COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 271,922: 56,213 35,856 81,129 117,935 139,253 255,276 256,237: 16,646 15,685
Old : 268,799: 56,189 36,528 79,929 116,647 136,768 252,765 253,224: 16,033 15,575
Other: 3,123: 819 123 405 1,288 2,485 2,511 3,013: 612 110
: : :
: : Changes in Commitments from: August 7, 2012 :
: -405: -3,302 -2,023 1,819 1,895 -1,820 413 -2,024: -818 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.2 29.8 43.4 51.2 93.9 94.2: 6.1 5.8
Old : 100.0: 20.9 13.6 29.7 43.4 50.9 94.0 94.2: 6.0 5.8
Other: 100.0: 26.2 3.9 13.0 41.2 79.6 80.4 96.5: 19.6 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 119 90 92 70 74 239 213:
Old : 302: 120 91 89 70 74 238 211:
Other: 53: 12 7 7 19 20 35 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 : 17.2 26.9 27.7 36.7 10.5 17.2 17.5 23.6
Old : 17.3 27.1 27.9 36.8 10.6 17.5 17.6 23.7
Other: 40.0 51.9 55.6 71.7 38.0 48.9 50.6 65.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 31,252: 8,973 7,057 6,127 13,177 14,713 28,277 27,897: 2,976 3,355
Old : 23,126: 7,167 6,977 3,441 10,020 9,659 20,629 20,077: 2,497 3,049
Other: 8,126: 2,184 458 2,307 3,157 5,055 7,648 7,820: 478 306
: : :
: : Changes in Commitments from: August 7, 2012 :
: 145: 241 -259 -216 -146 372 -121 -103: 265 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.6 19.6 42.2 47.1 90.5 89.3: 9.5 10.7
Old : 100.0: 31.0 30.2 14.9 43.3 41.8 89.2 86.8: 10.8 13.2
Other: 100.0: 26.9 5.6 28.4 38.8 62.2 94.1 96.2: 5.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 39 32 23 26 17 75 62:
Old : 90: 37 26 21 26 16 67 59:
Other: 47: 16 13 17 17 6 44 25:
:----------------------------------------------------------------------------------------------------
: 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 49.9 40.7 62.3 26.0 45.9 37.7 53.2
Old : 28.7 47.0 42.5 59.0 28.7 44.3 41.6 54.2
Other: 48.5 70.0 64.2 84.3 43.3 57.5 53.7 61.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 209,504: 52,769 31,787 39,448 103,738 130,667 195,955 201,902: 13,549 7,602
Old : 13,577: 2,674 6,731 0 8,411 4,803 11,085 11,534: 2,492 2,043
Other: 195,927: 54,762 29,723 34,780 95,327 125,864 184,870 190,368: 11,057 5,559
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,170: 5,942 2,771 -3,898 -1,851 1,927 193 800: 978 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.2 18.8 49.5 62.4 93.5 96.4: 6.5 3.6
Old : 100.0: 19.7 49.6 0.0 62.0 35.4 81.6 85.0: 18.4 15.0
Other: 100.0: 28.0 15.2 17.8 48.7 64.2 94.4 97.2: 5.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 69 48 50 51 46 149 118:
Old : 63: 14 13 0 22 17 36 30:
Other: 180: 67 48 44 46 44 138 113:
:----------------------------------------------------------------------------------------------------
: 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 26.9 38.3 44.4 21.1 20.3 30.9 33.9
Old : 49.2 38.2 62.7 59.1 48.6 37.7 59.6 55.4
Other: 26.2 27.4 38.7 46.1 22.4 21.6 32.6 35.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 826,095: 156,218 53,911 157,013 432,737 539,685 745,967 750,609: 80,127 75,486
Old : 826,095: 156,218 53,911 157,013 432,737 539,685 745,967 750,609: 80,127 75,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 20,809: -15,395 18,321 11,393 20,954 -18,613 16,952 11,101: 3,858 9,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.5 19.0 52.4 65.3 90.3 90.9: 9.7 9.1
Old : 100.0: 18.9 6.5 19.0 52.4 65.3 90.3 90.9: 9.7 9.1
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: 69 43 78 91 88 191 180:
Old : 211: 69 43 78 91 88 191 180:
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 : 12.4 18.7 21.8 29.9 11.6 15.4 20.3 23.9
Old : 12.4 18.7 21.8 29.9 11.6 15.4 20.3 23.9
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 14, 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 : 190,188: 28,466 35,241 59,087 95,406 86,814 182,959 181,142: 7,229 9,046
Old : 20,439: 8,475 5,412 138 9,456 11,691 18,069 17,241: 2,370 3,198
Other: 169,749: 24,531 34,369 54,409 85,950 75,123 164,890 163,901: 4,859 5,848
: : :
: : Changes in Commitments from: August 7, 2012 :
: -29,486: 174 6,803 -25,453 -4,018 -11,303 -29,297 -29,953: -189 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.5 31.1 50.2 45.6 96.2 95.2: 3.8 4.8
Old : 100.0: 41.5 26.5 0.7 46.3 57.2 88.4 84.4: 11.6 15.6
Other: 100.0: 14.5 20.2 32.1 50.6 44.3 97.1 96.6: 2.9 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 99 111 112 130 125 284 307:
Old : 198: 47 30 5 62 69 111 102:
Other: 358: 86 121 101 120 117 260 291:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 15.5 23.8 24.7 8.6 7.3 15.5 12.7
Old : 19.1 26.6 30.5 41.5 19.1 26.4 30.5 40.0
Other: 15.9 16.6 26.0 26.3 9.1 7.6 16.3 12.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 63,185: 46,497 8,242 1,975 8,784 51,487 57,256 61,705: 5,929 1,481
Old : 63,185: 46,497 8,242 1,975 8,784 51,487 57,256 61,705: 5,929 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -3,276: -2,633 -1,627 43 -964 -1,721 -3,554 -3,305: 278 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 13.0 3.1 13.9 81.5 90.6 97.7: 9.4 2.3
Old : 100.0: 73.6 13.0 3.1 13.9 81.5 90.6 97.7: 9.4 2.3
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 : 101: 67 14 7 14 8 82 29:
Old : 101: 67 14 7 14 8 82 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 : 42.6 89.5 58.5 93.5 40.8 88.7 56.7 91.2
Old : 42.6 89.5 58.5 93.5 40.8 88.7 56.7 91.2
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 14, 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 : 430,930: 27,945 56,651 2,891 381,907 357,022 412,743 416,564: 18,187 14,366
Old : 430,930: 27,945 56,651 2,891 381,907 357,022 412,743 416,564: 18,187 14,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -3,354: -3,065 2,160 -216 -225 -5,800 -3,506 -3,857: 153 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.1 0.7 88.6 82.8 95.8 96.7: 4.2 3.3
Old : 100.0: 6.5 13.1 0.7 88.6 82.8 95.8 96.7: 4.2 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 : 243: 36 37 13 104 107 147 150:
Old : 243: 36 37 13 104 107 147 150:
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 : 32.3 29.9 47.0 40.7 28.8 29.9 43.2 40.6
Old : 32.3 29.9 47.0 40.7 28.8 29.9 43.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012