COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 232,545: 78,217 13,737 55,180 78,923 153,001 212,321 221,918: 20,224 10,627
Old : 188,795: 72,813 19,937 38,684 60,912 121,329 172,409 179,950: 16,386 8,845
Other: 43,750: 16,112 4,507 5,789 18,011 31,673 39,912 41,968: 3,839 1,782
: : :
: : Changes in Commitments from: March 4, 2014 :
: 19,687: 6,526 -4,624 6,598 4,577 17,659 17,701 19,634: 1,986 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 5.9 23.7 33.9 65.8 91.3 95.4: 8.7 4.6
Old : 100.0: 38.6 10.6 20.5 32.3 64.3 91.3 95.3: 8.7 4.7
Other: 100.0: 36.8 10.3 13.2 41.2 72.4 91.2 95.9: 8.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 129 56 89 68 75 239 182:
Old : 270: 120 60 76 57 71 214 172:
Other: 145: 48 26 28 50 47 111 89:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 24.8 21.1 35.2 9.5 19.6 16.8 27.8
Old : 12.5 25.0 21.4 36.6 9.6 19.6 17.8 28.9
Other: 22.7 39.8 35.2 52.2 22.6 36.7 32.2 45.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 21,536: 7,395 1,391 2,751 7,455 16,412 17,601 20,553: 3,934 983
Old : 21,531: 7,395 1,391 2,751 7,450 16,412 17,596 20,553: 3,934 978
Other: 5: 0 0 0 5 0 5 0: 0 5
: : :
: : Changes in Commitments from: March 4, 2014 :
: 2,045: 1,801 89 369 -283 1,734 1,887 2,193: 158 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.5 12.8 34.6 76.2 81.7 95.4: 18.3 4.6
Old : 100.0: 34.3 6.5 12.8 34.6 76.2 81.7 95.5: 18.3 4.5
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 41 7 16 25 19 72 37:
Old : 81: 41 7 16 25 19 72 37:
Other: 1: 0 0 0 1 0 1 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 : 22.8 61.3 36.8 76.0 22.7 57.6 34.9 68.8
Old : 22.8 61.3 36.8 76.0 22.8 57.6 34.9 68.9
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 248,672: 104,874 24,437 54,485 73,249 164,558 232,609 243,480: 16,063 5,191
Old : 200,273: 102,019 32,191 34,272 48,629 129,231 184,919 195,694: 15,354 4,580
Other: 48,399: 13,992 3,383 9,077 24,621 35,327 47,690 47,787: 709 612
: : :
: : Changes in Commitments from: March 4, 2014 :
: 10,875: 4,350 6,897 4,540 -106 -523 8,783 10,914: 2,091 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 9.8 21.9 29.5 66.2 93.5 97.9: 6.5 2.1
Old : 100.0: 50.9 16.1 17.1 24.3 64.5 92.3 97.7: 7.7 2.3
Other: 100.0: 28.9 7.0 18.8 50.9 73.0 98.5 98.7: 1.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 112 44 53 55 58 191 135:
Old : 221: 114 40 48 47 52 178 123:
Other: 91: 19 22 25 33 32 66 65:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 31.8 30.4 44.4 16.0 23.2 24.7 34.0
Old : 18.3 32.6 28.8 46.3 17.2 27.2 27.7 40.7
Other: 49.7 42.6 60.7 58.1 38.7 36.7 47.6 45.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 999,342: 228,426 85,618 205,655 475,312 632,639 909,394 923,912: 89,948 75,430
Old : 999,342: 228,426 85,618 205,655 475,312 632,639 909,394 923,912: 89,948 75,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 17,644: 3,087 -28,365 13,715 -621 27,793 16,182 13,143: 1,462 4,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.6 20.6 47.6 63.3 91.0 92.5: 9.0 7.5
Old : 100.0: 22.9 8.6 20.6 47.6 63.3 91.0 92.5: 9.0 7.5
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 : 214: 71 47 65 74 83 179 165:
Old : 214: 71 47 65 74 83 179 165:
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 21.3 23.5 33.2 11.8 16.4 18.7 24.2
Old : 14.1 21.3 23.5 33.2 11.8 16.4 18.7 24.2
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, March 11, 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 : 261,697: 47,616 9,601 89,280 114,973 156,853 251,868 255,734: 9,829 5,964
Old : 221,564: 45,471 10,952 75,232 92,102 129,812 212,804 215,996: 8,760 5,568
Other: 40,134: 5,366 1,871 10,826 22,872 27,040 39,064 39,737: 1,069 396
: : :
: : Changes in Commitments from: March 4, 2014 :
: 18,459: 1,318 -2,045 11,301 5,972 9,579 18,591 18,834: -132 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.7 34.1 43.9 59.9 96.2 97.7: 3.8 2.3
Old : 100.0: 20.5 4.9 34.0 41.6 58.6 96.0 97.5: 4.0 2.5
Other: 100.0: 13.4 4.7 27.0 57.0 67.4 97.3 99.0: 2.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 137 73 111 139 141 325 282:
Old : 375: 138 76 105 130 138 312 276:
Other: 189: 38 26 34 88 92 145 135:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 16.4 21.9 28.8 7.0 10.9 12.2 16.3
Old : 13.5 17.8 22.8 30.7 8.4 12.6 14.2 18.9
Other: 18.5 17.8 31.3 32.2 9.6 15.1 15.8 23.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 58,302: 41,189 41,386 2,548 6,257 11,232 49,994 55,167: 8,307 3,135
Old : 58,302: 41,189 41,386 2,548 6,257 11,232 49,994 55,167: 8,307 3,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 5,021: 6,251 5,692 -1,025 53 -351 5,280 4,316: -258 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 71.0 4.4 10.7 19.3 85.8 94.6: 14.2 5.4
Old : 100.0: 70.6 71.0 4.4 10.7 19.3 85.8 94.6: 14.2 5.4
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 : 158: 89 44 13 16 10 113 63:
Old : 158: 89 44 13 16 10 113 63:
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 : 35.1 46.6 48.2 67.0 33.8 45.7 46.8 65.0
Old : 35.1 46.6 48.2 67.0 33.8 45.7 46.8 65.0
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, March 11, 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 : 330,480: 54,095 44,391 8,056 246,116 262,932 308,266 315,379: 22,213 15,101
Old : 330,480: 54,095 44,391 8,056 246,116 262,932 308,266 315,379: 22,213 15,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 4,005: -1,924 5,676 17 6,818 -1,070 4,911 4,623: -905 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 13.4 2.4 74.5 79.6 93.3 95.4: 6.7 4.6
Old : 100.0: 16.4 13.4 2.4 74.5 79.6 93.3 95.4: 6.7 4.6
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 : 263: 49 37 15 104 120 161 164:
Old : 263: 49 37 15 104 120 161 164:
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 : 25.4 30.7 35.3 39.2 22.9 30.7 32.3 39.2
Old : 25.4 30.7 35.3 39.2 22.9 30.7 32.3 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014