COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 211,797: 79,297 8,058 33,881 82,682 161,972 195,860 203,911: 15,937 7,886
Old : 210,331: 79,355 8,068 33,613 81,620 160,849 194,589 202,529: 15,742 7,801
Other: 1,466: 103 151 107 1,062 1,123 1,271 1,381: 194 84
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,441: -10 668 1,397 1,496 1,069 2,883 3,134: 557 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.8 16.0 39.0 76.5 92.5 96.3: 7.5 3.7
Old : 100.0: 37.7 3.8 16.0 38.8 76.5 92.5 96.3: 7.5 3.7
Other: 100.0: 7.0 10.3 7.3 72.4 76.6 86.7 94.2: 13.3 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 120 40 55 54 70 198 141:
Old : 241: 119 41 54 53 70 197 140:
Other: 33: 3 5 4 15 12 21 18:
:----------------------------------------------------------------------------------------------------
: 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 32.1 22.9 46.1 13.4 28.1 21.3 39.3
Old : 13.5 32.1 23.0 46.2 13.5 28.1 21.4 39.5
Other: 40.8 55.8 62.9 77.2 39.5 54.7 61.2 75.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 25,238: 5,855 1,092 5,001 11,299 17,800 22,155 23,892: 3,083 1,345
Old : 22,425: 5,915 1,104 4,053 9,575 16,146 19,543 21,303: 2,883 1,122
Other: 2,812: 26 73 862 1,724 1,654 2,612 2,589: 200 223
: : :
: : Changes in Commitments from: June 25, 2013 :
: -684: -2,719 393 824 1,791 -1,575 -104 -358: -579 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.3 19.8 44.8 70.5 87.8 94.7: 12.2 5.3
Old : 100.0: 26.4 4.9 18.1 42.7 72.0 87.1 95.0: 12.9 5.0
Other: 100.0: 0.9 2.6 30.7 61.3 58.8 92.9 92.1: 7.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 35 17 17 27 12 69 39:
Old : 83: 36 16 17 27 11 69 38:
Other: 29: 6 6 12 14 5 27 17:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 64.9 28.6 76.1 15.5 61.4 27.4 66.3
Old : 16.8 65.6 29.2 76.1 16.7 62.0 28.6 67.4
Other: 44.1 69.9 66.6 83.2 43.7 57.9 57.2 59.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 199,694: 65,401 26,774 36,789 86,895 126,460 189,085 190,023: 10,610 9,671
Old : 86,792: 47,506 29,837 7,762 24,980 42,126 80,248 79,725: 6,544 7,067
Other: 112,902: 28,376 7,418 18,546 61,915 84,334 108,836 110,299: 4,066 2,604
: : :
: : Changes in Commitments from: June 25, 2013 :
: 352: -3,173 1,130 -173 2,750 -2,265 -595 -1,307: 947 1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 13.4 18.4 43.5 63.3 94.7 95.2: 5.3 4.8
Old : 100.0: 54.7 34.4 8.9 28.8 48.5 92.5 91.9: 7.5 8.1
Other: 100.0: 25.1 6.6 16.4 54.8 74.7 96.4 97.7: 3.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 72 61 48 54 52 148 143:
Old : 187: 67 56 33 32 43 112 119:
Other: 125: 34 29 27 50 40 96 85:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 26.1 35.4 38.9 22.5 23.5 31.1 33.2
Old : 24.0 17.5 37.0 31.9 24.0 16.9 35.5 29.3
Other: 35.4 37.1 47.3 50.8 28.8 32.6 40.4 44.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 971,044: 226,238 214,749 141,685 526,817 522,878 894,740 879,311: 76,304 91,732
Old : 971,044: 226,238 214,749 141,685 526,817 522,878 894,740 879,311: 76,304 91,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -11,163: 5,585 -6,109 4,225 -8,971 -12,091 839 -13,975: -12,002 2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 22.1 14.6 54.3 53.8 92.1 90.6: 7.9 9.4
Old : 100.0: 23.3 22.1 14.6 54.3 53.8 92.1 90.6: 7.9 9.4
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 : 241: 80 67 57 80 82 187 180:
Old : 241: 80 67 57 80 82 187 180:
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 : 13.1 18.1 23.7 28.6 12.5 13.8 21.0 21.2
Old : 13.1 18.1 23.7 28.6 12.5 13.8 21.0 21.2
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, July 2, 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 : 192,260: 41,645 61,226 46,666 94,556 75,723 182,867 183,615: 9,393 8,645
Old : 120,809: 38,755 53,574 21,610 54,173 39,861 114,538 115,045: 6,272 5,764
Other: 71,451: 9,185 13,945 18,762 40,383 35,862 68,330 68,569: 3,121 2,881
: : :
: : Changes in Commitments from: June 25, 2013 :
: -587: -1,026 -5,327 1,020 -700 3,659 -705 -648: 118 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 31.8 24.3 49.2 39.4 95.1 95.5: 4.9 4.5
Old : 100.0: 32.1 44.3 17.9 44.8 33.0 94.8 95.2: 5.2 4.8
Other: 100.0: 12.9 19.5 26.3 56.5 50.2 95.6 96.0: 4.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 139 119 114 135 110 330 295:
Old : 392: 130 117 80 111 100 276 262:
Other: 243: 67 51 46 112 78 206 148:
:----------------------------------------------------------------------------------------------------
: 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 11.8 21.2 22.1 10.1 10.2 18.7 17.3
Old : 13.0 15.3 23.8 26.6 12.9 13.4 23.0 24.1
Other: 16.3 19.0 27.7 34.5 12.7 15.0 20.5 25.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 56,391: 39,952 24,348 2,998 5,401 26,881 48,351 54,227: 8,040 2,164
Old : 56,391: 39,952 24,348 2,998 5,401 26,881 48,351 54,227: 8,040 2,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 2,895: 3,074 -297 -457 -74 3,914 2,542 3,160: 352 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 43.2 5.3 9.6 47.7 85.7 96.2: 14.3 3.8
Old : 100.0: 70.8 43.2 5.3 9.6 47.7 85.7 96.2: 14.3 3.8
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 : 127: 92 20 12 10 7 108 34:
Old : 127: 92 20 12 10 7 108 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 : 34.7 72.8 46.2 83.3 33.1 72.1 43.8 81.6
Old : 34.7 72.8 46.2 83.3 33.1 72.1 43.8 81.6
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, July 2, 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 : 346,032: 40,928 39,546 6,086 275,834 282,900 322,848 328,532: 23,184 17,500
Old : 346,032: 40,928 39,546 6,086 275,834 282,900 322,848 328,532: 23,184 17,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 2,930: 2,252 -1,080 -747 4,315 1,852 5,820 25: -2,890 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.4 1.8 79.7 81.8 93.3 94.9: 6.7 5.1
Old : 100.0: 11.8 11.4 1.8 79.7 81.8 93.3 94.9: 6.7 5.1
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 : 244: 46 33 10 96 99 149 135:
Old : 244: 46 33 10 96 99 149 135:
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 : 31.0 37.0 43.1 46.4 27.6 37.0 39.5 44.4
Old : 31.0 37.0 43.1 46.4 27.6 37.0 39.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013