COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,732: 70,090 18,322 62,640 101,875 159,671 234,606 240,634: 18,127 12,098
Old : 233,556: 68,023 22,135 54,869 94,304 145,329 217,195 222,333: 16,361 11,223
Other: 19,176: 7,254 1,374 2,584 7,572 14,343 17,410 18,301: 1,766 875
: : :
: : Changes in Commitments from: January 14, 2014 :
: 22,826: 7,272 1,290 9,971 2,222 12,366 19,465 23,627: 3,361 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.2 24.8 40.3 63.2 92.8 95.2: 7.2 4.8
Old : 100.0: 29.1 9.5 23.5 40.4 62.2 93.0 95.2: 7.0 4.8
Other: 100.0: 37.8 7.2 13.5 39.5 74.8 90.8 95.4: 9.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 122 58 90 68 78 228 192:
Old : 270: 115 65 82 60 75 213 187:
Other: 101: 30 13 19 35 38 68 67:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 24.5 23.1 33.9 8.7 14.5 15.3 21.6
Old : 15.0 25.1 23.7 34.5 8.4 15.9 15.5 23.2
Other: 26.4 39.8 40.8 53.3 25.5 39.4 39.8 52.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,744: 5,226 1,579 3,858 9,571 15,297 18,655 20,733: 3,089 1,011
Old : 21,739: 5,226 1,579 3,858 9,566 15,292 18,650 20,728: 3,089 1,011
Other: 5: 0 0 0 5 5 5 5: -0 -0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 47: 625 300 -232 126 -152 519 -84: -473 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.3 17.7 44.0 70.3 85.8 95.3: 14.2 4.7
Old : 100.0: 24.0 7.3 17.7 44.0 70.3 85.8 95.3: 14.2 4.7
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 : 86: 36 18 21 29 16 77 43:
Old : 86: 36 18 21 29 16 77 43:
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 : 21.0 65.3 36.3 81.3 18.3 61.5 30.5 68.6
Old : 20.9 65.3 36.3 81.3 18.3 61.5 30.5 68.6
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 243,332: 92,933 17,854 63,641 73,969 155,270 230,543 236,766: 12,788 6,566
Old : 210,672: 89,297 20,507 52,992 56,007 131,230 198,296 204,730: 12,376 5,942
Other: 32,660: 9,735 3,446 4,550 17,962 24,040 32,247 32,036: 412 624
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,094: -130 295 1,075 654 -730 1,599 640: -505 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.3 26.2 30.4 63.8 94.7 97.3: 5.3 2.7
Old : 100.0: 42.4 9.7 25.2 26.6 62.3 94.1 97.2: 5.9 2.8
Other: 100.0: 29.8 10.6 13.9 55.0 73.6 98.7 98.1: 1.3 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 98 44 64 56 54 185 136:
Old : 209: 98 42 62 53 50 179 130:
Other: 81: 18 18 17 30 31 58 56:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 27.5 28.1 39.6 14.6 23.0 22.2 32.7
Old : 16.7 26.6 25.6 39.9 14.7 24.8 23.1 34.7
Other: 57.2 44.8 69.5 63.9 46.4 36.9 55.1 52.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,046,220: 229,213 241,359 201,494 529,985 502,575 960,692 945,429: 85,528 100,791
Old : 1,046,220: 229,213 241,359 201,494 529,985 502,575 960,692 945,429: 85,528 100,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 7,025: 1,932 4,298 6,820 -1,356 -6,660 7,396 4,458: -371 2,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.1 19.3 50.7 48.0 91.8 90.4: 8.2 9.6
Old : 100.0: 21.9 23.1 19.3 50.7 48.0 91.8 90.4: 8.2 9.6
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 : 250: 74 79 75 83 85 198 201:
Old : 250: 74 79 75 83 85 198 201:
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 : 12.8 17.4 21.7 27.7 11.2 14.0 18.3 21.8
Old : 12.8 17.4 21.7 27.7 11.2 14.0 18.3 21.8
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 181,118: 44,473 42,135 38,543 86,013 92,052 169,029 172,730: 12,089 8,388
Old : 165,108: 43,088 41,902 34,195 76,698 80,835 153,981 156,932: 11,127 8,177
Other: 16,010: 2,500 1,348 3,233 9,315 11,217 15,048 15,799: 962 211
: : :
: : Changes in Commitments from: January 14, 2014 :
: -457: -810 1,695 -870 308 -1,075 -1,371 -250: 914 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.3 21.3 47.5 50.8 93.3 95.4: 6.7 4.6
Old : 100.0: 26.1 25.4 20.7 46.5 49.0 93.3 95.0: 6.7 5.0
Other: 100.0: 15.6 8.4 20.2 58.2 70.1 94.0 98.7: 6.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 134 98 105 128 108 310 267:
Old : 373: 131 101 101 126 105 307 260:
Other: 125: 22 17 19 64 54 95 81:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.2 21.9 22.0 11.4 11.2 20.2 19.3
Old : 13.4 13.8 23.8 22.9 12.4 11.9 22.0 20.6
Other: 27.5 30.1 43.7 48.5 20.3 27.7 33.7 40.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,090: 32,730 28,709 2,421 6,998 18,559 42,150 49,689: 8,940 1,401
Old : 51,090: 32,730 28,709 2,421 6,998 18,559 42,150 49,689: 8,940 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 7,155: 4,866 4,419 314 453 3,078 5,633 7,812: 1,522 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 56.2 4.7 13.7 36.3 82.5 97.3: 17.5 2.7
Old : 100.0: 64.1 56.2 4.7 13.7 36.3 82.5 97.3: 17.5 2.7
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 : 151: 102 29 12 18 6 128 39:
Old : 151: 102 29 12 18 6 128 39:
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 : 34.0 46.1 41.9 73.7 32.6 46.1 40.4 72.1
Old : 34.0 46.1 41.9 73.7 32.6 46.1 40.4 72.1
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,312: 44,754 37,722 7,372 221,270 233,951 273,396 279,046: 21,916 16,266
Old : 295,312: 44,754 37,722 7,372 221,270 233,951 273,396 279,046: 21,916 16,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 521: 218 441 188 -122 -910 283 -282: 238 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.8 2.5 74.9 79.2 92.6 94.5: 7.4 5.5
Old : 100.0: 15.2 12.8 2.5 74.9 79.2 92.6 94.5: 7.4 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 : 245: 50 36 13 101 94 156 138:
Old : 245: 50 36 13 101 94 156 138:
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 : 22.4 32.7 33.3 44.7 21.9 32.7 32.2 44.6
Old : 22.4 32.7 33.3 44.7 21.9 32.7 32.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014