COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 258,785: 60,455 39,410 74,347 108,728 129,469 243,530 243,227: 15,255 15,559
Old : 256,806: 60,434 39,451 74,039 107,488 127,955 241,961 241,445: 14,845 15,361
Other: 1,979: 91 29 238 1,240 1,515 1,569 1,781: 410 198
: : :
: : Changes in Commitments from: July 10, 2012 :
: 6,973: 2,183 682 1,245 3,377 4,514 6,805 6,440: 168 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.2 28.7 42.0 50.0 94.1 94.0: 5.9 6.0
Old : 100.0: 23.5 15.4 28.8 41.9 49.8 94.2 94.0: 5.8 6.0
Other: 100.0: 4.6 1.5 12.0 62.7 76.5 79.3 90.0: 20.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 134 84 82 65 72 230 208:
Old : 306: 133 85 81 65 72 230 207:
Other: 39: 5 7 6 14 16 24 24:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 26.4 28.8 36.0 11.7 19.3 19.0 25.6
Old : 17.7 26.5 28.8 36.2 11.7 19.5 19.0 25.7
Other: 40.5 52.5 58.3 66.5 36.3 52.5 51.2 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 29,596: 8,788 5,971 6,682 11,641 14,941 27,112 27,595: 2,484 2,001
Old : 23,519: 8,053 5,950 4,056 9,209 11,622 21,318 21,628: 2,201 1,891
Other: 6,077: 904 191 2,457 2,433 3,320 5,794 5,968: 283 110
: : :
: : Changes in Commitments from: July 10, 2012 :
: 445: 31 395 358 135 -424 524 328: -79 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.2 22.6 39.3 50.5 91.6 93.2: 8.4 6.8
Old : 100.0: 34.2 25.3 17.2 39.2 49.4 90.6 92.0: 9.4 8.0
Other: 100.0: 14.9 3.1 40.4 40.0 54.6 95.3 98.2: 4.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 42 25 22 26 14 74 55:
Old : 87: 34 25 20 26 13 66 52:
Other: 42: 16 9 16 16 5 41 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 : 25.3 55.1 39.6 68.2 24.3 50.5 35.8 56.6
Old : 25.9 55.1 39.5 65.7 25.9 51.7 39.0 59.1
Other: 44.7 72.4 63.9 88.4 32.7 48.1 40.3 50.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 201,476: 41,572 32,898 34,443 114,966 122,720 190,981 190,060: 10,495 11,416
Old : 72,635: 26,429 34,376 4,782 35,255 24,968 66,466 64,127: 6,169 8,508
Other: 128,841: 26,869 10,248 17,934 79,712 97,751 124,515 125,933: 4,326 2,908
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,546: 446 4,176 -183 4,921 -1,483 5,185 2,510: -639 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.3 17.1 57.1 60.9 94.8 94.3: 5.2 5.7
Old : 100.0: 36.4 47.3 6.6 48.5 34.4 91.5 88.3: 8.5 11.7
Other: 100.0: 20.9 8.0 13.9 61.9 75.9 96.6 97.7: 3.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 44 67 47 55 48 127 136:
Old : 165: 40 65 28 41 35 97 112:
Other: 113: 32 21 28 47 38 92 75:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 25.0 40.4 41.3 22.5 18.4 32.4 30.4
Old : 30.8 21.5 47.8 32.9 30.4 20.9 45.2 32.1
Other: 33.6 33.1 50.1 55.8 31.0 25.6 45.4 45.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 788,946: 169,537 35,528 145,061 410,025 546,087 724,622 726,676: 64,324 62,270
Old : 788,946: 169,537 35,528 145,061 410,025 546,087 724,622 726,676: 64,324 62,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -6,864: -1,889 -10,132 -5,671 -2,706 8,854 -10,266 -6,950: 3,402 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.5 18.4 52.0 69.2 91.8 92.1: 8.2 7.9
Old : 100.0: 21.5 4.5 18.4 52.0 69.2 91.8 92.1: 8.2 7.9
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 : 208: 62 50 66 85 88 183 168:
Old : 208: 62 50 66 85 88 183 168:
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 : 13.6 19.0 24.2 30.3 12.5 14.1 21.4 22.5
Old : 13.6 19.0 24.2 30.3 12.5 14.1 21.4 22.5
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 17, 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 : 224,364: 28,410 26,950 85,691 102,487 102,820 216,588 215,461: 7,776 8,902
Old : 104,207: 26,373 25,589 32,374 40,716 40,387 99,463 98,351: 4,744 5,856
Other: 120,157: 11,039 10,363 44,315 61,771 62,433 117,125 117,111: 3,032 3,046
: : :
: : Changes in Commitments from: July 10, 2012 :
: -2,389: 787 -2,153 -3,219 -3,931 -596 -6,363 -5,967: 3,973 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.0 38.2 45.7 45.8 96.5 96.0: 3.5 4.0
Old : 100.0: 25.3 24.6 31.1 39.1 38.8 95.4 94.4: 4.6 5.6
Other: 100.0: 9.2 8.6 36.9 51.4 52.0 97.5 97.5: 2.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 86 112 120 131 127 287 300:
Old : 334: 93 100 79 92 106 224 246:
Other: 274: 61 72 70 114 101 218 202:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 16.8 25.4 26.7 7.6 7.2 13.6 11.8
Old : 13.9 13.8 24.6 24.1 12.4 10.2 21.0 17.7
Other: 20.4 21.1 32.5 33.0 10.1 8.7 15.9 13.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 69,197: 54,457 6,601 1,732 6,179 59,686 62,369 68,019: 6,828 1,178
Old : 69,197: 54,457 6,601 1,732 6,179 59,686 62,369 68,019: 6,828 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 3,785: 2,737 -1,808 893 312 4,831 3,941 3,916: -156 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 9.5 2.5 8.9 86.3 90.1 98.3: 9.9 1.7
Old : 100.0: 78.7 9.5 2.5 8.9 86.3 90.1 98.3: 9.9 1.7
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 : 118: 79 14 8 20 7 104 25:
Old : 118: 79 14 8 20 7 104 25:
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 : 38.6 91.7 56.2 94.7 37.3 90.5 54.9 92.9
Old : 38.6 91.7 56.2 94.7 37.3 90.5 54.9 92.9
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 17, 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 : 435,821: 25,946 56,382 3,069 387,143 361,871 416,158 421,322: 19,663 14,499
Old : 435,821: 25,946 56,382 3,069 387,143 361,871 416,158 421,322: 19,663 14,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -935: -1,599 492 186 60 -441 -1,352 238: 417 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.9 0.7 88.8 83.0 95.5 96.7: 4.5 3.3
Old : 100.0: 6.0 12.9 0.7 88.8 83.0 95.5 96.7: 4.5 3.3
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 : 240: 36 38 13 102 102 144 147:
Old : 240: 36 38 13 102 102 144 147:
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 : 32.4 30.3 47.3 40.9 28.9 30.1 43.6 40.2
Old : 32.4 30.3 47.3 40.9 28.9 30.1 43.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012