COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 300,088: 66,032 46,544 86,685 128,454 150,876 281,171 284,105: 18,917 15,983
Old : 293,944: 66,021 47,267 84,738 125,152 146,074 275,911 278,080: 18,033 15,864
Other: 6,144: 837 103 1,121 3,302 4,802 5,260 6,025: 884 118
: : :
: : Changes in Commitments from: October 9, 2012 :
: 7,013: 3,564 -4,502 -11 1,320 13,325 4,872 8,812: 2,141 -1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.5 28.9 42.8 50.3 93.7 94.7: 6.3 5.3
Old : 100.0: 22.5 16.1 28.8 42.6 49.7 93.9 94.6: 6.1 5.4
Other: 100.0: 13.6 1.7 18.2 53.7 78.2 85.6 98.1: 14.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 136 97 101 73 73 254 230:
Old : 327: 135 99 97 73 73 252 228:
Other: 67: 20 3 10 23 29 45 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 : 16.7 26.1 26.9 35.8 9.1 15.4 15.3 21.1
Old : 16.9 26.6 27.2 36.0 9.2 16.1 15.5 21.6
Other: 36.3 46.0 52.5 66.2 35.3 44.9 47.7 61.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 31,839: 7,871 3,225 6,553 13,858 19,369 28,282 29,147: 3,557 2,692
Old : 12,113: 3,182 652 2,458 4,800 7,691 10,440 10,801: 1,673 1,312
Other: 19,726: 5,243 3,127 3,541 9,058 11,678 17,842 18,346: 1,883 1,380
: : :
: : Changes in Commitments from: October 9, 2012 :
: 269: -513 -1 -216 595 331 -133 114: 403 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 10.1 20.6 43.5 60.8 88.8 91.5: 11.2 8.5
Old : 100.0: 26.3 5.4 20.3 39.6 63.5 86.2 89.2: 13.8 10.8
Other: 100.0: 26.6 15.9 18.0 45.9 59.2 90.5 93.0: 9.5 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 21 22 26 19 72 54:
Old : 63: 27 10 16 22 13 52 37:
Other: 74: 21 25 19 22 14 58 44:
:----------------------------------------------------------------------------------------------------
: 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 58.8 41.1 70.9 23.4 51.0 34.7 54.4
Old : 40.8 68.2 51.6 75.0 27.3 54.1 36.3 57.0
Other: 29.6 57.7 48.7 71.1 28.5 54.1 45.9 61.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 228,728: 50,762 21,263 61,419 102,999 137,261 215,180 219,944: 13,548 8,784
Old : 204,050: 50,744 25,418 51,682 88,342 118,360 190,768 195,460: 13,282 8,590
Other: 24,678: 4,768 596 4,987 14,656 18,901 24,412 24,484: 266 194
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,239: 1,136 -6 413 883 -184 2,432 223: -193 2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.3 26.9 45.0 60.0 94.1 96.2: 5.9 3.8
Old : 100.0: 24.9 12.5 25.3 43.3 58.0 93.5 95.8: 6.5 4.2
Other: 100.0: 19.3 2.4 20.2 59.4 76.6 98.9 99.2: 1.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 68 40 50 49 46 143 115:
Old : 177: 69 40 50 48 46 142 115:
Other: 42: 4 7 4 20 19 26 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 : 28.7 26.8 39.8 45.3 18.4 19.1 26.9 30.9
Old : 22.9 26.3 35.4 41.9 16.3 20.7 26.3 32.1
Other: 85.3 66.2 94.4 89.8 64.0 53.5 69.2 67.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 803,425: 164,920 81,876 122,953 447,781 527,106 735,654 731,935: 67,771 71,490
Old : 803,425: 164,920 81,876 122,953 447,781 527,106 735,654 731,935: 67,771 71,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 16,018: -3,941 15,067 -1,342 29,054 2,891 23,771 16,616: -7,753 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.2 15.3 55.7 65.6 91.6 91.1: 8.4 8.9
Old : 100.0: 20.5 10.2 15.3 55.7 65.6 91.6 91.1: 8.4 8.9
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 : 208: 53 58 65 89 82 177 172:
Old : 208: 53 58 65 89 82 177 172:
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 : 12.3 21.2 22.4 32.1 11.8 17.4 20.4 25.3
Old : 12.3 21.2 22.4 32.1 11.8 17.4 20.4 25.3
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, October 16, 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 : 211,782: 29,075 40,028 76,973 94,888 85,677 200,936 202,678: 10,846 9,104
Old : 207,875: 29,598 40,436 75,576 92,175 82,977 197,348 198,989: 10,527 8,886
Other: 3,907: 489 604 385 2,714 2,700 3,588 3,689: 319 218
: : :
: : Changes in Commitments from: October 9, 2012 :
: 7,240: 1,659 8,807 4,291 -323 -6,941 5,628 6,157: 1,612 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.9 36.3 44.8 40.5 94.9 95.7: 5.1 4.3
Old : 100.0: 14.2 19.5 36.4 44.3 39.9 94.9 95.7: 5.1 4.3
Other: 100.0: 12.5 15.4 9.9 69.5 69.1 91.8 94.4: 8.2 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 98 111 104 133 124 285 297:
Old : 369: 102 110 102 132 122 284 293:
Other: 80: 6 12 8 37 40 48 55:
:----------------------------------------------------------------------------------------------------
: 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 13.5 20.8 22.6 7.6 7.2 13.9 12.4
Old : 11.9 13.4 20.7 22.7 7.6 7.2 14.0 12.5
Other: 42.6 37.3 60.9 57.4 35.0 29.9 50.0 44.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 46,554: 28,180 33,397 2,335 12,294 7,888 42,810 43,620: 3,745 2,934
Old : 46,554: 28,180 33,397 2,335 12,294 7,888 42,810 43,620: 3,745 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 3,360: 2,737 1,857 190 122 1,013 3,048 3,060: 312 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 71.7 5.0 26.4 16.9 92.0 93.7: 8.0 6.3
Old : 100.0: 60.5 71.7 5.0 26.4 16.9 92.0 93.7: 8.0 6.3
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 : 104: 36 46 8 15 8 56 58:
Old : 104: 36 46 8 15 8 56 58:
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 : 57.7 45.7 67.9 63.8 54.6 45.7 64.7 63.8
Old : 57.7 45.7 67.9 63.8 54.6 45.7 64.7 63.8
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 16, 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 : 376,501: 46,346 49,739 4,809 304,861 311,210 356,016 365,758: 20,484 10,743
Old : 376,501: 46,346 49,739 4,809 304,861 311,210 356,016 365,758: 20,484 10,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -142: -656 -4,295 831 -1,852 5,730 -1,676 2,267: 1,534 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.2 1.3 81.0 82.7 94.6 97.1: 5.4 2.9
Old : 100.0: 12.3 13.2 1.3 81.0 82.7 94.6 97.1: 5.4 2.9
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 : 247: 44 35 13 98 99 150 139:
Old : 247: 44 35 13 98 99 150 139:
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 33.2 45.0 42.3 31.6 33.2 42.9 42.2
Old : 33.6 33.2 45.0 42.3 31.6 33.2 42.9 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007