COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 234,264: 66,409 21,363 53,542 97,549 147,103 217,500 222,008: 16,764 12,256
Old : 221,225: 65,518 23,020 48,951 91,548 137,474 206,017 209,445: 15,208 11,780
Other: 13,039: 2,603 55 2,879 6,000 9,629 11,482 12,563: 1,556 476
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,938: 2,073 -2,754 577 3,292 6,834 5,942 4,657: -4 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.1 22.9 41.6 62.8 92.8 94.8: 7.2 5.2
Old : 100.0: 29.6 10.4 22.1 41.4 62.1 93.1 94.7: 6.9 5.3
Other: 100.0: 20.0 0.4 22.1 46.0 73.9 88.1 96.4: 11.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 129 71 83 62 69 227 191:
Old : 289: 128 72 80 61 68 224 189:
Other: 78: 20 9 16 28 34 56 51:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 29.5 25.6 40.8 12.0 24.6 19.5 31.7
Old : 14.6 30.8 25.9 41.6 12.7 26.1 20.6 34.1
Other: 29.8 39.2 46.4 56.4 26.8 37.7 37.2 51.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 29,652: 10,445 1,880 5,830 9,962 20,676 26,237 28,385: 3,415 1,267
Old : 29,625: 10,445 1,877 5,830 9,935 20,654 26,210 28,360: 3,415 1,265
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 24, 2012 :
: -4,004: -1,158 270 -1,303 -825 -2,944 -3,286 -3,977: -718 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.3 19.7 33.6 69.7 88.5 95.7: 11.5 4.3
Old : 100.0: 35.3 6.3 19.7 33.5 69.7 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 : 85: 38 20 19 23 16 72 44:
Old : 85: 38 20 19 23 16 72 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 : 23.1 65.2 36.8 80.0 19.8 56.8 31.0 62.8
Old : 23.1 65.2 36.8 80.0 19.8 56.7 31.0 62.8
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 31, 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 : 218,218: 52,201 18,387 53,170 100,484 136,496 205,855 208,053: 12,363 10,165
Old : 181,340: 50,286 23,806 41,536 77,740 106,308 169,562 171,650: 11,778 9,690
Other: 36,877: 7,660 326 5,889 22,744 30,188 36,292 36,402: 585 475
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3,237: -678 1,590 2,460 816 -2,574 2,598 1,477: 639 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 8.4 24.4 46.0 62.6 94.3 95.3: 5.7 4.7
Old : 100.0: 27.7 13.1 22.9 42.9 58.6 93.5 94.7: 6.5 5.3
Other: 100.0: 20.8 0.9 16.0 61.7 81.9 98.4 98.7: 1.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 64 52 47 53 49 141 127:
Old : 188: 62 55 47 51 48 139 126:
Other: 48: 10 5 9 24 22 38 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 : 29.5 26.7 40.4 45.9 19.7 21.0 26.6 32.9
Old : 23.8 25.4 35.0 41.2 16.8 21.5 25.3 33.9
Other: 71.3 56.3 83.9 81.3 55.5 43.1 62.1 63.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 876,028: 182,419 127,084 129,017 494,652 539,509 806,089 795,609: 69,939 80,418
Old : 876,028: 182,419 127,084 129,017 494,652 539,509 806,089 795,609: 69,939 80,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -5,781: 2,033 -7,424 -2,389 -4,842 16,090 -5,197 6,277: -584 -12,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.5 14.7 56.5 61.6 92.0 90.8: 8.0 9.2
Old : 100.0: 20.8 14.5 14.7 56.5 61.6 92.0 90.8: 8.0 9.2
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 : 212: 57 59 66 89 81 184 170:
Old : 212: 57 59 66 89 81 184 170:
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 20.3 21.3 30.2 11.6 16.7 20.1 23.8
Old : 12.1 20.3 21.3 30.2 11.6 16.7 20.1 23.8
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 31, 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 : 206,930: 36,550 56,764 70,443 89,058 69,932 196,050 197,139: 10,879 9,791
Old : 199,496: 37,147 57,639 66,868 85,212 65,578 189,227 190,085: 10,269 9,411
Other: 7,434: 1,192 914 1,786 3,845 4,354 6,824 7,054: 610 380
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,988: 527 -825 2,962 1,542 790 5,030 2,927: 958 3,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.4 34.0 43.0 33.8 94.7 95.3: 5.3 4.7
Old : 100.0: 18.6 28.9 33.5 42.7 32.9 94.9 95.3: 5.1 4.7
Other: 100.0: 16.0 12.3 24.0 51.7 58.6 91.8 94.9: 8.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 111 125 103 138 114 297 301:
Old : 389: 115 122 100 136 109 295 293:
Other: 114: 12 18 13 57 45 78 68:
:----------------------------------------------------------------------------------------------------
: 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 12.5 21.7 23.2 8.3 9.6 15.2 16.6
Old : 12.4 12.4 21.6 23.1 8.5 10.0 15.7 17.0
Other: 32.1 36.5 49.7 54.5 18.7 26.3 31.2 36.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 43,604: 23,697 34,272 2,199 14,643 3,282 40,539 39,753: 3,065 3,851
Old : 43,604: 23,697 34,272 2,199 14,643 3,282 40,539 39,753: 3,065 3,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -373: 573 -2,299 133 -1,865 636 -1,160 -1,531: 787 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 78.6 5.0 33.6 7.5 93.0 91.2: 7.0 8.8
Old : 100.0: 54.3 78.6 5.0 33.6 7.5 93.0 91.2: 7.0 8.8
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 : 106: 35 49 10 15 10 56 63:
Old : 106: 35 49 10 15 10 56 63:
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 : 47.5 37.7 64.5 55.6 44.8 37.7 61.7 54.5
Old : 47.5 37.7 64.5 55.6 44.8 37.7 61.7 54.5
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 31, 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 : 352,697: 49,467 32,787 1,810 279,497 308,232 330,774 342,829: 21,922 9,867
Old : 352,697: 49,467 32,787 1,810 279,497 308,232 330,774 342,829: 21,922 9,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,107: 2,616 2,290 -196 -3,886 -2,228 -1,465 -134: 359 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.3 0.5 79.2 87.4 93.8 97.2: 6.2 2.8
Old : 100.0: 14.0 9.3 0.5 79.2 87.4 93.8 97.2: 6.2 2.8
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 : 238: 51 30 9 95 95 151 129:
Old : 238: 51 30 9 95 95 151 129:
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 : 30.6 33.5 42.3 45.7 28.0 33.4 39.8 45.4
Old : 30.6 33.5 42.3 45.7 28.0 33.4 39.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013