COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 261,914: 56,917 38,952 74,798 115,206 131,708 246,922 245,459: 14,992 16,455 Old : 259,772: 56,901 39,001 74,470 113,931 130,006 245,302 243,477: 14,470 16,295 Other: 2,142: 104 40 240 1,276 1,702 1,620 1,981: 522 160 : : : : : Changes in Commitments from: July 17, 2012 : : 3,128: -3,539 -458 451 6,479 2,239 3,391 2,232: -263 896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 14.9 28.6 44.0 50.3 94.3 93.7: 5.7 6.3 Old : 100.0: 21.9 15.0 28.7 43.9 50.0 94.4 93.7: 5.6 6.3 Other: 100.0: 4.9 1.9 11.2 59.6 79.4 75.6 92.5: 24.4 7.5 : : : :# Traders : Number of Traders in Each Category : All : 299: 125 87 78 66 72 222 208: Old : 299: 125 87 77 66 72 222 207: Other: 41: 8 6 7 14 16 25 26: :---------------------------------------------------------------------------------------------------- : 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 : 18.1 26.1 29.3 36.0 11.6 18.7 18.4 24.8 Old : 18.1 26.2 29.3 36.1 11.5 18.9 18.4 25.0 Other: 42.9 50.9 56.6 69.8 40.0 49.4 51.8 67.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 29,450: 8,510 7,311 6,298 12,161 13,278 26,969 26,888: 2,481 2,562 Old : 23,149: 7,842 7,302 3,648 9,529 9,798 21,019 20,749: 2,131 2,401 Other: 6,300: 942 283 2,376 2,633 3,480 5,951 6,139: 350 162 : : : : : Changes in Commitments from: July 17, 2012 : : -146: -278 1,340 -384 520 -1,663 -143 -708: -4 561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 24.8 21.4 41.3 45.1 91.6 91.3: 8.4 8.7 Old : 100.0: 33.9 31.5 15.8 41.2 42.3 90.8 89.6: 9.2 10.4 Other: 100.0: 14.9 4.5 37.7 41.8 55.2 94.4 97.4: 5.6 2.6 : : : :# Traders : Number of Traders in Each Category : All : 97: 38 30 21 28 15 74 58: Old : 89: 33 27 19 28 14 66 55: Other: 42: 15 10 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 : 25.6 50.6 40.5 65.1 25.5 47.3 36.9 55.1 Old : 27.1 50.2 40.6 62.7 27.1 47.3 40.2 57.1 Other: 43.9 72.0 61.9 87.0 34.9 51.2 43.4 53.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 205,903: 41,344 34,476 38,191 116,235 122,551 195,770 195,218: 10,132 10,685 Old : 71,030: 25,004 36,592 4,346 35,526 22,087 64,875 63,024: 6,155 8,005 Other: 134,873: 29,471 11,014 20,715 80,710 100,464 130,895 132,193: 3,978 2,679 : : : : : Changes in Commitments from: July 17, 2012 : : 4,426: -228 1,579 3,748 1,269 -169 4,789 5,158: -363 -731 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 16.7 18.5 56.5 59.5 95.1 94.8: 4.9 5.2 Old : 100.0: 35.2 51.5 6.1 50.0 31.1 91.3 88.7: 8.7 11.3 Other: 100.0: 21.9 8.2 15.4 59.8 74.5 97.1 98.0: 2.9 2.0 : : : :# Traders : Number of Traders in Each Category : All : 179: 42 71 52 54 51 129 144: Old : 170: 44 65 27 46 35 104 113: Other: 122: 33 29 32 46 41 96 86: :---------------------------------------------------------------------------------------------------- : 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 : 26.1 24.5 39.7 40.6 22.2 17.7 32.1 29.3 Old : 32.3 19.7 49.0 32.6 32.1 18.8 47.4 31.3 Other: 33.2 32.4 49.1 54.8 30.3 24.9 44.1 43.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 802,736: 183,337 27,467 145,959 395,925 570,134 725,221 743,560: 77,516 59,176 Old : 802,736: 183,337 27,467 145,959 395,925 570,134 725,221 743,560: 77,516 59,176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 13,790: 13,800 -8,061 899 -14,100 24,046 598 16,884: 13,192 -3,094 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 3.4 18.2 49.3 71.0 90.3 92.6: 9.7 7.4 Old : 100.0: 22.8 3.4 18.2 49.3 71.0 90.3 92.6: 9.7 7.4 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 : 211: 73 40 69 87 88 192 166: Old : 211: 73 40 69 87 88 192 166: 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 : 13.1 20.2 23.0 31.7 12.4 16.1 21.0 25.8 Old : 13.1 20.2 23.0 31.7 12.4 16.1 21.0 25.8 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 24, 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 : 218,190: 27,143 26,023 82,737 100,121 100,390 210,001 209,150: 8,188 9,039 Old : 97,729: 23,547 24,413 30,543 38,730 36,880 92,820 91,836: 4,909 5,893 Other: 120,461: 11,255 9,270 44,535 61,392 63,510 117,182 117,314: 3,279 3,147 : : : : : Changes in Commitments from: July 17, 2012 : : -6,174: -1,267 -927 -2,954 -2,366 -2,430 -6,586 -6,311: 412 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 11.9 37.9 45.9 46.0 96.2 95.9: 3.8 4.1 Old : 100.0: 24.1 25.0 31.3 39.6 37.7 95.0 94.0: 5.0 6.0 Other: 100.0: 9.3 7.7 37.0 51.0 52.7 97.3 97.4: 2.7 2.6 : : : :# Traders : Number of Traders in Each Category : All : 362: 100 102 122 132 127 291 302: Old : 334: 94 98 82 92 98 224 240: Other: 280: 65 71 76 113 109 224 214: :---------------------------------------------------------------------------------------------------- : 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 : 15.5 16.6 24.9 26.4 7.6 7.1 13.8 11.9 Old : 14.6 13.1 25.1 23.5 12.2 10.7 21.1 17.6 Other: 19.8 21.5 31.3 33.6 8.9 8.8 14.6 13.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 70,165: 55,243 7,179 1,824 5,891 60,043 62,959 69,046: 7,206 1,119 Old : 70,165: 55,243 7,179 1,824 5,891 60,043 62,959 69,046: 7,206 1,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 968: 786 578 92 -288 357 590 1,027: 379 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 10.2 2.6 8.4 85.6 89.7 98.4: 10.3 1.6 Old : 100.0: 78.7 10.2 2.6 8.4 85.6 89.7 98.4: 10.3 1.6 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 : 115: 79 13 10 18 7 103 25: Old : 115: 79 13 10 18 7 103 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 : 36.4 91.3 51.4 94.2 35.1 90.0 50.1 92.6 Old : 36.4 91.3 51.4 94.2 35.1 90.0 50.1 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 24, 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 : 444,390: 22,694 56,675 4,979 398,925 368,659 426,598 430,313: 17,791 14,077 Old : 444,390: 22,694 56,675 4,979 398,925 368,659 426,598 430,313: 17,791 14,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 8,568: -3,252 293 1,910 11,782 6,788 10,440 8,990: -1,872 -422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 12.8 1.1 89.8 83.0 96.0 96.8: 4.0 3.2 Old : 100.0: 5.1 12.8 1.1 89.8 83.0 96.0 96.8: 4.0 3.2 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 : 242: 34 40 13 104 103 146 148: Old : 242: 34 40 13 104 103 146 148: 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 : 32.2 30.0 47.6 40.5 28.9 29.8 44.0 40.1 Old : 32.2 30.0 47.6 40.5 28.9 29.8 44.0 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012