COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 237,750: 54,422 53,424 48,311 113,850 115,770 216,583 217,505: 21,167 20,245
Old : 230,171: 54,393 54,611 45,556 110,289 110,043 210,238 210,211: 19,933 19,960
Other: 7,579: 1,371 155 1,412 3,561 5,727 6,345 7,295: 1,234 284
: : :
: : Changes in Commitments from: November 6, 2012 :
: -81,291: -1,582 10,754 -46,702 -34,794 -47,720 -83,077 -83,668: 1,786 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 22.5 20.3 47.9 48.7 91.1 91.5: 8.9 8.5
Old : 100.0: 23.6 23.7 19.8 47.9 47.8 91.3 91.3: 8.7 8.7
Other: 100.0: 18.1 2.0 18.6 47.0 75.6 83.7 96.3: 16.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 106 99 75 64 67 209 206:
Old : 293: 108 97 73 64 67 209 204:
Other: 68: 20 7 11 21 28 45 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 : 14.5 25.1 25.1 33.4 11.8 17.1 19.6 23.8
Old : 14.8 25.8 25.6 33.9 12.1 17.7 20.1 24.6
Other: 30.8 44.7 47.4 63.5 30.0 44.1 41.6 58.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 27,997: 8,242 5,439 4,312 12,300 15,655 24,854 25,406: 3,143 2,591
Old : 27,972: 8,242 5,436 4,312 12,275 15,633 24,829 25,381: 3,143 2,591
Other: 25: 0 3 0 25 22 25 25: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 182: 117 40 242 -13 -55 347 228: -165 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.4 15.4 43.9 55.9 88.8 90.7: 11.2 9.3
Old : 100.0: 29.5 19.4 15.4 43.9 55.9 88.8 90.7: 11.2 9.3
Other: 100.0: 0.0 12.0 0.0 100.0 88.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 35 33 19 28 13 72 57:
Old : 98: 35 33 19 28 13 72 57:
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 : 28.5 57.8 42.8 67.6 26.7 54.2 39.9 58.5
Old : 28.6 57.8 42.8 67.6 26.7 54.1 39.9 58.5
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 200,874: 48,144 19,300 46,505 92,646 124,474 187,295 190,280: 13,579 10,594
Old : 170,756: 48,552 23,660 35,374 73,658 101,307 157,584 160,341: 13,171 10,414
Other: 30,118: 5,211 1,259 5,512 18,988 23,167 29,710 29,938: 408 180
: : :
: : Changes in Commitments from: November 6, 2012 :
: -14,829: -1,206 1,619 -3,718 -8,553 -14,729 -13,477 -16,828: -1,352 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.6 23.2 46.1 62.0 93.2 94.7: 6.8 5.3
Old : 100.0: 28.4 13.9 20.7 43.1 59.3 92.3 93.9: 7.7 6.1
Other: 100.0: 17.3 4.2 18.3 63.0 76.9 98.6 99.4: 1.4 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 56 50 40 55 50 134 119:
Old : 174: 56 51 40 54 48 133 117:
Other: 46: 6 7 6 23 21 32 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 : 30.3 26.1 42.4 45.9 22.4 20.7 30.9 34.0
Old : 24.9 26.2 37.5 42.9 19.8 23.3 30.6 36.6
Other: 76.6 60.3 87.1 84.1 56.7 45.2 65.2 63.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 850,497: 157,748 125,800 140,817 483,684 500,284 782,249 766,900: 68,248 83,597
Old : 850,497: 157,748 125,800 140,817 483,684 500,284 782,249 766,900: 68,248 83,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 12,383: 292 10,620 4,173 11,279 -7,276 15,744 7,516: -3,361 4,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.8 16.6 56.9 58.8 92.0 90.2: 8.0 9.8
Old : 100.0: 18.5 14.8 16.6 56.9 58.8 92.0 90.2: 8.0 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 : 208: 49 64 64 87 82 171 175:
Old : 208: 49 64 64 87 82 171 175:
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 : 12.5 19.2 22.6 29.2 11.9 15.7 20.2 23.3
Old : 12.5 19.2 22.6 29.2 11.9 15.7 20.2 23.3
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, November 13, 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 : 190,339: 30,601 54,731 59,507 88,766 65,401 178,874 179,639: 11,464 10,699
Old : 185,259: 31,200 55,607 57,394 85,522 61,985 174,117 174,985: 11,142 10,274
Other: 5,080: 1,046 769 469 3,243 3,417 4,758 4,654: 322 426
: : :
: : Changes in Commitments from: November 6, 2012 :
: -32,803: 3,198 5,410 -24,545 -10,760 -13,537 -32,107 -32,672: -696 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 28.8 31.3 46.6 34.4 94.0 94.4: 6.0 5.6
Old : 100.0: 16.8 30.0 31.0 46.2 33.5 94.0 94.5: 6.0 5.5
Other: 100.0: 20.6 15.1 9.2 63.8 67.3 93.7 91.6: 6.3 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 101 124 104 134 108 297 291:
Old : 381: 104 125 102 133 103 295 285:
Other: 90: 13 11 9 41 40 60 54:
:----------------------------------------------------------------------------------------------------
: 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 12.3 21.6 21.7 9.4 8.8 16.6 14.6
Old : 12.1 12.1 21.5 21.7 9.6 9.1 17.1 14.7
Other: 32.8 37.2 53.7 57.0 26.1 29.9 43.5 44.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 39,519: 27,712 22,635 2,513 5,599 11,882 35,825 37,031: 3,695 2,488
Old : 39,519: 27,712 22,635 2,513 5,599 11,882 35,825 37,031: 3,695 2,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,551: 523 -3,163 118 -610 4,792 32 1,747: 1,519 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 57.3 6.4 14.2 30.1 90.7 93.7: 9.3 6.3
Old : 100.0: 70.1 57.3 6.4 14.2 30.1 90.7 93.7: 9.3 6.3
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: 47 31 11 16 7 70 43:
Old : 99: 47 31 11 16 7 70 43:
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 : 38.7 41.8 49.9 63.8 35.5 41.6 46.7 63.5
Old : 38.7 41.8 49.9 63.8 35.5 41.6 46.7 63.5
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, November 13, 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 : 375,880: 37,245 49,938 3,230 316,869 309,387 357,344 362,555: 18,536 13,325
Old : 375,880: 37,245 49,938 3,230 316,869 309,387 357,344 362,555: 18,536 13,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 7,811: 711 2,063 -76 10,282 4,138 10,917 6,125: -3,106 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.3 0.9 84.3 82.3 95.1 96.5: 4.9 3.5
Old : 100.0: 9.9 13.3 0.9 84.3 82.3 95.1 96.5: 4.9 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 : 236: 38 36 8 101 97 144 136:
Old : 236: 38 36 8 101 97 144 136:
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 : 35.3 34.5 47.2 43.5 32.4 34.5 44.3 42.8
Old : 35.3 34.5 47.2 43.5 32.4 34.5 44.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012