COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 260,598: 63,079 11,158 59,206 121,126 178,063 243,410 248,427: 17,188 12,172
Old : 256,615: 62,732 11,236 58,356 118,674 175,025 239,761 244,617: 16,854 11,998
Other: 3,983: 503 78 694 2,452 3,038 3,649 3,810: 335 174
: : :
: : Changes in Commitments from: September 17, 2013 :
: 4,844: 798 708 -1,398 5,567 6,318 4,967 5,628: -123 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.3 22.7 46.5 68.3 93.4 95.3: 6.6 4.7
Old : 100.0: 24.4 4.4 22.7 46.2 68.2 93.4 95.3: 6.6 4.7
Other: 100.0: 12.6 2.0 17.4 61.6 76.3 91.6 95.6: 8.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 121 52 81 64 71 218 174:
Old : 256: 119 55 81 61 70 215 173:
Other: 54: 14 3 6 25 19 40 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 : 17.6 32.8 28.8 45.3 11.1 21.8 18.2 28.2
Old : 17.7 33.0 29.0 45.5 11.2 21.9 18.4 28.3
Other: 35.7 49.8 53.3 67.9 32.8 45.6 46.2 60.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 22,937: 3,982 2,657 5,266 10,821 13,515 20,069 21,439: 2,868 1,499
Old : 14,191: 4,022 2,044 2,073 6,010 8,909 12,106 13,027: 2,086 1,165
Other: 8,746: 172 825 2,981 4,810 4,606 7,964 8,412: 782 334
: : :
: : Changes in Commitments from: September 17, 2013 :
: -526: -1,567 533 304 912 -1,033 -351 -196: -176 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.6 23.0 47.2 58.9 87.5 93.5: 12.5 6.5
Old : 100.0: 28.3 14.4 14.6 42.4 62.8 85.3 91.8: 14.7 8.2
Other: 100.0: 2.0 9.4 34.1 55.0 52.7 91.1 96.2: 8.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 28 24 18 29 13 69 44:
Old : 79: 35 16 17 26 8 64 38:
Other: 45: 6 14 13 24 8 41 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 : 16.9 57.6 30.3 71.8 15.0 50.6 26.2 57.8
Old : 17.0 64.8 31.5 74.5 17.0 62.1 31.3 68.6
Other: 30.4 54.0 50.7 75.5 26.3 43.0 38.8 48.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 244,769: 94,376 23,444 62,998 72,780 151,952 230,154 238,394: 14,615 6,375
Old : 236,916: 94,467 23,481 62,345 65,607 144,789 222,419 230,615: 14,497 6,301
Other: 7,853: 483 537 79 7,173 7,163 7,735 7,779: 118 74
: : :
: : Changes in Commitments from: September 17, 2013 :
: 6,393: 1,299 -611 4,859 -305 1,504 5,853 5,752: 540 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 9.6 25.7 29.7 62.1 94.0 97.4: 6.0 2.6
Old : 100.0: 39.9 9.9 26.3 27.7 61.1 93.9 97.3: 6.1 2.7
Other: 100.0: 6.2 6.8 1.0 91.3 91.2 98.5 99.1: 1.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 101 52 62 51 53 187 135:
Old : 223: 101 53 62 50 51 186 133:
Other: 34: 4 4 2 18 17 22 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 26.2 32.7 37.2 19.8 20.9 27.6 30.9
Old : 20.9 26.3 32.2 37.1 18.8 21.4 26.9 30.6
Other: 78.7 64.8 92.2 84.0 71.8 59.2 80.8 74.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 952,796: 236,758 123,048 116,565 505,390 644,109 858,713 883,722: 94,083 69,074
Old : 952,796: 236,758 123,048 116,565 505,390 644,109 858,713 883,722: 94,083 69,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 9,270: 2,784 -28,263 8,652 -6,270 39,691 5,166 20,080: 4,104 -10,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.9 12.2 53.0 67.6 90.1 92.8: 9.9 7.2
Old : 100.0: 24.8 12.9 12.2 53.0 67.6 90.1 92.8: 9.9 7.2
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 : 216: 81 45 52 77 79 181 155:
Old : 216: 81 45 52 77 79 181 155:
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 : 17.2 27.5 28.1 37.8 13.2 19.0 22.3 27.5
Old : 17.2 27.5 28.1 37.8 13.2 19.0 22.3 27.5
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 24, 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 : 186,784: 41,000 60,274 45,438 88,075 71,679 174,513 177,390: 12,272 9,394
Old : 181,252: 40,620 60,579 43,681 84,957 67,795 169,258 172,055: 11,994 9,198
Other: 5,532: 1,091 407 1,045 3,118 3,884 5,254 5,336: 278 197
: : :
: : Changes in Commitments from: September 17, 2013 :
: -446: -1,015 -2,854 1,912 -480 891 416 -51: -862 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 32.3 24.3 47.2 38.4 93.4 95.0: 6.6 5.0
Old : 100.0: 22.4 33.4 24.1 46.9 37.4 93.4 94.9: 6.6 5.1
Other: 100.0: 19.7 7.4 18.9 56.4 70.2 95.0 96.4: 5.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 129 120 105 136 108 317 288:
Old : 405: 131 121 104 136 108 317 287:
Other: 78: 13 6 11 48 29 64 43:
:----------------------------------------------------------------------------------------------------
: 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 11.3 21.1 20.6 11.2 9.7 20.4 17.7
Old : 11.5 11.4 21.6 20.9 11.5 10.0 21.0 18.1
Other: 39.8 36.2 57.8 50.6 29.0 29.5 43.5 42.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 53,945: 37,636 33,950 1,886 7,261 15,293 46,783 51,129: 7,162 2,816
Old : 53,945: 37,636 33,950 1,886 7,261 15,293 46,783 51,129: 7,162 2,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -14,997: -7,399 10,604 -627 -5,225 -25,525 -13,252 -15,549: -1,746 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 62.9 3.5 13.5 28.3 86.7 94.8: 13.3 5.2
Old : 100.0: 69.8 62.9 3.5 13.5 28.3 86.7 94.8: 13.3 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 : 147: 81 47 10 12 9 96 63:
Old : 147: 81 47 10 12 9 96 63:
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 : 38.3 50.7 52.3 69.5 36.7 49.8 50.7 68.6
Old : 38.3 50.7 52.3 69.5 36.7 49.8 50.7 68.6
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, September 24, 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 : 332,018: 35,941 38,695 7,208 266,704 271,753 309,852 317,656: 22,166 14,362
Old : 332,018: 35,941 38,695 7,208 266,704 271,753 309,852 317,656: 22,166 14,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -41,971: -1,797 -2,701 -868 -34,426 -32,120 -37,091 -35,689: -4,880 -6,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.7 2.2 80.3 81.8 93.3 95.7: 6.7 4.3
Old : 100.0: 10.8 11.7 2.2 80.3 81.8 93.3 95.7: 6.7 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 : 249: 49 39 11 100 91 156 134:
Old : 249: 49 39 11 100 91 156 134:
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 28.2 39.3 41.2 24.8 28.2 33.6 39.1
Old : 30.0 28.2 39.3 41.2 24.8 28.2 33.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013