COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 239,670: 65,802 21,466 54,531 100,777 151,473 221,110 227,470: 18,560 12,200
Old : 221,861: 65,170 23,214 48,166 91,629 139,083 204,965 210,462: 16,897 11,399
Other: 17,809: 2,464 85 4,534 9,147 12,389 16,146 17,008: 1,663 801
: : :
: : Changes in Commitments from: January 8, 2013 :
: 7,160: 2,373 -747 970 3,576 7,435 6,919 7,657: 241 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.0 22.8 42.0 63.2 92.3 94.9: 7.7 5.1
Old : 100.0: 29.4 10.5 21.7 41.3 62.7 92.4 94.9: 7.6 5.1
Other: 100.0: 13.8 0.5 25.5 51.4 69.6 90.7 95.5: 9.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 134 63 84 63 71 228 189:
Old : 286: 130 67 80 62 71 224 188:
Other: 82: 22 9 16 31 35 59 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 : 14.7 30.1 26.4 42.4 12.3 25.0 19.9 32.5
Old : 14.9 31.4 26.5 43.1 13.2 26.6 20.8 34.7
Other: 26.0 32.6 45.8 51.0 23.1 29.1 37.5 42.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,971: 4,915 2,430 6,389 12,345 16,906 23,649 25,725: 4,323 2,246
Old : 27,920: 4,915 2,420 6,389 12,294 16,870 23,598 25,679: 4,323 2,241
Other: 51: 0 10 0 51 36 51 46: 0 5
: : :
: : Changes in Commitments from: January 8, 2013 :
: 693: -1,801 307 297 1,749 -479 245 125: 448 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.7 22.8 44.1 60.4 84.5 92.0: 15.5 8.0
Old : 100.0: 17.6 8.7 22.9 44.0 60.4 84.5 92.0: 15.5 8.0
Other: 100.0: 0.0 19.6 0.0 100.0 70.6 100.0 90.2: 0.0 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 32 25 19 26 16 68 50:
Old : 86: 32 25 19 26 16 68 50:
Other: 6: 0 2 0 2 2 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 59.1 31.3 72.3 14.6 51.6 27.0 55.6
Old : 17.9 59.1 31.3 72.3 14.6 51.6 26.8 55.6
Other: 100.0 90.2 100.0 90.2 100.0 90.2 100.0 90.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,469: 50,772 24,174 56,738 99,045 128,364 206,556 209,276: 12,913 10,193
Old : 180,043: 48,987 29,902 43,975 74,919 96,256 167,881 170,133: 12,162 9,910
Other: 39,426: 7,949 436 6,599 24,126 32,108 38,675 39,143: 751 282
: : :
: : Changes in Commitments from: January 8, 2013 :
: -170: -415 623 797 -1,351 -1,862 -970 -442: 799 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 11.0 25.9 45.1 58.5 94.1 95.4: 5.9 4.6
Old : 100.0: 27.2 16.6 24.4 41.6 53.5 93.2 94.5: 6.8 5.5
Other: 100.0: 20.2 1.1 16.7 61.2 81.4 98.1 99.3: 1.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 64 58 49 59 48 144 138:
Old : 195: 61 61 49 57 44 142 133:
Other: 57: 10 9 14 28 25 45 41:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 26.6 40.0 44.9 19.4 19.7 26.2 31.1
Old : 23.7 26.2 35.4 40.4 17.6 20.0 26.1 31.8
Other: 67.6 55.9 80.3 79.9 52.5 42.6 59.4 62.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 911,594: 179,537 139,993 139,894 513,406 537,279 832,838 817,165: 78,757 94,429
Old : 911,594: 179,537 139,993 139,894 513,406 537,279 832,838 817,165: 78,757 94,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 17,161: 1,787 5,298 4,703 6,781 3,533 13,271 13,533: 3,890 3,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.4 15.3 56.3 58.9 91.4 89.6: 8.6 10.4
Old : 100.0: 19.7 15.4 15.3 56.3 58.9 91.4 89.6: 8.6 10.4
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: 54 66 72 86 76 181 174:
Old : 212: 54 66 72 86 76 181 174:
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 : 12.9 20.0 22.3 29.2 12.5 16.0 21.0 22.6
Old : 12.9 20.0 22.3 29.2 12.5 16.0 21.0 22.6
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, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,084: 40,551 49,630 67,275 91,462 83,972 199,288 200,877: 10,796 9,207
Old : 200,541: 40,648 49,963 63,184 86,481 78,609 190,312 191,755: 10,229 8,785
Other: 9,543: 1,356 1,119 2,639 4,982 5,363 8,976 9,121: 567 422
: : :
: : Changes in Commitments from: January 8, 2013 :
: -3,368: 2,047 -7,858 -4,344 -1,076 8,461 -3,374 -3,742: 6 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 23.6 32.0 43.5 40.0 94.9 95.6: 5.1 4.4
Old : 100.0: 20.3 24.9 31.5 43.1 39.2 94.9 95.6: 5.1 4.4
Other: 100.0: 14.2 11.7 27.7 52.2 56.2 94.1 95.6: 5.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 125 113 117 136 118 314 302:
Old : 392: 128 110 113 134 115 312 294:
Other: 122: 17 19 17 60 45 88 71:
:----------------------------------------------------------------------------------------------------
: 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 13.1 22.6 23.3 9.5 8.6 17.6 16.0
Old : 12.1 13.0 22.5 23.3 10.4 8.9 19.0 16.3
Other: 29.4 42.2 44.9 59.1 19.0 33.5 32.6 43.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,347: 31,535 25,141 2,499 8,733 17,465 42,767 45,105: 4,581 2,242
Old : 47,347: 31,535 25,141 2,499 8,733 17,465 42,767 45,105: 4,581 2,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,971: 2,087 1,460 413 -973 294 1,527 2,167: 444 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 53.1 5.3 18.4 36.9 90.3 95.3: 9.7 4.7
Old : 100.0: 66.6 53.1 5.3 18.4 36.9 90.3 95.3: 9.7 4.7
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 : 111: 47 45 10 14 8 64 60:
Old : 111: 47 45 10 14 8 64 60:
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 : 38.5 58.9 55.9 74.7 35.9 57.9 53.3 72.6
Old : 38.5 58.9 55.9 74.7 35.9 57.9 53.3 72.6
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, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 361,165: 51,559 32,267 2,100 286,096 316,294 339,755 350,661: 21,410 10,504
Old : 361,165: 51,559 32,267 2,100 286,096 316,294 339,755 350,661: 21,410 10,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 7,749: 4,788 94 219 2,757 7,699 7,764 8,012: -15 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.9 0.6 79.2 87.6 94.1 97.1: 5.9 2.9
Old : 100.0: 14.3 8.9 0.6 79.2 87.6 94.1 97.1: 5.9 2.9
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 : 247: 49 33 11 96 103 153 139:
Old : 247: 49 33 11 96 103 153 139:
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 : 30.8 31.3 43.1 43.1 28.0 31.3 40.0 42.6
Old : 30.8 31.3 43.1 43.1 28.0 31.3 40.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013