COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 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 : 181,782: 63,994 61,368 12,303 88,888 95,956 165,185 169,627: 16,597 12,155
Old : 177,623: 64,055 61,827 11,346 86,527 92,414 161,928 165,587: 15,695 12,036
Other: 4,159: 896 498 0 2,361 3,542 3,257 4,040: 902 119
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,077: 235 3,407 -1,091 2,162 -327 1,306 1,989: -229 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 33.8 6.8 48.9 52.8 90.9 93.3: 9.1 6.7
Old : 100.0: 36.1 34.8 6.4 48.7 52.0 91.2 93.2: 8.8 6.8
Other: 100.0: 21.5 12.0 0.0 56.8 85.2 78.3 97.1: 21.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 97 85 65 60 62 195 179:
Old : 270: 94 88 60 59 62 191 177:
Other: 59: 13 6 0 16 25 29 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 : 14.8 28.1 27.2 37.4 14.8 24.2 26.4 32.2
Old : 15.0 28.5 27.7 37.7 15.0 24.5 26.8 32.7
Other: 49.1 47.7 62.7 71.7 49.1 46.9 62.7 70.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 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 : 23,325: 10,377 4,359 636 9,208 16,895 20,221 21,890: 3,104 1,435
Old : 17,249: 8,370 3,095 30 6,257 13,039 14,657 16,164: 2,592 1,085
Other: 6,076: 2,206 1,463 407 2,951 3,856 5,564 5,726: 512 350
: : :
: : Changes in Commitments from: September 11, 2012 :
: -64: -102 -1,120 -57 -221 1,276 -380 99: 316 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 18.7 2.7 39.5 72.4 86.7 93.8: 13.3 6.2
Old : 100.0: 48.5 17.9 0.2 36.3 75.6 85.0 93.7: 15.0 6.3
Other: 100.0: 36.3 24.1 6.7 48.6 63.5 91.6 94.2: 8.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 41 17 16 21 15 67 45:
Old : 80: 39 17 1 20 8 60 25:
Other: 45: 13 11 13 12 9 31 29:
:----------------------------------------------------------------------------------------------------
: 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 75.9 45.5 82.1 31.0 75.8 45.4 80.9
Old : 33.6 80.1 48.9 86.4 33.6 79.9 48.9 85.9
Other: 58.1 70.8 75.4 84.2 57.9 70.8 73.5 84.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 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 : 200,599: 56,714 23,455 33,152 96,218 138,161 186,084 194,768: 14,515 5,831
Old : 183,247: 57,216 23,428 27,980 83,676 126,052 168,872 177,460: 14,375 5,787
Other: 17,352: 192 721 4,478 12,542 12,109 17,212 17,308: 140 44
: : :
: : Changes in Commitments from: September 11, 2012 :
: -5,846: -6,118 -1,757 1,348 -870 -5,937 -5,640 -6,346: -206 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.7 16.5 48.0 68.9 92.8 97.1: 7.2 2.9
Old : 100.0: 31.2 12.8 15.3 45.7 68.8 92.2 96.8: 7.8 3.2
Other: 100.0: 1.1 4.2 25.8 72.3 69.8 99.2 99.7: 0.8 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 78 41 40 50 46 154 105:
Old : 190: 78 41 40 50 46 154 105:
Other: 38: 3 4 3 19 19 24 24:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 29.8 40.4 49.2 21.1 24.0 31.4 37.3
Old : 22.8 29.3 37.7 47.7 19.3 26.3 30.8 40.6
Other: 81.8 75.6 94.3 91.5 57.7 52.8 64.0 62.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 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 : 698,138: 157,534 115,710 77,559 386,438 419,419 621,531 612,688: 76,607 85,450
Old : 698,138: 157,534 115,710 77,559 386,438 419,419 621,531 612,688: 76,607 85,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -27,554: -15,756 -3,341 -7,923 -1,668 -14,054 -25,347 -25,318: -2,207 -2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.6 11.1 55.4 60.1 89.0 87.8: 11.0 12.2
Old : 100.0: 22.6 16.6 11.1 55.4 60.1 89.0 87.8: 11.0 12.2
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 : 201: 51 55 50 80 77 153 163:
Old : 201: 51 55 50 80 77 153 163:
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 : 14.2 20.9 25.4 31.8 14.2 18.1 24.3 26.0
Old : 14.2 20.9 25.4 31.8 14.2 18.1 24.3 26.0
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, September 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 : 139,043: 32,052 40,523 19,797 79,232 70,842 131,081 131,162: 7,962 7,881
Old : 136,359: 32,268 40,681 19,139 77,276 68,861 128,683 128,681: 7,676 7,678
Other: 2,684: 273 331 169 1,956 1,981 2,398 2,481: 286 203
: : :
: : Changes in Commitments from: September 11, 2012 :
: -4,208: -1,504 -9,858 448 -2,845 5,392 -3,901 -4,018: -307 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 29.1 14.2 57.0 50.9 94.3 94.3: 5.7 5.7
Old : 100.0: 23.7 29.8 14.0 56.7 50.5 94.4 94.4: 5.6 5.6
Other: 100.0: 10.2 12.3 6.3 72.9 73.8 89.3 92.4: 10.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 93 99 86 110 110 256 256:
Old : 347: 96 100 85 110 106 256 251:
Other: 66: 5 8 4 29 37 37 46:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 15.8 26.2 27.3 11.8 11.3 21.6 18.7
Old : 15.3 16.0 26.4 27.6 11.9 11.3 21.9 18.7
Other: 48.9 35.1 63.3 54.7 43.2 33.1 56.0 49.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 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 : 40,481: 28,541 23,645 1,597 7,179 12,534 37,317 37,776: 3,164 2,705
Old : 40,481: 28,541 23,645 1,597 7,179 12,534 37,317 37,776: 3,164 2,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -31,694: -24,232 5,507 -175 -6,562 -36,693 -30,969 -31,361: -725 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 58.4 3.9 17.7 31.0 92.2 93.3: 7.8 6.7
Old : 100.0: 70.5 58.4 3.9 17.7 31.0 92.2 93.3: 7.8 6.7
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 : 100: 37 42 7 14 6 55 53:
Old : 100: 37 42 7 14 6 55 53:
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 : 55.2 49.9 65.4 66.7 52.6 49.9 62.8 66.7
Old : 55.2 49.9 65.4 66.7 52.6 49.9 62.8 66.7
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, September 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 : 441,653: 43,819 54,750 4,936 366,281 361,911 415,036 421,597: 26,617 20,056
Old : 441,653: 43,819 54,750 4,936 366,281 361,911 415,036 421,597: 26,617 20,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,047: -1,861 953 3,039 -345 71 833 4,063: 5,214 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.4 1.1 82.9 81.9 94.0 95.5: 6.0 4.5
Old : 100.0: 9.9 12.4 1.1 82.9 81.9 94.0 95.5: 6.0 4.5
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 : 263: 47 42 15 112 106 166 158:
Old : 263: 47 42 15 112 106 166 158:
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 : 34.0 29.0 44.6 39.8 29.0 28.9 39.6 39.0
Old : 34.0 29.0 44.6 39.8 29.0 28.9 39.6 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012