COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 251,812: 58,273 38,729 73,102 105,351 124,955 236,725 236,786: 15,087 15,026
Old : 250,018: 58,242 38,764 72,823 104,162 123,608 235,227 235,195: 14,791 14,823
Other: 1,794: 84 19 225 1,189 1,347 1,498 1,591: 296 203
: : :
: : Changes in Commitments from: July 3, 2012 :
: 4,083: 203 2,013 915 2,876 1,832 3,994 4,759: 89 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.4 29.0 41.8 49.6 94.0 94.0: 6.0 6.0
Old : 100.0: 23.3 15.5 29.1 41.7 49.4 94.1 94.1: 5.9 5.9
Other: 100.0: 4.7 1.1 12.5 66.3 75.1 83.5 88.7: 16.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 123 89 77 66 71 225 203:
Old : 302: 124 88 76 66 71 225 202:
Other: 38: 7 5 6 15 14 25 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 : 16.7 26.4 27.4 36.0 12.2 19.6 19.9 26.1
Old : 16.7 26.5 27.4 36.2 12.2 19.8 19.9 26.2
Other: 43.1 52.8 59.8 67.7 36.8 52.8 52.0 63.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 29,151: 8,757 5,576 6,325 11,506 15,366 26,588 27,267: 2,564 1,885
Old : 23,171: 7,965 5,585 3,654 9,254 12,132 20,873 21,370: 2,298 1,800
Other: 5,981: 929 129 2,534 2,252 3,234 5,715 5,897: 266 84
: : :
: : Changes in Commitments from: July 3, 2012 :
: 397: 484 -660 556 -658 739 382 636: 15 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 19.1 21.7 39.5 52.7 91.2 93.5: 8.8 6.5
Old : 100.0: 34.4 24.1 15.8 39.9 52.4 90.1 92.2: 9.9 7.8
Other: 100.0: 15.5 2.2 42.4 37.7 54.1 95.6 98.6: 4.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 41 26 22 25 14 74 54:
Old : 87: 33 26 20 25 13 66 51:
Other: 41: 18 7 16 15 5 40 21:
:----------------------------------------------------------------------------------------------------
: 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 56.4 39.6 69.6 23.8 50.1 35.3 56.8
Old : 25.8 55.9 39.8 67.6 25.8 52.0 39.0 60.1
Other: 44.9 72.0 67.6 88.8 31.1 44.6 37.3 46.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 196,931: 41,126 28,721 34,626 110,045 124,203 185,797 187,550: 11,134 9,380
Old : 74,963: 27,186 32,643 5,356 35,149 29,826 67,691 67,825: 7,272 7,137
Other: 121,968: 25,248 7,387 17,961 74,896 94,377 118,105 119,725: 3,862 2,243
: : :
: : Changes in Commitments from: July 3, 2012 :
: 3,348: 3,231 -1,390 -777 1,236 4,845 3,690 2,677: -341 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 14.6 17.6 55.9 63.1 94.3 95.2: 5.7 4.8
Old : 100.0: 36.3 43.5 7.1 46.9 39.8 90.3 90.5: 9.7 9.5
Other: 100.0: 20.7 6.1 14.7 61.4 77.4 96.8 98.2: 3.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 55 59 54 55 49 141 135:
Old : 170: 49 59 31 43 39 111 110:
Other: 121: 38 22 27 47 38 97 78:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 25.7 39.7 42.7 21.9 20.4 31.8 33.3
Old : 29.8 24.0 44.7 37.3 29.5 23.1 43.2 36.1
Other: 32.9 32.7 49.2 56.2 30.6 26.7 45.1 47.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 795,811: 171,426 45,661 150,732 412,731 537,234 734,888 733,626: 60,922 62,184
Old : 795,811: 171,426 45,661 150,732 412,731 537,234 734,888 733,626: 60,922 62,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,187: 174 -36,275 7,068 -8,023 33,892 -781 4,684: -406 -5,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.7 18.9 51.9 67.5 92.3 92.2: 7.7 7.8
Old : 100.0: 21.5 5.7 18.9 51.9 67.5 92.3 92.2: 7.7 7.8
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 : 216: 74 47 73 84 89 191 176:
Old : 216: 74 47 73 84 89 191 176:
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 : 13.5 18.7 23.8 29.4 12.4 14.6 21.0 22.0
Old : 13.5 18.7 23.8 29.4 12.4 14.6 21.0 22.0
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, July 10, 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 : 226,753: 27,623 29,103 88,910 106,418 103,416 222,950 221,429: 3,803 5,324
Old : 114,970: 27,635 25,786 38,353 46,464 46,986 112,453 111,125: 2,517 3,846
Other: 111,783: 7,554 10,883 42,990 59,953 56,431 110,497 110,304: 1,286 1,479
: : :
: : Changes in Commitments from: July 3, 2012 :
: 5,588: -407 -5,154 6,235 1,871 6,398 7,699 7,479: -2,111 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.8 39.2 46.9 45.6 98.3 97.7: 1.7 2.3
Old : 100.0: 24.0 22.4 33.4 40.4 40.9 97.8 96.7: 2.2 3.3
Other: 100.0: 6.8 9.7 38.5 53.6 50.5 98.8 98.7: 1.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 100 114 127 134 130 301 313:
Old : 353: 102 103 89 97 113 240 264:
Other: 272: 58 71 72 116 101 220 202:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 17.2 25.7 26.7 7.5 7.0 13.5 11.8
Old : 14.4 14.8 25.5 25.3 12.6 10.9 20.3 18.2
Other: 20.5 21.2 33.4 33.3 11.3 9.0 17.3 13.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 65,412: 51,721 8,409 840 5,867 54,855 58,428 64,103: 6,984 1,309
Old : 65,412: 51,721 8,409 840 5,867 54,855 58,428 64,103: 6,984 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -256: 984 -3,753 39 -2,092 3,643 -1,068 -70: 813 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 12.9 1.3 9.0 83.9 89.3 98.0: 10.7 2.0
Old : 100.0: 79.1 12.9 1.3 9.0 83.9 89.3 98.0: 10.7 2.0
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 : 116: 75 16 9 19 8 99 29:
Old : 116: 75 16 9 19 8 99 29:
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 : 37.1 90.6 55.4 93.6 37.1 89.8 55.4 92.6
Old : 37.1 90.6 55.4 93.6 37.1 89.8 55.4 92.6
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 436,756: 27,545 55,890 2,882 387,083 362,312 417,511 421,085: 19,246 15,672
Old : 436,756: 27,545 55,890 2,882 387,083 362,312 417,511 421,085: 19,246 15,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -5,777: 1,384 -465 83 -6,044 -4,653 -4,576 -5,035: -1,200 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.8 0.7 88.6 83.0 95.6 96.4: 4.4 3.6
Old : 100.0: 6.3 12.8 0.7 88.6 83.0 95.6 96.4: 4.4 3.6
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 : 247: 36 43 14 103 101 146 151:
Old : 247: 36 43 14 103 101 146 151:
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 : 33.1 30.3 47.2 41.1 29.6 30.1 43.7 40.2
Old : 33.1 30.3 47.2 41.1 29.6 30.1 43.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012