COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 227,006: 64,780 27,563 50,878 93,580 135,666 209,239 214,107: 17,767 12,899
Old : 216,020: 64,283 29,298 47,042 88,501 127,161 199,826 203,502: 16,194 12,519
Other: 10,986: 2,285 52 2,048 5,079 8,505 9,413 10,606: 1,573 380
: : :
: : Changes in Commitments from: December 11, 2012 :
: 8,745: 4,124 -7,251 2,636 -2,195 13,741 4,565 9,126: 4,179 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.1 22.4 41.2 59.8 92.2 94.3: 7.8 5.7
Old : 100.0: 29.8 13.6 21.8 41.0 58.9 92.5 94.2: 7.5 5.8
Other: 100.0: 20.8 0.5 18.6 46.2 77.4 85.7 96.5: 14.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 130 71 83 62 67 229 189:
Old : 290: 126 75 79 61 66 225 186:
Other: 76: 22 7 17 27 31 56 48:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 27.5 25.4 38.3 12.4 23.1 20.5 30.5
Old : 14.0 28.4 25.7 38.8 12.9 24.3 21.3 32.3
Other: 30.3 44.0 46.5 61.3 28.3 43.0 40.8 55.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 38,984: 11,853 1,706 10,007 12,645 25,587 34,505 37,300: 4,478 1,683
Old : 38,957: 11,856 1,706 10,004 12,618 25,565 34,478 37,275: 4,478 1,681
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 11, 2012 :
: 5,265: 2,024 -333 1,897 350 3,614 4,271 5,179: 994 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.4 25.7 32.4 65.6 88.5 95.7: 11.5 4.3
Old : 100.0: 30.4 4.4 25.7 32.4 65.6 88.5 95.7: 11.5 4.3
Other: 100.0: 0.0 11.1 0.0 100.0 81.5 100.0 92.6: 0.0 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 49 16 24 22 18 80 49:
Old : 92: 49 16 24 22 18 80 49:
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 : 24.9 59.8 38.8 77.2 16.9 46.7 25.5 52.7
Old : 24.9 59.8 38.8 77.2 16.9 46.7 25.4 52.7
Other: 100.0 92.6 100.0 92.6 100.0 92.6 100.0 92.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 216,235: 58,075 14,890 50,920 94,044 144,475 203,039 210,285: 13,197 5,951
Old : 180,735: 56,599 20,007 39,692 71,763 115,369 168,054 175,068: 12,681 5,667
Other: 35,501: 6,984 390 5,721 22,280 29,106 34,985 35,217: 516 284
: : :
: : Changes in Commitments from: December 11, 2012 :
: -3,767: -1,077 -1,213 -1,025 -1,912 -1,229 -4,014 -3,467: 247 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.9 23.5 43.5 66.8 93.9 97.2: 6.1 2.8
Old : 100.0: 31.3 11.1 22.0 39.7 63.8 93.0 96.9: 7.0 3.1
Other: 100.0: 19.7 1.1 16.1 62.8 82.0 98.5 99.2: 1.5 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 76 32 45 53 49 156 101:
Old : 180: 73 35 45 49 48 152 100:
Other: 47: 9 4 8 25 22 37 32:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 29.3 39.9 49.8 20.3 23.3 27.0 36.4
Old : 24.3 27.8 34.5 45.9 16.7 24.4 24.7 38.2
Other: 72.1 57.6 84.3 83.3 55.3 43.7 62.7 64.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 876,059: 173,945 137,871 134,108 496,207 515,343 804,259 787,322: 71,800 88,736
Old : 876,059: 173,945 137,871 134,108 496,207 515,343 804,259 787,322: 71,800 88,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -27,467: 7,948 -2,086 -9,488 -28,676 -14,127 -30,216 -25,701: 2,749 -1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.7 15.3 56.6 58.8 91.8 89.9: 8.2 10.1
Old : 100.0: 19.9 15.7 15.3 56.6 58.8 91.8 89.9: 8.2 10.1
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 : 211: 49 63 66 90 82 177 175:
Old : 211: 49 63 66 90 82 177 175:
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 : 12.1 19.5 21.4 29.6 11.6 16.3 20.1 23.3
Old : 12.1 19.5 21.4 29.6 11.6 16.3 20.1 23.3
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, December 18, 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 : 203,862: 36,217 57,324 67,757 87,378 68,391 191,352 193,472: 12,509 10,389
Old : 196,839: 36,752 58,228 64,528 83,642 64,141 184,922 186,897: 11,917 9,942
Other: 7,023: 1,228 858 1,467 3,736 4,251 6,431 6,576: 592 447
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,154: -389 2,019 869 804 324 1,284 3,212: 2,870 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.1 33.2 42.9 33.5 93.9 94.9: 6.1 5.1
Old : 100.0: 18.7 29.6 32.8 42.5 32.6 93.9 94.9: 6.1 5.1
Other: 100.0: 17.5 12.2 20.9 53.2 60.5 91.6 93.6: 8.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 119 119 104 131 106 296 291:
Old : 383: 122 118 101 130 102 295 284:
Other: 108: 10 19 11 54 44 73 66:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.4 21.7 22.8 8.5 9.7 15.4 16.6
Old : 12.2 12.2 21.5 22.8 8.7 10.1 15.8 17.0
Other: 31.2 36.1 49.7 53.2 19.7 26.9 32.6 37.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 44,136: 26,865 35,951 2,213 12,333 2,772 41,410 40,936: 2,726 3,200
Old : 44,136: 26,865 35,951 2,213 12,333 2,772 41,410 40,936: 2,726 3,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -5,225: -8,751 6,979 -1,040 4,710 -12,547 -5,081 -6,608: -144 1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 81.5 5.0 27.9 6.3 93.8 92.7: 6.2 7.3
Old : 100.0: 60.9 81.5 5.0 27.9 6.3 93.8 92.7: 6.2 7.3
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 : 101: 34 46 9 16 8 54 59:
Old : 101: 34 46 9 16 8 54 59:
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 : 53.5 38.7 66.2 57.1 50.6 38.7 63.3 56.0
Old : 53.5 38.7 66.2 57.1 50.6 38.7 63.3 56.0
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, December 18, 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 : 441,110: 45,865 42,679 3,852 364,805 381,670 414,522 428,201: 26,588 12,909
Old : 441,110: 45,865 42,679 3,852 364,805 381,670 414,522 428,201: 26,588 12,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 54,182: -322 -886 1,444 45,531 54,872 46,653 55,429: 7,529 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.7 0.9 82.7 86.5 94.0 97.1: 6.0 2.9
Old : 100.0: 10.4 9.7 0.9 82.7 86.5 94.0 97.1: 6.0 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 : 260: 48 36 13 116 109 171 153:
Old : 260: 48 36 13 116 109 171 153:
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 : 31.1 30.1 41.4 41.5 26.2 27.9 34.6 36.1
Old : 31.1 30.1 41.4 41.5 26.2 27.9 34.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012