COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 247,729: 58,070 36,716 72,187 102,474 123,124 232,731 232,027: 14,998 15,702
Old : 246,067: 58,035 36,755 71,899 101,425 121,924 231,359 230,577: 14,708 15,489
Other: 1,662: 94 20 230 1,049 1,200 1,372 1,450: 290 213
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,732: 2,290 361 -1,965 -3,250 -1,713 -2,924 -3,317: -807 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.8 29.1 41.4 49.7 93.9 93.7: 6.1 6.3
Old : 100.0: 23.6 14.9 29.2 41.2 49.5 94.0 93.7: 6.0 6.3
Other: 100.0: 5.7 1.2 13.8 63.1 72.2 82.6 87.2: 17.4 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 130 81 77 67 68 229 196:
Old : 300: 130 81 76 67 68 229 195:
Other: 39: 7 6 6 15 14 26 22:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 26.3 27.0 35.8 12.5 19.7 20.3 26.4
Old : 16.2 26.4 27.0 36.0 12.5 19.9 20.4 26.6
Other: 41.3 49.0 59.6 64.7 34.5 48.5 49.5 60.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 28,755: 8,274 6,236 5,768 12,165 14,626 26,206 26,631: 2,548 2,124
Old : 23,093: 7,524 6,207 3,329 9,948 11,518 20,801 21,054: 2,292 2,039
Other: 5,661: 865 145 2,324 2,217 3,108 5,406 5,577: 256 85
: : :
: : Changes in Commitments from: June 26, 2012 :
: -339: -271 48 505 -410 -348 -177 204: -162 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 21.7 20.1 42.3 50.9 91.1 92.6: 8.9 7.4
Old : 100.0: 32.6 26.9 14.4 43.1 49.9 90.1 91.2: 9.9 8.8
Other: 100.0: 15.3 2.6 41.0 39.2 54.9 95.5 98.5: 4.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 37 28 21 28 13 73 54:
Old : 88: 32 26 19 28 12 66 51:
Other: 40: 14 10 16 15 5 39 21:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 54.6 39.8 67.1 24.7 48.3 36.6 56.0
Old : 26.0 52.9 40.0 65.3 26.0 49.3 39.7 58.8
Other: 46.6 71.9 68.2 88.7 33.5 46.0 40.8 47.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 193,582: 37,895 30,112 35,403 108,809 119,358 182,107 184,873: 11,475 8,709
Old : 77,043: 26,833 33,574 6,155 36,279 30,779 69,268 70,509: 7,775 6,534
Other: 116,539: 23,024 8,499 17,286 72,530 88,579 112,839 114,364: 3,700 2,175
: : :
: : Changes in Commitments from: June 26, 2012 :
: 9,632: 7,578 -5,410 3,576 -3,062 14,200 8,092 12,367: 1,540 -2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.6 18.3 56.2 61.7 94.1 95.5: 5.9 4.5
Old : 100.0: 34.8 43.6 8.0 47.1 40.0 89.9 91.5: 10.1 8.5
Other: 100.0: 19.8 7.3 14.8 62.2 76.0 96.8 98.1: 3.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 56 59 49 55 49 141 130:
Old : 170: 48 61 32 44 37 113 109:
Other: 117: 38 21 24 46 37 94 73:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 25.3 38.5 42.5 21.9 20.0 30.8 33.2
Old : 29.0 22.0 42.5 35.2 28.7 21.2 41.2 34.1
Other: 31.7 32.8 47.5 57.3 30.8 27.3 44.4 48.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 796,998: 171,251 81,936 143,664 420,754 503,342 735,670 728,942: 61,328 68,056
Old : 796,998: 171,251 81,936 143,664 420,754 503,342 735,670 728,942: 61,328 68,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -15,938: -1,504 -11,764 3,538 -12,911 768 -10,878 -7,459: -5,061 -8,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.3 18.0 52.8 63.2 92.3 91.5: 7.7 8.5
Old : 100.0: 21.5 10.3 18.0 52.8 63.2 92.3 91.5: 7.7 8.5
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 : 212: 68 50 72 83 86 185 174:
Old : 212: 68 50 72 83 86 185 174:
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 : 13.2 18.5 23.3 29.6 12.6 15.9 21.0 23.4
Old : 13.2 18.5 23.3 29.6 12.6 15.9 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, July 3, 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 : 221,165: 28,030 34,257 82,675 104,547 97,018 215,251 213,950: 5,914 7,215
Old : 115,004: 28,136 30,116 35,852 47,421 44,022 111,408 109,989: 3,596 5,016
Other: 106,161: 7,950 12,197 38,768 57,126 52,997 103,843 103,961: 2,318 2,200
: : :
: : Changes in Commitments from: June 26, 2012 :
: 7,415: -672 -5,228 7,674 2,546 6,492 9,548 8,938: -2,133 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.5 37.4 47.3 43.9 97.3 96.7: 2.7 3.3
Old : 100.0: 24.5 26.2 31.2 41.2 38.3 96.9 95.6: 3.1 4.4
Other: 100.0: 7.5 11.5 36.5 53.8 49.9 97.8 97.9: 2.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 101 113 124 133 130 297 311:
Old : 351: 96 108 86 99 110 236 263:
Other: 271: 63 68 69 113 99 218 197:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.5 24.8 26.0 7.7 6.7 14.1 11.9
Old : 14.8 13.9 25.8 24.9 12.6 10.0 20.7 17.0
Other: 19.4 20.4 32.4 32.5 11.9 9.1 17.8 14.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 65,668: 50,736 12,162 800 7,959 51,212 59,496 64,174: 6,172 1,494
Old : 65,668: 50,736 12,162 800 7,959 51,212 59,496 64,174: 6,172 1,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,650: -2,859 717 32 1,846 -2,793 -981 -2,044: -668 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 18.5 1.2 12.1 78.0 90.6 97.7: 9.4 2.3
Old : 100.0: 77.3 18.5 1.2 12.1 78.0 90.6 97.7: 9.4 2.3
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 : 99: 62 12 6 18 9 82 26:
Old : 99: 62 12 6 18 9 82 26:
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 : 37.3 89.8 54.0 93.9 37.1 89.0 53.7 92.8
Old : 37.3 89.8 54.0 93.9 37.1 89.0 53.7 92.8
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, July 3, 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 : 442,533: 26,161 56,355 2,800 393,127 366,966 422,087 426,120: 20,446 16,413
Old : 442,533: 26,161 56,355 2,800 393,127 366,966 422,087 426,120: 20,446 16,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 5,150: 5,768 -3,049 328 -4,645 7,150 1,451 4,430: 3,700 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.7 0.6 88.8 82.9 95.4 96.3: 4.6 3.7
Old : 100.0: 5.9 12.7 0.6 88.8 82.9 95.4 96.3: 4.6 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 : 244: 35 48 15 96 101 141 154:
Old : 244: 35 48 15 96 101 141 154:
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 : 34.1 29.7 48.5 40.5 30.6 29.6 45.0 39.5
Old : 34.1 29.7 48.5 40.5 30.6 29.6 45.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012