COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 288,468: 59,770 49,185 83,903 128,863 138,190 272,536 271,278: 15,932 17,190
Old : 282,606: 59,791 49,739 82,278 125,732 133,516 267,801 265,533: 14,805 17,073
Other: 5,862: 649 116 955 3,131 4,674 4,735 5,746: 1,127 117
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,583: -873 12,843 -334 4,319 -10,717 3,112 1,793: -529 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.1 29.1 44.7 47.9 94.5 94.0: 5.5 6.0
Old : 100.0: 21.2 17.6 29.1 44.5 47.2 94.8 94.0: 5.2 6.0
Other: 100.0: 11.1 2.0 16.3 53.4 79.7 80.8 98.0: 19.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 126 105 97 75 75 243 240:
Old : 327: 126 105 94 75 75 242 238:
Other: 63: 11 9 9 21 29 39 40:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 23.0 26.8 32.6 9.5 13.1 16.3 18.4
Old : 17.0 23.2 27.0 32.7 9.6 13.5 16.6 18.6
Other: 36.7 42.9 51.5 63.8 35.6 41.7 46.6 58.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 31,487: 8,574 3,314 6,981 12,592 19,309 28,148 29,604: 3,339 1,883
Old : 16,676: 6,767 1,409 2,842 4,735 11,218 14,344 15,469: 2,332 1,207
Other: 14,811: 2,503 2,602 3,443 7,858 8,091 13,804 14,135: 1,007 676
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,161: -657 287 729 871 91 943 1,108: 218 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.5 22.2 40.0 61.3 89.4 94.0: 10.6 6.0
Old : 100.0: 40.6 8.4 17.0 28.4 67.3 86.0 92.8: 14.0 7.2
Other: 100.0: 16.9 17.6 23.2 53.1 54.6 93.2 95.4: 6.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 36 24 26 23 16 76 55:
Old : 77: 32 21 18 21 12 60 44:
Other: 63: 17 21 21 18 12 51 40:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 60.2 39.8 73.3 23.6 53.8 35.1 57.0
Old : 33.4 69.3 47.6 77.1 30.8 60.0 38.8 63.1
Other: 37.2 60.3 55.1 72.4 35.0 52.8 48.7 58.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 226,789: 49,833 20,246 61,338 104,307 141,435 215,477 223,020: 11,312 3,770
Old : 204,489: 48,896 23,477 52,628 91,917 124,704 193,440 200,808: 11,049 3,680
Other: 22,301: 4,757 589 4,891 12,390 16,731 22,037 22,211: 263 90
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,863: -925 339 5,077 3,036 807 7,188 6,224: -4,324 -3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.9 27.0 46.0 62.4 95.0 98.3: 5.0 1.7
Old : 100.0: 23.9 11.5 25.7 44.9 61.0 94.6 98.2: 5.4 1.8
Other: 100.0: 21.3 2.6 21.9 55.6 75.0 98.8 99.6: 1.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 64 42 49 52 49 148 114:
Old : 179: 65 42 49 51 49 147 114:
Other: 43: 6 6 4 18 19 25 28:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 26.7 38.6 44.5 18.2 19.6 26.6 31.9
Old : 21.5 26.1 34.6 41.6 16.8 21.0 25.9 32.9
Other: 85.2 64.0 95.1 89.8 61.7 50.3 67.6 66.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 784,094: 168,853 94,371 126,363 409,349 491,823 704,564 712,557: 79,530 71,537
Old : 784,094: 168,853 94,371 126,363 409,349 491,823 704,564 712,557: 79,530 71,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,040: 6,590 -12,817 3,341 -3,714 21,294 6,217 11,819: -4,176 -9,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.0 16.1 52.2 62.7 89.9 90.9: 10.1 9.1
Old : 100.0: 21.5 12.0 16.1 52.2 62.7 89.9 90.9: 10.1 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 : 202: 65 44 66 84 81 173 169:
Old : 202: 65 44 66 84 81 173 169:
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 : 13.0 19.6 23.8 30.8 12.2 16.1 21.3 25.1
Old : 13.0 19.6 23.8 30.8 12.2 16.1 21.3 25.1
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, October 2, 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 : 208,816: 29,792 30,820 73,928 98,498 97,752 202,217 202,500: 6,599 6,316
Old : 205,433: 30,182 31,241 72,690 96,256 95,420 199,129 199,351: 6,304 6,082
Other: 3,383: 490 460 357 2,242 2,332 3,088 3,149: 295 234
: : :
: : Changes in Commitments from: September 25, 2012 :
: 8,461: 1,771 -4,940 5,999 3,243 9,846 11,013 10,905: -2,552 -2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.8 35.4 47.2 46.8 96.8 97.0: 3.2 3.0
Old : 100.0: 14.7 15.2 35.4 46.9 46.4 96.9 97.0: 3.1 3.0
Other: 100.0: 14.5 13.6 10.5 66.3 68.9 91.3 93.1: 8.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 105 101 114 130 129 295 295:
Old : 369: 108 100 113 130 126 295 291:
Other: 71: 8 8 8 31 37 44 49:
:----------------------------------------------------------------------------------------------------
: 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 16.2 23.0 25.8 7.7 7.9 14.0 12.8
Old : 13.9 16.1 23.0 25.8 7.7 7.9 14.2 12.8
Other: 42.8 38.1 62.5 57.5 36.9 31.5 51.9 47.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 46,035: 28,035 32,795 2,548 12,609 8,177 43,193 43,520: 2,842 2,515
Old : 46,035: 28,035 32,795 2,548 12,609 8,177 43,193 43,520: 2,842 2,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,749: -2,605 -2,188 178 -114 -339 -2,541 -2,350: -208 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 71.2 5.5 27.4 17.8 93.8 94.5: 6.2 5.5
Old : 100.0: 60.9 71.2 5.5 27.4 17.8 93.8 94.5: 6.2 5.5
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 : 99: 33 45 8 14 9 50 60:
Old : 99: 33 45 8 14 9 50 60:
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 : 60.2 46.5 69.2 65.0 57.4 46.5 66.4 64.7
Old : 60.2 46.5 69.2 65.0 57.4 46.5 66.4 64.7
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, October 2, 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 : 382,175: 49,671 52,723 2,576 309,172 316,064 361,419 371,363: 20,757 10,812
Old : 382,175: 49,671 52,723 2,576 309,172 316,064 361,419 371,363: 20,757 10,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,739: -249 1,965 631 -3,498 -5,276 -3,116 -2,680: 376 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.8 0.7 80.9 82.7 94.6 97.2: 5.4 2.8
Old : 100.0: 13.0 13.8 0.7 80.9 82.7 94.6 97.2: 5.4 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 : 252: 42 36 12 105 100 155 140:
Old : 252: 42 36 12 105 100 155 140:
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 : 33.1 32.9 44.2 41.4 31.4 32.8 42.4 41.3
Old : 33.1 32.9 44.2 41.4 31.4 32.8 42.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012