COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 215,011: 58,501 38,955 47,111 93,466 114,945 199,077 201,011: 15,933 14,000
Old : 205,201: 58,239 40,404 43,791 88,751 107,280 190,782 191,475: 14,420 13,726
Other: 9,809: 1,769 58 1,812 4,715 7,665 8,296 9,535: 1,513 274
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,929: 3,810 -6,227 1,418 -3,816 8,068 1,413 3,259: 516 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.1 21.9 43.5 53.5 92.6 93.5: 7.4 6.5
Old : 100.0: 28.4 19.7 21.3 43.3 52.3 93.0 93.3: 7.0 6.7
Other: 100.0: 18.0 0.6 18.5 48.1 78.1 84.6 97.2: 15.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 115 87 73 58 67 208 195:
Old : 288: 115 86 71 58 66 207 192:
Other: 72: 18 9 16 25 31 52 47:
:----------------------------------------------------------------------------------------------------
: 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 26.1 25.9 35.7 13.2 20.9 21.7 27.7
Old : 14.8 26.8 26.4 35.8 13.6 22.0 22.5 28.9
Other: 29.5 41.4 45.6 63.1 29.3 40.3 42.6 56.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 30,252: 9,396 2,179 6,520 11,203 19,951 27,118 28,650: 3,133 1,602
Old : 30,227: 9,396 2,176 6,520 11,178 19,929 27,093 28,625: 3,133 1,602
Other: 25: 0 3 0 25 22 25 25: -0 -0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 464: 50 19 -9 472 630 513 641: -49 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 7.2 21.6 37.0 66.0 89.6 94.7: 10.4 5.3
Old : 100.0: 31.1 7.2 21.6 37.0 65.9 89.6 94.7: 10.4 5.3
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 : 84: 38 20 25 23 13 74 46:
Old : 84: 38 20 25 23 13 74 46:
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 : 25.5 65.9 38.7 77.7 21.9 53.6 32.5 57.7
Old : 25.5 65.9 38.7 77.6 22.0 53.5 32.4 57.7
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 with Delta-adjusted Options and Futures Combined, December 4, 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 : 228,437: 63,440 18,684 53,871 96,315 150,551 213,626 223,106: 14,811 5,331
Old : 192,978: 62,589 24,400 41,930 74,201 121,616 178,720 187,946: 14,258 5,032
Other: 35,459: 6,996 430 5,795 22,114 28,935 34,906 35,160: 553 299
: : :
: : Changes in Commitments from: November 27, 2012 :
: 9,298: 6,972 2,577 1,985 -49 6,294 8,907 10,856: 391 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.2 23.6 42.2 65.9 93.5 97.7: 6.5 2.3
Old : 100.0: 32.4 12.6 21.7 38.5 63.0 92.6 97.4: 7.4 2.6
Other: 100.0: 19.7 1.2 16.3 62.4 81.6 98.4 99.2: 1.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 84 37 45 53 48 162 107:
Old : 192: 82 40 44 51 46 159 105:
Other: 48: 11 4 10 25 23 39 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 : 28.9 29.5 38.9 49.5 19.4 22.5 26.2 35.7
Old : 23.9 28.6 34.0 45.7 16.2 23.8 24.0 37.7
Other: 71.5 58.1 83.4 83.5 54.6 44.4 62.0 64.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 891,232: 163,537 125,378 136,376 513,204 545,484 813,117 807,237: 78,115 83,995
Old : 891,232: 163,537 125,378 136,376 513,204 545,484 813,117 807,237: 78,115 83,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 27,174: 3,546 -5,495 4,527 12,871 27,323 20,943 26,354: 6,231 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.1 15.3 57.6 61.2 91.2 90.6: 8.8 9.4
Old : 100.0: 18.3 14.1 15.3 57.6 61.2 91.2 90.6: 8.8 9.4
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 : 212: 52 65 69 87 82 181 175:
Old : 212: 52 65 69 87 82 181 175:
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 19.9 22.6 30.1 11.5 15.6 19.4 23.2
Old : 12.5 19.9 22.6 30.1 11.5 15.6 19.4 23.2
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, December 4, 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 : 197,150: 35,407 56,452 64,949 85,546 65,426 185,903 186,828: 11,247 10,321
Old : 191,143: 35,818 57,157 62,563 82,061 61,488 180,441 181,207: 10,702 9,936
Other: 6,006: 1,026 732 951 3,485 3,939 5,461 5,621: 545 385
: : :
: : Changes in Commitments from: November 27, 2012 :
: 6,540: 1,646 781 4,767 -1,592 -95 4,821 5,454: 1,719 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.6 32.9 43.4 33.2 94.3 94.8: 5.7 5.2
Old : 100.0: 18.7 29.9 32.7 42.9 32.2 94.4 94.8: 5.6 5.2
Other: 100.0: 17.1 12.2 15.8 58.0 65.6 90.9 93.6: 9.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 121 120 106 134 113 305 301:
Old : 393: 127 115 104 132 108 302 294:
Other: 102: 10 16 12 49 44 68 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 14.2 21.3 25.0 8.7 11.8 15.8 17.8
Old : 11.7 14.2 21.1 25.2 8.9 12.1 16.2 18.1
Other: 31.1 35.0 49.8 53.6 22.2 27.3 36.1 38.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 44,461: 31,212 22,863 4,702 5,338 13,707 41,252 41,272: 3,209 3,189
Old : 44,461: 31,212 22,863 4,702 5,338 13,707 41,252 41,272: 3,209 3,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 7,840: 6,481 4,890 2,304 -442 -128 8,343 7,065: -503 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 51.4 10.6 12.0 30.8 92.8 92.8: 7.2 7.2
Old : 100.0: 70.2 51.4 10.6 12.0 30.8 92.8 92.8: 7.2 7.2
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 : 109: 44 43 14 15 9 67 59:
Old : 109: 44 43 14 15 9 67 59:
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 : 49.6 39.7 61.7 53.9 44.0 39.7 55.9 53.9
Old : 49.6 39.7 61.7 53.9 44.0 39.7 55.9 53.9
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, December 4, 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 : 381,006: 39,610 44,387 1,990 321,111 322,243 362,711 368,621: 18,295 12,385
Old : 381,006: 39,610 44,387 1,990 321,111 322,243 362,711 368,621: 18,295 12,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,877: 9,362 -7,611 -852 -13,963 7,579 -5,453 -885: 2,576 -1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.7 0.5 84.3 84.6 95.2 96.7: 4.8 3.3
Old : 100.0: 10.4 11.7 0.5 84.3 84.6 95.2 96.7: 4.8 3.3
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 : 247: 42 35 10 106 103 155 141:
Old : 247: 42 35 10 106 103 155 141:
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 : 33.1 34.9 44.6 44.5 29.8 34.8 41.2 43.4
Old : 33.1 34.9 44.6 44.5 29.8 34.8 41.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012