COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 317,388: 104,700 10,668 69,265 117,212 227,215 291,176 307,148: 26,212 10,240
Old : 263,245: 90,770 11,142 56,692 94,087 187,447 241,549 255,281: 21,696 7,964
Other: 54,144: 15,693 1,289 10,810 23,125 39,768 49,628 51,867: 4,516 2,276
: : :
: : Changes in Commitments from: March 12, 2013 :
: 22,741: 4,958 -652 9,312 7,762 14,530 22,032 23,190: 709 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 3.4 21.8 36.9 71.6 91.7 96.8: 8.3 3.2
Old : 100.0: 34.5 4.2 21.5 35.7 71.2 91.8 97.0: 8.2 3.0
Other: 100.0: 29.0 2.4 20.0 42.7 73.4 91.7 95.8: 8.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 168 54 79 64 70 262 173:
Old : 295: 159 55 71 60 67 247 165:
Other: 140: 51 18 25 48 50 109 83:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 33.6 22.4 47.6 8.8 27.1 14.6 36.2
Old : 13.3 36.3 22.1 49.3 8.7 30.2 14.8 37.7
Other: 21.2 34.9 34.0 49.1 17.8 34.0 27.4 45.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 25,675: 7,361 2,978 5,133 9,660 16,450 22,154 24,561: 3,521 1,113
Old : 25,589: 7,371 2,978 5,099 9,609 16,400 22,080 24,477: 3,509 1,111
Other: 86: 4 15 19 50 50 74 84: 12 2
: : :
: : Changes in Commitments from: March 12, 2013 :
: 180: 732 -14 -339 -93 733 300 380: -120 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.6 20.0 37.6 64.1 86.3 95.7: 13.7 4.3
Old : 100.0: 28.8 11.6 19.9 37.6 64.1 86.3 95.7: 13.7 4.3
Other: 100.0: 4.8 17.4 22.5 58.7 57.8 86.0 97.7: 14.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 55 13 19 22 13 82 41:
Old : 94: 54 14 19 22 13 82 41:
Other: 10: 4 3 6 2 1 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 54.5 30.1 70.8 15.3 47.5 26.3 59.1
Old : 17.7 54.5 30.1 70.8 15.3 47.4 26.4 59.1
Other: 77.1 89.3 86.0 97.7 62.9 75.2 63.5 75.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 217,748: 66,027 51,044 38,955 100,494 115,713 205,476 205,711: 12,272 12,037
Old : 160,520: 56,917 51,377 26,145 66,534 71,595 149,597 149,118: 10,923 11,402
Other: 57,229: 11,932 2,488 9,988 33,960 44,117 55,880 56,594: 1,349 635
: : :
: : Changes in Commitments from: March 12, 2013 :
: -2,282: 1,651 3,765 -5,287 2,247 -945 -1,388 -2,467: -894 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 23.4 17.9 46.2 53.1 94.4 94.5: 5.6 5.5
Old : 100.0: 35.5 32.0 16.3 41.4 44.6 93.2 92.9: 6.8 7.1
Other: 100.0: 20.8 4.3 17.5 59.3 77.1 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 60 80 45 55 50 140 152:
Old : 206: 62 74 45 55 48 138 147:
Other: 75: 11 17 15 35 29 55 52:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 21.9 40.6 37.5 25.6 18.2 32.8 28.1
Old : 26.0 19.1 36.6 31.9 24.3 18.4 34.6 28.7
Other: 51.6 49.5 65.3 70.9 40.9 39.7 51.5 54.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 901,832: 204,839 165,681 134,485 467,589 510,236 806,913 810,402: 94,919 91,430
Old : 901,832: 204,839 165,681 134,485 467,589 510,236 806,913 810,402: 94,919 91,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 6,829: 228 -1,345 -1,270 129 942 -913 -1,673: 7,742 8,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.4 14.9 51.8 56.6 89.5 89.9: 10.5 10.1
Old : 100.0: 22.7 18.4 14.9 51.8 56.6 89.5 89.9: 10.5 10.1
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 : 223: 69 60 60 77 79 182 167:
Old : 223: 69 60 60 77 79 182 167:
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 : 13.4 18.4 23.5 28.9 12.8 14.5 22.5 22.0
Old : 13.4 18.4 23.5 28.9 12.8 14.5 22.5 22.0
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 19, 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 : 226,045: 45,366 71,980 62,331 106,360 80,867 214,057 215,179: 11,988 10,866
Old : 205,154: 45,280 72,054 53,789 95,064 69,200 194,133 195,043: 11,022 10,111
Other: 20,891: 2,664 2,503 5,965 11,296 11,667 19,924 20,135: 967 756
: : :
: : Changes in Commitments from: March 12, 2013 :
: 13,909: 2,089 7,425 4,838 5,844 -193 12,770 12,070: 1,139 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 31.8 27.6 47.1 35.8 94.7 95.2: 5.3 4.8
Old : 100.0: 22.1 35.1 26.2 46.3 33.7 94.6 95.1: 5.4 4.9
Other: 100.0: 12.7 12.0 28.6 54.1 55.8 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 142 138 116 137 109 332 318:
Old : 429: 145 135 113 131 105 323 312:
Other: 156: 28 28 20 84 54 126 88:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.2 20.1 21.9 8.5 9.8 16.0 16.7
Old : 11.2 12.7 20.2 22.2 10.0 10.8 17.8 18.3
Other: 23.1 33.8 37.3 47.5 15.5 25.7 25.0 34.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 86,157: 70,034 16,188 2,124 6,939 66,622 79,097 84,934: 7,060 1,223
Old : 86,157: 70,034 16,188 2,124 6,939 66,622 79,097 84,934: 7,060 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 5,857: 8,404 -13,709 -970 -803 21,336 6,631 6,657: -774 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 18.8 2.5 8.1 77.3 91.8 98.6: 8.2 1.4
Old : 100.0: 81.3 18.8 2.5 8.1 77.3 91.8 98.6: 8.2 1.4
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 : 126: 89 18 12 14 7 111 30:
Old : 126: 89 18 12 14 7 111 30:
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 : 36.7 81.5 52.1 92.4 35.5 81.3 50.3 91.8
Old : 36.7 81.5 52.1 92.4 35.5 81.3 50.3 91.8
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 19, 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 : 376,571: 62,900 28,184 7,586 280,123 327,756 350,610 363,526: 25,961 13,045
Old : 376,571: 62,900 28,184 7,586 280,123 327,756 350,610 363,526: 25,961 13,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -48,546: 63 -6,872 -349 -47,246 -34,288 -47,532 -41,509: -1,015 -7,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.5 2.0 74.4 87.0 93.1 96.5: 6.9 3.5
Old : 100.0: 16.7 7.5 2.0 74.4 87.0 93.1 96.5: 6.9 3.5
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 : 251: 55 32 13 101 96 163 134:
Old : 251: 55 32 13 101 96 163 134:
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 : 29.6 36.9 42.2 50.3 27.2 36.9 39.9 50.2
Old : 29.6 36.9 42.2 50.3 27.2 36.9 39.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013