COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 319,041: 56,004 42,670 95,012 148,644 163,490 299,660 301,173: 19,380 17,868
Old : 312,091: 56,024 43,433 92,866 144,998 158,155 293,888 294,454: 18,203 17,637
Other: 6,949: 916 173 1,210 3,647 5,335 5,772 6,718: 1,177 231
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,441: -5,301 10,892 55 3,783 -16,599 -1,464 -5,653: -977 3,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.4 29.8 46.6 51.2 93.9 94.4: 6.1 5.6
Old : 100.0: 18.0 13.9 29.8 46.5 50.7 94.2 94.3: 5.8 5.7
Other: 100.0: 13.2 2.5 17.4 52.5 76.8 83.1 96.7: 16.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 125 97 98 73 74 247 225:
Old : 316: 128 95 96 73 74 247 223:
Other: 66: 17 8 11 23 26 44 41:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 29.8 28.1 39.9 8.8 15.8 14.1 21.1
Old : 18.4 30.3 28.5 40.1 8.9 16.4 14.3 21.5
Other: 33.1 45.8 48.2 63.7 32.1 45.1 43.5 60.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 27,815: 8,124 5,399 4,070 12,313 15,709 24,507 25,178: 3,308 2,637
Old : 27,790: 8,124 5,396 4,070 12,288 15,687 24,482 25,153: 3,308 2,637
Other: 25: 0 3 0 25 22 25 25: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 255: -278 652 249 171 -684 142 217: 113 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 19.4 14.6 44.3 56.5 88.1 90.5: 11.9 9.5
Old : 100.0: 29.2 19.4 14.6 44.2 56.4 88.1 90.5: 11.9 9.5
Other: 100.0: 0.0 12.0 0.0 100.0 88.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 36 31 20 25 12 71 55:
Old : 95: 36 31 20 25 12 71 55:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 59.0 42.8 68.5 27.3 56.6 40.4 60.7
Old : 28.9 59.0 42.8 68.5 27.3 56.6 40.5 60.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 215,703: 49,350 17,681 50,223 101,199 139,203 200,772 207,107: 14,931 8,595
Old : 187,489: 49,860 21,373 40,275 82,833 117,395 172,967 179,043: 14,521 8,446
Other: 28,214: 4,103 922 5,335 18,366 21,808 27,805 28,064: 410 150
: : :
: : Changes in Commitments from: October 30, 2012 :
: -17,782: 1,239 -627 -16,233 -4,397 -1,697 -19,391 -18,557: 1,609 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.2 23.3 46.9 64.5 93.1 96.0: 6.9 4.0
Old : 100.0: 26.6 11.4 21.5 44.2 62.6 92.3 95.5: 7.7 4.5
Other: 100.0: 14.5 3.3 18.9 65.1 77.3 98.5 99.5: 1.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 64 42 45 56 51 149 111:
Old : 178: 64 43 45 56 51 149 111:
Other: 44: 5 7 6 21 21 29 31:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 28.0 43.1 47.6 20.4 20.0 27.8 32.9
Old : 25.8 26.3 38.8 43.6 17.7 21.4 26.8 34.6
Other: 79.5 65.0 89.5 88.1 59.7 50.2 66.4 65.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 838,114: 157,456 115,180 136,644 472,405 507,560 766,505 759,384: 71,609 78,730
Old : 838,114: 157,456 115,180 136,644 472,405 507,560 766,505 759,384: 71,609 78,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -985: -105 13,857 -4,377 4,624 -6,770 142 2,710: -1,127 -3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.7 16.3 56.4 60.6 91.5 90.6: 8.5 9.4
Old : 100.0: 18.8 13.7 16.3 56.4 60.6 91.5 90.6: 8.5 9.4
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 : 209: 53 62 65 87 80 175 172:
Old : 209: 53 62 65 87 80 175 172:
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 : 11.9 18.9 21.8 29.1 11.3 14.9 19.8 22.9
Old : 11.9 18.9 21.8 29.1 11.3 14.9 19.8 22.9
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, November 6, 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 : 223,141: 27,403 49,321 84,052 99,526 78,938 210,981 212,311: 12,160 10,830
Old : 218,423: 27,911 49,836 82,409 96,295 75,710 206,615 207,955: 11,808 10,469
Other: 4,718: 698 691 437 3,231 3,228 4,366 4,356: 352 362
: : :
: : Changes in Commitments from: October 30, 2012 :
: 6,486: -472 5,346 1,303 5,181 -716 6,012 5,932: 474 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.1 37.7 44.6 35.4 94.6 95.1: 5.4 4.9
Old : 100.0: 12.8 22.8 37.7 44.1 34.7 94.6 95.2: 5.4 4.8
Other: 100.0: 14.8 14.6 9.3 68.5 68.4 92.5 92.3: 7.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 105 128 117 135 116 305 313:
Old : 394: 109 128 115 135 113 305 308:
Other: 84: 9 12 9 39 39 54 54:
:----------------------------------------------------------------------------------------------------
: 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 12.6 20.9 22.1 7.6 7.3 13.7 12.0
Old : 11.6 12.5 20.9 22.2 7.7 7.4 14.0 12.0
Other: 38.2 36.7 58.6 56.2 31.9 30.6 49.4 45.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 37,968: 27,189 25,799 2,395 6,208 7,090 35,793 35,284: 2,176 2,684
Old : 37,968: 27,189 25,799 2,395 6,208 7,090 35,793 35,284: 2,176 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,062: 3,026 -3,789 -84 -5,241 189 -2,299 -3,684: -1,763 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 67.9 6.3 16.4 18.7 94.3 92.9: 5.7 7.1
Old : 100.0: 71.6 67.9 6.3 16.4 18.7 94.3 92.9: 5.7 7.1
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 : 99: 49 29 9 16 6 72 38:
Old : 99: 49 29 9 16 6 72 38:
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 : 41.2 38.9 53.0 60.5 37.9 38.9 49.7 60.2
Old : 41.2 38.9 53.0 60.5 37.9 38.9 49.7 60.2
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, November 6, 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 : 368,068: 36,534 47,875 3,306 306,587 305,249 346,427 356,430: 21,641 11,639
Old : 368,068: 36,534 47,875 3,306 306,587 305,249 346,427 356,430: 21,641 11,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,399: 1,379 -3,159 -2,538 -3,574 2,611 -4,733 -3,086: 1,334 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.0 0.9 83.3 82.9 94.1 96.8: 5.9 3.2
Old : 100.0: 9.9 13.0 0.9 83.3 82.9 94.1 96.8: 5.9 3.2
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 : 236: 36 35 9 104 94 146 132:
Old : 236: 36 35 9 104 94 146 132:
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 : 33.7 34.7 45.5 42.5 31.5 34.6 43.1 42.2
Old : 33.7 34.7 45.5 42.5 31.5 34.6 43.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012