COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 293,075: 62,469 51,046 86,697 127,134 137,551 276,299 275,294: 16,776 17,781
Old : 287,171: 62,424 51,650 85,028 123,922 132,820 271,374 269,497: 15,798 17,674
Other: 5,903: 759 111 954 3,212 4,731 4,925 5,796: 978 107
: : :
: : Changes in Commitments from: October 2, 2012 :
: 4,606: 2,699 1,861 2,794 -1,729 -639 3,763 4,015: 843 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 17.4 29.6 43.4 46.9 94.3 93.9: 5.7 6.1
Old : 100.0: 21.7 18.0 29.6 43.2 46.3 94.5 93.8: 5.5 6.2
Other: 100.0: 12.9 1.9 16.2 54.4 80.1 83.4 98.2: 16.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 124 107 94 75 72 242 236:
Old : 327: 121 111 92 75 72 242 234:
Other: 64: 16 6 9 22 27 43 37:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 23.4 26.6 32.9 9.2 13.0 15.9 18.6
Old : 16.9 23.6 26.9 33.0 9.3 13.2 16.1 18.8
Other: 37.6 44.8 52.7 65.6 36.5 43.7 47.4 60.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 31,570: 8,383 3,227 6,769 13,263 19,038 28,415 29,033: 3,154 2,537
Old : 15,385: 5,841 1,110 2,969 4,613 9,800 13,424 13,879: 1,962 1,506
Other: 16,185: 3,050 2,624 3,292 8,650 9,238 14,992 15,154: 1,193 1,031
: : :
: : Changes in Commitments from: October 2, 2012 :
: 83: -190 -88 -213 671 -271 268 -571: -185 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.2 21.4 42.0 60.3 90.0 92.0: 10.0 8.0
Old : 100.0: 38.0 7.2 19.3 30.0 63.7 87.3 90.2: 12.7 9.8
Other: 100.0: 18.8 16.2 20.3 53.4 57.1 92.6 93.6: 7.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 33 26 23 24 17 73 54:
Old : 72: 25 22 17 22 12 57 41:
Other: 66: 19 21 19 19 12 53 39:
:----------------------------------------------------------------------------------------------------
: 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 58.8 40.1 72.2 23.7 52.1 35.6 54.8
Old : 35.5 68.0 50.4 76.4 29.6 56.9 37.7 59.0
Other: 34.5 60.2 53.7 71.9 33.1 54.2 48.7 60.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 226,489: 49,625 21,270 61,006 102,116 137,445 212,748 219,721: 13,741 6,768
Old : 204,025: 49,485 25,295 51,404 89,649 120,647 190,538 197,345: 13,487 6,680
Other: 22,464: 4,756 591 4,986 12,467 16,798 22,210 22,375: 254 88
: : :
: : Changes in Commitments from: October 2, 2012 :
: -301: -207 1,023 -332 -2,191 -3,991 -2,730 -3,299: 2,429 2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.4 26.9 45.1 60.7 93.9 97.0: 6.1 3.0
Old : 100.0: 24.3 12.4 25.2 43.9 59.1 93.4 96.7: 6.6 3.3
Other: 100.0: 21.2 2.6 22.2 55.5 74.8 98.9 99.6: 1.1 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 65 39 49 51 49 146 113:
Old : 177: 66 39 49 50 49 145 113:
Other: 42: 4 7 4 18 20 24 29:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 27.2 39.2 45.1 17.9 19.7 26.8 31.7
Old : 22.6 26.6 35.4 42.1 16.5 21.1 26.1 32.7
Other: 84.5 63.5 94.4 89.1 61.3 49.8 67.1 65.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 787,407: 168,860 66,809 124,295 418,727 524,215 711,882 715,319: 75,524 72,088
Old : 787,407: 168,860 66,809 124,295 418,727 524,215 711,882 715,319: 75,524 72,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 3,313: 8 -27,561 -2,068 9,379 32,392 7,318 2,762: -4,005 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.5 15.8 53.2 66.6 90.4 90.8: 9.6 9.2
Old : 100.0: 21.4 8.5 15.8 53.2 66.6 90.4 90.8: 9.6 9.2
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 : 200: 58 48 62 84 82 169 167:
Old : 200: 58 48 62 84 82 169 167:
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 21.8 23.0 32.7 12.1 18.3 21.0 27.0
Old : 12.9 21.8 23.0 32.7 12.1 18.3 21.0 27.0
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, October 9, 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 : 204,542: 27,416 31,221 72,682 95,211 92,618 195,309 196,521: 9,234 8,022
Old : 200,683: 27,946 31,595 71,257 92,574 90,027 191,777 192,880: 8,906 7,803
Other: 3,859: 495 650 400 2,637 2,591 3,532 3,641: 328 219
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,273: -2,376 400 -1,246 -3,287 -5,134 -6,908 -5,979: 2,635 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.3 35.5 46.5 45.3 95.5 96.1: 4.5 3.9
Old : 100.0: 13.9 15.7 35.5 46.1 44.9 95.6 96.1: 4.4 3.9
Other: 100.0: 12.8 16.8 10.4 68.3 67.1 91.5 94.3: 8.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 96 101 115 126 121 283 292:
Old : 356: 102 98 114 125 119 282 289:
Other: 75: 6 11 6 34 39 44 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 : 12.8 14.3 21.5 24.4 7.6 7.3 14.0 12.1
Old : 12.6 14.3 21.4 24.5 7.7 7.3 14.2 12.2
Other: 43.1 36.8 61.6 55.4 35.3 27.9 49.7 42.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 43,194: 25,444 31,540 2,145 12,172 6,876 39,761 40,560: 3,433 2,634
Old : 43,194: 25,444 31,540 2,145 12,172 6,876 39,761 40,560: 3,433 2,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,841: -2,592 -1,255 -403 -437 -1,302 -3,432 -2,960: 591 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 73.0 5.0 28.2 15.9 92.1 93.9: 7.9 6.1
Old : 100.0: 58.9 73.0 5.0 28.2 15.9 92.1 93.9: 7.9 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 : 97: 29 47 10 14 8 50 59:
Old : 97: 29 47 10 14 8 50 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 : 59.9 49.0 69.8 64.0 56.8 49.0 66.7 63.7
Old : 59.9 49.0 69.8 64.0 56.8 49.0 66.7 63.7
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, October 9, 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 : 376,643: 47,002 54,034 3,977 306,713 305,480 357,693 363,491: 18,950 13,151
Old : 376,643: 47,002 54,034 3,977 306,713 305,480 357,693 363,491: 18,950 13,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5,533: -2,669 1,311 1,401 -2,458 -10,584 -3,726 -7,872: -1,807 2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.3 1.1 81.4 81.1 95.0 96.5: 5.0 3.5
Old : 100.0: 12.5 14.3 1.1 81.4 81.1 95.0 96.5: 5.0 3.5
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 : 262: 49 40 11 106 97 163 140:
Old : 262: 49 40 11 106 97 163 140:
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 : 33.5 33.3 44.8 42.0 31.6 33.2 42.8 41.9
Old : 33.5 33.3 44.8 42.0 31.6 33.2 42.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012