COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 315,265: 66,206 28,162 89,814 136,385 183,756 292,405 301,732: 22,859 13,532
Old : 308,764: 66,229 28,802 87,891 132,704 178,710 286,825 295,403: 21,939 13,361
Other: 6,501: 724 107 1,176 3,681 5,046 5,581 6,329: 920 172
: : :
: : Changes in Commitments from: October 16, 2012 :
: 15,177: 174 -18,382 3,129 7,931 32,880 11,234 17,627: 3,942 -2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 8.9 28.5 43.3 58.3 92.7 95.7: 7.3 4.3
Old : 100.0: 21.4 9.3 28.5 43.0 57.9 92.9 95.7: 7.1 4.3
Other: 100.0: 11.1 1.7 18.1 56.6 77.6 85.8 97.4: 14.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 133 81 94 68 74 252 200:
Old : 304: 135 80 89 68 74 249 198:
Other: 68: 20 5 10 22 29 46 40:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 33.4 28.3 43.5 8.7 20.2 14.2 25.9
Old : 18.6 34.0 28.6 43.9 8.8 21.1 14.4 26.3
Other: 35.8 46.7 53.3 65.1 34.9 45.6 50.1 61.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 27,665: 8,251 3,386 3,819 12,009 18,101 24,079 25,306: 3,586 2,359
Old : 5,341: 1,284 129 0 2,808 4,970 4,092 5,099: 1,249 242
Other: 22,324: 7,050 3,340 3,736 9,201 13,131 19,987 20,207: 2,337 2,117
: : :
: : Changes in Commitments from: October 16, 2012 :
: -4,174: 381 161 -2,734 -1,849 -1,268 -4,203 -3,842: 29 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.2 13.8 43.4 65.4 87.0 91.5: 13.0 8.5
Old : 100.0: 24.0 2.4 0.0 52.6 93.1 76.6 95.5: 23.4 4.5
Other: 100.0: 31.6 15.0 16.7 41.2 58.8 89.5 90.5: 10.5 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 36 22 21 25 17 70 53:
Old : 32: 9 2 0 17 4 26 6:
Other: 84: 32 23 21 23 15 66 50:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 63.1 42.5 72.5 26.7 58.0 40.5 62.3
Old : 45.7 94.4 61.0 95.5 45.7 94.4 61.0 95.5
Other: 30.3 56.6 48.1 68.3 29.0 53.6 45.8 60.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 236,102: 50,958 19,050 66,063 105,131 144,167 222,152 229,281: 13,950 6,822
Old : 210,189: 51,149 23,237 56,091 89,305 124,121 196,545 203,450: 13,644 6,739
Other: 25,913: 4,509 513 5,272 15,826 20,046 25,607 25,831: 306 82
: : :
: : Changes in Commitments from: October 16, 2012 :
: 7,375: 196 -2,213 4,644 2,132 6,906 6,972 9,337: 402 -1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 8.1 28.0 44.5 61.1 94.1 97.1: 5.9 2.9
Old : 100.0: 24.3 11.1 26.7 42.5 59.1 93.5 96.8: 6.5 3.2
Other: 100.0: 17.4 2.0 20.3 61.1 77.4 98.8 99.7: 1.2 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 70 42 55 50 50 149 121:
Old : 183: 70 43 55 49 50 148 121:
Other: 41: 5 4 5 21 20 28 27:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 27.0 40.7 45.1 18.4 18.5 25.6 30.0
Old : 25.2 25.6 36.3 41.7 16.0 20.0 25.1 31.2
Other: 85.0 67.0 94.4 89.6 63.7 53.9 69.3 67.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 819,237: 158,025 87,527 133,641 457,099 520,278 748,765 741,445: 70,472 77,792
Old : 819,237: 158,025 87,527 133,641 457,099 520,278 748,765 741,445: 70,472 77,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 15,812: -6,895 5,650 10,688 9,318 -6,828 13,112 9,510: 2,701 6,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.7 16.3 55.8 63.5 91.4 90.5: 8.6 9.5
Old : 100.0: 19.3 10.7 16.3 55.8 63.5 91.4 90.5: 8.6 9.5
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 : 209: 48 65 66 88 83 174 177:
Old : 209: 48 65 66 88 83 174 177:
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 : 12.1 20.9 21.9 31.2 11.6 17.0 20.1 24.4
Old : 12.1 20.9 21.9 31.2 11.6 17.0 20.1 24.4
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, October 23, 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 : 214,830: 28,962 42,790 80,391 94,366 81,798 203,718 204,978: 11,111 9,851
Old : 210,485: 29,436 43,390 78,833 91,411 78,724 199,680 200,948: 10,805 9,537
Other: 4,345: 673 546 411 2,955 3,073 4,039 4,030: 306 314
: : :
: : Changes in Commitments from: October 16, 2012 :
: 3,047: -113 2,762 3,418 -522 -3,879 2,782 2,301: 265 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.9 37.4 43.9 38.1 94.8 95.4: 5.2 4.6
Old : 100.0: 14.0 20.6 37.5 43.4 37.4 94.9 95.5: 5.1 4.5
Other: 100.0: 15.5 12.6 9.5 68.0 70.7 93.0 92.8: 7.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 113 114 116 133 125 298 317:
Old : 391: 115 115 114 133 123 298 313:
Other: 82: 7 11 7 38 42 50 55:
:----------------------------------------------------------------------------------------------------
: 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 13.0 20.7 22.1 7.7 7.4 14.0 12.4
Old : 11.5 12.9 20.6 22.2 7.8 7.4 14.4 12.5
Other: 39.9 36.8 60.3 57.5 34.0 31.8 50.3 46.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 44,759: 25,802 32,260 2,105 12,714 7,140 40,621 41,505: 4,138 3,254
Old : 44,759: 25,802 32,260 2,105 12,714 7,140 40,621 41,505: 4,138 3,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,795: -2,379 -1,137 -230 420 -749 -2,189 -2,115: 393 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 72.1 4.7 28.4 16.0 90.8 92.7: 9.2 7.3
Old : 100.0: 57.6 72.1 4.7 28.4 16.0 90.8 92.7: 9.2 7.3
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 : 111: 42 44 9 18 9 65 57:
Old : 111: 42 44 9 18 9 65 57:
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 : 52.0 48.7 61.7 62.3 48.7 48.7 58.4 61.7
Old : 52.0 48.7 61.7 62.3 48.7 48.7 58.4 61.7
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 23, 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 : 370,883: 37,547 51,936 4,898 309,500 300,834 351,945 357,668: 18,937 13,214
Old : 370,883: 37,547 51,936 4,898 309,500 300,834 351,945 357,668: 18,937 13,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,618: -8,799 2,197 90 4,639 -10,376 -4,071 -8,090: -1,547 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.0 1.3 83.4 81.1 94.9 96.4: 5.1 3.6
Old : 100.0: 10.1 14.0 1.3 83.4 81.1 94.9 96.4: 5.1 3.6
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 : 238: 38 36 9 98 97 142 136:
Old : 238: 38 36 9 98 97 142 136:
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 : 34.5 34.4 46.5 42.6 32.8 34.4 44.7 42.5
Old : 34.5 34.4 46.5 42.6 32.8 34.4 44.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012