COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 255,754: 62,281 10,450 60,603 115,559 171,745 238,443 242,798: 17,311 12,956
Old : 251,857: 61,989 10,530 59,760 113,145 168,775 234,894 239,066: 16,963 12,791
Other: 3,897: 464 91 671 2,413 2,970 3,549 3,732: 348 165
: : :
: : Changes in Commitments from: September 10, 2013 :
: 7,741: 828 -742 1,548 5,728 6,400 8,104 7,205: -363 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.1 23.7 45.2 67.2 93.2 94.9: 6.8 5.1
Old : 100.0: 24.6 4.2 23.7 44.9 67.0 93.3 94.9: 6.7 5.1
Other: 100.0: 11.9 2.3 17.2 61.9 76.2 91.1 95.8: 8.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 112 54 80 62 67 208 171:
Old : 247: 110 58 80 59 66 205 170:
Other: 55: 13 5 6 24 20 40 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 : 17.4 32.2 28.5 45.0 11.3 21.6 18.7 29.0
Old : 17.5 32.4 28.8 45.2 11.4 21.7 18.8 29.2
Other: 33.5 49.0 51.4 67.8 30.5 44.9 44.7 60.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 23,463: 5,550 2,124 4,962 9,908 14,548 20,420 21,635: 3,044 1,829
Old : 16,101: 5,609 1,407 2,254 5,728 10,856 13,590 14,517: 2,511 1,584
Other: 7,362: 107 883 2,542 4,180 3,692 6,830 7,118: 533 245
: : :
: : Changes in Commitments from: September 10, 2013 :
: -199: -573 132 -112 330 -1,084 -355 -1,064: 156 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.1 21.1 42.2 62.0 87.0 92.2: 13.0 7.8
Old : 100.0: 34.8 8.7 14.0 35.6 67.4 84.4 90.2: 15.6 9.8
Other: 100.0: 1.5 12.0 34.5 56.8 50.2 92.8 96.7: 7.2 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 20 18 29 14 72 41:
Old : 81: 36 15 17 25 12 67 38:
Other: 44: 6 13 14 24 9 41 25:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 59.6 30.2 74.4 15.5 54.8 27.7 62.6
Old : 19.2 68.0 31.7 76.3 19.2 64.9 31.4 69.4
Other: 32.3 57.1 54.2 76.0 28.3 47.0 41.5 52.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 238,376: 93,077 24,055 58,139 73,085 150,448 224,301 232,642: 14,075 5,735
Old : 231,078: 93,061 24,058 57,617 66,530 143,786 217,208 225,461: 13,870 5,618
Other: 7,298: 462 443 76 6,555 6,662 7,093 7,181: 205 117
: : :
: : Changes in Commitments from: September 10, 2013 :
: 12,149: 4,437 1,887 6,843 1,434 4,050 12,714 12,780: -565 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 10.1 24.4 30.7 63.1 94.1 97.6: 5.9 2.4
Old : 100.0: 40.3 10.4 24.9 28.8 62.2 94.0 97.6: 6.0 2.4
Other: 100.0: 6.3 6.1 1.0 89.8 91.3 97.2 98.4: 2.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 101 54 56 52 54 185 134:
Old : 223: 100 56 56 51 52 184 132:
Other: 32: 3 5 2 18 15 21 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 : 22.1 26.2 33.2 37.5 20.2 21.7 27.8 31.9
Old : 21.2 26.2 32.5 37.6 19.3 22.0 27.1 31.8
Other: 77.3 64.7 90.9 86.2 75.3 58.7 81.0 74.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 943,526: 233,974 151,311 107,913 511,660 604,418 853,547 863,642: 89,979 79,884
Old : 943,526: 233,974 151,311 107,913 511,660 604,418 853,547 863,642: 89,979 79,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -143,769: -1,015 -25,342 -69,357 -71,560 -45,376 -141,931 -140,074: -1,838 -3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.0 11.4 54.2 64.1 90.5 91.5: 9.5 8.5
Old : 100.0: 24.8 16.0 11.4 54.2 64.1 90.5 91.5: 9.5 8.5
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 : 218: 78 51 58 77 78 183 162:
Old : 218: 78 51 58 77 78 183 162:
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 : 17.8 26.5 29.0 35.9 13.5 18.1 22.8 25.7
Old : 17.8 26.5 29.0 35.9 13.5 18.1 22.8 25.7
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, September 17, 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 : 187,231: 42,015 63,127 43,526 88,555 70,788 174,097 177,441: 13,134 9,789
Old : 181,901: 41,598 63,406 41,924 85,508 66,989 169,029 172,318: 12,871 9,582
Other: 5,330: 1,069 373 951 3,047 3,799 5,067 5,123: 263 207
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,446: 130 1,363 1,726 437 -710 2,293 2,378: 153 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 33.7 23.2 47.3 37.8 93.0 94.8: 7.0 5.2
Old : 100.0: 22.9 34.9 23.0 47.0 36.8 92.9 94.7: 7.1 5.3
Other: 100.0: 20.1 7.0 17.8 57.2 71.3 95.1 96.1: 4.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 131 129 100 136 103 315 291:
Old : 415: 133 130 99 136 103 315 290:
Other: 76: 10 8 10 45 29 60 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 : 10.9 11.4 20.5 20.5 10.9 9.8 20.1 17.5
Old : 11.2 11.4 20.9 20.8 11.2 10.0 20.7 18.0
Other: 39.4 36.4 58.3 51.2 29.2 30.4 45.2 43.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 68,943: 45,036 23,346 2,514 12,486 40,818 60,035 66,678: 8,908 2,265
Old : 68,943: 45,036 23,346 2,514 12,486 40,818 60,035 66,678: 8,908 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -2,332: 1,833 1,152 -2,089 -8 41 -264 -895: -2,069 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 33.9 3.6 18.1 59.2 87.1 96.7: 12.9 3.3
Old : 100.0: 65.3 33.9 3.6 18.1 59.2 87.1 96.7: 12.9 3.3
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 : 133: 85 30 9 15 8 104 43:
Old : 133: 85 30 9 15 8 104 43:
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 : 46.0 73.1 58.9 84.8 40.3 73.1 52.0 82.5
Old : 46.0 73.1 58.9 84.8 40.3 73.1 52.0 82.5
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, September 17, 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 : 373,989: 37,738 41,397 8,076 301,129 303,873 346,943 353,345: 27,046 20,643
Old : 373,989: 37,738 41,397 8,076 301,129 303,873 346,943 353,345: 27,046 20,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 20,831: -9,404 238 1,370 23,873 16,718 15,839 18,326: 4,992 2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 2.2 80.5 81.3 92.8 94.5: 7.2 5.5
Old : 100.0: 10.1 11.1 2.2 80.5 81.3 92.8 94.5: 7.2 5.5
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: 55 34 15 110 97 171 140:
Old : 253: 55 34 15 110 97 171 140:
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 : 29.5 37.3 37.5 46.4 23.9 35.4 31.8 42.7
Old : 29.5 37.3 37.5 46.4 23.9 35.4 31.8 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013