COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 171,207: 68,331 29,041 14,235 73,199 116,873 155,765 160,149: 15,442 11,058
Old : 163,162: 68,403 30,401 11,821 68,868 110,277 149,092 152,499: 14,070 10,663
Other: 8,045: 2,331 1,043 11 4,331 6,596 6,673 7,650: 1,372 395
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,108: 2,750 -2,597 594 1,719 5,665 5,063 3,662: 45 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 17.0 8.3 42.8 68.3 91.0 93.5: 9.0 6.5
Old : 100.0: 41.9 18.6 7.2 42.2 67.6 91.4 93.5: 8.6 6.5
Other: 100.0: 29.0 13.0 0.1 53.8 82.0 82.9 95.1: 17.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 117 70 61 51 56 195 166:
Old : 273: 116 72 55 48 55 188 163:
Other: 75: 14 13 1 24 29 39 42:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 35.6 27.4 46.0 16.1 34.6 27.0 43.7
Old : 17.0 37.0 28.4 47.9 17.0 36.0 28.3 46.8
Other: 43.5 39.4 60.5 62.7 43.5 39.4 60.5 62.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 22,886: 12,119 2,171 391 7,176 19,125 19,686 21,687: 3,200 1,199
Old : 22,859: 12,122 2,171 388 7,149 19,103 19,659 21,662: 3,200 1,197
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,379: -1,616 1 -78 48 -2,324 -1,646 -2,401: -733 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 9.5 1.7 31.4 83.6 86.0 94.8: 14.0 5.2
Old : 100.0: 53.0 9.5 1.7 31.3 83.6 86.0 94.8: 14.0 5.2
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 : 79: 39 15 7 18 11 58 32:
Old : 79: 39 15 7 18 11 58 32:
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 : 27.5 78.6 43.8 87.0 26.6 74.9 42.3 83.1
Old : 27.6 78.6 43.9 87.0 26.7 74.9 42.3 83.1
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 - Futures Only, 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 : 191,122: 59,125 17,886 29,705 90,630 133,709 179,460 181,300: 11,662 9,822
Old : 154,653: 57,230 23,488 18,190 68,156 103,628 143,576 145,306: 11,077 9,347
Other: 36,469: 7,839 342 5,571 22,474 30,081 35,884 35,994: 585 475
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,991: 145 1,677 1,262 35 -2,701 1,442 238: 549 1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.4 15.5 47.4 70.0 93.9 94.9: 6.1 5.1
Old : 100.0: 37.0 15.2 11.8 44.1 67.0 92.8 94.0: 7.2 6.0
Other: 100.0: 21.5 0.9 15.3 61.6 82.5 98.4 98.7: 1.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 65 47 39 51 48 135 119:
Old : 184: 63 50 39 48 46 132 117:
Other: 48: 10 5 5 24 22 36 30:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 30.2 41.9 51.8 23.4 25.0 31.2 38.5
Old : 24.6 29.5 35.9 47.4 20.1 26.0 29.5 41.0
Other: 72.1 56.7 84.8 81.9 56.2 43.9 62.8 64.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 754,102: 186,823 134,316 61,977 441,183 482,875 689,983 679,168: 64,119 74,934
Old : 754,102: 186,823 134,316 61,977 441,183 482,875 689,983 679,168: 64,119 74,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,883: 1,264 -6,595 -866 -2,970 16,572 -2,572 9,111: -311 -11,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.8 8.2 58.5 64.0 91.5 90.1: 8.5 9.9
Old : 100.0: 24.8 17.8 8.2 58.5 64.0 91.5 90.1: 8.5 9.9
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: 54 57 58 85 76 172 161:
Old : 208: 54 57 58 85 76 172 161:
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 22.6 24.1 33.2 13.5 19.2 23.6 27.0
Old : 13.6 22.6 24.1 33.2 13.5 19.2 23.6 27.0
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, 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 : 143,736: 44,793 59,253 16,624 72,474 58,567 133,891 134,444: 9,845 9,292
Old : 137,694: 45,030 59,926 14,587 68,819 54,267 128,436 128,780: 9,258 8,914
Other: 6,042: 1,281 845 519 3,655 4,300 5,455 5,664: 587 378
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3,025: 1,364 -721 17 811 647 2,192 -57: 833 3,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 41.2 11.6 50.4 40.7 93.2 93.5: 6.8 6.5
Old : 100.0: 32.7 43.5 10.6 50.0 39.4 93.3 93.5: 6.7 6.5
Other: 100.0: 21.2 14.0 8.6 60.5 71.2 90.3 93.7: 9.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 98 115 70 128 99 263 256:
Old : 364: 102 114 66 126 93 261 246:
Other: 107: 14 13 7 53 43 71 60:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.5 21.8 27.0 11.2 13.9 20.8 24.6
Old : 12.1 15.2 22.6 27.4 11.5 14.5 21.7 25.4
Other: 29.1 34.1 49.1 53.8 23.1 32.3 38.4 44.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 42,593: 23,677 33,955 1,752 14,158 3,075 39,587 38,782: 3,006 3,811
Old : 42,593: 23,677 33,955 1,752 14,158 3,075 39,587 38,782: 3,006 3,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -715: 294 -2,375 44 -1,838 462 -1,500 -1,869: 785 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 79.7 4.1 33.2 7.2 92.9 91.1: 7.1 8.9
Old : 100.0: 55.6 79.7 4.1 33.2 7.2 92.9 91.1: 7.1 8.9
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 : 104: 35 48 7 14 10 53 61:
Old : 104: 35 48 7 14 10 53 61:
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 : 48.6 38.6 65.9 57.0 45.9 38.6 63.1 55.8
Old : 48.6 38.6 65.9 57.0 45.9 38.6 63.1 55.8
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, 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 : 351,151: 49,486 32,602 1,352 278,721 307,819 329,559 341,773: 21,592 9,378
Old : 351,151: 49,486 32,602 1,352 278,721 307,819 329,559 341,773: 21,592 9,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,268: 2,615 2,241 -231 -3,923 -2,222 -1,539 -212: 271 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 9.3 0.4 79.4 87.7 93.9 97.3: 6.1 2.7
Old : 100.0: 14.1 9.3 0.4 79.4 87.7 93.9 97.3: 6.1 2.7
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 : 237: 51 29 5 94 94 147 126:
Old : 237: 51 29 5 94 94 147 126:
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 : 30.7 33.6 42.5 45.9 28.2 33.5 39.9 45.6
Old : 30.7 33.6 42.5 45.9 28.2 33.5 39.9 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013