : 100.0: 21.8 24.9 31.5 42.8 38.9 96.2 95.3: 3.8 4.7
Other: 100.0: 8.6 15.6 34.9 54.0 47.3 97.5 97.8: 2.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 98 131 123 136 122 299 322:
Old : 378: 104 124 104 125 115 272 303:
Other: 229: 50 54 52 102 81 185 157:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 14.4 23.3 24.9 7.6 7.7 13.9 12.3
Old : 12.5 13.8 22.4 24.4 10.3 9.3 17.5 15.8
Other: 18.8 17.4 33.5 30.6 15.0 10.9 23.2 18.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 77,603: 60,725 18,760 1,207 8,693 55,960 70,624 75,926: 6,979 1,677
Old : 77,603: 60,725 18,760 1,207 8,693 55,960 70,624 75,926: 6,979 1,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,403: 1,927 -6,962 123 -562 9,193 1,489 2,355: 915 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 24.2 1.6 11.2 72.1 91.0 97.8: 9.0 2.2
Old : 100.0: 78.2 24.2 1.6 11.2 72.1 91.0 97.8: 9.0 2.2
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 : 115: 73 16 7 21 6 101 23:
Old : 115: 73 16 7 21 6 101 23:
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 : 38.5 85.4 55.7 93.5 38.5 85.2 55.7 92.5
Old : 38.5 85.4 55.7 93.5 38.5 85.2 55.7 92.5
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 29, 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 : 444,079: 20,622 53,001 4,607 403,459 368,831 428,688 426,439: 15,391 17,640
Old : 444,079: 20,622 53,001 4,607 403,459 368,831 428,688 426,439: 15,391 17,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,819: -2,599 -724 537 4,019 1,479 1,957 1,292: -138 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.9 1.0 90.9 83.1 96.5 96.0: 3.5 4.0
Old : 100.0: 4.6 11.9 1.0 90.9 83.1 96.5 96.0: 3.5 4.0
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 : 243: 28 47 12 100 103 137 153:
Old : 243: 28 47 12 100 103 137 153:
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 : 37.7 29.5 52.1 39.9 34.1 29.4 48.5 38.4
Old : 37.7 29.5 52.1 39.9 34.1 29.4 48.5 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012