COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 270,893: 71,892 12,534 56,918 124,179 190,504 252,989 259,956: 17,904 10,937
Old : 113,351: 20,240 5,984 29,007 57,105 73,965 106,352 108,956: 6,998 4,394
Other: 157,543: 57,168 12,066 22,395 67,074 116,539 146,637 151,000: 10,906 6,543
: : :
: : Changes in Commitments from: June 4, 2013 :
: 8,991: 1,912 -1,302 2,910 2,216 9,387 7,037 10,994: 1,954 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.6 21.0 45.8 70.3 93.4 96.0: 6.6 4.0
Old : 100.0: 17.9 5.3 25.6 50.4 65.3 93.8 96.1: 6.2 3.9
Other: 100.0: 36.3 7.7 14.2 42.6 74.0 93.1 95.8: 6.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 131 47 84 61 73 221 176:
Old : 201: 81 46 48 48 59 150 132:
Other: 220: 98 43 51 50 67 173 136:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 31.5 25.2 44.4 10.2 21.3 16.0 30.3
Old : 25.6 36.4 40.8 50.4 14.4 25.5 20.3 32.3
Other: 15.7 33.6 26.5 46.8 15.5 29.0 25.0 40.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 29,861: 12,121 487 5,200 7,900 22,871 25,221 28,558: 4,639 1,303
Old : 28,860: 12,129 518 4,720 7,492 22,412 24,341 27,650: 4,519 1,211
Other: 1,000: 69 45 404 408 459 880 908: 120 92
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,517: 108 176 492 769 815 1,369 1,483: 148 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 1.6 17.4 26.5 76.6 84.5 95.6: 15.5 4.4
Old : 100.0: 42.0 1.8 16.4 26.0 77.7 84.3 95.8: 15.7 4.2
Other: 100.0: 6.9 4.5 40.4 40.8 45.9 88.0 90.8: 12.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 50 13 19 23 17 83 41:
Old : 93: 49 14 19 23 17 83 41:
Other: 21: 5 8 9 7 1 18 12:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 66.0 28.0 78.6 16.4 62.0 26.5 68.9
Old : 16.9 66.7 28.1 78.8 16.9 62.5 27.4 69.7
Other: 56.4 78.5 75.5 88.1 37.4 48.9 45.1 50.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 229,263: 76,256 24,342 44,912 93,569 151,504 214,737 220,758: 14,525 8,504
Old : 128,643: 63,604 32,538 13,909 38,927 75,009 116,440 121,456: 12,204 7,187
Other: 100,620: 28,149 7,301 15,506 54,643 76,495 98,298 99,302: 2,322 1,318
: : :
: : Changes in Commitments from: June 4, 2013 :
: -10,893: 1,600 -1,242 -9,787 -4,283 1,258 -12,471 -9,771: 1,578 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.6 19.6 40.8 66.1 93.7 96.3: 6.3 3.7
Old : 100.0: 49.4 25.3 10.8 30.3 58.3 90.5 94.4: 9.5 5.6
Other: 100.0: 28.0 7.3 15.4 54.3 76.0 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 72 50 58 56 55 164 130:
Old : 185: 70 47 40 35 50 128 116:
Other: 115: 36 20 27 47 41 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 : 21.6 28.9 34.0 43.2 19.1 22.7 29.0 32.5
Old : 23.2 25.4 35.9 40.2 23.0 24.8 35.6 36.6
Other: 39.1 42.4 50.7 57.5 33.1 38.4 43.5 49.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 1,096,516: 222,273 256,092 180,907 585,979 536,344 989,159 973,343: 107,357 123,173
Old : 1,096,516: 222,273 256,092 180,907 585,979 536,344 989,159 973,343: 107,357 123,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -2,383: -6,897 5,646 -6,504 -3,646 -14,493 -17,047 -15,351: 14,665 12,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.4 16.5 53.4 48.9 90.2 88.8: 9.8 11.2
Old : 100.0: 20.3 23.4 16.5 53.4 48.9 90.2 88.8: 9.8 11.2
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 : 258: 84 75 75 83 78 205 198:
Old : 258: 84 75 75 83 78 205 198:
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 : 12.7 16.9 22.1 26.6 11.3 12.8 19.1 19.5
Old : 12.7 16.9 22.1 26.6 11.3 12.8 19.1 19.5
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 11, 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 : 235,597: 46,659 67,793 61,536 114,489 94,267 222,684 223,596: 12,913 12,001
Old : 176,952: 44,379 63,752 40,805 81,321 62,146 166,505 166,703: 10,447 10,249
Other: 58,645: 8,012 9,772 14,999 33,168 32,121 56,179 56,893: 2,466 1,752
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,855: 527 746 -7,415 172 186 -6,716 -6,483: 861 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 28.8 26.1 48.6 40.0 94.5 94.9: 5.5 5.1
Old : 100.0: 25.1 36.0 23.1 46.0 35.1 94.1 94.2: 5.9 5.8
Other: 100.0: 13.7 16.7 25.6 56.6 54.8 95.8 97.0: 4.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 140 118 127 131 106 328 305:
Old : 397: 132 117 109 118 99 297 285:
Other: 210: 52 42 38 104 68 177 128:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 13.4 19.6 23.2 8.6 8.4 15.7 14.6
Old : 10.3 13.4 20.1 23.0 9.8 9.6 17.2 17.2
Other: 17.2 20.8 28.8 36.7 13.1 15.2 21.5 25.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 79,511: 57,775 14,615 6,285 7,387 56,856 71,448 77,755: 8,063 1,755
Old : 79,511: 57,775 14,615 6,285 7,387 56,856 71,448 77,755: 8,063 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,783: -4,282 -3,661 4,084 2,378 -2,575 2,180 -2,152: -3,963 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 18.4 7.9 9.3 71.5 89.9 97.8: 10.1 2.2
Old : 100.0: 72.7 18.4 7.9 9.3 71.5 89.9 97.8: 10.1 2.2
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 : 127: 86 21 12 13 9 105 38:
Old : 127: 86 21 12 13 9 105 38:
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 : 40.2 83.0 53.3 89.3 39.1 82.3 48.9 86.4
Old : 40.2 83.0 53.3 89.3 39.1 82.3 48.9 86.4
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, June 11, 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 : 373,948: 49,573 32,436 7,002 280,117 309,115 336,691 348,553: 37,257 25,395
Old : 373,948: 49,573 32,436 7,002 280,117 309,115 336,691 348,553: 37,257 25,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -4,217: -5,586 -254 -516 -1,341 -2,410 -7,442 -3,179: 3,225 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 8.7 1.9 74.9 82.7 90.0 93.2: 10.0 6.8
Old : 100.0: 13.3 8.7 1.9 74.9 82.7 90.0 93.2: 10.0 6.8
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 : 243: 50 31 14 100 98 159 134:
Old : 243: 50 31 14 100 98 159 134:
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 : 34.0 34.3 43.7 46.0 31.5 34.3 41.1 45.1
Old : 34.0 34.3 43.7 46.0 31.5 34.3 41.1 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013