COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 274,986: 61,642 27,605 81,916 113,520 150,928 257,078 260,449: 17,908 14,536
Old : 270,018: 61,681 28,274 80,453 110,770 146,869 252,904 255,597: 17,115 14,422
Other: 4,967: 736 107 687 2,751 4,059 4,174 4,853: 793 115
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,911: 31 437 -1,114 -1,977 -658 -3,061 -1,335: 1,149 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.0 29.8 41.3 54.9 93.5 94.7: 6.5 5.3
Old : 100.0: 22.8 10.5 29.8 41.0 54.4 93.7 94.7: 6.3 5.3
Other: 100.0: 14.8 2.1 13.8 55.4 81.7 84.0 97.7: 16.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 131 72 95 67 73 233 208:
Old : 292: 131 73 91 67 73 231 206:
Other: 60: 16 3 7 20 27 38 35:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 28.0 25.1 38.2 10.0 19.3 16.4 25.5
Old : 15.4 28.3 25.4 38.3 10.1 20.0 16.6 26.0
Other: 39.2 46.7 54.6 65.7 38.0 42.8 48.6 59.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 31,092: 9,854 4,766 6,073 12,201 18,523 28,128 29,363: 2,964 1,729
Old : 21,577: 8,341 4,369 2,507 8,265 13,360 19,112 20,236: 2,465 1,341
Other: 9,515: 1,796 680 3,284 3,936 5,163 9,016 9,126: 499 388
: : :
: : Changes in Commitments from: September 4, 2012 :
: 770: 541 -979 616 -488 1,568 669 1,206: 101 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 15.3 19.5 39.2 59.6 90.5 94.4: 9.5 5.6
Old : 100.0: 38.7 20.2 11.6 38.3 61.9 88.6 93.8: 11.4 6.2
Other: 100.0: 18.9 7.1 34.5 41.4 54.3 94.8 95.9: 5.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 24 23 23 16 81 52:
Old : 88: 44 19 18 23 11 73 42:
Other: 52: 13 17 18 16 13 42 36:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 62.3 39.6 75.0 23.7 57.4 35.2 61.5
Old : 27.6 71.5 42.5 80.1 27.6 67.3 41.3 72.2
Other: 43.3 56.7 61.9 71.4 35.6 40.1 47.9 47.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 233,875: 60,956 25,848 54,069 103,743 148,296 218,769 228,214: 15,107 5,661
Old : 217,453: 61,399 24,884 49,811 91,319 137,140 202,529 211,836: 14,924 5,617
Other: 16,423: 205 1,612 3,610 12,424 11,156 16,240 16,378: 183 44
: : :
: : Changes in Commitments from: September 4, 2012 :
: 10,960: 2,444 -383 5,119 2,328 6,421 9,891 11,156: 1,069 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.1 23.1 44.4 63.4 93.5 97.6: 6.5 2.4
Old : 100.0: 28.2 11.4 22.9 42.0 63.1 93.1 97.4: 6.9 2.6
Other: 100.0: 1.3 9.8 22.0 75.7 67.9 98.9 99.7: 1.1 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 91 45 47 48 48 167 116:
Old : 206: 91 46 47 48 48 167 116:
Other: 38: 4 3 7 18 19 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 : 25.1 27.3 37.0 45.2 17.8 21.1 27.0 32.7
Old : 22.0 26.4 34.8 43.4 16.0 22.7 25.9 34.9
Other: 80.8 74.0 94.0 90.9 61.2 52.6 67.8 65.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 892,506: 162,186 112,001 182,954 460,049 503,811 805,188 798,766: 87,318 93,740
Old : 892,506: 162,186 112,001 182,954 460,049 503,811 805,188 798,766: 87,318 93,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -3,843: 3,222 10,271 -1,844 -10,705 -17,660 -9,327 -9,233: 5,484 5,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.5 20.5 51.5 56.4 90.2 89.5: 9.8 10.5
Old : 100.0: 18.2 12.5 20.5 51.5 56.4 90.2 89.5: 9.8 10.5
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 : 220: 53 64 74 91 91 185 191:
Old : 220: 53 64 74 91 91 185 191:
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 : 11.8 17.8 21.0 28.3 10.4 14.6 18.1 21.3
Old : 11.8 17.8 21.0 28.3 10.4 14.6 18.1 21.3
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, September 11, 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 : 208,800: 30,612 47,538 68,686 100,667 83,865 199,966 200,089: 8,834 8,710
Old : 206,289: 30,961 47,694 67,745 99,019 82,325 197,725 197,764: 8,564 8,525
Other: 2,511: 228 421 364 1,648 1,540 2,241 2,326: 270 185
: : :
: : Changes in Commitments from: September 4, 2012 :
: 11,729: 595 -892 7,745 3,391 5,057 11,732 11,909: -2 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 22.8 32.9 48.2 40.2 95.8 95.8: 4.2 4.2
Old : 100.0: 15.0 23.1 32.8 48.0 39.9 95.8 95.9: 4.2 4.1
Other: 100.0: 9.1 16.8 14.5 65.6 61.3 89.2 92.6: 10.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 117 108 120 131 119 308 298:
Old : 387: 120 108 119 131 115 308 293:
Other: 66: 5 8 6 29 35 38 46:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 14.8 23.4 24.4 7.8 8.7 14.6 14.5
Old : 14.4 14.8 23.5 24.4 7.8 8.8 14.7 14.6
Other: 45.8 40.2 59.8 58.0 37.3 32.2 50.1 47.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 72,756: 52,606 18,138 2,199 14,035 49,362 68,840 69,699: 3,916 3,057
Old : 72,756: 52,606 18,138 2,199 14,035 49,362 68,840 69,699: 3,916 3,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 6,960: 7,527 8,346 -685 1,244 -731 8,086 6,930: -1,125 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 24.9 3.0 19.3 67.8 94.6 95.8: 5.4 4.2
Old : 100.0: 72.3 24.9 3.0 19.3 67.8 94.6 95.8: 5.4 4.2
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 : 101: 42 37 10 16 10 61 55:
Old : 101: 42 37 10 16 10 61 55:
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 : 66.2 76.5 75.9 84.1 64.8 74.9 74.0 82.3
Old : 66.2 76.5 75.9 84.1 64.8 74.9 74.0 82.3
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 11, 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 : 438,055: 45,679 54,112 2,347 368,197 362,655 416,224 419,114: 21,831 18,941
Old : 438,055: 45,679 54,112 2,347 368,197 362,655 416,224 419,114: 21,831 18,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -6,050: -280 -3,874 -407 -5,646 -526 -6,333 -4,807: 283 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.4 0.5 84.1 82.8 95.0 95.7: 5.0 4.3
Old : 100.0: 10.4 12.4 0.5 84.1 82.8 95.0 95.7: 5.0 4.3
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 : 254: 41 38 11 109 106 156 149:
Old : 254: 41 38 11 109 106 156 149:
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 : 31.8 29.9 43.2 40.5 27.8 29.8 38.9 39.6
Old : 31.8 29.9 43.2 40.5 27.8 29.8 38.9 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012