COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 294,647: 99,742 11,320 59,953 109,450 212,685 269,144 283,958: 25,503 10,689
Old : 246,975: 88,616 12,568 48,366 88,530 177,228 225,512 238,163: 21,463 8,813
Other: 47,671: 13,312 938 9,401 20,919 35,457 43,632 45,795: 4,040 1,876
: : :
: : Changes in Commitments from: March 5, 2013 :
: 12,550: 5,772 -2,788 5,739 1,688 9,145 13,199 12,096: -649 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 3.8 20.3 37.1 72.2 91.3 96.4: 8.7 3.6
Old : 100.0: 35.9 5.1 19.6 35.8 71.8 91.3 96.4: 8.7 3.6
Other: 100.0: 27.9 2.0 19.7 43.9 74.4 91.5 96.1: 8.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 173 50 76 59 69 259 168:
Old : 298: 160 57 64 53 66 240 160:
Other: 131: 45 16 22 48 51 101 81:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 33.2 23.0 47.0 9.5 27.0 15.5 35.7
Old : 13.7 36.1 22.8 49.8 9.5 29.9 16.1 38.1
Other: 22.9 31.5 35.5 47.5 18.8 26.2 27.2 39.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 25,495: 6,628 2,992 5,472 9,753 15,717 21,854 24,181: 3,641 1,313
Old : 25,437: 6,640 2,989 5,460 9,702 15,682 21,803 24,131: 3,634 1,305
Other: 58: 0 15 0 51 35 51 50: 7 8
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,390: 595 -560 1,371 121 1,675 2,086 2,486: 304 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.7 21.5 38.3 61.6 85.7 94.8: 14.3 5.2
Old : 100.0: 26.1 11.8 21.5 38.1 61.7 85.7 94.9: 14.3 5.1
Other: 100.0: 0.0 26.0 0.0 88.1 60.3 88.1 86.2: 11.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 48 13 19 22 12 76 39:
Old : 86: 48 13 19 22 12 76 39:
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 : 18.4 52.6 31.0 69.5 15.5 46.0 26.6 57.5
Old : 18.5 52.5 31.1 69.5 15.6 45.9 26.7 57.5
Other: 88.1 86.2 88.1 86.2 88.1 86.2 88.1 86.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 220,030: 64,376 47,279 44,241 98,247 116,658 206,864 208,178: 13,166 11,852
Old : 165,103: 57,280 49,641 30,546 65,255 73,471 153,081 153,658: 12,022 11,445
Other: 54,927: 11,320 1,862 9,471 32,992 43,187 53,783 54,520: 1,144 407
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,402: 2,650 641 923 -2,314 789 1,259 2,353: 143 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 21.5 20.1 44.7 53.0 94.0 94.6: 6.0 5.4
Old : 100.0: 34.7 30.1 18.5 39.5 44.5 92.7 93.1: 7.3 6.9
Other: 100.0: 20.6 3.4 17.2 60.1 78.6 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 56 80 48 57 52 143 153:
Old : 205: 57 76 47 56 50 140 148:
Other: 76: 14 14 15 37 28 57 51:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 21.8 40.2 37.8 25.0 17.9 32.1 27.6
Old : 26.1 18.7 36.6 31.5 24.3 17.7 34.2 27.4
Other: 51.9 51.2 66.6 73.4 40.8 40.9 51.7 55.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 895,003: 204,611 167,026 135,755 467,460 509,294 807,826 812,075: 87,177 82,929
Old : 895,003: 204,611 167,026 135,755 467,460 509,294 807,826 812,075: 87,177 82,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 13,934: 7,271 -30,440 -2,150 3,267 52,368 8,388 19,777: 5,546 -5,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.7 15.2 52.2 56.9 90.3 90.7: 9.7 9.3
Old : 100.0: 22.9 18.7 15.2 52.2 56.9 90.3 90.7: 9.7 9.3
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 : 226: 74 57 58 79 78 186 165:
Old : 226: 74 57 58 79 78 186 165:
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 18.8 23.6 28.8 12.9 15.4 22.5 22.9
Old : 13.5 18.8 23.6 28.8 12.9 15.4 22.5 22.9
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, March 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 : 212,136: 43,278 64,555 57,493 100,516 81,061 201,286 203,108: 10,849 9,027
Old : 193,113: 43,269 65,061 49,733 90,138 69,908 183,140 184,702: 9,973 8,412
Other: 19,022: 2,308 1,794 5,460 10,378 11,152 18,146 18,407: 876 616
: : :
: : Changes in Commitments from: March 5, 2013 :
: -2,726: -1,960 -1,991 -927 803 673 -2,084 -2,245: -642 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 30.4 27.1 47.4 38.2 94.9 95.7: 5.1 4.3
Old : 100.0: 22.4 33.7 25.8 46.7 36.2 94.8 95.6: 5.2 4.4
Other: 100.0: 12.1 9.4 28.7 54.6 58.6 95.4 96.8: 4.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 123 129 112 139 116 315 311:
Old : 403: 123 129 109 135 113 308 305:
Other: 152: 24 26 19 80 60 117 92:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 14.6 20.3 25.1 9.1 11.8 17.0 19.4
Old : 11.1 15.4 19.9 25.7 10.6 12.7 18.6 20.4
Other: 24.6 35.1 39.7 50.1 16.5 27.9 28.5 37.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 80,300: 61,630 29,896 3,094 7,742 45,287 72,466 78,277: 7,834 2,023
Old : 80,300: 61,630 29,896 3,094 7,742 45,287 72,466 78,277: 7,834 2,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 872: 1,672 -4,453 222 -1,666 4,842 228 611: 644 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 37.2 3.9 9.6 56.4 90.2 97.5: 9.8 2.5
Old : 100.0: 76.7 37.2 3.9 9.6 56.4 90.2 97.5: 9.8 2.5
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 : 139: 98 19 18 17 7 127 34:
Old : 139: 98 19 18 17 7 127 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 : 29.1 72.8 43.2 89.6 27.7 72.6 41.8 88.8
Old : 29.1 72.8 43.2 89.6 27.7 72.6 41.8 88.8
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, March 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 : 425,117: 62,837 35,056 7,935 327,369 362,044 398,141 405,035: 26,976 20,082
Old : 425,117: 62,837 35,056 7,935 327,369 362,044 398,141 405,035: 26,976 20,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 44,038: -3,568 548 1,148 46,634 37,370 44,214 39,065: -176 4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 8.2 1.9 77.0 85.2 93.7 95.3: 6.3 4.7
Old : 100.0: 14.8 8.2 1.9 77.0 85.2 93.7 95.3: 6.3 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 : 262: 53 35 20 119 108 181 155:
Old : 262: 53 35 20 119 108 181 155:
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 : 27.6 32.3 38.2 45.4 25.5 31.2 35.4 43.4
Old : 27.6 32.3 38.2 45.4 25.5 31.2 35.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013