COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 261,902: 69,980 13,836 54,008 121,963 181,117 245,952 248,961: 15,950 12,941
Old : 138,869: 37,963 14,484 28,772 64,188 88,365 130,923 131,621: 7,946 7,248
Other: 123,033: 38,878 6,212 18,376 57,775 92,752 115,029 117,340: 8,005 5,693
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,883: -5,965 1,634 4,186 2,706 -5,254 927 566: -2,810 -2,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 5.3 20.6 46.6 69.2 93.9 95.1: 6.1 4.9
Old : 100.0: 27.3 10.4 20.7 46.2 63.6 94.3 94.8: 5.7 5.2
Other: 100.0: 31.6 5.0 14.9 47.0 75.4 93.5 95.4: 6.5 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 116 68 90 61 75 221 192:
Old : 224: 88 59 55 47 60 157 152:
Other: 209: 90 39 47 52 65 167 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 30.6 26.5 43.5 10.8 21.9 17.1 30.0
Old : 20.4 36.7 32.0 47.4 16.7 30.8 24.8 38.0
Other: 17.9 33.2 28.3 46.5 16.5 28.7 25.5 38.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 28,344: 12,013 311 4,709 7,130 22,056 23,852 27,075: 4,491 1,268
Old : 27,477: 12,066 339 4,196 6,855 21,721 23,118 26,256: 4,359 1,220
Other: 867: 72 96 388 275 335 734 819: 132 48
: : :
: : Changes in Commitments from: May 28, 2013 :
: 1,949: 1,419 -37 496 -153 1,216 1,762 1,675: 187 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 1.1 16.6 25.2 77.8 84.2 95.5: 15.8 4.5
Old : 100.0: 43.9 1.2 15.3 24.9 79.1 84.1 95.6: 15.9 4.4
Other: 100.0: 8.3 11.1 44.7 31.7 38.7 84.7 94.5: 15.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 51 11 19 23 14 84 35:
Old : 90: 51 12 19 23 14 84 35:
Other: 22: 5 9 9 8 1 19 13:
:----------------------------------------------------------------------------------------------------
: 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 66.5 29.5 80.0 17.4 63.7 28.1 71.4
Old : 18.0 67.4 29.7 80.3 18.0 64.6 29.0 72.5
Other: 50.1 75.2 67.6 89.6 24.5 45.3 34.0 47.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 240,156: 74,656 25,584 54,700 97,853 150,245 227,208 230,529: 12,947 9,627
Old : 141,721: 60,134 32,972 25,570 45,766 74,967 131,470 133,509: 10,251 8,212
Other: 98,434: 28,953 7,043 14,699 52,087 75,279 95,738 97,020: 2,696 1,414
: : :
: : Changes in Commitments from: May 28, 2013 :
: -385: 932 569 -705 -199 -2,882 28 -3,018: -413 2,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.7 22.8 40.7 62.6 94.6 96.0: 5.4 4.0
Old : 100.0: 42.4 23.3 18.0 32.3 52.9 92.8 94.2: 7.2 5.8
Other: 100.0: 29.4 7.2 14.9 52.9 76.5 97.3 98.6: 2.7 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 62 66 64 56 54 161 147:
Old : 194: 62 63 51 50 51 141 138:
Other: 109: 29 20 29 44 38 91 71:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 27.0 35.5 41.4 20.2 21.0 29.4 29.9
Old : 21.1 24.2 34.5 36.1 20.9 21.7 32.0 31.6
Other: 41.9 44.0 54.3 61.0 35.8 40.0 46.7 53.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,098,899: 229,170 250,446 187,411 589,626 550,837 1,006,207 988,695: 92,692 110,204
Old : 1,098,899: 229,170 250,446 187,411 589,626 550,837 1,006,207 988,695: 92,692 110,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 54,736: 4,801 4,880 17,710 24,962 25,185 47,473 47,775: 7,263 6,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.8 17.1 53.7 50.1 91.6 90.0: 8.4 10.0
Old : 100.0: 20.9 22.8 17.1 53.7 50.1 91.6 90.0: 8.4 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 : 262: 85 77 74 88 80 212 197:
Old : 262: 85 77 74 88 80 212 197:
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 : 12.6 17.9 22.9 28.6 11.5 13.2 19.5 19.7
Old : 12.6 17.9 22.9 28.6 11.5 13.2 19.5 19.7
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, June 4, 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 : 241,452: 46,133 67,047 68,951 114,316 94,081 229,400 230,078: 12,052 11,374
Old : 187,225: 44,934 64,875 49,221 83,834 63,807 177,989 177,904: 9,236 9,321
Other: 54,227: 6,782 7,755 14,146 30,483 30,273 51,411 52,174: 2,816 2,052
: : :
: : Changes in Commitments from: May 28, 2013 :
: 6,330: 3,449 5,092 97 2,418 505 5,964 5,694: 366 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.8 28.6 47.3 39.0 95.0 95.3: 5.0 4.7
Old : 100.0: 24.0 34.7 26.3 44.8 34.1 95.1 95.0: 4.9 5.0
Other: 100.0: 12.5 14.3 26.1 56.2 55.8 94.8 96.2: 5.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 133 127 127 130 104 326 302:
Old : 395: 131 123 109 119 94 296 283:
Other: 201: 48 40 35 97 71 166 125:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 13.1 20.2 23.4 8.1 8.2 15.0 14.2
Old : 10.4 12.8 19.8 22.1 9.5 9.5 16.8 17.1
Other: 18.2 22.6 29.7 39.1 12.9 16.1 20.2 26.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 81,293: 62,057 18,276 2,201 5,010 59,431 69,268 79,908: 12,026 1,386
Old : 81,293: 62,057 18,276 2,201 5,010 59,431 69,268 79,908: 12,026 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -11,902: -10,380 -8,739 -331 -16 -2,559 -10,726 -11,628: -1,175 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 22.5 2.7 6.2 73.1 85.2 98.3: 14.8 1.7
Old : 100.0: 76.3 22.5 2.7 6.2 73.1 85.2 98.3: 14.8 1.7
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 : 140: 106 16 11 16 5 127 27:
Old : 140: 106 16 11 16 5 127 27:
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 : 27.3 87.8 42.0 94.9 26.2 87.6 40.2 93.8
Old : 27.3 87.8 42.0 94.9 26.2 87.6 40.2 93.8
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, June 4, 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 : 378,165: 55,159 32,690 7,518 281,457 311,525 344,134 351,732: 34,031 26,433
Old : 378,165: 55,159 32,690 7,518 281,457 311,525 344,134 351,732: 34,031 26,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 9,904: -5,409 1,156 228 8,606 2,841 3,424 4,224: 6,479 5,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.6 2.0 74.4 82.4 91.0 93.0: 9.0 7.0
Old : 100.0: 14.6 8.6 2.0 74.4 82.4 91.0 93.0: 9.0 7.0
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 : 251: 54 32 16 104 97 166 137:
Old : 251: 54 32 16 104 97 166 137:
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 : 33.8 34.3 43.1 46.1 31.8 34.3 40.7 45.2
Old : 33.8 34.3 43.1 46.1 31.8 34.3 40.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013