COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 321,481: 61,305 31,778 94,958 144,861 180,090 301,124 306,826: 20,357 14,656
Old : 314,605: 61,313 32,441 92,913 141,012 174,819 295,239 300,173: 19,367 14,432
Other: 6,876: 783 129 1,254 3,849 5,270 5,886 6,653: 991 223
: : :
: : Changes in Commitments from: October 23, 2012 :
: 6,217: -4,901 3,617 5,143 8,476 -3,667 8,719 5,093: -2,502 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 9.9 29.5 45.1 56.0 93.7 95.4: 6.3 4.6
Old : 100.0: 19.5 10.3 29.5 44.8 55.6 93.8 95.4: 6.2 4.6
Other: 100.0: 11.4 1.9 18.2 56.0 76.6 85.6 96.8: 14.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 131 82 99 71 73 250 209:
Old : 305: 132 81 96 71 73 249 207:
Other: 70: 21 6 11 24 28 48 42:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 32.4 28.6 43.1 8.6 18.9 13.9 24.1
Old : 19.0 33.0 28.9 43.4 8.7 19.7 14.1 24.6
Other: 32.7 45.6 50.0 63.7 31.9 44.7 45.7 60.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 27,560: 8,402 4,747 3,821 12,142 16,393 24,365 24,961: 3,195 2,599
Old : 2,151: 177 22 0 1,616 2,038 1,793 2,060: 358 91
Other: 25,409: 8,270 4,770 3,776 10,526 14,355 22,572 22,901: 2,837 2,508
: : :
: : Changes in Commitments from: October 23, 2012 :
: -105: 151 1,360 2 132 -1,707 286 -345: -391 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 17.2 13.9 44.1 59.5 88.4 90.6: 11.6 9.4
Old : 100.0: 8.2 1.0 0.0 75.1 94.7 83.4 95.8: 16.6 4.2
Other: 100.0: 32.5 18.8 14.9 41.4 56.5 88.8 90.1: 11.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 35 31 22 25 14 73 56:
Old : 20: 4 1 0 12 4 16 5:
Other: 93: 34 31 21 24 12 71 53:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 59.3 42.5 70.0 26.8 57.3 40.4 61.7
Old : 61.1 95.7 76.7 95.8 61.1 95.7 76.7 95.7
Other: 30.5 57.1 45.9 68.7 29.1 54.9 43.7 61.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 233,485: 48,111 18,308 66,456 105,596 140,900 220,163 225,664: 13,322 7,821
Old : 207,053: 48,423 22,618 56,271 89,371 120,440 194,065 199,329: 12,989 7,725
Other: 26,432: 4,571 573 5,302 16,226 20,460 26,099 26,336: 333 96
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,617: -2,846 -742 392 466 -3,267 -1,989 -3,616: -629 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.8 28.5 45.2 60.3 94.3 96.7: 5.7 3.3
Old : 100.0: 23.4 10.9 27.2 43.2 58.2 93.7 96.3: 6.3 3.7
Other: 100.0: 17.3 2.2 20.1 61.4 77.4 98.7 99.6: 1.3 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 63 48 55 56 50 153 123:
Old : 184: 63 49 55 56 50 153 123:
Other: 42: 4 6 6 21 20 29 28:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 26.6 40.7 44.7 18.4 17.8 25.5 29.8
Old : 24.5 24.6 36.2 40.8 15.9 19.5 24.6 31.1
Other: 83.7 66.4 93.2 89.4 62.4 53.2 68.6 67.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 839,099: 157,561 101,323 141,021 467,781 514,330 766,363 756,674: 72,736 82,425
Old : 839,099: 157,561 101,323 141,021 467,781 514,330 766,363 756,674: 72,736 82,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 19,862: -464 13,797 7,380 10,682 -5,947 17,598 15,229: 2,264 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.1 16.8 55.7 61.3 91.3 90.2: 8.7 9.8
Old : 100.0: 18.8 12.1 16.8 55.7 61.3 91.3 90.2: 8.7 9.8
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 : 206: 49 64 64 88 82 173 174:
Old : 206: 49 64 64 88 82 173 174:
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 : 11.9 20.1 21.6 30.2 11.4 16.0 19.7 23.2
Old : 11.9 20.1 21.6 30.2 11.4 16.0 19.7 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, October 30, 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 : 216,656: 27,875 43,975 82,749 94,345 79,654 204,969 206,379: 11,687 10,277
Old : 212,148: 28,351 44,563 81,120 91,310 76,469 200,780 202,152: 11,368 9,996
Other: 4,508: 687 576 467 3,035 3,185 4,189 4,227: 319 281
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,826: -1,087 1,186 2,359 -21 -2,144 1,251 1,400: 576 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 38.2 43.5 36.8 94.6 95.3: 5.4 4.7
Old : 100.0: 13.4 21.0 38.2 43.0 36.0 94.6 95.3: 5.4 4.7
Other: 100.0: 15.2 12.8 10.4 67.3 70.6 92.9 93.8: 7.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 108 117 114 132 121 294 313:
Old : 386: 111 117 112 132 119 294 309:
Other: 84: 8 12 8 39 41 53 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 : 11.6 12.4 20.2 21.5 7.6 7.4 14.1 12.3
Old : 11.4 12.3 20.2 21.6 7.7 7.5 14.4 12.3
Other: 39.0 37.8 59.2 57.5 33.1 31.6 49.0 45.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 42,030: 24,163 29,587 2,479 11,449 6,902 38,092 38,968: 3,939 3,062
Old : 42,030: 24,163 29,587 2,479 11,449 6,902 38,092 38,968: 3,939 3,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,729: -1,639 -2,673 374 -1,265 -238 -2,529 -2,536: -199 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 70.4 5.9 27.2 16.4 90.6 92.7: 9.4 7.3
Old : 100.0: 57.5 70.4 5.9 27.2 16.4 90.6 92.7: 9.4 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: 47 39 10 16 10 68 55:
Old : 111: 47 39 10 16 10 68 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 : 49.9 46.2 60.2 62.5 46.3 46.2 56.5 62.5
Old : 49.9 46.2 60.2 62.5 46.3 46.2 56.5 62.5
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 30, 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 : 371,467: 35,155 51,034 5,844 310,161 302,638 351,160 359,516: 20,308 11,952
Old : 371,467: 35,155 51,034 5,844 310,161 302,638 351,160 359,516: 20,308 11,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 585: -2,392 -901 945 661 1,803 -786 1,847: 1,370 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.7 1.6 83.5 81.5 94.5 96.8: 5.5 3.2
Old : 100.0: 9.5 13.7 1.6 83.5 81.5 94.5 96.8: 5.5 3.2
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 : 237: 38 36 9 101 97 145 136:
Old : 237: 38 36 9 101 97 145 136:
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 : 35.0 34.4 47.2 42.5 33.2 34.3 45.4 42.5
Old : 35.0 34.4 47.2 42.5 33.2 34.3 45.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012