COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 248,228: 63,433 38,260 55,325 113,821 138,399 232,578 231,984: 15,649 16,243
Old : 135,529: 45,060 34,399 21,013 61,146 68,632 127,219 124,045: 8,310 11,484
Other: 112,698: 27,164 12,652 25,521 52,675 69,767 105,359 107,939: 7,339 4,759
: : :
: : Changes in Commitments from: April 24, 2012 :
: 755: 2,342 1,490 317 283 -1,837 2,942 -30: -2,187 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.4 22.3 45.9 55.8 93.7 93.5: 6.3 6.5
Old : 100.0: 33.2 25.4 15.5 45.1 50.6 93.9 91.5: 6.1 8.5
Other: 100.0: 24.1 11.2 22.6 46.7 61.9 93.5 95.8: 6.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 120 78 96 65 69 225 206:
Old : 260: 96 87 63 57 59 182 180:
Other: 207: 89 41 46 51 59 158 128:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 23.9 26.6 35.9 13.0 18.0 22.0 25.4
Old : 15.9 24.3 27.2 34.4 14.0 21.3 24.2 30.2
Other: 17.9 30.9 30.8 43.4 14.9 27.0 25.4 37.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 25,967: 9,242 2,751 4,777 9,388 16,149 23,406 23,677: 2,561 2,290
Old : 23,203: 9,358 2,745 3,350 8,012 14,846 20,721 20,941: 2,482 2,262
Other: 2,764: 68 191 1,242 1,376 1,303 2,686 2,736: 78 28
: : :
: : Changes in Commitments from: April 24, 2012 :
: -26: 89 210 584 -650 -1,054 22 -260: -49 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.6 18.4 36.2 62.2 90.1 91.2: 9.9 8.8
Old : 100.0: 40.3 11.8 14.4 34.5 64.0 89.3 90.3: 10.7 9.7
Other: 100.0: 2.5 6.9 44.9 49.8 47.1 97.2 99.0: 2.8 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 28 25 16 22 16 57 51:
Old : 80: 26 27 16 22 16 56 51:
Other: 24: 9 6 11 9 3 23 15:
:----------------------------------------------------------------------------------------------------
: 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 56.4 40.6 69.3 26.4 50.4 38.7 58.9
Old : 27.6 56.6 41.4 68.7 27.6 53.5 41.3 63.0
Other: 65.9 76.8 84.6 93.9 26.5 30.4 28.7 31.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 195,076: 28,105 39,984 37,693 118,944 107,272 184,743 184,949: 10,333 10,126
Old : 125,560: 25,466 41,239 20,381 71,767 54,587 117,615 116,207: 7,946 9,353
Other: 69,515: 10,015 6,122 9,936 47,176 52,684 67,128 68,742: 2,387 774
: : :
: : Changes in Commitments from: April 24, 2012 :
: 5,116: 1,253 -1,440 2,811 1,066 4,209 5,129 5,580: -13 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.5 19.3 61.0 55.0 94.7 94.8: 5.3 5.2
Old : 100.0: 20.3 32.8 16.2 57.2 43.5 93.7 92.6: 6.3 7.4
Other: 100.0: 14.4 8.8 14.3 67.9 75.8 96.6 98.9: 3.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 48 75 51 55 47 142 136:
Old : 183: 46 74 44 54 41 134 127:
Other: 93: 25 15 18 38 31 71 56:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 24.5 38.2 38.5 22.5 19.1 31.8 27.0
Old : 25.5 22.8 39.7 33.6 23.4 19.2 34.8 27.8
Other: 36.3 39.5 52.2 60.3 32.8 33.7 48.2 52.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 860,705: 179,389 103,600 159,548 457,417 523,911 796,354 787,059: 64,351 73,646
Old : 860,705: 179,389 103,600 159,548 457,417 523,911 796,354 787,059: 64,351 73,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -2,433: -3,147 8,079 10,037 4,461 -14,605 11,351 3,510: -13,784 -5,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.0 18.5 53.1 60.9 92.5 91.4: 7.5 8.6
Old : 100.0: 20.8 12.0 18.5 53.1 60.9 92.5 91.4: 7.5 8.6
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 : 246: 72 68 85 87 93 208 200:
Old : 246: 72 68 85 87 93 208 200:
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 : 12.5 17.4 22.6 27.0 12.0 14.8 20.9 21.5
Old : 12.5 17.4 22.6 27.0 12.0 14.8 20.9 21.5
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 210,953: 31,528 39,802 70,387 101,414 92,942 203,329 203,131: 7,624 7,823
Old : 155,165: 36,213 40,367 42,705 69,786 65,272 148,703 148,344: 6,461 6,821
Other: 55,789: 3,790 7,910 19,208 31,628 27,669 54,626 54,787: 1,163 1,002
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,414: -61 -494 2,316 -1,196 -523 1,059 1,299: 355 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.9 33.4 48.1 44.1 96.4 96.3: 3.6 3.7
Old : 100.0: 23.3 26.0 27.5 45.0 42.1 95.8 95.6: 4.2 4.4
Other: 100.0: 6.8 14.2 34.4 56.7 49.6 97.9 98.2: 2.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 110 110 117 131 128 293 307:
Old : 367: 107 109 101 123 121 271 291:
Other: 205: 40 51 48 89 82 162 151:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 14.0 21.5 24.2 8.3 8.5 15.1 13.6
Old : 12.4 13.6 22.6 24.9 10.2 10.5 17.9 17.4
Other: 19.8 17.0 34.8 30.3 17.4 12.0 24.7 19.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 46,062: 31,377 17,822 1,483 7,314 24,516 40,175 43,821: 5,887 2,241
Old : 46,062: 31,377 17,822 1,483 7,314 24,516 40,175 43,821: 5,887 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,588: 4,774 7,165 224 1,011 -4,140 6,010 3,249: -3,421 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 38.7 3.2 15.9 53.2 87.2 95.1: 12.8 4.9
Old : 100.0: 68.1 38.7 3.2 15.9 53.2 87.2 95.1: 12.8 4.9
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 : 102: 50 27 8 15 12 67 46:
Old : 102: 50 27 8 15 12 67 46:
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 : 55.3 65.2 66.4 78.0 54.1 65.2 64.7 78.0
Old : 55.3 65.2 66.4 78.0 54.1 65.2 64.7 78.0
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 400,015: 32,958 42,733 3,377 344,659 338,967 380,993 385,077: 19,022 14,938
Old : 400,015: 32,958 42,733 3,377 344,659 338,967 380,993 385,077: 19,022 14,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -11,384: 9,742 -16,621 -2,714 -18,699 9,885 -11,671 -9,450: 287 -1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.7 0.8 86.2 84.7 95.2 96.3: 4.8 3.7
Old : 100.0: 8.2 10.7 0.8 86.2 84.7 95.2 96.3: 4.8 3.7
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 : 255: 46 39 18 101 103 160 147:
Old : 255: 46 39 18 101 103 160 147:
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 : 34.4 28.6 46.5 38.7 31.7 28.5 43.8 38.0
Old : 34.4 28.6 46.5 38.7 31.7 28.5 43.8 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012