COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 217,473: 54,323 45,793 44,433 101,604 109,638 200,359 199,863: 17,114 17,610
Old : 209,726: 54,207 46,928 41,814 97,995 103,658 194,017 192,400: 15,709 17,326
Other: 7,748: 1,289 38 1,445 3,608 5,980 6,343 7,463: 1,405 284
: : :
: : Changes in Commitments from: November 13, 2012 :
: -20,276: -99 -7,631 -3,878 -12,246 -6,133 -16,224 -17,642: -4,052 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.1 20.4 46.7 50.4 92.1 91.9: 7.9 8.1
Old : 100.0: 25.8 22.4 19.9 46.7 49.4 92.5 91.7: 7.5 8.3
Other: 100.0: 16.6 0.5 18.7 46.6 77.2 81.9 96.3: 18.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 111 80 65 66 65 204 185:
Old : 277: 109 82 63 66 65 203 184:
Other: 67: 20 6 12 21 29 46 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 25.1 26.2 33.8 12.9 19.2 20.9 25.7
Old : 15.3 25.8 26.7 34.4 13.3 20.0 21.6 26.6
Other: 30.4 46.8 46.8 65.5 29.7 46.1 42.1 60.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 29,505: 8,476 3,547 5,740 12,268 18,118 26,484 27,404: 3,021 2,101
Old : 29,480: 8,476 3,544 5,740 12,243 18,096 26,459 27,379: 3,021 2,101
Other: 25: 0 3 0 25 22 25 25: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,508: 234 -1,892 1,427 -32 2,463 1,630 1,998: -122 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 12.0 19.5 41.6 61.4 89.8 92.9: 10.2 7.1
Old : 100.0: 28.8 12.0 19.5 41.5 61.4 89.8 92.9: 10.2 7.1
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 : 88: 37 23 19 26 12 73 45:
Old : 88: 37 23 19 26 12 73 45:
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 : 26.4 63.0 40.4 73.0 23.6 52.9 35.5 57.1
Old : 26.4 63.0 40.4 73.0 23.6 52.9 35.5 57.1
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 20, 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 : 212,350: 52,761 17,379 51,885 95,823 136,384 200,469 205,648: 11,881 6,702
Old : 180,332: 53,140 22,189 40,447 75,362 111,204 168,949 173,840: 11,382 6,491
Other: 32,019: 5,560 1,129 5,499 20,460 25,180 31,520 31,808: 499 211
: : :
: : Changes in Commitments from: November 13, 2012 :
: 11,476: 4,618 -1,921 5,380 3,177 11,910 13,174 15,369: -1,698 -3,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.2 24.4 45.1 64.2 94.4 96.8: 5.6 3.2
Old : 100.0: 29.5 12.3 22.4 41.8 61.7 93.7 96.4: 6.3 3.6
Other: 100.0: 17.4 3.5 17.2 63.9 78.6 98.4 99.3: 1.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 67 44 42 51 44 146 105:
Old : 177: 65 47 42 49 42 144 103:
Other: 45: 7 7 6 24 20 33 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 : 31.4 28.1 42.6 48.0 21.3 20.9 28.8 34.1
Old : 26.6 27.6 38.1 44.5 18.5 23.4 27.9 36.3
Other: 75.0 57.9 86.5 84.2 56.9 44.1 64.9 63.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 847,751: 160,368 123,642 129,356 485,265 516,149 774,990 769,147: 72,762 78,605
Old : 847,751: 160,368 123,642 129,356 485,265 516,149 774,990 769,147: 72,762 78,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -2,745: 2,620 -2,158 -11,461 1,581 15,865 -7,259 2,247: 4,514 -4,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.6 15.3 57.2 60.9 91.4 90.7: 8.6 9.3
Old : 100.0: 18.9 14.6 15.3 57.2 60.9 91.4 90.7: 8.6 9.3
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 : 208: 53 60 67 87 82 175 175:
Old : 208: 53 60 67 87 82 175 175:
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 : 12.4 19.8 22.4 30.4 11.9 16.3 20.1 24.3
Old : 12.4 19.8 22.4 30.4 11.9 16.3 20.1 24.3
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, November 20, 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 : 186,618: 33,288 56,368 57,082 87,391 64,256 177,761 177,705: 8,857 8,913
Old : 181,354: 33,933 57,166 54,963 83,990 60,769 172,887 172,898: 8,467 8,456
Other: 5,264: 970 818 503 3,401 3,486 4,874 4,807: 390 457
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,721: 2,686 1,637 -2,426 -1,375 -1,145 -1,114 -1,934: -2,607 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 30.2 30.6 46.8 34.4 95.3 95.2: 4.7 4.8
Old : 100.0: 18.7 31.5 30.3 46.3 33.5 95.3 95.3: 4.7 4.7
Other: 100.0: 18.4 15.5 9.5 64.6 66.2 92.6 91.3: 7.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 112 115 97 134 113 295 291:
Old : 386: 118 114 96 132 107 293 284:
Other: 92: 11 11 9 46 40 63 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 : 12.5 14.6 22.2 25.2 9.5 11.4 16.9 17.6
Old : 12.4 14.5 22.1 25.4 9.6 11.7 17.3 17.9
Other: 32.0 37.5 52.6 57.3 25.2 30.3 40.9 43.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 40,328: 27,434 22,309 2,392 6,994 13,463 36,821 38,164: 3,508 2,164
Old : 40,328: 27,434 22,309 2,392 6,994 13,463 36,821 38,164: 3,508 2,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 809: -278 -326 -121 1,396 1,580 996 1,133: -187 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 55.3 5.9 17.3 33.4 91.3 94.6: 8.7 5.4
Old : 100.0: 68.0 55.3 5.9 17.3 33.4 91.3 94.6: 8.7 5.4
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 : 100: 48 30 9 15 10 69 44:
Old : 100: 48 30 9 15 10 69 44:
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 : 38.9 43.9 51.6 64.5 35.8 43.7 48.5 64.3
Old : 38.9 43.9 51.6 64.5 35.8 43.7 48.5 64.3
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, November 20, 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 : 392,939: 28,917 51,477 4,750 344,343 320,793 378,010 377,021: 14,929 15,917
Old : 392,939: 28,917 51,477 4,750 344,343 320,793 378,010 377,021: 14,929 15,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 17,059: -8,328 1,540 1,521 27,473 11,406 20,666 14,467: -3,607 2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.1 1.2 87.6 81.6 96.2 95.9: 3.8 4.1
Old : 100.0: 7.4 13.1 1.2 87.6 81.6 96.2 95.9: 3.8 4.1
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 : 242: 33 41 8 104 99 142 143:
Old : 242: 33 41 8 104 99 142 143:
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 : 36.7 34.5 49.0 44.1 33.2 34.4 45.5 42.9
Old : 36.7 34.5 49.0 44.1 33.2 34.4 45.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012