COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 28, 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 : 179,797: 61,224 60,723 13,919 88,660 91,835 163,803 166,477: 15,994 13,320
Old : 176,925: 61,311 61,499 12,899 87,387 89,314 161,597 163,712: 15,328 13,213
Other: 2,872: 933 244 0 1,273 2,521 2,206 2,765: 666 107
: : :
: : Changes in Commitments from: August 21, 2012 :
: -450: -1,577 -4,723 177 129 3,109 -1,271 -1,437: 821 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 33.8 7.7 49.3 51.1 91.1 92.6: 8.9 7.4
Old : 100.0: 34.7 34.8 7.3 49.4 50.5 91.3 92.5: 8.7 7.5
Other: 100.0: 32.5 8.5 0.0 44.3 87.8 76.8 96.3: 23.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 94 88 69 55 62 191 180:
Old : 266: 93 89 64 54 61 187 177:
Other: 51: 12 5 0 14 21 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 27.9 27.4 36.9 15.5 24.2 26.3 32.3
Old : 15.7 28.0 27.8 37.2 15.7 24.3 26.7 32.5
Other: 46.5 61.8 61.6 76.2 46.5 60.6 61.6 75.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 28, 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 : 22,831: 9,967 6,034 470 9,696 14,065 20,133 20,569: 2,698 2,262
Old : 17,680: 7,650 5,688 1 7,814 10,109 15,465 15,798: 2,215 1,882
Other: 5,151: 2,549 578 237 1,882 3,956 4,668 4,771: 483 380
: : :
: : Changes in Commitments from: August 21, 2012 :
: -312: 92 -805 15 -351 811 -244 21: -68 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 26.4 2.1 42.5 61.6 88.2 90.1: 11.8 9.9
Old : 100.0: 43.3 32.2 0.0 44.2 57.2 87.5 89.4: 12.5 10.6
Other: 100.0: 49.5 11.2 4.6 36.5 76.8 90.6 92.6: 9.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 43 19 15 20 14 67 44:
Old : 81: 38 19 1 19 10 58 29:
Other: 42: 18 6 10 12 7 30 23:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 67.1 48.4 75.5 33.1 67.0 48.3 74.8
Old : 38.5 70.1 55.6 77.9 38.4 70.1 55.4 77.9
Other: 55.3 75.4 72.4 84.9 55.1 75.4 71.3 84.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 28, 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 : 188,496: 59,605 35,592 21,053 94,599 125,699 175,257 182,344: 13,239 6,152
Old : 192: 0 2 0 192 134 192 136: 0 56
Other: 188,304: 59,607 35,592 21,051 94,407 125,565 175,065 182,208: 13,239 6,096
: : :
: : Changes in Commitments from: August 21, 2012 :
: -745: -845 -4,009 197 -1,276 3,298 -1,924 -514: 1,179 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 18.9 11.2 50.2 66.7 93.0 96.7: 7.0 3.3
Old : 100.0: 0.0 1.0 0.0 100.0 69.8 100.0 70.8: 0.0 29.2
Other: 100.0: 31.7 18.9 11.2 50.1 66.7 93.0 96.8: 7.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 83 42 40 49 44 152 109:
Old : 8: 0 1 0 1 6 1 7:
Other: 194: 83 42 39 49 44 152 108:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 28.6 40.2 48.1 22.5 23.9 33.9 39.0
Old : 100.0 65.6 100.0 70.8 100.0 65.6 100.0 70.8
Other: 26.8 28.6 40.1 48.1 22.5 23.9 33.9 39.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 28, 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 : 723,416: 164,886 89,772 86,118 396,727 465,093 647,731 640,983: 75,685 82,433
Old : 723,416: 164,886 89,772 86,118 396,727 465,093 647,731 640,983: 75,685 82,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 32,989: 13,873 13,572 5,858 9,996 6,766 29,727 26,196: 3,262 6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.4 11.9 54.8 64.3 89.5 88.6: 10.5 11.4
Old : 100.0: 22.8 12.4 11.9 54.8 64.3 89.5 88.6: 10.5 11.4
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 : 214: 53 62 59 82 80 165 174:
Old : 214: 53 62 59 82 80 165 174:
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 : 13.9 20.9 25.2 32.1 13.7 17.7 23.8 26.8
Old : 13.9 20.9 25.2 32.1 13.7 17.7 23.8 26.8
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 - Futures Only, August 28, 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 : 136,235: 32,945 47,687 16,075 79,814 64,532 128,834 128,294: 7,401 7,941
Old : 258: 0 8 0 233 171 233 179: 25 79
Other: 135,977: 32,951 47,685 16,069 79,581 64,361 128,601 128,115: 7,376 7,862
: : :
: : Changes in Commitments from: August 21, 2012 :
: 285: 740 2,183 -324 78 -1,061 494 798: -209 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 35.0 11.8 58.6 47.4 94.6 94.2: 5.4 5.8
Old : 100.0: 0.0 3.1 0.0 90.3 66.3 90.3 69.4: 9.7 30.6
Other: 100.0: 24.2 35.1 11.8 58.5 47.3 94.6 94.2: 5.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 98 109 74 124 102 262 253:
Old : 16: 0 2 0 1 13 1 15:
Other: 365: 98 109 74 124 102 262 253:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 15.2 26.8 26.1 12.3 11.2 21.7 19.6
Old : 90.3 47.3 90.3 60.5 90.3 47.3 90.3 60.5
Other: 16.3 15.2 26.7 26.1 12.3 11.2 21.7 19.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 28, 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 : 64,880: 46,494 10,176 2,037 11,917 50,742 60,448 62,955: 4,432 1,925
Old : 64,880: 46,494 10,176 2,037 11,917 50,742 60,448 62,955: 4,432 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -518: -1,762 91 169 2,329 -968 736 -708: -1,254 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 15.7 3.1 18.4 78.2 93.2 97.0: 6.8 3.0
Old : 100.0: 71.7 15.7 3.1 18.4 78.2 93.2 97.0: 6.8 3.0
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: 58 21 9 13 10 73 39:
Old : 101: 58 21 9 13 10 73 39:
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 : 54.0 83.9 66.8 89.0 52.1 83.1 64.7 88.0
Old : 54.0 83.9 66.8 89.0 52.1 83.1 64.7 88.0
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 - Futures Only, August 28, 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 : 435,080: 38,909 54,914 1,677 374,016 358,032 414,602 414,623: 20,478 20,457
Old : 435,080: 38,909 54,914 1,677 374,016 358,032 414,602 414,623: 20,478 20,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 3,139: 5,291 2,424 29 -2,510 -2,001 2,810 452: 329 2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.6 0.4 86.0 82.3 95.3 95.3: 4.7 4.7
Old : 100.0: 8.9 12.6 0.4 86.0 82.3 95.3 95.3: 4.7 4.7
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 : 249: 39 34 4 110 100 150 137:
Old : 249: 39 34 4 110 100 150 137:
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 : 31.7 29.4 44.1 40.2 28.0 29.4 40.0 39.4
Old : 31.7 29.4 44.1 40.2 28.0 29.4 40.0 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012