COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 285,886: 60,643 36,342 84,236 124,544 148,907 269,424 269,486: 16,462 16,400
Old : 280,248: 60,679 36,946 82,569 121,566 144,460 264,814 263,975: 15,435 16,274
Other: 5,637: 687 120 944 2,978 4,447 4,610 5,511: 1,027 126
: : :
: : Changes in Commitments from: September 18, 2012 :
: 10,033: -1,440 6,258 3,434 9,136 -2,408 11,129 7,283: -1,096 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.7 29.5 43.6 52.1 94.2 94.3: 5.8 5.7
Old : 100.0: 21.7 13.2 29.5 43.4 51.5 94.5 94.2: 5.5 5.8
Other: 100.0: 12.2 2.1 16.8 52.8 78.9 81.8 97.8: 18.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 128 85 94 76 75 236 227:
Old : 308: 129 84 92 76 75 236 225:
Other: 64: 14 7 9 21 28 40 39:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 26.3 26.2 36.5 9.6 16.2 16.5 21.7
Old : 16.5 26.6 26.4 36.7 9.6 16.8 16.7 22.1
Other: 36.9 41.5 51.5 62.0 35.7 38.8 46.1 57.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 30,326: 9,230 3,027 6,252 11,721 19,217 27,204 28,497: 3,122 1,829
Old : 19,275: 7,653 1,502 2,771 6,494 13,671 16,917 17,944: 2,358 1,331
Other: 11,050: 2,073 2,020 2,986 5,227 5,546 10,287 10,553: 764 497
: : :
: : Changes in Commitments from: September 18, 2012 :
: -917: -447 -593 58 -357 -631 -746 -1,167: -171 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.0 20.6 38.7 63.4 89.7 94.0: 10.3 6.0
Old : 100.0: 39.7 7.8 14.4 33.7 70.9 87.8 93.1: 12.2 6.9
Other: 100.0: 18.8 18.3 27.0 47.3 50.2 93.1 95.5: 6.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 36 23 23 23 17 75 50:
Old : 77: 28 23 18 23 13 63 42:
Other: 54: 16 14 19 16 13 45 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 : 26.3 62.3 40.7 73.3 24.2 57.3 36.0 61.4
Old : 30.0 68.5 43.9 76.9 30.0 64.3 41.9 69.5
Other: 48.2 61.4 66.1 72.6 44.9 49.8 56.1 57.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 223,926: 50,758 19,907 56,261 101,271 140,628 208,290 216,796: 15,636 7,130
Old : 204,028: 50,551 21,515 49,332 88,747 126,138 188,630 196,985: 15,398 7,043
Other: 19,898: 2,316 501 4,820 12,524 14,490 19,660 19,811: 239 87
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,912: -3,692 -4,149 2,005 -1,987 -1,714 -3,675 -3,858: 763 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.9 25.1 45.2 62.8 93.0 96.8: 7.0 3.2
Old : 100.0: 24.8 10.5 24.2 43.5 61.8 92.5 96.5: 7.5 3.5
Other: 100.0: 11.6 2.5 24.2 62.9 72.8 98.8 99.6: 1.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 71 39 45 48 48 144 110:
Old : 180: 70 40 45 47 48 143 110:
Other: 38: 5 2 4 18 19 24 24:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 27.3 37.7 45.2 17.8 21.4 26.7 33.5
Old : 21.6 26.7 34.4 42.8 16.2 22.9 26.0 35.4
Other: 83.5 67.1 94.8 90.5 57.6 51.1 64.8 64.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 782,054: 162,263 107,188 123,022 413,063 470,529 698,348 700,738: 83,706 81,315
Old : 782,054: 162,263 107,188 123,022 413,063 470,529 698,348 700,738: 83,706 81,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -9,465: 1,136 -1,720 -2,504 -9,546 3,551 -10,914 -672: 1,448 -8,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.7 15.7 52.8 60.2 89.3 89.6: 10.7 10.4
Old : 100.0: 20.7 13.7 15.7 52.8 60.2 89.3 89.6: 10.7 10.4
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 : 205: 57 55 65 84 81 173 172:
Old : 205: 57 55 65 84 81 173 172:
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 20.5 23.5 31.5 12.4 17.7 21.5 24.9
Old : 13.2 20.5 23.5 31.5 12.4 17.7 21.5 24.9
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, September 25, 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 : 200,355: 28,021 35,760 67,929 95,255 87,905 191,204 191,594: 9,151 8,761
Old : 197,260: 28,407 36,029 66,886 93,085 85,818 188,378 188,734: 8,881 8,526
Other: 3,096: 318 435 339 2,169 2,087 2,826 2,861: 270 235
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,406: -2,064 -1,897 3,011 -242 -23 704 1,090: 701 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.8 33.9 47.5 43.9 95.4 95.6: 4.6 4.4
Old : 100.0: 14.4 18.3 33.9 47.2 43.5 95.5 95.7: 4.5 4.3
Other: 100.0: 10.3 14.1 10.9 70.1 67.4 91.3 92.4: 8.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 104 100 110 123 120 286 284:
Old : 361: 109 100 109 123 116 286 279:
Other: 69: 7 10 6 30 35 40 48:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.7 23.0 25.4 7.9 8.3 15.1 13.2
Old : 14.0 15.8 22.9 25.5 8.0 8.2 15.2 13.2
Other: 45.0 36.5 62.0 55.0 40.4 30.0 53.0 46.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 48,784: 30,641 34,984 2,370 12,723 8,516 45,734 45,870: 3,051 2,915
Old : 48,784: 30,641 34,984 2,370 12,723 8,516 45,734 45,870: 3,051 2,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,606: 2,242 11,194 374 5,139 -4,143 7,755 7,425: -150 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 71.7 4.9 26.1 17.5 93.7 94.0: 6.3 6.0
Old : 100.0: 62.8 71.7 4.9 26.1 17.5 93.7 94.0: 6.3 6.0
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 : 97: 34 41 8 14 9 52 55:
Old : 97: 34 41 8 14 9 52 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 : 60.8 48.7 70.3 67.5 58.4 48.7 67.1 67.5
Old : 60.8 48.7 70.3 67.5 58.4 48.7 67.1 67.5
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 25, 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 : 384,915: 49,920 50,758 1,945 312,669 321,340 364,534 374,044: 20,380 10,871
Old : 384,915: 49,920 50,758 1,945 312,669 321,340 364,534 374,044: 20,380 10,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -59,721: 6,156 -4,350 -3,705 -55,534 -41,546 -53,084 -49,601: -6,637 -10,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.2 0.5 81.2 83.5 94.7 97.2: 5.3 2.8
Old : 100.0: 13.0 13.2 0.5 81.2 83.5 94.7 97.2: 5.3 2.8
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 : 251: 43 38 11 105 98 155 140:
Old : 251: 43 38 11 105 98 155 140:
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 : 33.6 33.5 45.0 43.6 31.8 33.4 42.7 43.5
Old : 33.6 33.5 45.0 43.6 31.8 33.4 42.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012