COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 213,082: 54,691 45,182 45,692 97,282 106,877 197,665 197,752: 15,417 15,330
Old : 205,185: 54,607 46,377 42,949 93,644 100,851 191,199 190,177: 13,986 15,008
Other: 7,897: 1,345 67 1,482 3,638 6,026 6,466 7,575: 1,431 322
: : :
: : Changes in Commitments from: November 20, 2012 :
: -4,392: 368 -610 1,259 -4,322 -2,761 -2,694 -2,111: -1,697 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.2 21.4 45.7 50.2 92.8 92.8: 7.2 7.2
Old : 100.0: 26.6 22.6 20.9 45.6 49.2 93.2 92.7: 6.8 7.3
Other: 100.0: 17.0 0.8 18.8 46.1 76.3 81.9 95.9: 18.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 111 84 69 56 64 197 190:
Old : 279: 111 84 67 56 64 196 189:
Other: 68: 18 9 13 21 29 46 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 : 14.8 24.4 26.5 33.5 13.3 18.7 21.6 25.3
Old : 15.3 25.2 27.1 33.9 13.6 19.5 22.2 26.3
Other: 29.9 45.6 46.3 63.8 29.1 44.9 41.7 59.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 29,787: 9,346 2,160 6,528 10,732 19,321 26,605 28,009: 3,182 1,778
Old : 29,762: 9,346 2,157 6,528 10,707 19,299 26,580 27,984: 3,182 1,778
Other: 25: 0 3 0 25 22 25 25: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 282: 870 -1,387 789 -1,537 1,203 122 605: 161 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.3 21.9 36.0 64.9 89.3 94.0: 10.7 6.0
Old : 100.0: 31.4 7.2 21.9 36.0 64.8 89.3 94.0: 10.7 6.0
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 : 84: 39 19 21 22 13 71 44:
Old : 84: 39 19 21 22 13 71 44:
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 : 25.8 64.9 38.8 75.8 22.4 52.8 33.0 57.2
Old : 25.8 64.8 38.8 75.8 22.4 52.7 33.0 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 27, 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 : 219,139: 56,468 16,107 51,886 96,364 144,257 204,719 212,250: 14,420 6,889
Old : 185,271: 56,470 21,534 40,293 74,751 116,815 171,513 178,642: 13,757 6,629
Other: 33,868: 5,751 326 5,841 21,614 27,442 33,205 33,608: 663 260
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,789: 3,707 -1,272 1 542 7,873 4,250 6,602: 2,539 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.4 23.7 44.0 65.8 93.4 96.9: 6.6 3.1
Old : 100.0: 30.5 11.6 21.7 40.3 63.1 92.6 96.4: 7.4 3.6
Other: 100.0: 17.0 1.0 17.2 63.8 81.0 98.0 99.2: 2.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 73 39 42 52 46 153 102:
Old : 181: 72 41 41 50 45 150 101:
Other: 44: 9 4 7 24 21 35 30:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 28.8 41.1 49.2 20.5 21.9 28.0 35.3
Old : 25.5 28.1 36.5 45.3 17.6 23.8 26.6 37.1
Other: 73.4 59.7 84.6 85.6 55.5 44.8 63.2 64.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 864,059: 159,992 130,873 131,849 500,334 518,161 792,174 780,883: 71,884 83,176
Old : 864,059: 159,992 130,873 131,849 500,334 518,161 792,174 780,883: 71,884 83,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 16,307: -377 7,232 2,493 15,068 2,012 17,184 11,736: -877 4,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.1 15.3 57.9 60.0 91.7 90.4: 8.3 9.6
Old : 100.0: 18.5 15.1 15.3 57.9 60.0 91.7 90.4: 8.3 9.6
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 : 213: 52 67 70 87 82 179 179:
Old : 213: 52 67 70 87 82 179 179:
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 19.5 22.6 29.9 11.8 15.8 20.0 23.4
Old : 12.4 19.5 22.6 29.9 11.8 15.8 20.0 23.4
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 27, 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 : 190,610: 33,761 55,671 60,182 87,138 65,521 181,082 181,374: 9,528 9,235
Old : 185,169: 34,253 56,458 58,071 83,762 61,899 176,086 176,428: 9,083 8,741
Other: 5,441: 970 675 649 3,376 3,622 4,996 4,947: 445 494
: : :
: : Changes in Commitments from: November 20, 2012 :
: 3,992: 474 -697 3,100 -253 1,266 3,321 3,669: 671 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.2 31.6 45.7 34.4 95.0 95.2: 5.0 4.8
Old : 100.0: 18.5 30.5 31.4 45.2 33.4 95.1 95.3: 4.9 4.7
Other: 100.0: 17.8 12.4 11.9 62.0 66.6 91.8 90.9: 8.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 109 112 100 136 110 296 286:
Old : 378: 115 111 99 134 105 293 280:
Other: 96: 9 15 12 48 42 67 59:
:----------------------------------------------------------------------------------------------------
: 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 14.4 21.7 24.9 9.4 11.6 16.6 17.8
Old : 12.0 14.2 21.7 25.0 9.5 11.9 17.0 18.2
Other: 30.3 36.0 50.2 54.4 24.3 28.7 39.5 39.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 36,621: 24,730 17,973 2,398 5,780 13,836 32,909 34,207: 3,712 2,414
Old : 36,621: 24,730 17,973 2,398 5,780 13,836 32,909 34,207: 3,712 2,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -3,707: -2,704 -4,336 6 -1,214 373 -3,912 -3,957: 205 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 49.1 6.5 15.8 37.8 89.9 93.4: 10.1 6.6
Old : 100.0: 67.5 49.1 6.5 15.8 37.8 89.9 93.4: 10.1 6.6
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 : 102: 45 34 11 17 8 70 46:
Old : 102: 45 34 11 17 8 70 46:
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 : 42.1 46.1 52.4 62.2 38.7 46.1 48.9 61.9
Old : 42.1 46.1 52.4 62.2 38.7 46.1 48.9 61.9
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 27, 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 : 383,884: 30,248 51,999 2,842 335,073 314,664 368,164 369,505: 15,720 14,378
Old : 383,884: 30,248 51,999 2,842 335,073 314,664 368,164 369,505: 15,720 14,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -9,055: 1,331 521 -1,908 -9,269 -6,129 -9,846 -7,516: 791 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.5 0.7 87.3 82.0 95.9 96.3: 4.1 3.7
Old : 100.0: 7.9 13.5 0.7 87.3 82.0 95.9 96.3: 4.1 3.7
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 : 241: 32 41 8 100 99 137 143:
Old : 241: 32 41 8 100 99 137 143:
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 : 35.4 34.6 47.9 44.2 32.0 34.6 44.4 42.9
Old : 35.4 34.6 47.9 44.2 32.0 34.6 44.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012