COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 276,897: 61,611 27,168 83,030 115,498 151,586 260,139 261,784: 16,758 15,113
Old : 272,185: 61,615 27,817 81,572 112,979 147,800 256,166 257,189: 16,019 14,996
Other: 4,712: 759 114 695 2,518 3,786 3,972 4,595: 739 117
: : :
: : Changes in Commitments from: August 28, 2012 :
: 5,517: 2,822 -1,957 419 2,518 6,670 5,758 5,132: -241 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.8 30.0 41.7 54.7 93.9 94.5: 6.1 5.5
Old : 100.0: 22.6 10.2 30.0 41.5 54.3 94.1 94.5: 5.9 5.5
Other: 100.0: 16.1 2.4 14.7 53.4 80.4 84.3 97.5: 15.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 133 78 98 64 71 238 210:
Old : 299: 133 78 94 64 71 236 208:
Other: 57: 16 4 7 20 23 38 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 : 15.2 28.3 24.9 38.1 10.1 20.0 16.6 26.2
Old : 15.3 28.5 25.1 38.2 10.3 20.6 16.9 26.6
Other: 40.3 49.9 55.0 66.2 37.2 44.6 48.1 58.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 30,322: 9,313 5,745 5,457 12,689 16,956 27,459 28,157: 2,863 2,165
Old : 21,562: 7,669 5,530 2,326 9,297 12,009 19,292 19,865: 2,270 1,697
Other: 8,760: 1,902 473 2,873 3,392 4,947 8,166 8,292: 593 467
: : :
: : Changes in Commitments from: August 28, 2012 :
: 480: -105 242 182 419 278 497 702: -17 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 18.9 18.0 41.8 55.9 90.6 92.9: 9.4 7.1
Old : 100.0: 35.6 25.6 10.8 43.1 55.7 89.5 92.1: 10.5 7.9
Other: 100.0: 21.7 5.4 32.8 38.7 56.5 93.2 94.7: 6.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 40 30 20 25 14 80 49:
Old : 87: 40 21 18 25 10 71 43:
Other: 50: 14 15 16 16 11 43 29:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 60.3 40.8 72.5 26.0 56.2 38.2 60.6
Old : 32.2 67.9 46.2 76.7 32.2 64.9 46.1 70.2
Other: 45.5 60.0 62.6 75.4 37.9 43.9 48.0 48.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 222,915: 58,512 26,232 48,950 101,415 141,876 208,877 217,058: 14,038 5,857
Old : 208,664: 58,957 22,652 46,779 89,063 133,494 194,799 202,925: 13,866 5,740
Other: 14,251: 120 4,145 1,606 12,352 8,382 14,079 14,133: 172 117
: : :
: : Changes in Commitments from: August 28, 2012 :
: 10,928: 2,211 -7,677 7,051 1,296 12,184 10,558 11,558: 369 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 11.8 22.0 45.5 63.6 93.7 97.4: 6.3 2.6
Old : 100.0: 28.3 10.9 22.4 42.7 64.0 93.4 97.2: 6.6 2.8
Other: 100.0: 0.8 29.1 11.3 86.7 58.8 98.8 99.2: 1.2 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 83 47 47 49 47 161 115:
Old : 198: 83 47 47 48 46 160 114:
Other: 35: 3 4 6 17 17 24 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 : 24.5 26.0 37.2 44.8 19.0 21.0 28.4 33.1
Old : 22.3 26.1 35.4 42.6 17.0 22.9 27.0 35.4
Other: 78.9 83.9 93.7 94.1 70.2 72.5 78.6 79.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 896,349: 158,964 101,730 184,798 470,753 521,471 814,515 807,999: 81,834 88,350
Old : 896,349: 158,964 101,730 184,798 470,753 521,471 814,515 807,999: 81,834 88,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 18,064: -1,653 17,995 10,058 10,494 -9,722 18,898 18,332: -835 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.3 20.6 52.5 58.2 90.9 90.1: 9.1 9.9
Old : 100.0: 17.7 11.3 20.6 52.5 58.2 90.9 90.1: 9.1 9.9
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: 55 64 81 86 87 184 192:
Old : 217: 55 64 81 86 87 184 192:
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 : 12.0 18.7 21.5 28.6 10.9 14.4 18.8 21.4
Old : 12.0 18.7 21.5 28.6 10.9 14.4 18.8 21.4
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, September 4, 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 : 197,070: 30,017 48,431 60,941 97,276 78,808 188,234 188,180: 8,836 8,890
Old : 194,944: 30,395 48,550 60,141 95,801 77,593 186,336 186,284: 8,608 8,660
Other: 2,126: 147 405 276 1,475 1,215 1,898 1,896: 228 230
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,835: 146 2,640 1,253 566 -1,525 1,965 2,369: 870 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.6 30.9 49.4 40.0 95.5 95.5: 4.5 4.5
Old : 100.0: 15.6 24.9 30.9 49.1 39.8 95.6 95.6: 4.4 4.4
Other: 100.0: 6.9 19.1 13.0 69.4 57.2 89.3 89.2: 10.7 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 118 114 110 128 117 295 301:
Old : 390: 120 114 109 128 113 295 296:
Other: 60: 4 8 5 28 32 35 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 14.2 23.4 23.5 8.2 8.6 15.1 14.6
Old : 14.4 14.2 23.5 23.6 8.2 8.7 15.3 14.6
Other: 37.3 44.2 54.6 62.7 31.5 35.8 46.3 52.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 65,796: 45,079 9,792 2,884 12,791 50,093 60,754 62,769: 5,041 3,026
Old : 65,796: 45,079 9,792 2,884 12,791 50,093 60,754 62,769: 5,041 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 158: -1,243 -386 349 492 -870 -402 -907: 560 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 14.9 4.4 19.4 76.1 92.3 95.4: 7.7 4.6
Old : 100.0: 68.5 14.9 4.4 19.4 76.1 92.3 95.4: 7.7 4.6
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 : 101: 51 28 10 15 9 67 47:
Old : 101: 51 28 10 15 9 67 47:
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 : 55.6 81.5 68.1 86.8 53.0 80.8 65.2 85.4
Old : 55.6 81.5 68.1 86.8 53.0 80.8 65.2 85.4
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, September 4, 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 : 444,105: 45,959 57,987 2,754 373,844 363,180 422,556 423,921: 21,548 20,184
Old : 444,105: 45,959 57,987 2,754 373,844 363,180 422,556 423,921: 21,548 20,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 6,857: 7,051 2,633 726 -1,544 4,397 6,233 7,756: 623 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.1 0.6 84.2 81.8 95.1 95.5: 4.9 4.5
Old : 100.0: 10.3 13.1 0.6 84.2 81.8 95.1 95.5: 4.9 4.5
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 : 252: 46 35 10 106 102 157 142:
Old : 252: 46 35 10 106 102 157 142:
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 : 32.0 29.3 44.1 39.8 28.3 29.2 40.1 39.1
Old : 32.0 29.3 44.1 39.8 28.3 29.2 40.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012