COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 23, 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 : 204,929: 70,652 63,247 11,929 100,352 117,631 182,933 192,807: 21,996 12,122
Old : 200,255: 70,709 63,362 11,104 97,341 113,824 179,154 188,290: 21,101 11,965
Other: 4,674: 768 710 0 3,011 3,807 3,779 4,517: 895 157
: : :
: : Changes in Commitments from: October 16, 2012 :
: 4,394: 2,343 -15,901 -1,993 86 24,764 436 6,870: 3,958 -2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 30.9 5.8 49.0 57.4 89.3 94.1: 10.7 5.9
Old : 100.0: 35.3 31.6 5.5 48.6 56.8 89.5 94.0: 10.5 6.0
Other: 100.0: 16.4 15.2 0.0 64.4 81.5 80.9 96.6: 19.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 107 85 71 59 61 215 171:
Old : 277: 107 86 63 58 60 208 168:
Other: 63: 15 9 0 17 24 32 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 34.9 27.9 43.0 14.1 25.5 23.1 33.0
Old : 17.9 35.6 28.2 43.6 14.3 26.1 23.4 34.0
Other: 47.4 51.4 68.4 73.0 47.4 51.4 67.4 73.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 23, 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 : 23,376: 9,483 3,884 275 10,218 16,957 19,976 21,116: 3,400 2,260
Old : 5,341: 1,284 129 0 2,808 4,970 4,092 5,099: 1,249 242
Other: 18,035: 8,210 3,766 264 7,410 11,987 15,884 16,017: 2,151 2,018
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,038: 723 -994 -551 -1,281 766 -1,109 -779: 71 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 16.6 1.2 43.7 72.5 85.5 90.3: 14.5 9.7
Old : 100.0: 24.0 2.4 0.0 52.6 93.1 76.6 95.5: 23.4 4.5
Other: 100.0: 45.5 20.9 1.5 41.1 66.5 88.1 88.8: 11.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 32 18 13 22 15 58 44:
Old : 32: 9 2 0 17 4 26 6:
Other: 74: 29 18 12 17 13 50 41:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 69.6 48.3 76.8 31.9 67.2 47.2 72.9
Old : 45.7 94.4 61.0 95.5 45.7 94.4 61.0 95.5
Other: 37.2 63.5 56.5 72.9 36.3 63.5 55.5 72.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 23, 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 : 205,414: 52,014 16,781 42,417 97,293 139,660 191,724 198,858: 13,690 6,556
Old : 179,624: 52,418 21,285 32,244 81,569 119,614 166,231 173,143: 13,393 6,481
Other: 25,790: 4,609 509 5,160 15,724 20,046 25,493 25,715: 297 75
: : :
: : Changes in Commitments from: October 16, 2012 :
: 2,707: -3,231 -3,554 2,294 3,226 5,956 2,289 4,696: 418 -1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 8.2 20.6 47.4 68.0 93.3 96.8: 6.7 3.2
Old : 100.0: 29.2 11.8 18.0 45.4 66.6 92.5 96.4: 7.5 3.6
Other: 100.0: 17.9 2.0 20.0 61.0 77.7 98.8 99.7: 1.2 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 72 38 50 48 49 145 115:
Old : 180: 72 39 50 47 49 144 115:
Other: 41: 6 3 3 21 20 27 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 : 31.4 30.3 42.8 50.8 20.5 21.5 28.8 34.7
Old : 24.9 29.4 37.9 47.6 17.9 23.8 28.3 36.7
Other: 85.4 67.4 94.9 90.0 64.0 54.1 69.6 68.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 23, 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 : 709,045: 157,763 95,648 71,993 414,070 468,555 643,826 636,196: 65,219 72,849
Old : 709,045: 157,763 95,648 71,993 414,070 468,555 643,826 636,196: 65,219 72,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 8,011: -5,965 3,446 7,583 3,874 -9,288 5,492 1,741: 2,519 6,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.5 10.2 58.4 66.1 90.8 89.7: 9.2 10.3
Old : 100.0: 22.3 13.5 10.2 58.4 66.1 90.8 89.7: 9.2 10.3
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 : 208: 50 60 53 84 75 162 163:
Old : 208: 50 60 53 84 75 162 163:
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 : 13.6 23.5 24.7 35.0 13.5 19.3 23.7 27.5
Old : 13.6 23.5 24.7 35.0 13.5 19.3 23.7 27.5
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, October 23, 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 : 151,686: 32,593 47,163 28,016 80,629 67,120 141,238 142,299: 10,448 9,387
Old : 147,661: 32,950 47,713 26,816 77,750 64,057 137,516 138,586: 10,145 9,075
Other: 4,025: 679 486 164 2,879 3,063 3,722 3,713: 303 312
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,499: 1,546 4,140 420 -711 -3,772 1,255 788: 244 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 31.1 18.5 53.2 44.2 93.1 93.8: 6.9 6.2
Old : 100.0: 22.3 32.3 18.2 52.7 43.4 93.1 93.9: 6.9 6.1
Other: 100.0: 16.9 12.1 4.1 71.5 76.1 92.5 92.2: 7.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 88 116 86 124 112 265 280:
Old : 369: 91 119 84 124 109 265 275:
Other: 79: 8 9 2 36 42 45 52:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 14.0 22.1 24.7 10.7 10.6 19.1 17.6
Old : 12.2 14.1 22.2 24.9 10.9 10.7 19.8 17.7
Other: 43.1 35.9 61.5 58.2 36.7 34.3 54.3 49.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 23, 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 : 43,793: 25,834 31,760 1,803 12,085 7,016 39,722 40,579: 4,071 3,214
Old : 43,793: 25,834 31,760 1,803 12,085 7,016 39,722 40,579: 4,071 3,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -2,023: -2,328 -1,292 -316 231 -734 -2,413 -2,342: 390 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 72.5 4.1 27.6 16.0 90.7 92.7: 9.3 7.3
Old : 100.0: 59.0 72.5 4.1 27.6 16.0 90.7 92.7: 9.3 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 : 107: 41 42 6 17 9 60 55:
Old : 107: 41 42 6 17 9 60 55:
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 : 53.0 49.8 62.9 63.7 49.8 49.8 59.7 63.1
Old : 53.0 49.8 62.9 63.7 49.8 49.8 59.7 63.1
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, October 23, 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 : 369,468: 37,547 51,897 4,513 308,894 300,177 350,954 356,587: 18,514 12,881
Old : 369,468: 37,547 51,897 4,513 308,894 300,177 350,954 356,587: 18,514 12,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,404: -8,782 2,148 239 4,796 -10,364 -3,747 -7,977: -1,657 2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.0 1.2 83.6 81.2 95.0 96.5: 5.0 3.5
Old : 100.0: 10.2 14.0 1.2 83.6 81.2 95.0 96.5: 5.0 3.5
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 : 238: 38 36 7 96 95 138 134:
Old : 238: 38 36 7 96 95 138 134:
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 : 34.7 34.6 46.7 42.7 32.9 34.5 44.9 42.7
Old : 34.7 34.6 46.7 42.7 32.9 34.5 44.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012