COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 277,780: 61,307 15,391 60,511 141,126 187,842 262,944 263,744: 14,836 14,036
Old : 272,924: 60,907 15,462 59,379 138,245 184,320 258,531 259,161: 14,393 13,763
Other: 4,856: 672 201 860 2,881 3,522 4,414 4,583: 443 273
: : :
: : Changes in Commitments from: October 15, 2013 :
: -5,056: -4,780 2,298 -3,275 3,414 -5,094 -4,641 -6,072: -415 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.5 21.8 50.8 67.6 94.7 94.9: 5.3 5.1
Old : 100.0: 22.3 5.7 21.8 50.7 67.5 94.7 95.0: 5.3 5.0
Other: 100.0: 13.8 4.1 17.7 59.3 72.5 90.9 94.4: 9.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 109 65 85 68 75 217 191:
Old : 266: 108 67 85 65 74 214 190:
Other: 67: 16 9 9 26 23 47 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 31.9 30.9 43.6 10.0 17.5 16.4 23.1
Old : 20.5 32.2 31.2 43.9 10.1 17.6 16.6 23.2
Other: 31.6 42.2 48.7 61.0 29.3 38.2 44.4 54.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 21,779: 2,013 3,864 4,402 12,355 10,922 18,770 19,187: 3,009 2,591
Old : 3,535: 584 326 0 2,217 2,641 2,801 2,967: 734 568
Other: 18,244: 1,494 3,602 4,337 10,138 8,281 15,969 16,220: 2,275 2,023
: : :
: : Changes in Commitments from: October 15, 2013 :
: -1,019: -769 1,086 -1,241 727 -1,524 -1,283 -1,678: 264 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.7 20.2 56.7 50.2 86.2 88.1: 13.8 11.9
Old : 100.0: 16.5 9.2 0.0 62.7 74.7 79.2 83.9: 20.8 16.1
Other: 100.0: 8.2 19.7 23.8 55.6 45.4 87.5 88.9: 12.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 25 25 16 31 12 66 44:
Old : 29: 8 3 0 14 4 22 7:
Other: 76: 20 25 15 30 10 60 40:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 52.3 33.3 65.6 16.9 45.7 29.3 53.1
Old : 44.6 80.3 60.6 83.9 44.6 80.3 60.6 83.9
Other: 20.9 49.2 35.9 64.9 19.4 46.5 33.5 54.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 272,143: 106,370 29,153 71,622 77,508 164,372 255,500 265,148: 16,643 6,996
Old : 259,999: 106,303 29,235 70,100 67,145 153,869 243,548 253,204: 16,451 6,795
Other: 12,145: 1,195 1,047 394 10,364 10,503 11,953 11,944: 192 201
: : :
: : Changes in Commitments from: October 15, 2013 :
: 8,643: 2,942 1,721 3,401 1,794 3,532 8,137 8,654: 507 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 10.7 26.3 28.5 60.4 93.9 97.4: 6.1 2.6
Old : 100.0: 40.9 11.2 27.0 25.8 59.2 93.7 97.4: 6.3 2.6
Other: 100.0: 9.8 8.6 3.2 85.3 86.5 98.4 98.3: 1.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 115 42 60 47 52 193 127:
Old : 227: 115 43 60 47 51 193 125:
Other: 45: 7 6 6 18 22 26 33:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 28.8 29.8 39.9 17.5 21.6 25.4 31.8
Old : 18.4 28.4 28.8 40.0 16.3 22.0 24.5 32.2
Other: 78.9 58.8 91.8 77.7 67.7 55.9 78.6 68.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 1,020,120: 286,772 54,920 167,641 466,688 746,556 921,101 969,117: 99,019 51,003
Old : 1,020,120: 286,772 54,920 167,641 466,688 746,556 921,101 969,117: 99,019 51,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 37,734: 2,280 -10,238 21,825 5,725 28,191 29,830 39,778: 7,904 -2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.4 16.4 45.7 73.2 90.3 95.0: 9.7 5.0
Old : 100.0: 28.1 5.4 16.4 45.7 73.2 90.3 95.0: 9.7 5.0
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 : 229: 92 43 59 75 84 198 158:
Old : 229: 92 43 59 75 84 198 158:
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 : 14.1 27.6 24.2 38.9 12.3 22.2 20.6 32.1
Old : 14.1 27.6 24.2 38.9 12.3 22.2 20.6 32.1
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, October 22, 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 : 197,397: 42,121 60,359 50,403 92,076 78,313 184,600 189,076: 12,797 8,321
Old : 190,634: 41,992 60,909 47,834 88,135 73,658 177,960 182,400: 12,674 8,234
Other: 6,763: 1,248 570 1,450 3,940 4,655 6,639 6,675: 123 87
: : :
: : Changes in Commitments from: October 15, 2013 :
: 7,830: 1,229 5,800 2,844 3,788 -327 7,860 8,317: -30 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 30.6 25.5 46.6 39.7 93.5 95.8: 6.5 4.2
Old : 100.0: 22.0 32.0 25.1 46.2 38.6 93.4 95.7: 6.6 4.3
Other: 100.0: 18.5 8.4 21.4 58.3 68.8 98.2 98.7: 1.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 123 137 108 142 109 324 304:
Old : 420: 122 141 107 141 109 323 303:
Other: 85: 11 10 13 49 36 67 52:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 10.9 19.8 19.7 10.4 8.6 18.8 15.6
Old : 10.7 11.0 20.4 19.9 10.7 8.9 19.4 15.9
Other: 35.9 33.3 54.1 50.2 25.1 25.0 39.5 38.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 55,134: 38,573 35,923 2,421 7,319 13,742 48,314 52,087: 6,820 3,047
Old : 55,134: 38,573 35,923 2,421 7,319 13,742 48,314 52,087: 6,820 3,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 4,074: 4,991 3,273 -29 -299 761 4,664 4,005: -589 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 65.2 4.4 13.3 24.9 87.6 94.5: 12.4 5.5
Old : 100.0: 70.0 65.2 4.4 13.3 24.9 87.6 94.5: 12.4 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 : 148: 77 52 15 14 8 96 70:
Old : 148: 77 52 15 14 8 96 70:
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 : 36.7 42.5 50.7 63.6 35.1 41.5 49.2 62.6
Old : 36.7 42.5 50.7 63.6 35.1 41.5 49.2 62.6
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, October 22, 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 : 338,083: 37,242 49,943 6,996 275,214 268,553 319,452 325,492: 18,630 12,590
Old : 338,083: 37,242 49,943 6,996 275,214 268,553 319,452 325,492: 18,630 12,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 6,126: 1,334 2,161 32 10,704 4,967 12,070 7,160: -5,944 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.8 2.1 81.4 79.4 94.5 96.3: 5.5 3.7
Old : 100.0: 11.0 14.8 2.1 81.4 79.4 94.5 96.3: 5.5 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 : 262: 51 41 17 109 94 170 142:
Old : 262: 51 41 17 109 94 170 142:
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 : 31.0 26.6 41.0 38.1 26.9 26.6 35.7 36.5
Old : 31.0 26.6 41.0 38.1 26.9 26.6 35.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013