COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 228,326: 64,336 24,117 52,965 94,257 140,270 211,558 217,351: 16,768 10,975
Old : 216,029: 63,679 25,902 48,361 88,723 131,164 200,764 205,427: 15,265 10,602
Other: 12,297: 2,456 14 2,805 5,534 9,106 10,794 11,924: 1,503 372
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,320: -444 -3,446 2,086 677 4,603 2,319 3,244: -999 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.6 23.2 41.3 61.4 92.7 95.2: 7.3 4.8
Old : 100.0: 29.5 12.0 22.4 41.1 60.7 92.9 95.1: 7.1 4.9
Other: 100.0: 20.0 0.1 22.8 45.0 74.1 87.8 97.0: 12.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 128 69 86 62 71 226 193:
Old : 286: 124 73 82 61 70 222 190:
Other: 79: 23 6 17 28 35 57 52:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 28.3 25.7 39.7 12.3 23.9 20.5 31.2
Old : 14.3 29.4 26.0 40.1 12.8 25.3 21.4 33.5
Other: 29.6 41.4 46.9 59.2 26.2 39.9 37.3 51.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 33,656: 11,603 1,610 7,133 10,787 23,620 29,523 32,363: 4,133 1,294
Old : 33,629: 11,606 1,610 7,130 10,760 23,598 29,496 32,338: 4,133 1,292
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 18, 2012 :
: -5,327: -250 -96 -2,874 -1,858 -1,967 -4,982 -4,937: -345 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.8 21.2 32.1 70.2 87.7 96.2: 12.3 3.8
Old : 100.0: 34.5 4.8 21.2 32.0 70.2 87.7 96.2: 12.3 3.8
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 : 88: 44 17 20 22 17 75 45:
Old : 88: 44 17 20 22 17 75 45:
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 : 23.7 64.2 36.6 79.6 18.7 54.4 28.8 60.8
Old : 23.7 64.2 36.6 79.6 18.7 54.4 28.7 60.8
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 24, 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 : 214,981: 52,878 16,796 50,710 99,668 139,070 203,256 206,576: 11,725 8,405
Old : 178,756: 51,398 22,354 39,107 77,169 109,281 167,673 170,742: 11,083 8,015
Other: 36,225: 7,315 276 5,769 22,499 29,790 35,583 35,835: 642 390
: : :
: : Changes in Commitments from: December 18, 2012 :
: -1,255: -5,197 1,906 -210 5,624 -5,405 217 -3,708: -1,472 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.8 23.6 46.4 64.7 94.5 96.1: 5.5 3.9
Old : 100.0: 28.8 12.5 21.9 43.2 61.1 93.8 95.5: 6.2 4.5
Other: 100.0: 20.2 0.8 15.9 62.1 82.2 98.2 98.9: 1.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 64 47 46 52 49 141 118:
Old : 181: 63 48 46 49 48 138 117:
Other: 45: 9 4 8 24 22 36 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 : 29.3 27.6 40.6 47.5 20.2 21.7 27.1 34.1
Old : 23.5 26.1 35.1 43.0 16.7 22.2 24.9 35.3
Other: 71.7 57.1 84.2 82.2 55.6 43.5 62.3 64.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 881,809: 180,386 134,508 131,406 499,495 523,419 811,286 789,332: 70,523 92,477
Old : 881,809: 180,386 134,508 131,406 499,495 523,419 811,286 789,332: 70,523 92,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 5,750: 6,441 -3,363 -2,702 3,288 8,075 7,027 2,010: -1,277 3,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 15.3 14.9 56.6 59.4 92.0 89.5: 8.0 10.5
Old : 100.0: 20.5 15.3 14.9 56.6 59.4 92.0 89.5: 8.0 10.5
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 : 215: 57 63 68 89 81 184 175:
Old : 215: 57 63 68 89 81 184 175:
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 : 12.0 19.7 21.1 29.5 11.6 16.3 20.1 23.2
Old : 12.0 19.7 21.1 29.5 11.6 16.3 20.1 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 24, 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 : 200,942: 36,023 57,589 67,481 87,516 69,143 191,020 194,212: 9,922 6,730
Old : 193,817: 36,570 58,465 64,209 83,681 64,789 184,460 187,463: 9,357 6,354
Other: 7,125: 1,179 850 1,545 3,835 4,354 6,560 6,750: 565 375
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,919: -194 265 -276 138 751 -332 740: -2,587 -3,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.7 33.6 43.6 34.4 95.1 96.7: 4.9 3.3
Old : 100.0: 18.9 30.2 33.1 43.2 33.4 95.2 96.7: 4.8 3.3
Other: 100.0: 16.6 11.9 21.7 53.8 61.1 92.1 94.7: 7.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 120 115 104 134 112 297 296:
Old : 386: 122 114 101 132 108 295 289:
Other: 113: 12 18 13 56 45 77 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.6 21.7 23.2 8.5 9.8 15.5 16.8
Old : 12.1 12.5 21.6 23.2 8.7 10.2 16.0 17.2
Other: 31.1 36.3 49.4 53.8 19.5 27.3 32.5 37.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 43,977: 23,125 36,572 2,066 16,509 2,647 41,700 41,284: 2,278 2,693
Old : 43,977: 23,125 36,572 2,066 16,509 2,647 41,700 41,284: 2,278 2,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -159: -3,740 620 -146 4,176 -125 289 348: -448 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 83.2 4.7 37.5 6.0 94.8 93.9: 5.2 6.1
Old : 100.0: 52.6 83.2 4.7 37.5 6.0 94.8 93.9: 5.2 6.1
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: 41 47 10 16 8 61 61:
Old : 109: 41 47 10 16 8 61 61:
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 : 51.2 41.7 67.9 60.5 48.5 41.7 65.2 59.4
Old : 51.2 41.7 67.9 60.5 48.5 41.7 65.2 59.4
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 24, 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 : 353,803: 46,851 30,497 2,006 283,383 310,460 332,240 342,963: 21,564 10,840
Old : 353,803: 46,851 30,497 2,006 283,383 310,460 332,240 342,963: 21,564 10,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -87,306: 986 -12,181 -1,847 -81,422 -71,210 -82,282 -85,238: -5,024 -2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 8.6 0.6 80.1 87.7 93.9 96.9: 6.1 3.1
Old : 100.0: 13.2 8.6 0.6 80.1 87.7 93.9 96.9: 6.1 3.1
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 : 242: 46 30 7 100 101 149 135:
Old : 242: 46 30 7 100 101 149 135:
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 : 31.0 33.3 43.1 45.5 28.4 33.2 40.4 45.1
Old : 31.0 33.3 43.1 45.5 28.4 33.2 40.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012