COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 252,382: 67,962 11,306 57,232 109,037 172,365 234,231 240,903: 18,151 11,479 Old : 248,971: 67,871 11,348 56,565 106,735 169,812 231,171 237,725: 17,800 11,246 Other: 3,411: 139 6 619 2,301 2,553 3,059 3,178: 352 233 : : : : : Changes in Commitments from: August 27, 2013 : : -6,787: -12,772 322 2,724 4,600 -10,573 -5,448 -7,526: -1,339 739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 4.5 22.7 43.2 68.3 92.8 95.5: 7.2 4.5 Old : 100.0: 27.3 4.6 22.7 42.9 68.2 92.9 95.5: 7.1 4.5 Other: 100.0: 4.1 0.2 18.1 67.5 74.8 89.7 93.2: 10.3 6.8 : : : :# Traders : Number of Traders in Each Category : All : 243: 115 46 72 65 65 207 160: Old : 243: 113 50 72 61 64 203 159: Other: 50: 11 3 6 23 20 36 27: :---------------------------------------------------------------------------------------------------- : 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 : 15.8 30.9 26.8 43.3 11.9 21.9 19.1 30.0 Old : 15.9 31.0 26.9 43.4 12.0 21.9 19.2 30.1 Other: 35.6 48.0 52.0 67.1 32.9 47.5 46.7 59.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 23,729: 5,861 1,993 4,926 9,989 15,635 20,775 22,553: 2,953 1,175 Old : 16,966: 6,100 1,517 2,110 6,193 12,350 14,403 15,978: 2,564 989 Other: 6,762: 101 816 2,475 3,796 3,284 6,372 6,576: 390 187 : : : : : Changes in Commitments from: August 27, 2013 : : -162: -185 516 316 -372 -1,101 -242 -269: 80 107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 8.4 20.8 42.1 65.9 87.6 95.0: 12.4 5.0 Old : 100.0: 36.0 8.9 12.4 36.5 72.8 84.9 94.2: 15.1 5.8 Other: 100.0: 1.5 12.1 36.6 56.1 48.6 94.2 97.2: 5.8 2.8 : : : :# Traders : Number of Traders in Each Category : All : 80: 30 18 17 28 15 69 40: Old : 77: 36 12 16 26 13 66 37: 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 : 18.4 61.1 31.7 76.5 16.9 56.0 28.2 63.6 Old : 21.0 68.6 34.3 77.8 21.0 64.8 33.8 71.3 Other: 36.5 56.6 57.9 76.3 27.9 45.4 40.7 50.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 210,270: 83,712 23,857 43,486 70,438 136,987 197,636 204,329: 12,635 5,941 Old : 206,443: 83,743 23,635 43,307 66,913 133,585 193,963 200,526: 12,481 5,917 Other: 3,827: 98 351 50 3,525 3,402 3,673 3,803: 154 24 : : : : : Changes in Commitments from: August 27, 2013 : : -1,012: 2,115 582 -1,568 -1,005 457 -458 -529: -553 -483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 11.3 20.7 33.5 65.1 94.0 97.2: 6.0 2.8 Old : 100.0: 40.6 11.4 21.0 32.4 64.7 94.0 97.1: 6.0 2.9 Other: 100.0: 2.6 9.2 1.3 92.1 88.9 96.0 99.4: 4.0 0.6 : : : :# Traders : Number of Traders in Each Category : All : 210: 89 54 50 50 52 167 130: Old : 210: 89 56 50 50 50 167 128: Other: 28: 2 4 2 14 14 17 20: :---------------------------------------------------------------------------------------------------- : 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 25.4 35.7 37.0 22.5 23.1 31.3 33.9 Old : 24.4 25.3 35.3 37.1 22.6 23.1 31.2 34.0 Other: 81.4 71.0 91.3 93.4 58.5 59.1 66.0 69.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 1,089,846: 231,187 216,988 179,004 596,337 604,564 1,006,529 1,000,555: 83,318 89,291 Old : 1,089,846: 231,187 216,988 179,004 596,337 604,564 1,006,529 1,000,555: 83,318 89,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 27, 2013 : : 27,282: 1,865 12,088 -1,058 23,629 19,898 24,435 30,928: 2,847 -3,646 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 19.9 16.4 54.7 55.5 92.4 91.8: 7.6 8.2 Old : 100.0: 21.2 19.9 16.4 54.7 55.5 92.4 91.8: 7.6 8.2 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 : 244: 83 66 72 85 83 202 191: Old : 244: 83 66 72 85 83 202 191: 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 : 15.9 19.3 26.3 29.8 11.8 12.6 19.7 20.2 Old : 15.9 19.3 26.3 29.8 11.8 12.6 19.7 20.2 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, September 3, 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 : 181,707: 39,763 58,861 42,816 86,786 71,307 169,365 172,984: 12,341 8,723 Old : 176,945: 39,296 59,099 41,441 84,120 67,829 164,857 168,369: 12,089 8,576 Other: 4,761: 1,019 314 824 2,667 3,478 4,509 4,615: 253 147 : : : : : Changes in Commitments from: August 27, 2013 : : 5,031: 82 66 2,961 1,214 1,454 4,257 4,481: 774 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 32.4 23.6 47.8 39.2 93.2 95.2: 6.8 4.8 Old : 100.0: 22.2 33.4 23.4 47.5 38.3 93.2 95.2: 6.8 4.8 Other: 100.0: 21.4 6.6 17.3 56.0 73.0 94.7 96.9: 5.3 3.1 : : : :# Traders : Number of Traders in Each Category : All : 399: 120 127 103 136 104 307 290: Old : 399: 121 127 102 136 104 307 289: Other: 68: 10 7 10 37 29 51 42: :---------------------------------------------------------------------------------------------------- : 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 : 10.7 12.1 20.5 21.6 10.7 10.4 20.1 18.3 Old : 11.0 12.2 20.9 21.8 10.9 10.7 20.6 18.7 Other: 42.8 37.8 59.9 52.7 30.5 31.4 46.5 44.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 68,565: 42,001 30,223 3,579 13,183 32,952 58,763 66,755: 9,802 1,810 Old : 68,565: 42,001 30,223 3,579 13,183 32,952 58,763 66,755: 9,802 1,810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 27, 2013 : : -6,162: -6,877 -7,245 407 -1,040 1,270 -7,511 -5,568: 1,349 -594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 44.1 5.2 19.2 48.1 85.7 97.4: 14.3 2.6 Old : 100.0: 61.3 44.1 5.2 19.2 48.1 85.7 97.4: 14.3 2.6 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 : 157: 115 24 18 14 6 138 39: Old : 157: 115 24 18 14 6 138 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 : 34.6 68.6 45.9 84.4 33.4 68.5 43.6 83.8 Old : 34.6 68.6 45.9 84.4 33.4 68.5 43.6 83.8 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, September 3, 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 : 342,797: 46,766 39,123 6,244 269,568 279,680 322,578 325,046: 20,219 17,751 Old : 342,797: 46,766 39,123 6,244 269,568 279,680 322,578 325,046: 20,219 17,751 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 27, 2013 : : -12,315: 584 3,173 -112 -11,240 -15,597 -10,768 -12,536: -1,547 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 11.4 1.8 78.6 81.6 94.1 94.8: 5.9 5.2 Old : 100.0: 13.6 11.4 1.8 78.6 81.6 94.1 94.8: 5.9 5.2 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 : 244: 49 32 15 104 94 162 132: Old : 244: 49 32 15 104 94 162 132: 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 : 29.6 41.6 38.1 50.7 24.9 40.0 32.9 48.0 Old : 29.6 41.6 38.1 50.7 24.9 40.0 32.9 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013