COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 231,105: 84,189 11,835 43,223 86,398 166,506 213,810 221,564: 17,294 9,541
Old : 228,686: 84,199 11,889 42,645 84,943 164,726 211,787 219,260: 16,900 9,426
Other: 2,418: 201 156 367 1,456 1,780 2,024 2,304: 395 115
: : :
: : Changes in Commitments from: July 23, 2013 :
: 9,469: 1,522 852 5,120 2,668 3,105 9,310 9,076: 160 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 5.1 18.7 37.4 72.0 92.5 95.9: 7.5 4.1
Old : 100.0: 36.8 5.2 18.6 37.1 72.0 92.6 95.9: 7.4 4.1
Other: 100.0: 8.3 6.5 15.2 60.2 73.6 83.7 95.3: 16.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 126 37 61 53 70 199 148:
Old : 243: 124 39 61 51 70 197 148:
Other: 41: 5 5 5 18 17 26 24:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 29.8 22.4 42.9 12.2 25.8 20.2 35.6
Old : 12.4 29.7 22.5 42.9 12.2 25.7 20.3 35.7
Other: 34.7 54.4 52.2 69.4 31.8 51.2 47.9 65.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 28,036: 7,873 982 6,040 10,248 19,727 24,161 26,749: 3,876 1,287
Old : 23,478: 7,906 1,050 4,061 8,090 17,395 20,057 22,506: 3,421 972
Other: 4,558: 118 84 1,827 2,158 2,332 4,104 4,243: 454 315
: : :
: : Changes in Commitments from: July 23, 2013 :
: 557: 733 158 326 -876 -140 183 343: 374 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.5 21.5 36.6 70.4 86.2 95.4: 13.8 4.6
Old : 100.0: 33.7 4.5 17.3 34.5 74.1 85.4 95.9: 14.6 4.1
Other: 100.0: 2.6 1.8 40.1 47.3 51.2 90.0 93.1: 10.0 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 45 11 16 25 15 74 38:
Old : 83: 43 13 16 23 14 72 37:
Other: 34: 7 6 12 20 9 33 21:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 63.4 28.1 75.9 14.5 58.5 25.3 64.2
Old : 16.8 66.6 28.3 76.5 16.8 61.8 27.9 68.2
Other: 36.0 60.0 56.8 74.5 27.8 44.0 36.9 45.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 199,940: 60,541 17,552 44,809 82,918 130,425 188,267 192,785: 11,673 7,155
Old : 73,006: 40,607 21,581 8,684 16,628 37,849 65,919 68,114: 7,086 4,892
Other: 126,935: 32,118 8,156 23,940 66,290 92,576 122,348 124,672: 4,587 2,263
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,256: 384 -180 1,104 -2,788 -2,132 -1,301 -1,209: 45 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.8 22.4 41.5 65.2 94.2 96.4: 5.8 3.6
Old : 100.0: 55.6 29.6 11.9 22.8 51.8 90.3 93.3: 9.7 6.7
Other: 100.0: 25.3 6.4 18.9 52.2 72.9 96.4 98.2: 3.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 67 41 48 53 53 147 119:
Old : 156: 58 38 29 30 44 105 94:
Other: 132: 42 28 31 48 44 106 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 : 26.5 24.3 35.1 37.2 22.7 22.1 30.0 32.8
Old : 24.2 18.7 35.8 33.0 23.9 18.2 35.4 31.8
Other: 34.7 31.4 46.2 45.7 29.0 28.4 39.3 41.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 989,947: 222,694 223,719 158,200 536,014 528,561 916,908 910,480: 73,039 79,467
Old : 989,947: 222,694 223,719 158,200 536,014 528,561 916,908 910,480: 73,039 79,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -7,682: -6,866 -11,415 7,915 -8,035 8,379 -6,986 4,878: -696 -12,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.6 16.0 54.1 53.4 92.6 92.0: 7.4 8.0
Old : 100.0: 22.5 22.6 16.0 54.1 53.4 92.6 92.0: 7.4 8.0
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 : 226: 69 63 58 84 81 183 173:
Old : 226: 69 63 58 84 81 183 173:
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 17.4 24.2 27.6 12.9 12.7 21.3 20.6
Old : 13.4 17.4 24.2 27.6 12.9 12.7 21.3 20.6
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 30, 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 : 198,543: 40,692 50,118 52,529 95,235 87,865 188,456 190,512: 10,087 8,031
Old : 107,483: 37,064 42,127 20,771 44,108 38,325 101,942 101,223: 5,541 6,260
Other: 91,059: 12,882 17,245 22,504 51,127 49,539 86,513 89,288: 4,546 1,771
: : :
: : Changes in Commitments from: July 23, 2013 :
: 662: 1,845 684 -786 -550 550 510 448: 153 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 25.2 26.5 48.0 44.3 94.9 96.0: 5.1 4.0
Old : 100.0: 34.5 39.2 19.3 41.0 35.7 94.8 94.2: 5.2 5.8
Other: 100.0: 14.1 18.9 24.7 56.1 54.4 95.0 98.1: 5.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 135 124 118 134 112 323 306:
Old : 386: 132 111 74 107 97 267 254:
Other: 276: 75 70 54 116 90 220 185:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 14.5 21.1 24.5 9.7 9.5 18.5 16.2
Old : 13.2 19.6 24.6 31.1 12.9 18.2 23.5 28.5
Other: 16.3 19.3 28.0 33.5 14.1 17.1 22.1 25.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 64,539: 45,655 20,589 1,809 7,249 39,729 54,713 62,128: 9,826 2,412
Old : 64,539: 45,655 20,589 1,809 7,249 39,729 54,713 62,128: 9,826 2,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,865: -1,053 2,002 47 1,128 89 122 2,138: 2,743 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 31.9 2.8 11.2 61.6 84.8 96.3: 15.2 3.7
Old : 100.0: 70.7 31.9 2.8 11.2 61.6 84.8 96.3: 15.2 3.7
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 : 142: 99 25 11 13 7 117 38:
Old : 142: 99 25 11 13 7 117 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 : 31.5 81.2 42.2 88.0 30.2 81.2 40.9 87.7
Old : 31.5 81.2 42.2 88.0 30.2 81.2 40.9 87.7
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 30, 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 : 363,503: 57,329 35,878 7,373 274,837 304,568 339,539 347,818: 23,964 15,684
Old : 363,503: 57,329 35,878 7,373 274,837 304,568 339,539 347,818: 23,964 15,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 5,206: 7,648 -2,713 565 -6,328 6,101 1,885 3,953: 3,322 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.9 2.0 75.6 83.8 93.4 95.7: 6.6 4.3
Old : 100.0: 15.8 9.9 2.0 75.6 83.8 93.4 95.7: 6.6 4.3
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 : 253: 56 31 9 96 102 158 136:
Old : 253: 56 31 9 96 102 158 136:
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 : 30.0 38.2 38.5 47.7 26.9 38.2 35.0 46.1
Old : 30.0 38.2 38.5 47.7 26.9 38.2 35.0 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013