COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 275,853: 62,084 30,085 80,803 115,409 151,315 258,295 262,203: 17,558 13,650
Old : 270,148: 62,100 30,759 79,008 112,402 146,860 253,510 256,627: 16,638 13,521
Other: 5,704: 762 105 1,016 3,007 4,455 4,785 5,576: 920 129
: : :
: : Changes in Commitments from: September 11, 2012 :
: 867: 442 2,479 -1,113 1,888 387 1,217 1,753: -350 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.9 29.3 41.8 54.9 93.6 95.1: 6.4 4.9
Old : 100.0: 23.0 11.4 29.2 41.6 54.4 93.8 95.0: 6.2 5.0
Other: 100.0: 13.4 1.8 17.8 52.7 78.1 83.9 97.7: 16.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 129 75 93 71 74 238 209:
Old : 297: 129 75 89 71 74 236 207:
Other: 62: 15 5 9 20 28 39 38:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 27.4 24.9 37.7 10.0 18.7 16.8 25.1
Old : 15.4 27.7 25.2 37.7 10.1 19.4 17.0 25.4
Other: 36.5 41.7 52.3 61.2 35.4 38.7 45.2 55.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 31,243: 9,677 3,620 6,195 12,078 19,849 27,950 29,664: 3,292 1,579
Old : 21,097: 8,122 2,694 2,610 7,675 14,622 18,407 19,926: 2,690 1,171
Other: 10,145: 1,805 1,177 3,335 4,403 5,226 9,543 9,738: 602 407
: : :
: : Changes in Commitments from: September 11, 2012 :
: 151: -177 -1,146 122 -123 1,325 -178 301: 329 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 11.6 19.8 38.7 63.5 89.5 94.9: 10.5 5.1
Old : 100.0: 38.5 12.8 12.4 36.4 69.3 87.2 94.4: 12.8 5.6
Other: 100.0: 17.8 11.6 32.9 43.4 51.5 94.1 96.0: 5.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 43 23 24 23 18 80 53:
Old : 85: 39 20 20 23 13 71 44:
Other: 53: 14 15 18 16 14 43 36:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 64.9 39.6 75.0 23.5 57.1 35.1 61.0
Old : 27.6 71.7 41.9 79.6 27.4 65.9 40.0 70.8
Other: 44.1 56.2 63.2 71.6 38.2 43.4 49.7 50.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 226,838: 54,450 24,056 54,256 103,258 142,343 211,965 220,654: 14,874 6,184
Old : 209,463: 54,948 24,023 49,075 90,716 130,234 194,739 203,331: 14,724 6,131
Other: 17,375: 189 720 4,494 12,542 12,109 17,225 17,323: 150 52
: : :
: : Changes in Commitments from: September 11, 2012 :
: -7,037: -6,506 -1,793 187 -484 -5,954 -6,804 -7,560: -233 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.6 23.9 45.5 62.8 93.4 97.3: 6.6 2.7
Old : 100.0: 26.2 11.5 23.4 43.3 62.2 93.0 97.1: 7.0 2.9
Other: 100.0: 1.1 4.1 25.9 72.2 69.7 99.1 99.7: 0.9 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 77 44 47 50 47 156 112:
Old : 191: 76 45 47 50 47 156 112:
Other: 38: 3 4 5 19 19 25 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 27.0 38.0 44.9 18.1 21.2 27.3 33.0
Old : 22.5 26.3 35.5 43.2 16.3 23.0 26.7 35.6
Other: 81.7 75.5 94.2 91.4 57.6 52.7 64.0 62.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 791,519: 161,127 108,908 125,525 422,609 466,978 709,261 701,410: 82,258 90,108
Old : 791,519: 161,127 108,908 125,525 422,609 466,978 709,261 701,410: 82,258 90,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -100,987: -1,059 -3,093 -57,429 -37,440 -36,833 -95,927 -97,355: -5,060 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 15.9 53.4 59.0 89.6 88.6: 10.4 11.4
Old : 100.0: 20.4 13.8 15.9 53.4 59.0 89.6 88.6: 10.4 11.4
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 : 204: 52 57 65 85 83 171 174:
Old : 204: 52 57 65 85 83 171 174:
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 : 12.9 18.7 22.9 28.9 12.2 16.2 21.0 23.4
Old : 12.9 18.7 22.9 28.9 12.2 16.2 21.0 23.4
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, September 18, 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 : 198,950: 30,085 37,658 64,918 95,497 87,929 190,500 190,504: 8,450 8,445
Old : 196,041: 30,425 37,889 63,962 93,490 85,948 187,877 187,798: 8,164 8,242
Other: 2,909: 272 381 344 2,006 1,981 2,623 2,706: 286 203
: : :
: : Changes in Commitments from: September 11, 2012 :
: -9,850: -527 -9,881 -3,769 -5,170 4,064 -9,466 -9,585: -384 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.9 32.6 48.0 44.2 95.8 95.8: 4.2 4.2
Old : 100.0: 15.5 19.3 32.6 47.7 43.8 95.8 95.8: 4.2 4.2
Other: 100.0: 9.4 13.1 11.8 69.0 68.1 90.2 93.0: 9.8 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 103 109 113 122 121 289 289:
Old : 368: 106 109 112 122 117 289 284:
Other: 68: 6 8 7 30 37 40 48:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 15.2 23.5 24.4 8.2 8.3 15.3 13.8
Old : 14.3 15.2 23.5 24.5 8.3 8.2 15.5 13.8
Other: 45.1 36.6 61.9 55.1 39.9 30.6 51.7 46.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 41,179: 28,399 23,789 1,996 7,584 12,660 37,978 38,444: 3,201 2,735
Old : 41,179: 28,399 23,789 1,996 7,584 12,660 37,978 38,444: 3,201 2,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -31,577: -24,207 5,651 -203 -6,451 -36,703 -30,862 -31,255: -715 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 57.8 4.8 18.4 30.7 92.2 93.4: 7.8 6.6
Old : 100.0: 69.0 57.8 4.8 18.4 30.7 92.2 93.4: 7.8 6.6
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 : 102: 40 42 10 14 7 58 56:
Old : 102: 40 42 10 14 7 58 56:
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 : 54.4 49.0 65.0 65.6 51.6 49.0 61.9 65.6
Old : 54.4 49.0 65.0 65.6 51.6 49.0 61.9 65.6
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, September 18, 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 : 444,635: 43,764 55,108 5,651 368,203 362,886 417,618 423,644: 27,017 20,991
Old : 444,635: 43,764 55,108 5,651 368,203 362,886 417,618 423,644: 27,017 20,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,580: -1,915 995 3,304 6 231 1,394 4,530: 5,186 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.4 1.3 82.8 81.6 93.9 95.3: 6.1 4.7
Old : 100.0: 9.8 12.4 1.3 82.8 81.6 93.9 95.3: 6.1 4.7
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 : 263: 46 43 19 114 107 171 160:
Old : 263: 46 43 19 114 107 171 160:
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 : 33.8 28.8 44.3 39.5 28.8 28.7 39.3 38.7
Old : 33.8 28.8 44.3 39.5 28.8 28.7 39.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012