COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 211,294: 48,110 36,370 36,057 113,902 121,323 198,069 193,750: 13,226 17,545
Old : 202,676: 46,755 36,790 34,225 109,171 114,382 190,150 185,397: 12,526 17,279
Other: 8,618: 1,896 120 1,292 4,732 6,941 7,919 8,353: 699 266
: : :
: : Changes in Commitments from: November 5, 2013 :
: -79,141: -2,657 1,898 -41,619 -33,636 -37,128 -77,911 -76,849: -1,230 -2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.2 17.1 53.9 57.4 93.7 91.7: 6.3 8.3
Old : 100.0: 23.1 18.2 16.9 53.9 56.4 93.8 91.5: 6.2 8.5
Other: 100.0: 22.0 1.4 15.0 54.9 80.5 91.9 96.9: 8.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 82 81 67 69 68 181 190:
Old : 248: 78 85 67 66 67 178 189:
Other: 66: 15 9 12 28 25 49 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 : 19.7 23.7 30.3 32.9 11.4 16.2 21.1 22.1
Old : 19.8 24.0 30.8 32.4 11.5 16.6 21.2 22.0
Other: 34.1 56.4 51.6 70.5 32.8 55.8 49.0 66.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 21,006: 2,555 2,444 5,006 10,832 11,948 18,393 19,398: 2,613 1,608
Old : 21,006: 2,555 2,444 5,006 10,832 11,948 18,393 19,398: 2,613 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -507: 330 -1,718 375 -1,221 1,396 -516 53: 9 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.6 23.8 51.6 56.9 87.6 92.3: 12.4 7.7
Old : 100.0: 12.2 11.6 23.8 51.6 56.9 87.6 92.3: 12.4 7.7
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 : 82: 28 23 16 30 10 68 40:
Old : 82: 28 23 16 30 10 68 40:
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 : 19.4 60.9 32.6 75.1 15.0 54.6 27.3 59.0
Old : 19.4 60.9 32.6 75.1 15.0 54.6 27.3 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 221,077: 98,186 22,344 38,363 70,344 153,138 206,893 213,845: 14,184 7,233
Old : 206,594: 97,809 22,342 36,645 58,177 140,517 192,631 199,504: 13,963 7,090
Other: 14,483: 1,845 1,469 250 12,167 12,621 14,262 14,340: 221 143
: : :
: : Changes in Commitments from: November 5, 2013 :
: -21,671: -10,624 -2,987 -5,867 -3,083 -12,820 -19,574 -21,674: -2,096 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 10.1 17.4 31.8 69.3 93.6 96.7: 6.4 3.3
Old : 100.0: 47.3 10.8 17.7 28.2 68.0 93.2 96.6: 6.8 3.4
Other: 100.0: 12.7 10.1 1.7 84.0 87.1 98.5 99.0: 1.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 96 48 52 53 53 180 126:
Old : 214: 94 50 51 53 51 179 123:
Other: 51: 9 8 5 21 25 31 37:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 28.5 31.2 42.4 20.7 24.7 29.8 35.9
Old : 20.3 27.2 30.0 41.6 19.6 24.9 29.4 36.7
Other: 73.9 60.1 88.4 76.4 61.7 53.5 74.5 64.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 991,183: 260,828 62,790 173,181 470,391 695,577 904,400 931,548: 86,784 59,635
Old : 991,183: 260,828 62,790 173,181 470,391 695,577 904,400 931,548: 86,784 59,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -9,825: -24,985 637 8,139 10,263 -22,079 -6,582 -13,303: -3,242 3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 6.3 17.5 47.5 70.2 91.2 94.0: 8.8 6.0
Old : 100.0: 26.3 6.3 17.5 47.5 70.2 91.2 94.0: 8.8 6.0
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 : 220: 78 45 63 81 86 194 162:
Old : 220: 78 45 63 81 86 194 162:
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 : 14.0 25.4 24.2 38.2 12.4 21.0 21.0 31.4
Old : 14.0 25.4 24.2 38.2 12.4 21.0 21.0 31.4
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, November 12, 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 : 189,628: 44,898 68,594 38,586 94,432 75,279 177,916 182,459: 11,713 7,169
Old : 180,550: 44,908 69,525 34,828 89,471 69,091 169,207 173,445: 11,342 7,105
Other: 9,078: 1,673 752 2,074 4,961 6,188 8,708 9,014: 370 64
: : :
: : Changes in Commitments from: November 5, 2013 :
: -27,281: 460 -2,440 -17,065 -7,417 -5,732 -24,022 -25,238: -3,259 -2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 36.2 20.3 49.8 39.7 93.8 96.2: 6.2 3.8
Old : 100.0: 24.9 38.5 19.3 49.6 38.3 93.7 96.1: 6.3 3.9
Other: 100.0: 18.4 8.3 22.8 54.6 68.2 95.9 99.3: 4.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 127 128 106 129 103 314 293:
Old : 408: 131 127 105 128 100 313 289:
Other: 97: 17 10 15 53 39 75 59:
:----------------------------------------------------------------------------------------------------
: 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 12.0 20.4 21.1 10.8 9.9 19.7 17.8
Old : 11.3 12.1 21.3 21.6 11.3 10.4 20.6 18.6
Other: 32.8 34.0 50.3 52.8 22.5 25.2 38.6 39.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 43,027: 29,878 16,154 2,971 3,401 22,096 36,250 41,222: 6,777 1,805
Old : 43,027: 29,878 16,154 2,971 3,401 22,096 36,250 41,222: 6,777 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -2,514: -1,665 -8,245 -96 -1,253 6,616 -3,014 -1,725: 500 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 37.5 6.9 7.9 51.4 84.2 95.8: 15.8 4.2
Old : 100.0: 69.4 37.5 6.9 7.9 51.4 84.2 95.8: 15.8 4.2
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 : 120: 76 28 14 11 8 94 44:
Old : 120: 76 28 14 11 8 94 44:
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 : 35.8 56.2 45.1 73.9 33.9 55.0 42.5 72.7
Old : 35.8 56.2 45.1 73.9 33.9 55.0 42.5 72.7
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, November 12, 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 : 354,039: 37,752 38,393 7,933 285,850 292,179 331,534 338,504: 22,505 15,535
Old : 354,039: 37,752 38,393 7,933 285,850 292,179 331,534 338,504: 22,505 15,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -1,957: -1,330 -885 -1,723 2,220 -89 -832 -2,697: -1,125 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.8 2.2 80.7 82.5 93.6 95.6: 6.4 4.4
Old : 100.0: 10.7 10.8 2.2 80.7 82.5 93.6 95.6: 6.4 4.4
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 : 247: 50 32 12 106 93 164 129:
Old : 247: 50 32 12 106 93 164 129:
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 : 31.5 27.2 42.9 43.1 25.1 25.7 35.7 39.3
Old : 31.5 27.2 42.9 43.1 25.1 25.7 35.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013