COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 245,013: 68,680 20,394 61,726 97,638 150,188 228,044 232,309: 16,969 12,705
Old : 223,157: 66,056 24,983 52,608 89,903 134,062 208,567 211,654: 14,591 11,504
Other: 21,856: 9,014 1,801 2,728 7,736 16,126 19,477 20,655: 2,379 1,201
: : :
: : Changes in Commitments from: January 21, 2014 :
: -7,719: -1,410 2,072 -914 -4,237 -9,483 -6,562 -8,325: -1,157 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.3 25.2 39.9 61.3 93.1 94.8: 6.9 5.2
Old : 100.0: 29.6 11.2 23.6 40.3 60.1 93.5 94.8: 6.5 5.2
Other: 100.0: 41.2 8.2 12.5 35.4 73.8 89.1 94.5: 10.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 123 57 95 67 75 222 199:
Old : 270: 119 60 86 59 72 207 192:
Other: 109: 31 18 18 35 42 71 73:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 23.2 22.4 32.1 8.8 14.4 15.7 21.4
Old : 14.7 23.9 23.6 33.2 8.8 15.8 16.4 23.2
Other: 25.7 38.9 38.8 54.3 24.8 38.8 37.2 54.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 21,257: 4,932 1,550 3,620 9,610 15,087 18,162 20,256: 3,095 1,001
Old : 21,252: 4,932 1,550 3,620 9,605 15,082 18,157 20,251: 3,095 1,001
Other: 5: 0 0 0 5 5 5 5: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -488: -294 -29 -238 39 -210 -494 -477: 6 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.3 17.0 45.2 71.0 85.4 95.3: 14.6 4.7
Old : 100.0: 23.2 7.3 17.0 45.2 71.0 85.4 95.3: 14.6 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 : 87: 38 16 22 29 15 78 43:
Old : 87: 38 16 22 29 15 78 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 : 19.8 64.4 35.6 80.1 18.6 60.2 31.5 68.8
Old : 19.8 64.4 35.6 80.1 18.6 60.2 31.5 68.8
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 28, 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 : 262,020: 98,897 18,706 72,677 75,343 164,726 246,917 256,109: 15,103 5,911
Old : 226,567: 96,312 23,065 60,345 55,234 137,711 211,891 221,121: 14,676 5,446
Other: 35,454: 10,138 3,193 4,780 20,109 27,015 35,026 34,988: 427 466
: : :
: : Changes in Commitments from: January 21, 2014 :
: 18,688: 5,965 851 9,036 1,374 9,456 16,374 19,343: 2,314 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.1 27.7 28.8 62.9 94.2 97.7: 5.8 2.3
Old : 100.0: 42.5 10.2 26.6 24.4 60.8 93.5 97.6: 6.5 2.4
Other: 100.0: 28.6 9.0 13.5 56.7 76.2 98.8 98.7: 1.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 102 49 63 55 55 192 137:
Old : 219: 98 53 60 52 51 186 130:
Other: 85: 22 16 18 32 31 63 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 : 19.9 28.7 29.7 41.2 15.5 22.3 22.9 32.4
Old : 18.8 27.4 27.8 41.1 15.5 24.0 23.6 34.6
Other: 55.4 47.9 67.6 66.3 43.9 39.2 52.4 52.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 1,083,840: 232,751 253,322 214,958 542,606 510,725 990,315 979,004: 93,525 104,836
Old : 1,083,840: 232,751 253,322 214,958 542,606 510,725 990,315 979,004: 93,525 104,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 37,620: 3,538 11,962 13,463 12,622 8,149 29,623 33,575: 7,997 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.4 19.8 50.1 47.1 91.4 90.3: 8.6 9.7
Old : 100.0: 21.5 23.4 19.8 50.1 47.1 91.4 90.3: 8.6 9.7
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 : 242: 71 77 73 79 81 190 194:
Old : 242: 71 77 73 79 81 190 194:
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 : 12.9 16.2 21.3 26.7 10.8 13.3 17.6 20.1
Old : 12.9 16.2 21.3 26.7 10.8 13.3 17.6 20.1
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, January 28, 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 : 187,031: 45,494 46,411 39,601 89,570 92,736 174,664 178,748: 12,366 8,283
Old : 170,531: 44,278 46,341 34,942 79,963 81,183 159,183 162,466: 11,347 8,065
Other: 16,500: 2,609 1,464 3,265 9,607 11,553 15,481 16,282: 1,019 218
: : :
: : Changes in Commitments from: January 21, 2014 :
: 5,912: 1,021 4,276 1,058 3,557 683 5,636 6,018: 277 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.8 21.2 47.9 49.6 93.4 95.6: 6.6 4.4
Old : 100.0: 26.0 27.2 20.5 46.9 47.6 93.3 95.3: 6.7 4.7
Other: 100.0: 15.8 8.9 19.8 58.2 70.0 93.8 98.7: 6.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 129 110 115 125 108 309 283:
Old : 380: 131 108 112 123 106 306 278:
Other: 128: 24 18 19 63 54 97 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 13.0 21.6 21.8 11.1 10.9 19.7 18.6
Old : 13.3 13.6 23.3 22.7 12.1 11.5 21.2 19.8
Other: 25.9 31.3 41.8 49.4 19.8 29.2 32.4 41.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 49,978: 32,787 28,978 2,298 6,289 16,582 41,374 47,857: 8,603 2,120
Old : 49,978: 32,787 28,978 2,298 6,289 16,582 41,374 47,857: 8,603 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -1,112: 57 269 -123 -709 -1,977 -775 -1,831: -337 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 58.0 4.6 12.6 33.2 82.8 95.8: 17.2 4.2
Old : 100.0: 65.6 58.0 4.6 12.6 33.2 82.8 95.8: 17.2 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 : 150: 89 39 10 19 8 113 52:
Old : 150: 89 39 10 19 8 113 52:
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 : 35.6 46.5 46.5 67.8 34.1 46.4 44.9 66.9
Old : 35.6 46.5 46.5 67.8 34.1 46.4 44.9 66.9
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 28, 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 : 296,959: 47,291 38,799 7,142 221,358 235,806 275,791 281,746: 21,168 15,213
Old : 296,959: 47,291 38,799 7,142 221,358 235,806 275,791 281,746: 21,168 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 1,647: 2,537 1,076 -231 88 1,854 2,395 2,700: -748 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.1 2.4 74.5 79.4 92.9 94.9: 7.1 5.1
Old : 100.0: 15.9 13.1 2.4 74.5 79.4 92.9 94.9: 7.1 5.1
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 : 248: 50 37 13 108 92 165 135:
Old : 248: 50 37 13 108 92 165 135:
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 : 21.8 33.1 32.8 44.7 19.9 33.1 29.8 44.4
Old : 21.8 33.1 32.8 44.7 19.9 33.1 29.8 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014