COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 224,327: 86,636 9,755 31,713 88,144 173,475 206,493 214,943: 17,835 9,384
Old : 16,319: 3,242 762 0 11,253 14,021 14,495 14,783: 1,824 1,536
Other: 208,008: 84,922 10,521 30,185 76,891 159,454 191,998 200,160: 16,011 7,848
: : :
: : Changes in Commitments from: June 11, 2013 :
: -46,566: 14,744 -2,779 -25,205 -36,035 -17,029 -46,497 -45,013: -69 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 4.3 14.1 39.3 77.3 92.0 95.8: 8.0 4.2
Old : 100.0: 19.9 4.7 0.0 69.0 85.9 88.8 90.6: 11.2 9.4
Other: 100.0: 40.8 5.1 14.5 37.0 76.7 92.3 96.2: 7.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 132 38 62 51 70 207 148:
Old : 75: 14 7 0 21 36 35 43:
Other: 246: 131 36 59 45 68 199 142:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 32.6 21.4 46.5 13.0 28.7 19.8 41.0
Old : 63.2 44.8 76.6 70.4 63.2 42.9 75.3 67.1
Other: 14.0 32.6 22.9 45.9 13.9 28.7 21.8 40.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 29,004: 11,528 339 4,821 8,324 22,415 24,672 27,575: 4,332 1,430
Old : 27,829: 11,518 320 4,370 7,756 21,816 23,644 26,506: 4,185 1,323
Other: 1,175: 40 50 420 568 599 1,028 1,068: 147 107
: : :
: : Changes in Commitments from: June 11, 2013 :
: -856: -594 -148 -380 424 -456 -550 -983: -307 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.2 16.6 28.7 77.3 85.1 95.1: 14.9 4.9
Old : 100.0: 41.4 1.1 15.7 27.9 78.4 85.0 95.2: 15.0 4.8
Other: 100.0: 3.4 4.3 35.7 48.3 50.9 87.5 90.9: 12.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 46 9 17 25 16 78 36:
Old : 84: 45 10 17 24 16 77 36:
Other: 24: 4 8 9 10 2 20 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 : 16.0 68.0 27.7 79.9 16.0 64.6 27.3 70.9
Old : 16.6 68.7 28.3 80.1 16.6 65.3 28.2 71.9
Other: 50.7 78.8 71.8 86.7 39.0 53.9 47.9 55.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 204,012: 70,228 20,184 38,173 85,285 138,426 193,687 196,783: 10,326 7,229
Old : 99,845: 57,732 27,945 6,537 28,358 60,040 92,627 94,522: 7,218 5,323
Other: 104,167: 27,853 7,596 16,280 56,926 78,386 101,059 102,262: 3,108 1,906
: : :
: : Changes in Commitments from: June 11, 2013 :
: -25,250: -6,027 -4,159 -6,739 -8,285 -13,078 -21,051 -23,975: -4,200 -1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 9.9 18.7 41.8 67.9 94.9 96.5: 5.1 3.5
Old : 100.0: 57.8 28.0 6.5 28.4 60.1 92.8 94.7: 7.2 5.3
Other: 100.0: 26.7 7.3 15.6 54.6 75.3 97.0 98.2: 3.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 77 47 47 53 52 153 124:
Old : 181: 72 45 30 31 44 117 105:
Other: 117: 31 25 27 47 42 92 80:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 28.6 36.8 43.6 20.8 24.9 31.1 35.9
Old : 28.6 26.7 43.0 42.8 28.6 26.0 43.0 40.9
Other: 38.0 39.9 50.2 54.0 31.5 36.3 42.6 47.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 1,020,318: 227,562 250,133 134,579 554,133 527,684 916,274 912,396: 104,044 107,922
Old : 1,020,318: 227,562 250,133 134,579 554,133 527,684 916,274 912,396: 104,044 107,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -76,198: 5,290 -5,959 -46,328 -31,847 -8,660 -72,885 -60,947: -3,313 -15,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.5 13.2 54.3 51.7 89.8 89.4: 10.2 10.6
Old : 100.0: 22.3 24.5 13.2 54.3 51.7 89.8 89.4: 10.2 10.6
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 : 247: 77 72 67 84 82 197 191:
Old : 247: 77 72 67 84 82 197 191:
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 : 12.8 16.2 23.2 26.6 12.1 12.3 20.3 19.7
Old : 12.8 16.2 23.2 26.6 12.1 12.3 20.3 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 18, 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 : 199,382: 41,990 66,664 43,520 102,944 79,451 188,455 189,635: 10,928 9,747
Old : 135,984: 39,839 59,610 21,600 66,350 47,338 127,788 128,548: 8,195 7,436
Other: 63,399: 8,330 13,232 15,742 36,594 32,113 60,666 61,087: 2,732 2,311
: : :
: : Changes in Commitments from: June 11, 2013 :
: -36,215: -4,669 -1,129 -18,015 -11,545 -14,816 -34,229 -33,960: -1,985 -2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.4 21.8 51.6 39.8 94.5 95.1: 5.5 4.9
Old : 100.0: 29.3 43.8 15.9 48.8 34.8 94.0 94.5: 6.0 5.5
Other: 100.0: 13.1 20.9 24.8 57.7 50.7 95.7 96.4: 4.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 137 113 102 130 105 311 281:
Old : 377: 126 112 75 117 96 272 255:
Other: 219: 57 45 39 107 72 185 136:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 14.4 21.5 24.3 10.0 10.7 18.3 17.9
Old : 13.4 16.9 24.3 28.3 12.2 12.9 21.6 23.0
Other: 16.8 19.8 28.2 35.6 13.4 15.3 22.2 27.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 51,381: 36,419 21,857 2,235 5,488 24,951 44,142 49,042: 7,239 2,339
Old : 51,381: 36,419 21,857 2,235 5,488 24,951 44,142 49,042: 7,239 2,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -28,130: -21,356 7,242 -4,051 -1,899 -31,905 -27,306 -28,713: -824 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 42.5 4.3 10.7 48.6 85.9 95.4: 14.1 4.6
Old : 100.0: 70.9 42.5 4.3 10.7 48.6 85.9 95.4: 14.1 4.6
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: 83 27 6 11 8 96 39:
Old : 127: 83 27 6 11 8 96 39:
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 : 35.8 64.8 50.6 77.9 34.1 64.8 47.7 77.4
Old : 35.8 64.8 50.6 77.9 34.1 64.8 47.7 77.4
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 18, 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 : 408,438: 53,263 32,721 8,888 301,742 332,503 363,894 374,112: 44,544 34,326
Old : 408,438: 53,263 32,721 8,888 301,742 332,503 363,894 374,112: 44,544 34,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 34,489: 3,690 285 1,886 21,626 23,388 27,202 25,559: 7,287 8,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.0 2.2 73.9 81.4 89.1 91.6: 10.9 8.4
Old : 100.0: 13.0 8.0 2.2 73.9 81.4 89.1 91.6: 10.9 8.4
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 : 254: 54 33 21 108 107 174 150:
Old : 254: 54 33 21 108 107 174 150:
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 : 30.9 34.7 40.9 45.5 26.9 31.8 35.4 40.3
Old : 30.9 34.7 40.9 45.5 26.9 31.8 35.4 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013