COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 27, 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 : 161,178: 56,940 57,190 11,220 78,632 78,607 146,792 147,017: 14,386 14,161
Old : 155,709: 56,888 57,943 9,833 75,846 74,010 142,567 141,786: 13,142 13,923
Other: 5,469: 1,439 634 0 2,786 4,597 4,225 5,231: 1,244 238
: : :
: : Changes in Commitments from: November 20, 2012 :
: -5,183: 343 545 -80 -3,732 -3,429 -3,469 -2,964: -1,714 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 35.5 7.0 48.8 48.8 91.1 91.2: 8.9 8.8
Old : 100.0: 36.5 37.2 6.3 48.7 47.5 91.6 91.1: 8.4 8.9
Other: 100.0: 26.3 11.6 0.0 50.9 84.1 77.3 95.6: 22.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 95 94 55 49 54 180 171:
Old : 270: 95 94 50 47 53 176 167:
Other: 64: 16 10 0 16 24 32 34:
:----------------------------------------------------------------------------------------------------
: 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 25.9 29.3 35.7 17.6 23.0 28.9 31.4
Old : 18.2 26.8 30.0 36.8 18.1 23.8 29.7 32.8
Other: 42.5 53.8 60.3 75.3 42.5 53.8 60.3 75.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 27, 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 : 22,036: 11,052 3,129 472 7,550 16,785 19,074 20,386: 2,962 1,650
Old : 22,011: 11,055 3,129 469 7,525 16,763 19,049 20,361: 2,962 1,650
Other: 25: 0 3 0 25 22 25 25: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -567: 918 -1,167 175 -1,794 770 -701 -222: 134 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 14.2 2.1 34.3 76.2 86.6 92.5: 13.4 7.5
Old : 100.0: 50.2 14.2 2.1 34.2 76.2 86.5 92.5: 13.5 7.5
Other: 100.0: 0.0 12.0 0.0 100.0 88.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 35 18 11 18 11 57 37:
Old : 78: 35 18 11 18 11 57 37:
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 : 31.5 72.3 47.4 80.5 31.0 69.6 46.9 77.3
Old : 31.6 72.3 47.5 80.5 31.1 69.6 46.9 77.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 27, 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 : 192,742: 59,261 15,907 30,188 89,183 140,056 178,632 186,151: 14,110 6,591
Old : 159,124: 59,247 21,427 18,697 67,733 112,669 145,677 152,793: 13,447 6,331
Other: 33,618: 5,883 349 5,622 21,450 27,387 32,955 33,358: 663 260
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,350: 3,114 -1,229 622 1,180 7,824 4,916 7,217: 2,434 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.3 15.7 46.3 72.7 92.7 96.6: 7.3 3.4
Old : 100.0: 37.2 13.5 11.7 42.6 70.8 91.5 96.0: 8.5 4.0
Other: 100.0: 17.5 1.0 16.7 63.8 81.5 98.0 99.2: 2.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 71 38 36 50 45 147 96:
Old : 177: 71 39 35 47 44 143 95:
Other: 44: 9 4 3 24 21 33 28:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 31.9 41.9 54.7 22.5 24.8 31.0 39.7
Old : 24.2 32.0 36.6 51.3 19.4 27.3 29.4 43.8
Other: 73.9 60.0 85.3 86.1 55.9 45.2 63.7 64.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 27, 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 : 737,882: 163,242 134,468 63,791 444,912 462,148 671,945 660,407: 65,937 77,475
Old : 737,882: 163,242 134,468 63,791 444,912 462,148 671,945 660,407: 65,937 77,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 10,953: 2,352 5,583 -540 10,571 1,805 12,383 6,848: -1,430 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.2 8.6 60.3 62.6 91.1 89.5: 8.9 10.5
Old : 100.0: 22.1 18.2 8.6 60.3 62.6 91.1 89.5: 8.9 10.5
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 : 208: 49 63 59 85 77 164 171:
Old : 208: 49 63 59 85 77 164 171:
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 21.7 25.7 33.5 13.9 18.3 23.7 26.8
Old : 14.2 21.7 25.7 33.5 13.9 18.3 23.7 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, November 27, 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 : 135,236: 41,679 57,780 13,492 71,415 55,317 126,586 126,589: 8,650 8,647
Old : 130,312: 42,042 58,556 11,879 68,171 51,723 122,092 122,158: 8,220 8,154
Other: 4,924: 987 574 263 3,244 3,594 4,494 4,431: 430 493
: : :
: : Changes in Commitments from: November 20, 2012 :
: 854: 1,006 -424 499 -1,140 626 365 701: 489 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 42.7 10.0 52.8 40.9 93.6 93.6: 6.4 6.4
Old : 100.0: 32.3 44.9 9.1 52.3 39.7 93.7 93.7: 6.3 6.3
Other: 100.0: 20.0 11.7 5.3 65.9 73.0 91.3 90.0: 8.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 101 101 67 126 94 264 241:
Old : 354: 107 101 65 122 88 259 233:
Other: 93: 12 11 7 46 41 63 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 18.0 23.3 30.0 11.8 16.6 21.7 26.2
Old : 12.6 18.3 23.6 30.3 12.1 17.2 22.4 26.9
Other: 32.0 35.4 51.8 54.7 26.8 31.7 43.6 41.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 27, 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 : 35,530: 24,650 17,201 2,192 5,035 13,762 31,877 33,155: 3,653 2,375
Old : 35,530: 24,650 17,201 2,192 5,035 13,762 31,877 33,155: 3,653 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -3,681: -2,785 -4,371 75 -1,181 359 -3,891 -3,937: 210 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 48.4 6.2 14.2 38.7 89.7 93.3: 10.3 6.7
Old : 100.0: 69.4 48.4 6.2 14.2 38.7 89.7 93.3: 10.3 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 : 101: 45 34 6 15 8 64 45:
Old : 101: 45 34 6 15 8 64 45:
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 : 43.4 47.5 54.0 63.7 39.9 47.5 50.4 63.2
Old : 43.4 47.5 54.0 63.7 39.9 47.5 50.4 63.2
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, November 27, 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 : 382,434: 30,248 51,919 2,468 334,354 314,107 367,070 368,494: 15,364 13,940
Old : 382,434: 30,248 51,919 2,468 334,354 314,107 367,070 368,494: 15,364 13,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -9,122: 1,331 564 -1,936 -9,308 -6,134 -9,913 -7,506: 791 -1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.6 0.6 87.4 82.1 96.0 96.4: 4.0 3.6
Old : 100.0: 7.9 13.6 0.6 87.4 82.1 96.0 96.4: 4.0 3.6
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 : 241: 32 41 5 98 97 132 141:
Old : 241: 32 41 5 98 97 132 141:
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 : 35.6 34.8 48.0 44.3 32.1 34.7 44.6 43.1
Old : 35.6 34.8 48.0 44.3 32.1 34.7 44.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012