COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 217,748: 60,425 16,670 44,739 98,182 141,583 203,345 202,992: 14,402 14,756
Old : 207,177: 59,057 17,993 41,637 93,188 133,156 193,882 192,786: 13,295 14,390
Other: 10,571: 2,875 184 1,594 4,994 8,427 9,463 10,205: 1,108 365
: : :
: : Changes in Commitments from: December 17, 2013 :
: 3,097: 1,395 -2,570 -241 1,064 5,431 2,218 2,619: 880 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.7 20.5 45.1 65.0 93.4 93.2: 6.6 6.8
Old : 100.0: 28.5 8.7 20.1 45.0 64.3 93.6 93.1: 6.4 6.9
Other: 100.0: 27.2 1.7 15.1 47.2 79.7 89.5 96.5: 10.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 101 55 70 64 77 194 177:
Old : 244: 98 57 67 53 75 181 173:
Other: 87: 25 6 19 37 30 66 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 : 14.7 24.9 25.4 34.8 11.3 16.7 19.7 24.0
Old : 15.2 26.2 26.1 35.1 11.4 17.3 20.3 24.6
Other: 30.7 48.1 48.7 62.7 29.8 48.1 47.1 61.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 19,625: 3,348 1,077 3,516 9,786 13,926 16,650 18,520: 2,975 1,105
Old : 19,620: 3,348 1,077 3,516 9,781 13,921 16,645 18,515: 2,975 1,105
Other: 5: 0 0 0 5 5 5 5: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -2,773: -362 185 -1,974 -505 -1,405 -2,840 -3,194: 67 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.5 17.9 49.9 71.0 84.8 94.4: 15.2 5.6
Old : 100.0: 17.1 5.5 17.9 49.9 71.0 84.8 94.4: 15.2 5.6
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 30 20 18 27 13 69 42:
Old : 81: 30 20 18 27 13 69 42:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 68.7 35.8 81.7 20.8 64.4 31.2 68.0
Old : 22.6 68.7 35.8 81.7 20.8 64.4 31.2 68.0
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 250,303: 101,932 18,729 63,923 68,344 161,707 234,200 244,359: 16,103 5,944
Old : 225,183: 101,671 22,621 55,184 52,545 142,016 209,400 219,821: 15,783 5,362
Other: 25,120: 7,455 3,301 1,546 15,799 19,691 24,800 24,538: 320 582
: : :
: : Changes in Commitments from: December 17, 2013 :
: 5,258: 1,117 -194 2,514 -309 2,013 3,322 4,333: 1,936 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 7.5 25.5 27.3 64.6 93.6 97.6: 6.4 2.4
Old : 100.0: 45.2 10.0 24.5 23.3 63.1 93.0 97.6: 7.0 2.4
Other: 100.0: 29.7 13.1 6.2 62.9 78.4 98.7 97.7: 1.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 107 45 64 55 56 195 137:
Old : 224: 106 48 62 54 51 192 131:
Other: 71: 20 10 11 25 29 50 45:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 29.1 29.2 42.9 15.5 23.8 23.6 33.7
Old : 18.4 28.2 28.0 42.8 15.1 25.0 24.1 36.2
Other: 65.4 50.8 74.9 67.6 51.0 39.6 58.7 52.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 1,023,021: 228,131 203,296 182,270 524,304 545,083 934,705 930,649: 88,316 92,372
Old : 1,023,021: 228,131 203,296 182,270 524,304 545,083 934,705 930,649: 88,316 92,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 11,930: 8,256 14,280 162 -138 -3,758 8,280 10,684: 3,650 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.9 17.8 51.3 53.3 91.4 91.0: 8.6 9.0
Old : 100.0: 22.3 19.9 17.8 51.3 53.3 91.4 91.0: 8.6 9.0
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 : 236: 76 62 62 82 83 189 179:
Old : 236: 76 62 62 82 83 189 179:
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 : 14.8 19.6 24.2 30.8 11.5 13.9 18.8 22.4
Old : 14.8 19.6 24.2 30.8 11.5 13.9 18.8 22.4
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, December 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 : 174,453: 43,325 46,311 37,623 84,678 83,064 165,627 166,998: 8,827 7,455
Old : 162,324: 42,592 46,528 34,269 77,086 74,109 153,947 154,906: 8,377 7,418
Other: 12,130: 1,690 740 2,398 7,592 8,955 11,680 12,093: 450 37
: : :
: : Changes in Commitments from: December 17, 2013 :
: -3,481: -102 -5,052 -1,852 -1,748 2,802 -3,702 -4,102: 221 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 26.5 21.6 48.5 47.6 94.9 95.7: 5.1 4.3
Old : 100.0: 26.2 28.7 21.1 47.5 45.7 94.8 95.4: 5.2 4.6
Other: 100.0: 13.9 6.1 19.8 62.6 73.8 96.3 99.7: 3.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 116 105 96 125 107 296 259:
Old : 361: 113 109 94 123 105 293 255:
Other: 116: 23 10 16 62 48 90 69:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.4 21.7 21.8 11.5 10.0 20.5 18.1
Old : 12.3 13.0 23.1 22.4 12.3 10.7 21.7 19.2
Other: 31.0 32.7 47.7 54.2 23.4 28.5 36.1 44.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 44,725: 28,767 33,476 2,073 6,854 6,512 37,694 42,061: 7,031 2,664
Old : 44,725: 28,767 33,476 2,073 6,854 6,512 37,694 42,061: 7,031 2,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 4,284: 2,779 1,242 233 345 2,740 3,357 4,215: 927 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 74.8 4.6 15.3 14.6 84.3 94.0: 15.7 6.0
Old : 100.0: 64.3 74.8 4.6 15.3 14.6 84.3 94.0: 15.7 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 : 131: 74 38 11 15 7 97 48:
Old : 131: 74 38 11 15 7 97 48:
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 : 42.4 43.5 50.9 62.7 40.5 42.3 49.0 60.8
Old : 42.4 43.5 50.9 62.7 40.5 42.3 49.0 60.8
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, December 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 : 294,035: 39,814 38,612 7,445 224,774 234,264 272,033 280,321: 22,002 13,713
Old : 294,035: 39,814 38,612 7,445 224,774 234,264 272,033 280,321: 22,002 13,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -76,636: -1,326 398 -1,562 -68,466 -73,034 -71,353 -74,198: -5,283 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 13.1 2.5 76.4 79.7 92.5 95.3: 7.5 4.7
Old : 100.0: 13.5 13.1 2.5 76.4 79.7 92.5 95.3: 7.5 4.7
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 : 241: 48 34 13 97 92 151 133:
Old : 241: 48 34 13 97 92 151 133:
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 : 24.2 33.8 35.4 44.8 23.8 33.8 34.0 44.7
Old : 24.2 33.8 35.4 44.8 23.8 33.8 34.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013