COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 271,380: 58,790 29,125 82,611 112,980 144,916 254,380 256,652: 16,999 14,728 Old : 267,400: 58,812 29,855 81,070 111,203 141,862 251,085 252,788: 16,315 14,613 Other: 3,979: 826 118 693 1,777 3,053 3,295 3,864: 684 115 : : : : : Changes in Commitments from: August 21, 2012 : : -862: -2,334 -5,262 951 -247 2,360 -1,630 -1,952: 767 1,090 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 10.7 30.4 41.6 53.4 93.7 94.6: 6.3 5.4 Old : 100.0: 22.0 11.2 30.3 41.6 53.1 93.9 94.5: 6.1 5.5 Other: 100.0: 20.8 3.0 17.4 44.7 76.7 82.8 97.1: 17.2 2.9 : : : :# Traders : Number of Traders in Each Category : All : 294: 127 78 97 68 73 238 208: Old : 294: 129 76 93 68 73 236 206: Other: 53: 11 7 7 18 23 34 32: :---------------------------------------------------------------------------------------------------- : 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 : 15.6 27.1 25.5 37.0 10.5 18.7 17.0 25.1 Old : 15.7 27.3 25.7 37.1 10.6 19.0 17.2 25.3 Other: 34.8 47.5 54.1 66.9 33.0 44.4 45.2 58.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 29,842: 9,417 5,503 5,275 12,270 16,678 26,962 27,455: 2,880 2,387 Old : 21,217: 7,712 5,367 2,197 8,990 11,689 18,900 19,253: 2,317 1,964 Other: 8,625: 2,044 474 2,739 3,279 4,989 8,062 8,202: 563 423 : : : : : Changes in Commitments from: August 21, 2012 : : -241: 93 -864 51 -289 894 -145 81: -96 -322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 18.4 17.7 41.1 55.9 90.3 92.0: 9.7 8.0 Old : 100.0: 36.3 25.3 10.4 42.4 55.1 89.1 90.7: 10.9 9.3 Other: 100.0: 23.7 5.5 31.8 38.0 57.8 93.5 95.1: 6.5 4.9 : : : :# Traders : Number of Traders in Each Category : All : 96: 44 26 20 22 15 78 49: Old : 85: 38 22 18 22 13 68 45: Other: 51: 17 13 16 16 11 43 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 : 26.8 57.7 41.2 70.2 26.7 53.9 39.1 59.7 Old : 32.1 63.7 46.3 73.4 32.0 60.7 46.2 68.1 Other: 46.4 61.1 62.7 76.3 39.3 45.6 49.5 51.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 211,987: 56,301 33,909 41,899 100,119 129,692 198,319 205,500: 13,668 6,487 Old : 192: 0 2 0 192 134 192 136: 0 56 Other: 211,795: 56,303 33,909 41,897 99,927 129,558 198,127 205,364: 13,668 6,431 : : : : : Changes in Commitments from: August 21, 2012 : : 2,565: -699 -3,315 2,322 -218 3,711 1,405 2,719: 1,160 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 16.0 19.8 47.2 61.2 93.6 96.9: 6.4 3.1 Old : 100.0: 0.0 1.0 0.0 100.0 69.8 100.0 70.8: 0.0 29.2 Other: 100.0: 26.6 16.0 19.8 47.2 61.2 93.5 97.0: 6.5 3.0 : : : :# Traders : Number of Traders in Each Category : All : 196: 83 44 46 49 46 155 116: Old : 8: 0 1 0 1 6 1 7: Other: 196: 83 44 46 49 46 155 116: :---------------------------------------------------------------------------------------------------- : 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 : 25.8 26.3 37.7 43.6 20.4 20.5 30.5 34.3 Old : 100.0 65.6 100.0 70.8 100.0 65.6 100.0 70.8 Other: 25.7 26.2 37.6 43.6 20.4 20.5 30.5 34.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 878,285: 160,617 83,735 174,739 460,260 531,192 795,617 789,667: 82,668 88,618 Old : 878,285: 160,617 83,735 174,739 460,260 531,192 795,617 789,667: 82,668 88,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2012 : : 33,371: 11,745 8,308 11,450 6,832 7,018 30,027 26,776: 3,344 6,595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 9.5 19.9 52.4 60.5 90.6 89.9: 9.4 10.1 Old : 100.0: 18.3 9.5 19.9 52.4 60.5 90.6 89.9: 9.4 10.1 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 : 217: 59 59 80 89 87 190 187: Old : 217: 59 59 80 89 87 190 187: 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 : 12.1 18.6 21.4 29.0 11.1 15.0 19.4 22.5 Old : 12.1 18.6 21.4 29.0 11.1 15.0 19.4 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, August 28, 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 : 194,236: 29,872 45,791 59,688 96,710 80,333 186,270 185,811: 7,966 8,424 Old : 258: 0 8 0 233 171 233 179: 25 79 Other: 193,978: 29,880 45,791 59,680 96,477 80,162 186,037 185,632: 7,941 8,345 : : : : : Changes in Commitments from: August 21, 2012 : : 3,173: 707 2,848 1,678 896 -968 3,282 3,558: -109 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 23.6 30.7 49.8 41.4 95.9 95.7: 4.1 4.3 Old : 100.0: 0.0 3.1 0.0 90.3 66.3 90.3 69.4: 9.7 30.6 Other: 100.0: 15.4 23.6 30.8 49.7 41.3 95.9 95.7: 4.1 4.3 : : : :# Traders : Number of Traders in Each Category : All : 385: 108 117 105 131 119 291 297: Old : 16: 0 2 0 1 13 1 15: Other: 385: 108 117 105 131 119 291 297: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 14.8 24.1 23.5 8.7 8.0 15.7 13.9 Old : 90.3 47.3 90.3 60.5 90.3 47.3 90.3 60.5 Other: 14.8 14.8 24.2 23.5 8.7 8.0 15.7 13.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 65,638: 46,322 10,178 2,535 12,299 50,963 61,157 63,676: 4,481 1,961 Old : 65,638: 46,322 10,178 2,535 12,299 50,963 61,157 63,676: 4,481 1,961 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2012 : : -418: -1,822 93 245 2,414 -953 837 -615: -1,255 197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 15.5 3.9 18.7 77.6 93.2 97.0: 6.8 3.0 Old : 100.0: 70.6 15.5 3.9 18.7 77.6 93.2 97.0: 6.8 3.0 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 : 103: 59 22 10 13 11 75 41: Old : 103: 59 22 10 13 11 75 41: 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 : 53.5 82.9 66.1 88.0 51.3 82.1 63.7 87.0 Old : 53.5 82.9 66.1 88.0 51.3 82.1 63.7 87.0 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 28, 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 : 437,248: 38,908 55,354 2,028 375,387 358,783 416,323 416,165: 20,925 21,083 Old : 437,248: 38,908 55,354 2,028 375,387 358,783 416,323 416,165: 20,925 21,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2012 : : 3,208: 5,290 2,432 53 -2,483 -1,955 2,859 529: 348 2,678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 12.7 0.5 85.9 82.1 95.2 95.2: 4.8 4.8 Old : 100.0: 8.9 12.7 0.5 85.9 82.1 95.2 95.2: 4.8 4.8 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 : 249: 39 34 8 112 102 155 140: Old : 249: 39 34 8 112 102 155 140: 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 : 31.5 29.3 43.8 40.0 27.8 29.2 39.8 39.2 Old : 31.5 29.3 43.8 40.0 27.8 29.2 39.8 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012