COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 272,327: 59,514 37,879 79,310 116,040 141,073 254,864 258,261: 17,463 14,066
Old : 269,681: 59,381 38,042 78,864 114,598 138,867 252,843 255,772: 16,838 13,909
Other: 2,646: 335 39 244 1,442 2,206 2,021 2,489: 625 157
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,273: 4,757 -3,042 1,328 -3,724 7,154 2,361 5,441: 1,912 -1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 13.9 29.1 42.6 51.8 93.6 94.8: 6.4 5.2
Old : 100.0: 22.0 14.1 29.2 42.5 51.5 93.8 94.8: 6.2 5.2
Other: 100.0: 12.6 1.5 9.2 54.5 83.4 76.4 94.1: 23.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 132 81 89 70 72 243 207:
Old : 305: 136 78 87 70 72 242 206:
Other: 51: 11 7 7 17 20 32 30:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 26.2 27.8 35.7 10.9 17.0 17.5 23.5
Old : 17.0 26.3 27.8 35.6 10.8 17.2 17.6 23.6
Other: 38.7 53.4 51.5 72.0 36.4 52.2 48.8 68.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 31,108: 8,732 7,316 6,342 13,323 14,341 28,398 28,000: 2,710 3,108
Old : 24,038: 7,590 7,262 3,629 10,521 10,222 21,741 21,113: 2,298 2,926
Other: 7,069: 1,391 304 2,463 2,802 4,120 6,657 6,887: 413 182
: : :
: : Changes in Commitments from: July 31, 2012 :
: 559: -16 -301 -118 526 695 392 276: 167 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 23.5 20.4 42.8 46.1 91.3 90.0: 8.7 10.0
Old : 100.0: 31.6 30.2 15.1 43.8 42.5 90.4 87.8: 9.6 12.2
Other: 100.0: 19.7 4.3 34.8 39.6 58.3 94.2 97.4: 5.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 41 32 22 26 15 75 61:
Old : 93: 36 30 20 26 15 68 59:
Other: 45: 16 12 17 16 5 43 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 : 25.4 50.1 41.1 63.3 25.4 44.7 36.7 52.1
Old : 27.6 48.5 41.3 60.1 26.5 43.5 39.5 53.1
Other: 44.4 72.0 60.7 85.5 35.7 51.7 44.7 55.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 208,334: 46,827 29,015 43,346 105,589 128,741 195,762 201,102: 12,571 7,231
Old : 41,876: 16,253 20,278 1,014 19,316 17,786 36,583 39,078: 5,293 2,798
Other: 166,458: 42,752 20,916 30,154 86,273 110,955 159,179 162,024: 7,278 4,433
: : :
: : Changes in Commitments from: July 31, 2012 :
: -2,038: 4,337 399 -680 -5,944 768 -2,287 487: 249 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.9 20.8 50.7 61.8 94.0 96.5: 6.0 3.5
Old : 100.0: 38.8 48.4 2.4 46.1 42.5 87.4 93.3: 12.6 6.7
Other: 100.0: 25.7 12.6 18.1 51.8 66.7 95.6 97.3: 4.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 64 48 56 54 51 147 128:
Old : 125: 39 32 7 30 32 74 66:
Other: 155: 51 38 43 48 43 121 104:
:----------------------------------------------------------------------------------------------------
: 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 26.4 37.6 43.8 20.9 20.0 30.6 33.0
Old : 29.8 27.6 45.5 45.5 29.8 27.6 44.2 43.3
Other: 27.5 28.6 40.4 47.9 24.5 20.7 36.0 35.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 805,285: 171,612 35,590 145,620 411,783 558,298 729,015 739,508: 76,270 65,778
Old : 805,285: 171,612 35,590 145,620 411,783 558,298 729,015 739,508: 76,270 65,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 1,040: -10,445 6,575 3,849 7,205 -15,182 609 -4,757: 430 5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.4 18.1 51.1 69.3 90.5 91.8: 9.5 8.2
Old : 100.0: 21.3 4.4 18.1 51.1 69.3 90.5 91.8: 9.5 8.2
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 : 207: 70 41 73 87 86 188 171:
Old : 207: 70 41 73 87 86 188 171:
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 : 13.2 19.6 22.8 31.0 12.3 16.4 21.1 25.8
Old : 13.2 19.6 22.8 31.0 12.3 16.4 21.1 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, August 7, 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 : 219,674: 28,292 28,438 84,540 99,424 98,117 212,256 211,095: 7,418 8,579
Old : 78,967: 21,730 16,819 25,154 28,332 32,464 75,216 74,436: 3,751 4,531
Other: 140,707: 14,410 19,468 51,538 71,092 65,653 137,040 136,659: 3,667 4,048
: : :
: : Changes in Commitments from: July 31, 2012 :
: 355: 1,219 2,209 1,090 -1,649 -2,572 661 727: -307 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.9 38.5 45.3 44.7 96.6 96.1: 3.4 3.9
Old : 100.0: 27.5 21.3 31.9 35.9 41.1 95.3 94.3: 4.7 5.7
Other: 100.0: 10.2 13.8 36.6 50.5 46.7 97.4 97.1: 2.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 106 110 134 134 130 310 320:
Old : 335: 103 90 80 89 105 227 240:
Other: 321: 77 92 93 117 113 250 248:
:----------------------------------------------------------------------------------------------------
: 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 25.5 25.9 7.3 6.8 13.5 11.5
Old : 17.5 14.4 28.3 24.8 13.0 10.7 20.3 17.5
Other: 18.1 19.5 28.6 30.7 9.2 8.1 15.1 12.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 66,461: 49,130 9,869 1,932 9,747 53,208 60,810 65,010: 5,651 1,451
Old : 66,461: 49,130 9,869 1,932 9,747 53,208 60,810 65,010: 5,651 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -346: -189 2,664 80 141 -3,328 32 -583: -379 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 14.8 2.9 14.7 80.1 91.5 97.8: 8.5 2.2
Old : 100.0: 73.9 14.8 2.9 14.7 80.1 91.5 97.8: 8.5 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 : 99: 67 12 9 15 7 84 27:
Old : 99: 67 12 9 15 7 84 27:
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 : 42.9 92.0 58.6 95.0 41.1 91.2 56.9 92.6
Old : 42.9 92.0 58.6 95.0 41.1 91.2 56.9 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, August 7, 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 : 434,284: 31,010 54,491 3,107 382,132 362,822 416,249 420,420: 18,034 13,863
Old : 434,284: 31,010 54,491 3,107 382,132 362,822 416,249 420,420: 18,034 13,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -5,231: 9,218 1,701 -535 -13,052 -6,057 -4,370 -4,892: -861 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.5 0.7 88.0 83.5 95.8 96.8: 4.2 3.2
Old : 100.0: 7.1 12.5 0.7 88.0 83.5 95.8 96.8: 4.2 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 : 248: 39 35 14 108 107 154 149:
Old : 248: 39 35 14 108 107 154 149:
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 29.8 46.7 40.3 28.8 29.7 43.0 40.1
Old : 32.2 29.8 46.7 40.3 28.8 29.7 43.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012