COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 259,169: 80,734 10,984 54,508 104,437 182,938 239,679 248,430: 19,491 10,740
Old : 255,835: 80,633 11,004 53,882 102,178 180,419 236,693 245,305: 19,142 10,530
Other: 3,334: 126 5 601 2,258 2,519 2,985 3,125: 349 210
: : :
: : Changes in Commitments from: August 20, 2013 :
: -30,122: -28,676 -4,398 134 3,497 -23,252 -25,044 -27,516: -5,078 -2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.2 21.0 40.3 70.6 92.5 95.9: 7.5 4.1
Old : 100.0: 31.5 4.3 21.1 39.9 70.5 92.5 95.9: 7.5 4.1
Other: 100.0: 3.8 0.1 18.0 67.7 75.5 89.5 93.7: 10.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 130 37 67 62 69 214 155:
Old : 252: 129 39 67 57 68 209 154:
Other: 49: 10 2 6 23 21 34 28:
:----------------------------------------------------------------------------------------------------
: 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 32.5 24.7 44.4 11.7 25.0 18.9 33.3
Old : 14.2 32.6 24.8 44.5 11.8 25.1 19.1 33.3
Other: 35.7 47.9 51.8 66.5 32.6 47.5 46.9 60.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 23,890: 6,046 1,476 4,610 10,361 16,735 21,017 22,822: 2,873 1,068
Old : 17,719: 6,213 1,431 2,201 6,719 13,119 15,133 16,750: 2,587 969
Other: 6,171: 106 319 2,136 3,642 3,617 5,884 6,072: 287 99
: : :
: : Changes in Commitments from: August 20, 2013 :
: -858: 506 -116 -94 -944 -426 -532 -635: -326 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.2 19.3 43.4 70.1 88.0 95.5: 12.0 4.5
Old : 100.0: 35.1 8.1 12.4 37.9 74.0 85.4 94.5: 14.6 5.5
Other: 100.0: 1.7 5.2 34.6 59.0 58.6 95.4 98.4: 4.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 37 13 17 28 16 71 41:
Old : 80: 38 12 16 27 14 69 38:
Other: 39: 6 11 12 21 8 36 22:
:----------------------------------------------------------------------------------------------------
: 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 64.4 31.1 77.0 16.7 60.1 27.7 65.9
Old : 20.5 69.0 33.6 77.9 20.5 65.9 33.2 72.4
Other: 36.4 62.4 58.7 79.3 29.1 49.3 42.2 52.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 211,282: 81,597 23,274 45,054 71,443 136,530 198,094 204,858: 13,188 6,424
Old : 396: 0 0 0 396 319 396 319: 0 77
Other: 210,886: 81,597 23,274 45,054 71,047 136,211 197,698 204,539: 13,188 6,347
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,522: 462 -953 163 -992 -1,595 -367 -2,385: -1,155 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.0 21.3 33.8 64.6 93.8 97.0: 6.2 3.0
Old : 100.0: 0.0 0.0 0.0 100.0 80.6 100.0 80.6: 0.0 19.4
Other: 100.0: 38.7 11.0 21.4 33.7 64.6 93.7 97.0: 6.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 91 50 48 49 50 166 124:
Old : 5: 0 0 0 2 3 2 3:
Other: 207: 91 50 48 49 50 166 124:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 25.1 35.5 37.5 22.7 22.9 31.3 34.1
Old : 100.0 80.6 100.0 80.6 100.0 80.6 100.0 80.6
Other: 24.5 25.1 35.6 37.5 22.7 23.0 31.4 34.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,062,565: 229,322 204,899 180,063 572,709 584,665 982,094 969,627: 80,471 92,937
Old : 1,062,565: 229,322 204,899 180,063 572,709 584,665 982,094 969,627: 80,471 92,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 39,928: 3,445 22,634 13,176 13,008 -13,108 29,628 22,703: 10,299 17,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.3 16.9 53.9 55.0 92.4 91.3: 7.6 8.7
Old : 100.0: 21.6 19.3 16.9 53.9 55.0 92.4 91.3: 7.6 8.7
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 : 236: 73 70 68 84 81 195 184:
Old : 236: 73 70 68 84 81 195 184:
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 : 14.4 18.0 25.0 28.8 12.0 13.0 20.2 20.7
Old : 14.4 18.0 25.0 28.8 12.0 13.0 20.2 20.7
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, August 27, 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 : 176,676: 39,681 58,795 39,855 85,573 69,853 165,108 168,503: 11,567 8,173
Old : 306: 0 2 0 286 285 286 287: 20 19
Other: 176,370: 39,681 58,793 39,855 85,287 69,568 164,822 168,216: 11,547 8,154
: : :
: : Changes in Commitments from: August 20, 2013 :
: 5,588: 762 5,744 2,259 2,213 -2,038 5,234 5,965: 354 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 33.3 22.6 48.4 39.5 93.5 95.4: 6.5 4.6
Old : 100.0: 0.0 0.7 0.0 93.5 93.1 93.5 93.8: 6.5 6.2
Other: 100.0: 22.5 33.3 22.6 48.4 39.4 93.5 95.4: 6.5 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 122 127 99 135 104 303 290:
Old : 13: 0 1 0 5 7 5 8:
Other: 401: 122 127 99 135 103 303 289:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 12.4 21.1 22.0 11.1 11.0 20.8 19.1
Old : 89.5 89.5 93.5 93.8 89.5 89.5 93.5 93.8
Other: 11.2 12.4 21.1 22.1 11.1 11.0 20.9 19.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 74,727: 48,878 37,468 3,172 14,224 31,682 66,274 72,323: 8,453 2,404
Old : 74,727: 48,878 37,468 3,172 14,224 31,682 66,274 72,323: 8,453 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,257: -1,352 -668 191 -27 -642 -1,188 -1,120: -69 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 50.1 4.2 19.0 42.4 88.7 96.8: 11.3 3.2
Old : 100.0: 65.4 50.1 4.2 19.0 42.4 88.7 96.8: 11.3 3.2
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 : 156: 104 31 16 15 8 123 52:
Old : 156: 104 31 16 15 8 123 52:
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 : 34.9 66.7 51.2 81.0 33.5 66.3 49.2 80.5
Old : 34.9 66.7 51.2 81.0 33.5 66.3 49.2 80.5
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, August 27, 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 : 355,112: 46,182 35,950 6,356 280,808 295,277 333,346 337,582: 21,766 17,530
Old : 355,112: 46,182 35,950 6,356 280,808 295,277 333,346 337,582: 21,766 17,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -5,748: -10,745 64 -269 7,117 -3,737 -3,896 -3,942: -1,852 -1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.1 1.8 79.1 83.2 93.9 95.1: 6.1 4.9
Old : 100.0: 13.0 10.1 1.8 79.1 83.2 93.9 95.1: 6.1 4.9
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 : 242: 48 29 13 100 98 156 132:
Old : 242: 48 29 13 100 98 156 132:
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 : 29.1 40.2 38.9 49.5 24.5 39.1 33.5 47.0
Old : 29.1 40.2 38.9 49.5 24.5 39.1 33.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013