COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 272,242: 61,123 34,387 81,660 113,226 142,556 256,010 258,604: 16,232 13,638
Old : 268,572: 61,114 35,073 80,230 111,613 139,752 252,957 255,056: 15,615 13,517
Other: 3,670: 824 129 616 1,614 2,804 3,053 3,549: 617 121
: : :
: : Changes in Commitments from: August 14, 2012 :
: 320: 4,911 -1,469 532 -4,709 3,304 734 2,367: -414 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 12.6 30.0 41.6 52.4 94.0 95.0: 6.0 5.0
Old : 100.0: 22.8 13.1 29.9 41.6 52.0 94.2 95.0: 5.8 5.0
Other: 100.0: 22.4 3.5 16.8 44.0 76.4 83.2 96.7: 16.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 136 75 98 70 72 244 213:
Old : 302: 136 75 94 70 72 242 211:
Other: 54: 13 6 7 18 22 35 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 : 15.6 26.4 26.0 36.0 10.4 18.0 16.8 24.4
Old : 15.8 26.6 26.2 36.1 10.5 18.3 17.0 24.6
Other: 34.5 48.5 54.1 68.4 32.5 45.3 45.3 60.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 30,083: 9,325 6,367 5,224 12,559 15,784 27,107 27,375: 2,976 2,709
Old : 21,513: 7,423 6,184 2,369 9,294 10,709 19,086 19,261: 2,426 2,251
Other: 8,571: 2,121 403 2,635 3,265 5,075 8,021 8,113: 550 458
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,169: 351 -690 -903 -618 1,071 -1,170 -523: 0 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 21.2 17.4 41.7 52.5 90.1 91.0: 9.9 9.0
Old : 100.0: 34.5 28.7 11.0 43.2 49.8 88.7 89.5: 11.3 10.5
Other: 100.0: 24.7 4.7 30.7 38.1 59.2 93.6 94.7: 6.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 44 29 20 22 13 77 51:
Old : 88: 39 25 19 22 12 68 49:
Other: 47: 15 14 14 17 6 43 23:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 55.5 40.1 66.1 26.1 51.3 38.5 57.0
Old : 31.4 56.5 45.4 65.3 31.3 53.5 45.4 61.4
Other: 45.6 67.0 61.7 81.6 38.9 51.6 48.9 54.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 209,422: 57,000 37,224 39,577 100,337 125,980 196,914 202,781: 12,508 6,641
Old : 313: 0 11 0 309 127 309 138: 4 175
Other: 209,109: 57,000 37,213 39,577 100,028 125,853 196,605 202,643: 12,504 6,466
: : :
: : Changes in Commitments from: August 14, 2012 :
: -82: 4,231 5,437 129 -3,401 -4,687 959 879: -1,041 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.8 18.9 47.9 60.2 94.0 96.8: 6.0 3.2
Old : 100.0: 0.0 3.5 0.0 98.7 40.6 98.7 44.1: 1.3 55.9
Other: 100.0: 27.3 17.8 18.9 47.8 60.2 94.0 96.9: 6.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 75 47 43 46 45 146 112:
Old : 7: 0 1 0 1 5 1 6:
Other: 188: 75 47 43 46 45 146 112:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 28.3 38.0 45.0 20.9 21.5 30.8 35.0
Old : 98.7 40.9 98.7 44.1 98.7 40.9 98.7 44.1
Other: 26.0 28.3 37.9 45.0 20.9 21.5 30.8 35.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 844,913: 148,872 75,427 163,289 453,428 524,175 765,589 762,891: 79,324 82,023
Old : 844,913: 148,872 75,427 163,289 453,428 524,175 765,589 762,891: 79,324 82,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 18,819: -7,345 21,515 6,277 20,691 -15,510 19,622 12,282: -803 6,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.9 19.3 53.7 62.0 90.6 90.3: 9.4 9.7
Old : 100.0: 17.6 8.9 19.3 53.7 62.0 90.6 90.3: 9.4 9.7
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 : 212: 63 51 78 89 87 186 184:
Old : 212: 63 51 78 89 87 186 184:
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 : 12.4 18.1 21.6 29.1 11.4 14.8 20.0 22.3
Old : 12.4 18.1 21.6 29.1 11.4 14.8 20.0 22.3
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, August 21, 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 : 191,063: 29,164 42,943 58,010 95,814 81,301 182,988 182,253: 8,075 8,809
Old : 5,044: 917 502 2 2,852 3,561 3,771 4,065: 1,273 979
Other: 186,019: 29,135 43,328 57,120 92,962 77,740 179,217 178,188: 6,802 7,830
: : :
: : Changes in Commitments from: August 14, 2012 :
: 875: 698 7,702 -1,077 408 -5,513 29 1,111: 846 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 22.5 30.4 50.1 42.6 95.8 95.4: 4.2 4.6
Old : 100.0: 18.2 10.0 0.0 56.5 70.6 74.8 80.6: 25.2 19.4
Other: 100.0: 15.7 23.3 30.7 50.0 41.8 96.3 95.8: 3.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 104 117 107 133 119 288 303:
Old : 91: 12 5 1 44 36 56 42:
Other: 383: 101 123 106 129 118 283 302:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 15.5 24.2 24.3 8.7 7.2 15.7 13.1
Old : 38.5 58.8 51.8 72.1 36.3 58.8 49.7 72.1
Other: 15.5 15.8 24.8 24.7 8.9 7.4 16.0 13.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 66,056: 48,144 10,085 2,290 9,885 51,916 60,320 64,291: 5,736 1,765
Old : 66,056: 48,144 10,085 2,290 9,885 51,916 60,320 64,291: 5,736 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,871: 1,647 1,843 315 1,101 429 3,064 2,587: -193 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 15.3 3.5 15.0 78.6 91.3 97.3: 8.7 2.7
Old : 100.0: 72.9 15.3 3.5 15.0 78.6 91.3 97.3: 8.7 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 : 101: 60 20 12 13 10 75 41:
Old : 101: 60 20 12 13 10 75 41:
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 : 44.5 84.1 58.5 89.5 42.6 83.4 56.6 88.1
Old : 44.5 84.1 58.5 89.5 42.6 83.4 56.6 88.1
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 434,040: 33,618 52,922 1,975 377,871 360,738 413,463 415,636: 20,577 18,405
Old : 434,040: 33,618 52,922 1,975 377,871 360,738 413,463 415,636: 20,577 18,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 3,110: 5,673 -3,728 -916 -4,036 3,717 721 -928: 2,390 4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.2 0.5 87.1 83.1 95.3 95.8: 4.7 4.2
Old : 100.0: 7.7 12.2 0.5 87.1 83.1 95.3 95.8: 4.7 4.2
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 : 245: 38 35 10 108 102 152 141:
Old : 245: 38 35 10 108 102 152 141:
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 : 32.0 29.4 44.9 40.1 28.4 29.3 41.0 39.7
Old : 32.0 29.4 44.9 40.1 28.4 29.3 41.0 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012