COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 268,054: 54,757 40,921 77,981 119,764 133,918 252,502 252,821: 15,551 15,233 Old : 265,787: 54,740 40,975 77,642 118,497 132,091 250,879 250,708: 14,909 15,079 Other: 2,266: 114 41 244 1,266 1,827 1,624 2,113: 643 154 : : : : : Changes in Commitments from: July 24, 2012 : : 6,140: -2,159 1,969 3,183 4,557 2,211 5,581 7,362: 559 -1,222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 15.3 29.1 44.7 50.0 94.2 94.3: 5.8 5.7 Old : 100.0: 20.6 15.4 29.2 44.6 49.7 94.4 94.3: 5.6 5.7 Other: 100.0: 5.0 1.8 10.8 55.9 80.6 71.6 93.2: 28.4 6.8 : : : :# Traders : Number of Traders in Each Category : All : 299: 124 87 84 68 72 228 210: Old : 299: 125 86 83 68 72 228 209: Other: 41: 8 6 7 15 16 26 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 : 17.5 25.5 28.5 35.1 11.1 17.8 18.3 23.7 Old : 17.5 25.6 28.6 35.2 11.1 18.1 18.3 23.8 Other: 40.0 54.0 52.9 71.8 37.3 52.5 48.2 68.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 30,549: 8,748 7,617 6,460 12,798 13,647 28,006 27,724: 2,543 2,825 Old : 23,862: 7,891 7,562 3,720 10,080 9,928 21,690 21,210: 2,172 2,652 Other: 6,687: 1,113 310 2,485 2,718 3,718 6,316 6,514: 371 173 : : : : : Changes in Commitments from: July 24, 2012 : : 1,099: 238 306 162 636 368 1,037 836: 62 263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 24.9 21.1 41.9 44.7 91.7 90.8: 8.3 9.2 Old : 100.0: 33.1 31.7 15.6 42.2 41.6 90.9 88.9: 9.1 11.1 Other: 100.0: 16.6 4.6 37.2 40.6 55.6 94.5 97.4: 5.5 2.6 : : : :# Traders : Number of Traders in Each Category : All : 104: 40 35 24 27 14 79 62: Old : 95: 39 28 22 27 13 70 59: Other: 46: 18 11 17 16 5 44 23: :---------------------------------------------------------------------------------------------------- : 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 49.2 39.9 63.4 25.3 45.7 36.6 53.5 Old : 26.7 48.4 40.1 60.5 26.7 45.4 39.9 55.4 Other: 42.9 71.5 60.2 86.1 33.7 49.4 42.2 52.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 210,372: 42,490 28,617 44,026 111,533 127,972 198,050 200,616: 12,322 9,756 Old : 64,918: 25,122 32,173 4,078 28,315 22,396 57,514 58,647: 7,404 6,271 Other: 145,454: 32,586 11,661 24,731 83,218 105,576 140,536 141,969: 4,918 3,485 : : : : : Changes in Commitments from: July 24, 2012 : : 4,469: 1,146 -5,860 5,836 -4,702 5,422 2,279 5,398: 2,190 -929 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 13.6 20.9 53.0 60.8 94.1 95.4: 5.9 4.6 Old : 100.0: 38.7 49.6 6.3 43.6 34.5 88.6 90.3: 11.4 9.7 Other: 100.0: 22.4 8.0 17.0 57.2 72.6 96.6 97.6: 3.4 2.4 : : : :# Traders : Number of Traders in Each Category : All : 181: 50 62 57 55 49 139 138: Old : 168: 46 63 26 42 35 103 109: Other: 133: 44 27 34 46 42 105 88: :---------------------------------------------------------------------------------------------------- : 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 : 25.7 24.5 38.1 41.7 21.0 18.0 30.7 30.9 Old : 30.1 20.3 45.8 33.3 29.4 20.2 43.1 32.4 Other: 32.2 30.7 45.9 52.0 27.9 24.2 39.7 39.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 804,245: 182,057 29,015 141,771 404,578 573,479 728,406 744,264: 75,840 59,981 Old : 804,245: 182,057 29,015 141,771 404,578 573,479 728,406 744,264: 75,840 59,981 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,509: -1,279 1,547 -4,189 8,653 3,346 3,185 704: -1,676 805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 3.6 17.6 50.3 71.3 90.6 92.5: 9.4 7.5 Old : 100.0: 22.6 3.6 17.6 50.3 71.3 90.6 92.5: 9.4 7.5 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 : 212: 81 34 72 88 87 195 168: Old : 212: 81 34 72 88 87 195 168: 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 : 12.8 20.1 22.6 31.9 12.2 16.4 20.8 26.3 Old : 12.8 20.1 22.6 31.9 12.2 16.4 20.8 26.3 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 31, 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 : 219,319: 27,072 26,230 83,450 101,073 100,689 211,595 210,368: 7,725 8,951 Old : 91,813: 23,753 22,071 27,915 35,710 36,383 87,378 86,369: 4,435 5,443 Other: 127,507: 10,221 11,060 48,633 65,363 64,306 124,217 123,999: 3,290 3,508 : : : : : Changes in Commitments from: July 24, 2012 : : 1,130: -71 206 713 951 299 1,593 1,218: -464 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 12.0 38.0 46.1 45.9 96.5 95.9: 3.5 4.1 Old : 100.0: 25.9 24.0 30.4 38.9 39.6 95.2 94.1: 4.8 5.9 Other: 100.0: 8.0 8.7 38.1 51.3 50.4 97.4 97.2: 2.6 2.8 : : : :# Traders : Number of Traders in Each Category : All : 376: 95 114 127 135 130 303 312: Old : 339: 97 99 80 93 99 225 243: Other: 299: 74 74 86 119 113 241 230: :---------------------------------------------------------------------------------------------------- : 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 : 15.8 17.0 25.3 26.6 7.5 7.0 13.6 11.7 Old : 14.8 12.9 24.8 23.8 11.8 11.2 19.7 18.9 Other: 19.8 21.7 30.4 33.6 9.0 8.7 14.9 13.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 66,807: 49,319 7,205 1,852 9,606 56,536 60,777 65,593: 6,030 1,214 Old : 66,807: 49,319 7,205 1,852 9,606 56,536 60,777 65,593: 6,030 1,214 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -3,358: -5,924 26 28 3,715 -3,507 -2,181 -3,453: -1,177 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 10.8 2.8 14.4 84.6 91.0 98.2: 9.0 1.8 Old : 100.0: 73.8 10.8 2.8 14.4 84.6 91.0 98.2: 9.0 1.8 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 : 106: 72 12 10 16 8 89 30: Old : 106: 72 12 10 16 8 89 30: 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 : 39.3 91.7 57.1 94.9 37.6 90.9 55.4 92.5 Old : 39.3 91.7 57.1 94.9 37.6 90.9 55.4 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, July 31, 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 : 439,515: 21,792 52,790 3,643 395,184 368,879 420,619 425,312: 18,896 14,202 Old : 439,515: 21,792 52,790 3,643 395,184 368,879 420,619 425,312: 18,896 14,202 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -4,875: -902 -3,885 -1,336 -3,741 220 -5,979 -5,000: 1,105 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 12.0 0.8 89.9 83.9 95.7 96.8: 4.3 3.2 Old : 100.0: 5.0 12.0 0.8 89.9 83.9 95.7 96.8: 4.3 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 : 244: 35 36 13 107 105 149 147: Old : 244: 35 36 13 107 105 149 147: 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 : 32.5 29.8 47.4 40.2 29.0 29.7 43.6 39.7 Old : 32.5 29.8 47.4 40.2 29.0 29.7 43.6 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012