COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 251,282: 88,806 13,347 45,050 94,346 181,853 228,202 240,250: 23,080 11,032
Old : 216,117: 82,160 14,662 35,785 78,375 156,093 196,320 206,539: 19,798 9,578
Other: 35,165: 8,696 735 7,216 15,970 25,760 31,882 33,711: 3,282 1,453
: : :
: : Changes in Commitments from: February 19, 2013 :
: -8,780: -7,409 -98 -844 2,412 -7,709 -5,840 -8,652: -2,939 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 5.3 17.9 37.5 72.4 90.8 95.6: 9.2 4.4
Old : 100.0: 38.0 6.8 16.6 36.3 72.2 90.8 95.6: 9.2 4.4
Other: 100.0: 24.7 2.1 20.5 45.4 73.3 90.7 95.9: 9.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 152 55 69 57 66 237 163:
Old : 282: 151 53 59 51 65 223 156:
Other: 117: 38 14 23 41 48 88 76:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 33.6 21.9 47.3 11.0 29.5 18.0 39.0
Old : 13.4 36.0 22.6 49.7 11.8 32.8 19.6 42.7
Other: 24.4 32.0 37.9 49.7 19.6 24.5 30.0 40.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 24,747: 7,079 2,962 3,822 9,952 16,276 20,854 23,060: 3,893 1,687
Old : 24,681: 7,089 2,959 3,812 9,900 16,241 20,802 23,012: 3,879 1,669
Other: 66: 0 13 0 52 35 52 48: 14 18
: : :
: : Changes in Commitments from: February 19, 2013 :
: -339: 301 -16 115 -626 -390 -211 -291: -129 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.0 15.4 40.2 65.8 84.3 93.2: 15.7 6.8
Old : 100.0: 28.7 12.0 15.4 40.1 65.8 84.3 93.2: 15.7 6.8
Other: 100.0: 0.0 20.1 0.0 78.9 52.8 78.9 72.8: 21.1 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 40 20 20 23 13 74 43:
Old : 86: 40 20 20 23 13 74 43:
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 : 17.4 56.6 31.1 70.0 17.0 52.1 29.0 62.7
Old : 17.4 56.6 31.2 70.0 17.0 52.1 29.1 62.7
Other: 78.9 72.8 78.9 72.8 78.9 72.8 78.9 72.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 209,933: 58,553 42,347 43,354 96,019 112,873 197,926 198,575: 12,006 11,358
Old : 159,249: 53,709 46,196 29,143 65,447 72,921 148,299 148,260: 10,950 10,989
Other: 50,683: 10,136 1,442 8,920 30,572 39,952 49,627 50,314: 1,056 369
: : :
: : Changes in Commitments from: February 19, 2013 :
: 7,692: 2,018 4,786 3,612 1,560 -744 7,189 7,653: 503 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.2 20.7 45.7 53.8 94.3 94.6: 5.7 5.4
Old : 100.0: 33.7 29.0 18.3 41.1 45.8 93.1 93.1: 6.9 6.9
Other: 100.0: 20.0 2.8 17.6 60.3 78.8 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 58 85 41 55 47 139 149:
Old : 208: 58 83 41 54 45 137 145:
Other: 70: 10 15 15 36 28 56 48:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 22.9 42.1 40.2 25.6 18.3 32.7 27.7
Old : 27.9 20.3 39.2 33.5 25.4 18.7 35.9 27.8
Other: 53.5 52.1 67.8 74.7 42.1 40.1 52.1 54.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 880,224: 193,073 198,599 131,597 472,686 461,931 797,356 792,127: 82,868 88,098
Old : 880,224: 193,073 198,599 131,597 472,686 461,931 797,356 792,127: 82,868 88,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -31,992: -1,161 -12,722 9,408 -34,993 -20,308 -26,745 -23,622: -5,247 -8,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.6 15.0 53.7 52.5 90.6 90.0: 9.4 10.0
Old : 100.0: 21.9 22.6 15.0 53.7 52.5 90.6 90.0: 9.4 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 : 225: 64 69 64 83 77 184 177:
Old : 225: 64 69 64 83 77 184 177:
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 : 13.5 19.0 23.8 28.5 13.1 16.7 22.9 23.2
Old : 13.5 19.0 23.8 28.5 13.1 16.7 22.9 23.2
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 26, 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 : 208,349: 44,478 65,128 55,235 98,016 78,604 197,729 198,966: 10,620 9,383
Old : 191,600: 44,070 65,638 48,628 89,157 68,698 181,855 182,965: 9,745 8,635
Other: 16,749: 2,343 1,425 4,671 8,860 9,905 15,874 16,002: 875 748
: : :
: : Changes in Commitments from: February 19, 2013 :
: 4,545: 4,244 -1,363 2,056 -1,141 3,865 5,160 4,558: -614 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 31.3 26.5 47.0 37.7 94.9 95.5: 5.1 4.5
Old : 100.0: 23.0 34.3 25.4 46.5 35.9 94.9 95.5: 5.1 4.5
Other: 100.0: 14.0 8.5 27.9 52.9 59.1 94.8 95.5: 5.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 117 124 100 133 114 298 296:
Old : 387: 118 124 98 128 110 290 290:
Other: 143: 24 24 18 75 54 111 84:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 14.3 20.5 24.5 9.4 11.3 17.7 18.8
Old : 11.3 14.9 21.0 24.8 10.9 12.0 20.0 19.5
Other: 24.0 36.3 39.2 52.4 17.2 30.4 28.6 40.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 71,020: 52,210 30,270 3,642 8,468 35,496 64,321 69,408: 6,699 1,612
Old : 71,020: 52,210 30,270 3,642 8,468 35,496 64,321 69,408: 6,699 1,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 19,902: 16,259 6,107 1,030 1,477 13,344 18,766 20,480: 1,136 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 42.6 5.1 11.9 50.0 90.6 97.7: 9.4 2.3
Old : 100.0: 73.5 42.6 5.1 11.9 50.0 90.6 97.7: 9.4 2.3
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 : 118: 77 25 11 14 6 99 34:
Old : 118: 77 25 11 14 6 99 34:
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 : 34.6 68.0 51.9 86.5 32.9 66.7 50.2 84.4
Old : 34.6 68.0 51.9 86.5 32.9 66.7 50.2 84.4
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, February 26, 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 : 372,151: 63,537 35,192 3,540 277,381 317,751 344,458 356,482: 27,693 15,668
Old : 372,151: 63,537 35,192 3,540 277,381 317,751 344,458 356,482: 27,693 15,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -408: 4,365 -14 -22 -7,053 1,807 -2,710 1,771: 2,302 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 9.5 1.0 74.5 85.4 92.6 95.8: 7.4 4.2
Old : 100.0: 17.1 9.5 1.0 74.5 85.4 92.6 95.8: 7.4 4.2
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 : 257: 59 31 14 108 97 174 135:
Old : 257: 59 31 14 108 97 174 135:
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 : 27.8 32.9 38.4 45.6 25.6 32.9 35.4 45.4
Old : 27.8 32.9 38.4 45.6 25.6 32.9 35.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013