COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 266,379: 96,119 14,246 48,129 94,052 192,242 238,299 254,617: 28,080 11,763
Old : 236,954: 91,725 15,424 39,558 80,451 171,423 211,734 226,405: 25,219 10,549
Other: 29,426: 6,234 663 6,730 13,600 20,819 26,565 28,212: 2,861 1,214
: : :
: : Changes in Commitments from: February 5, 2013 :
: -42,085: 4,467 -1,019 -29,394 -16,627 -12,319 -41,553 -42,732: -532 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.3 18.1 35.3 72.2 89.5 95.6: 10.5 4.4
Old : 100.0: 38.7 6.5 16.7 34.0 72.3 89.4 95.5: 10.6 4.5
Other: 100.0: 21.2 2.3 22.9 46.2 70.8 90.3 95.9: 9.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 159 40 74 57 70 240 164:
Old : 280: 153 42 68 52 69 229 159:
Other: 101: 30 9 21 40 43 76 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 34.8 22.1 47.5 11.4 31.6 18.8 41.6
Old : 12.8 36.9 22.4 49.3 12.1 34.9 20.0 45.0
Other: 29.1 33.2 44.0 50.2 21.5 25.9 32.8 38.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 27,830: 5,617 3,162 6,277 12,092 16,624 23,986 26,063: 3,844 1,767
Old : 27,773: 5,627 3,159 6,267 12,039 16,590 23,933 26,016: 3,839 1,757
Other: 58: 0 14 0 53 34 53 48: 5 10
: : :
: : Changes in Commitments from: February 5, 2013 :
: 768: 303 -1,160 1,133 -254 884 1,183 857: -415 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.4 22.6 43.4 59.7 86.2 93.7: 13.8 6.3
Old : 100.0: 20.3 11.4 22.6 43.3 59.7 86.2 93.7: 13.8 6.3
Other: 100.0: 0.0 23.5 0.0 91.3 59.1 91.3 82.6: 8.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 39 17 22 27 18 77 48:
Old : 86: 39 17 22 27 18 77 48:
Other: 5: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 52.3 31.7 67.8 14.4 45.7 26.0 53.4
Old : 17.5 52.3 31.7 67.8 14.4 45.6 25.9 53.4
Other: 91.3 82.6 91.3 82.6 91.3 82.6 91.3 82.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 200,139: 54,659 34,949 38,290 95,253 116,028 188,202 189,267: 11,937 10,872
Old : 153,619: 50,671 39,580 24,384 67,536 79,073 142,590 143,036: 11,029 10,583
Other: 46,520: 9,954 1,335 7,940 27,718 36,956 45,612 46,231: 908 289
: : :
: : Changes in Commitments from: February 5, 2013 :
: -15,124: -896 -385 -6,508 -6,921 -7,992 -14,325 -14,884: -799 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.5 19.1 47.6 58.0 94.0 94.6: 6.0 5.4
Old : 100.0: 33.0 25.8 15.9 44.0 51.5 92.8 93.1: 7.2 6.9
Other: 100.0: 21.4 2.9 17.1 59.6 79.4 98.0 99.4: 2.0 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 60 74 39 56 49 136 144:
Old : 203: 60 75 39 55 48 135 143:
Other: 66: 9 13 15 35 27 54 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 : 30.4 25.3 41.8 43.7 24.9 18.6 32.9 29.9
Old : 27.5 22.4 39.0 36.1 24.2 19.5 35.3 29.6
Other: 58.0 53.5 73.5 76.4 46.0 41.9 55.5 57.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 998,004: 194,117 190,671 167,226 546,206 540,178 907,549 898,075: 90,455 99,928
Old : 998,004: 194,117 190,671 167,226 546,206 540,178 907,549 898,075: 90,455 99,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 20,629: -1,077 19,817 9,291 8,969 -13,351 17,182 15,757: 3,447 4,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.1 16.8 54.7 54.1 90.9 90.0: 9.1 10.0
Old : 100.0: 19.5 19.1 16.8 54.7 54.1 90.9 90.0: 9.1 10.0
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 : 242: 77 67 76 90 87 200 199:
Old : 242: 77 67 76 90 87 200 199:
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 17.4 20.8 26.5 11.4 14.5 19.9 20.3
Old : 11.9 17.4 20.8 26.5 11.4 14.5 19.9 20.3
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, February 12, 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 : 199,449: 38,051 61,419 50,069 99,975 78,477 188,094 189,965: 11,355 9,484
Old : 186,265: 37,745 62,043 44,917 92,979 70,549 175,641 177,509: 10,624 8,756
Other: 13,184: 1,841 911 3,616 6,996 7,929 12,453 12,456: 731 728
: : :
: : Changes in Commitments from: February 5, 2013 :
: -26,186: 539 8,852 -25,015 -1,899 -10,141 -26,375 -26,304: 189 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.8 25.1 50.1 39.3 94.3 95.2: 5.7 4.8
Old : 100.0: 20.3 33.3 24.1 49.9 37.9 94.3 95.3: 5.7 4.7
Other: 100.0: 14.0 6.9 27.4 53.1 60.1 94.5 94.5: 5.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 107 122 97 133 108 287 289:
Old : 374: 107 121 95 129 104 280 283:
Other: 123: 18 21 17 67 48 97 74:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.9 22.1 23.6 10.0 10.0 18.9 17.4
Old : 12.5 13.2 22.7 23.7 11.4 10.6 21.1 18.0
Other: 26.6 41.7 41.9 58.8 19.6 36.0 31.8 44.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 47,231: 28,331 26,032 3,021 11,723 15,699 43,075 44,752: 4,156 2,479
Old : 47,231: 28,331 26,032 3,021 11,723 15,699 43,075 44,752: 4,156 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -8,975: -8,214 -8,159 120 -1,958 -67 -10,052 -8,106: 1,077 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 55.1 6.4 24.8 33.2 91.2 94.8: 8.8 5.2
Old : 100.0: 60.0 55.1 6.4 24.8 33.2 91.2 94.8: 8.8 5.2
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 : 104: 43 42 11 15 9 66 54:
Old : 104: 43 42 11 15 9 66 54:
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 : 43.1 53.5 64.3 70.3 40.5 52.5 61.7 67.6
Old : 43.1 53.5 64.3 70.3 40.5 52.5 61.7 67.6
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, February 12, 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 : 362,036: 57,362 30,907 2,736 278,777 315,386 338,876 349,029: 23,160 13,006
Old : 362,036: 57,362 30,907 2,736 278,777 315,386 338,876 349,029: 23,160 13,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -1,681: -4,480 -23 682 2,722 -3,212 -1,076 -2,554: -604 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.5 0.8 77.0 87.1 93.6 96.4: 6.4 3.6
Old : 100.0: 15.8 8.5 0.8 77.0 87.1 93.6 96.4: 6.4 3.6
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: 51 33 11 106 98 164 135:
Old : 252: 51 33 11 106 98 164 135:
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 : 29.9 32.7 41.5 46.6 27.0 32.7 37.8 46.5
Old : 29.9 32.7 41.5 46.6 27.0 32.7 37.8 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013