COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 218,261: 60,656 34,814 48,242 95,775 121,925 204,674 204,981: 13,588 13,280
Old : 207,688: 60,414 36,602 44,507 90,709 113,582 195,630 194,691: 12,058 12,997
Other: 10,573: 2,080 49 1,897 5,066 8,343 9,043 10,290: 1,530 283
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,251: 2,155 -4,142 1,132 2,309 6,980 5,596 3,970: -2,346 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 16.0 22.1 43.9 55.9 93.8 93.9: 6.2 6.1
Old : 100.0: 29.1 17.6 21.4 43.7 54.7 94.2 93.7: 5.8 6.3
Other: 100.0: 19.7 0.5 17.9 47.9 78.9 85.5 97.3: 14.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 127 72 78 61 68 221 189:
Old : 287: 127 72 74 60 67 217 186:
Other: 76: 20 9 17 27 31 56 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 : 13.9 25.8 26.1 35.9 13.4 21.2 23.0 28.2
Old : 14.3 26.6 26.7 36.1 14.1 22.5 23.9 29.9
Other: 31.5 42.8 47.2 62.3 29.7 41.9 42.2 56.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 33,718: 9,829 2,038 8,110 12,295 21,973 30,234 32,121: 3,484 1,597
Old : 33,691: 9,829 2,035 8,110 12,268 21,951 30,207 32,096: 3,484 1,595
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,467: 434 -141 1,590 1,092 2,022 3,116 3,472: 351 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.0 24.1 36.5 65.2 89.7 95.3: 10.3 4.7
Old : 100.0: 29.2 6.0 24.1 36.4 65.2 89.7 95.3: 10.3 4.7
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 : 91: 44 20 26 23 16 81 49:
Old : 91: 44 20 26 23 16 81 49:
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 64.0 40.1 78.2 19.4 48.9 28.5 54.2
Old : 25.5 64.0 40.2 78.2 19.4 48.8 28.4 54.2
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 with Delta-adjusted Options and Futures Combined, December 11, 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 : 220,003: 59,153 16,103 51,945 95,956 145,704 207,053 213,752: 12,949 6,251
Old : 184,665: 58,017 21,509 40,475 73,731 116,704 172,223 178,687: 12,442 5,978
Other: 35,337: 6,838 297 5,767 22,225 29,000 34,830 35,064: 507 273
: : :
: : Changes in Commitments from: December 4, 2012 :
: -8,435: -4,287 -2,581 -1,926 -359 -4,847 -6,573 -9,355: -1,862 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.3 23.6 43.6 66.2 94.1 97.2: 5.9 2.8
Old : 100.0: 31.4 11.6 21.9 39.9 63.2 93.3 96.8: 6.7 3.2
Other: 100.0: 19.4 0.8 16.3 62.9 82.1 98.6 99.2: 1.4 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 81 30 46 52 47 156 103:
Old : 183: 78 34 46 47 46 151 102:
Other: 48: 10 4 9 26 23 39 33:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 28.9 39.9 49.4 20.2 22.9 26.8 36.3
Old : 24.5 27.7 34.4 45.3 16.6 24.0 24.4 38.1
Other: 71.9 58.2 84.1 83.6 55.0 44.2 62.1 64.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 903,525: 165,997 139,957 143,596 524,883 529,470 834,475 813,023: 69,050 90,502
Old : 903,525: 165,997 139,957 143,596 524,883 529,470 834,475 813,023: 69,050 90,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 12,293: 2,459 14,579 7,220 11,678 -16,013 21,358 5,786: -9,065 6,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.5 15.9 58.1 58.6 92.4 90.0: 7.6 10.0
Old : 100.0: 18.4 15.5 15.9 58.1 58.6 92.4 90.0: 7.6 10.0
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: 53 59 65 87 81 175 172:
Old : 208: 53 59 65 87 81 175 172:
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 19.6 22.3 29.9 11.3 15.5 19.4 22.2
Old : 12.5 19.6 22.3 29.9 11.3 15.5 19.4 22.2
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 11, 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 : 199,707: 36,606 55,305 66,888 86,574 68,067 190,068 190,260: 9,639 9,447
Old : 193,071: 37,112 56,144 63,947 82,980 63,957 184,039 184,048: 9,032 9,023
Other: 6,636: 1,096 762 1,340 3,593 4,111 6,029 6,212: 607 424
: : :
: : Changes in Commitments from: December 4, 2012 :
: 2,558: 1,199 -1,148 1,939 1,028 2,641 4,165 3,432: -1,608 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.7 33.5 43.4 34.1 95.2 95.3: 4.8 4.7
Old : 100.0: 19.2 29.1 33.1 43.0 33.1 95.3 95.3: 4.7 4.7
Other: 100.0: 16.5 11.5 20.2 54.2 61.9 90.9 93.6: 9.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 131 117 112 137 112 313 307:
Old : 400: 134 116 108 135 108 310 299:
Other: 108: 11 19 11 52 44 71 66:
:----------------------------------------------------------------------------------------------------
: 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 12.9 21.1 23.1 8.4 9.9 15.5 16.4
Old : 11.6 12.7 20.9 23.1 8.6 10.2 16.0 16.7
Other: 30.4 34.8 48.9 52.6 20.4 27.1 33.5 37.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 49,362: 35,616 28,973 3,253 7,623 15,319 46,491 47,544: 2,870 1,817
Old : 49,362: 35,616 28,973 3,253 7,623 15,319 46,491 47,544: 2,870 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 4,901: 4,404 6,110 -1,449 2,284 1,611 5,239 6,272: -339 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 58.7 6.6 15.4 31.0 94.2 96.3: 5.8 3.7
Old : 100.0: 72.2 58.7 6.6 15.4 31.0 94.2 96.3: 5.8 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 : 96: 37 40 11 14 10 57 55:
Old : 96: 37 40 11 14 10 57 55:
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 : 50.0 40.6 67.3 60.1 45.7 39.6 62.4 59.0
Old : 50.0 40.6 67.3 60.1 45.7 39.6 62.4 59.0
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, December 11, 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 : 386,928: 46,187 43,565 2,409 319,274 326,798 367,869 372,771: 19,059 14,156
Old : 386,928: 46,187 43,565 2,409 319,274 326,798 367,869 372,771: 19,059 14,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 5,922: 6,577 -822 418 -1,837 4,555 5,159 4,151: 763 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.3 0.6 82.5 84.5 95.1 96.3: 4.9 3.7
Old : 100.0: 11.9 11.3 0.6 82.5 84.5 95.1 96.3: 4.9 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 : 254: 45 36 11 111 102 165 140:
Old : 254: 45 36 11 111 102 165 140:
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 : 32.7 33.8 43.6 44.3 29.2 33.5 39.4 42.9
Old : 32.7 33.8 43.6 44.3 29.2 33.5 39.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012