COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 271,190: 75,806 15,329 66,868 106,485 176,843 249,159 259,040: 22,031 12,150
Old : 252,618: 74,861 16,961 60,293 96,885 164,124 232,039 241,378: 20,579 11,240
Other: 18,573: 2,725 148 4,795 9,600 12,719 17,120 17,662: 1,453 910
: : :
: : Changes in Commitments from: January 15, 2013 :
: 31,520: 10,004 -6,137 12,337 5,708 25,371 28,049 31,570: 3,471 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.7 24.7 39.3 65.2 91.9 95.5: 8.1 4.5
Old : 100.0: 29.6 6.7 23.9 38.4 65.0 91.9 95.6: 8.1 4.4
Other: 100.0: 14.7 0.8 25.8 51.7 68.5 92.2 95.1: 7.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 148 60 84 62 74 248 182:
Old : 300: 146 62 82 61 74 246 181:
Other: 85: 26 7 16 32 36 63 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 : 14.4 31.9 25.4 44.7 11.2 26.3 18.2 33.9
Old : 14.2 33.3 25.3 45.7 11.7 28.0 18.8 35.9
Other: 25.9 33.2 45.0 50.7 22.5 29.6 36.9 43.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 26,311: 4,442 2,844 5,073 12,530 16,295 22,045 24,212: 4,267 2,099
Old : 26,262: 4,451 2,844 5,064 12,480 16,260 21,995 24,168: 4,267 2,094
Other: 49: 0 9 0 49 35 49 44: -0 5
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1,660: -474 414 -1,315 185 -611 -1,604 -1,513: -56 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 10.8 19.3 47.6 61.9 83.8 92.0: 16.2 8.0
Old : 100.0: 16.9 10.8 19.3 47.5 61.9 83.8 92.0: 16.2 8.0
Other: 100.0: 0.0 18.6 0.0 100.0 71.3 100.0 89.9: -0.0 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 37 20 20 26 17 69 51:
Old : 86: 37 20 20 26 17 69 51:
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 : 16.7 59.1 31.1 72.0 15.7 53.2 29.4 59.2
Old : 16.7 59.1 31.0 72.0 15.7 53.2 29.3 59.1
Other: 100.0 89.9 100.0 89.9 100.0 89.9 100.0 89.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 225,020: 50,776 28,288 58,964 101,109 126,019 210,849 213,271: 14,171 11,749
Old : 185,179: 48,803 33,702 46,184 76,850 93,990 171,836 173,876: 13,343 11,304
Other: 39,841: 8,030 643 6,724 24,259 32,029 39,013 39,396: 828 445
: : :
: : Changes in Commitments from: January 15, 2013 :
: 5,551: 4 4,114 2,226 2,064 -2,345 4,294 3,995: 1,258 1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 12.6 26.2 44.9 56.0 93.7 94.8: 6.3 5.2
Old : 100.0: 26.4 18.2 24.9 41.5 50.8 92.8 93.9: 7.2 6.1
Other: 100.0: 20.2 1.6 16.9 60.9 80.4 97.9 98.9: 2.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 61 69 51 56 46 145 143:
Old : 201: 59 71 51 54 42 143 139:
Other: 59: 11 9 16 29 25 47 43:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 25.7 39.7 43.7 19.6 18.5 26.5 29.8
Old : 23.1 24.8 35.3 39.1 16.6 18.7 26.2 30.2
Other: 66.7 54.5 78.7 78.6 51.3 41.5 57.8 60.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 963,398: 186,580 175,247 145,626 545,225 539,458 877,430 860,331: 85,968 103,067
Old : 963,398: 186,580 175,247 145,626 545,225 539,458 877,430 860,331: 85,968 103,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 51,804: 7,043 35,255 5,731 31,818 2,180 44,593 43,166: 7,211 8,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.2 15.1 56.6 56.0 91.1 89.3: 8.9 10.7
Old : 100.0: 19.4 18.2 15.1 56.6 56.0 91.1 89.3: 8.9 10.7
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 : 230: 57 74 72 92 81 195 183:
Old : 230: 57 74 72 92 81 195 183:
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 : 12.4 18.8 22.3 28.1 11.9 15.3 20.2 21.4
Old : 12.4 18.8 22.3 28.1 11.9 15.3 20.2 21.4
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, January 22, 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 : 214,291: 39,819 48,031 68,589 94,505 87,149 202,914 203,769: 11,377 10,521
Old : 203,899: 39,397 48,376 64,376 89,483 81,179 193,256 193,931: 10,642 9,968
Other: 10,392: 1,750 982 2,886 5,022 5,970 9,657 9,839: 734 553
: : :
: : Changes in Commitments from: January 15, 2013 :
: 4,206: -732 -1,600 1,315 3,042 3,178 3,625 2,893: 581 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.4 32.0 44.1 40.7 94.7 95.1: 5.3 4.9
Old : 100.0: 19.3 23.7 31.6 43.9 39.8 94.8 95.1: 5.2 4.9
Other: 100.0: 16.8 9.4 27.8 48.3 57.5 92.9 94.7: 7.1 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 121 114 105 137 124 304 303:
Old : 388: 122 113 103 135 121 301 297:
Other: 123: 19 19 17 58 48 87 75:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 12.7 22.8 23.0 9.4 8.7 17.7 15.7
Old : 12.3 12.5 22.8 22.9 10.5 8.8 19.3 16.0
Other: 28.7 43.3 45.4 58.0 19.8 33.9 32.9 43.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 43,534: 30,691 22,552 2,609 7,386 17,003 40,686 42,164: 2,847 1,369
Old : 43,534: 30,691 22,552 2,609 7,386 17,003 40,686 42,164: 2,847 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -3,814: -844 -2,589 110 -1,347 -462 -2,081 -2,941: -1,733 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 51.8 6.0 17.0 39.1 93.5 96.9: 6.5 3.1
Old : 100.0: 70.5 51.8 6.0 17.0 39.1 93.5 96.9: 6.5 3.1
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 : 106: 50 39 11 14 6 68 52:
Old : 106: 50 39 11 14 6 68 52:
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 : 38.4 64.3 54.7 79.6 35.7 63.1 52.0 76.4
Old : 38.4 64.3 54.7 79.6 35.7 63.1 52.0 76.4
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 22, 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 : 365,732: 52,916 32,746 2,437 289,079 319,470 344,432 354,654: 21,300 11,078
Old : 365,732: 52,916 32,746 2,437 289,079 319,470 344,432 354,654: 21,300 11,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 4,567: 1,357 479 337 2,983 3,177 4,677 3,993: -110 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.0 0.7 79.0 87.4 94.2 97.0: 5.8 3.0
Old : 100.0: 14.5 9.0 0.7 79.0 87.4 94.2 97.0: 5.8 3.0
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 : 252: 47 35 12 101 104 157 142:
Old : 252: 47 35 12 101 104 157 142:
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 : 30.3 31.1 42.6 43.4 27.1 31.0 38.7 42.6
Old : 30.3 31.1 42.6 43.4 27.1 31.0 38.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013