COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 296,915: 85,194 13,229 78,097 107,578 195,287 270,868 286,613: 26,046 10,302
Old : 274,186: 83,741 14,477 70,458 95,892 179,838 250,090 264,773: 24,096 9,413
Other: 22,729: 3,390 688 5,703 11,686 15,449 20,778 21,840: 1,950 889
: : :
: : Changes in Commitments from: January 22, 2013 :
: 25,725: 9,388 -2,100 11,229 1,093 18,444 21,710 27,573: 4,015 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.5 26.3 36.2 65.8 91.2 96.5: 8.8 3.5
Old : 100.0: 30.5 5.3 25.7 35.0 65.6 91.2 96.6: 8.8 3.4
Other: 100.0: 14.9 3.0 25.1 51.4 68.0 91.4 96.1: 8.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 169 56 87 59 73 269 180:
Old : 316: 163 60 84 55 73 262 178:
Other: 91: 31 8 17 33 36 68 57:
:----------------------------------------------------------------------------------------------------
: 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 33.1 24.1 45.5 9.7 26.9 16.0 35.0
Old : 13.8 34.3 23.6 46.4 10.1 28.9 16.7 37.4
Other: 28.0 33.6 44.1 51.3 18.0 25.5 29.7 39.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 25,812: 4,665 3,891 4,690 12,485 15,104 21,840 23,685: 3,973 2,127
Old : 25,753: 4,674 3,891 4,680 12,429 15,064 21,784 23,634: 3,969 2,118
Other: 60: 0 10 0 56 41 56 51: 4 9
: : :
: : Changes in Commitments from: January 22, 2013 :
: -499: 223 1,046 -383 -45 -1,190 -205 -527: -294 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.1 18.2 48.4 58.5 84.6 91.8: 15.4 8.2
Old : 100.0: 18.2 15.1 18.2 48.3 58.5 84.6 91.8: 15.4 8.2
Other: 100.0: 0.0 16.5 0.0 93.3 68.4 93.3 84.9: 6.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 35 23 19 26 16 69 51:
Old : 87: 35 23 19 26 16 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 56.0 31.5 70.2 16.2 52.1 30.3 59.5
Old : 16.7 56.0 31.4 70.2 16.2 52.0 30.2 59.5
Other: 93.3 84.9 93.3 84.9 93.3 84.9 93.3 84.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 235,327: 49,978 31,610 65,076 107,475 126,766 222,530 223,452: 12,798 11,876
Old : 194,250: 48,195 36,804 51,925 82,594 94,380 182,713 183,108: 11,537 11,142
Other: 41,077: 7,706 729 7,229 24,881 32,386 39,816 40,344: 1,261 734
: : :
: : Changes in Commitments from: January 22, 2013 :
: 10,307: -798 3,322 6,112 6,366 747 11,681 10,180: -1,373 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.4 27.7 45.7 53.9 94.6 95.0: 5.4 5.0
Old : 100.0: 24.8 18.9 26.7 42.5 48.6 94.1 94.3: 5.9 5.7
Other: 100.0: 18.8 1.8 17.6 60.6 78.8 96.9 98.2: 3.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 65 66 54 58 50 151 149:
Old : 207: 64 68 52 56 48 148 146:
Other: 61: 12 10 16 31 26 50 45:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 24.9 40.2 41.3 20.0 15.9 26.6 26.1
Old : 24.0 22.9 36.4 35.7 17.3 15.9 26.3 25.6
Other: 64.8 54.0 76.6 77.5 49.0 40.7 55.4 57.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 963,895: 188,324 166,780 154,527 534,022 544,231 876,872 865,538: 87,023 98,357
Old : 963,895: 188,324 166,780 154,527 534,022 544,231 876,872 865,538: 87,023 98,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 497: 1,744 -8,467 8,901 -11,203 4,772 -558 5,206: 1,055 -4,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.3 16.0 55.4 56.5 91.0 89.8: 9.0 10.2
Old : 100.0: 19.5 17.3 16.0 55.4 56.5 91.0 89.8: 9.0 10.2
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 : 233: 67 69 76 90 80 196 188:
Old : 233: 67 69 76 90 80 196 188:
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 18.4 22.0 28.0 12.0 15.4 20.3 21.5
Old : 12.5 18.4 22.0 28.0 12.0 15.4 20.3 21.5
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 29, 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 : 215,736: 37,988 46,393 70,771 96,124 88,811 204,884 205,975: 10,853 9,761
Old : 204,609: 37,546 46,931 65,978 90,925 82,532 194,449 195,441: 10,160 9,168
Other: 11,127: 2,048 1,069 3,186 5,200 6,280 10,435 10,535: 692 592
: : :
: : Changes in Commitments from: January 22, 2013 :
: 1,446: -1,831 -1,637 2,181 1,620 1,662 1,970 2,206: -524 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.5 32.8 44.6 41.2 95.0 95.5: 5.0 4.5
Old : 100.0: 18.4 22.9 32.2 44.4 40.3 95.0 95.5: 5.0 4.5
Other: 100.0: 18.4 9.6 28.6 46.7 56.4 93.8 94.7: 6.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 118 115 116 141 122 312 307:
Old : 386: 118 114 114 137 119 306 301:
Other: 127: 24 17 18 59 51 91 79:
:----------------------------------------------------------------------------------------------------
: 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 13.4 23.0 23.8 9.3 8.7 17.5 16.0
Old : 12.3 13.2 22.7 23.6 10.5 8.9 19.2 16.3
Other: 29.8 41.3 45.4 56.3 21.3 33.0 33.5 42.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 44,446: 30,223 20,889 2,443 7,923 17,910 40,589 41,243: 3,857 3,203
Old : 44,446: 30,223 20,889 2,443 7,923 17,910 40,589 41,243: 3,857 3,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 913: -468 -1,663 -166 537 908 -97 -921: 1,009 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 47.0 5.5 17.8 40.3 91.3 92.8: 8.7 7.2
Old : 100.0: 68.0 47.0 5.5 17.8 40.3 91.3 92.8: 8.7 7.2
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 : 105: 43 45 11 13 7 63 56:
Old : 105: 43 45 11 13 7 63 56:
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 56.8 49.8 68.5 31.9 55.5 47.2 65.4
Old : 34.5 56.8 49.8 68.5 31.9 55.5 47.2 65.4
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 29, 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 : 370,435: 60,313 32,470 1,700 287,967 323,596 349,981 357,767: 20,454 12,668
Old : 370,435: 60,313 32,470 1,700 287,967 323,596 349,981 357,767: 20,454 12,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 4,703: 7,397 -276 -737 -1,111 4,126 5,549 3,113: -845 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.8 0.5 77.7 87.4 94.5 96.6: 5.5 3.4
Old : 100.0: 16.3 8.8 0.5 77.7 87.4 94.5 96.6: 5.5 3.4
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 : 256: 50 35 10 105 101 163 138:
Old : 256: 50 35 10 105 101 163 138:
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 : 29.8 31.5 42.5 43.8 26.6 31.5 38.2 43.4
Old : 29.8 31.5 42.5 43.8 26.6 31.5 38.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013