COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 198,866: 46,812 36,840 34,700 103,660 108,067 185,172 179,607: 13,694 19,259
Old : 189,589: 45,504 37,251 32,697 98,518 100,633 176,718 170,580: 12,871 19,009
Other: 9,277: 1,942 223 1,370 5,143 7,434 8,454 9,027: 823 251
: : :
: : Changes in Commitments from: November 12, 2013 :
: -12,428: -1,298 470 -1,357 -10,242 -13,256 -12,897 -14,142: 469 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.5 17.4 52.1 54.3 93.1 90.3: 6.9 9.7
Old : 100.0: 24.0 19.6 17.2 52.0 53.1 93.2 90.0: 6.8 10.0
Other: 100.0: 20.9 2.4 14.8 55.4 80.1 91.1 97.3: 8.9 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 77 77 58 66 68 165 182:
Old : 235: 73 81 57 62 68 161 181:
Other: 69: 15 11 14 29 26 51 44:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 20.4 30.1 30.0 13.3 16.4 23.4 22.6
Old : 19.2 21.2 30.5 29.9 13.2 17.2 23.7 23.0
Other: 31.6 57.5 47.9 69.9 30.4 57.0 45.6 66.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 20,499: 2,485 1,518 5,155 10,426 12,310 18,066 18,983: 2,433 1,516
Old : 20,499: 2,485 1,518 5,155 10,426 12,310 18,066 18,983: 2,433 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -507: -70 -926 149 -406 362 -327 -415: -180 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.4 25.1 50.9 60.1 88.1 92.6: 11.9 7.4
Old : 100.0: 12.1 7.4 25.1 50.9 60.1 88.1 92.6: 11.9 7.4
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 : 76: 28 19 18 28 10 66 38:
Old : 76: 28 19 18 28 10 66 38:
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 : 20.2 64.5 33.5 76.6 15.6 56.0 27.8 59.6
Old : 20.2 64.5 33.5 76.6 15.6 56.0 27.8 59.6
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 19, 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 : 235,274: 103,224 26,940 45,979 70,649 156,194 219,853 229,114: 15,421 6,160
Old : 217,794: 102,796 27,876 42,493 57,470 141,377 202,760 211,746: 15,034 6,047
Other: 17,480: 3,278 1,914 636 13,179 14,817 17,093 17,367: 387 113
: : :
: : Changes in Commitments from: November 12, 2013 :
: 14,196: 5,038 4,596 7,617 305 3,056 12,960 15,269: 1,237 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 11.5 19.5 30.0 66.4 93.4 97.4: 6.6 2.6
Old : 100.0: 47.2 12.8 19.5 26.4 64.9 93.1 97.2: 6.9 2.8
Other: 100.0: 18.8 10.9 3.6 75.4 84.8 97.8 99.4: 2.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 105 40 55 52 53 190 122:
Old : 220: 104 43 53 50 51 186 119:
Other: 56: 15 5 7 22 27 37 39:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 29.8 29.4 43.0 19.5 24.8 28.0 36.3
Old : 19.2 28.6 28.5 42.3 18.6 25.4 27.8 37.3
Other: 64.8 56.9 80.2 75.9 47.3 44.6 61.9 59.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 968,907: 241,857 70,588 165,757 479,455 669,537 887,068 905,882: 81,839 63,025
Old : 968,907: 241,857 70,588 165,757 479,455 669,537 887,068 905,882: 81,839 63,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -22,276: -18,971 7,798 -7,424 9,064 -26,039 -17,331 -25,666: -4,945 3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.3 17.1 49.5 69.1 91.6 93.5: 8.4 6.5
Old : 100.0: 25.0 7.3 17.1 49.5 69.1 91.6 93.5: 8.4 6.5
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 : 228: 80 47 64 83 86 198 166:
Old : 228: 80 47 64 83 86 198 166:
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 25.1 24.1 37.5 12.7 20.5 21.5 30.8
Old : 14.0 25.1 24.1 37.5 12.7 20.5 21.5 30.8
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, November 19, 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 : 179,636: 45,857 64,858 35,210 89,052 73,080 170,119 173,148: 9,517 6,487
Old : 169,743: 45,678 65,574 31,719 83,458 66,304 160,855 163,598: 8,888 6,145
Other: 9,892: 1,675 780 1,995 5,594 6,776 9,264 9,551: 628 342
: : :
: : Changes in Commitments from: November 12, 2013 :
: -9,992: 959 -3,736 -3,376 -5,380 -2,199 -7,797 -9,311: -2,196 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 36.1 19.6 49.6 40.7 94.7 96.4: 5.3 3.6
Old : 100.0: 26.9 38.6 18.7 49.2 39.1 94.8 96.4: 5.2 3.6
Other: 100.0: 16.9 7.9 20.2 56.6 68.5 93.6 96.5: 6.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 135 131 96 126 107 309 291:
Old : 412: 135 133 95 125 104 308 287:
Other: 105: 15 13 14 60 40 80 62:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 13.8 21.5 23.7 11.4 11.8 20.6 20.3
Old : 11.9 13.9 22.5 24.4 11.9 12.4 21.6 21.1
Other: 32.4 31.1 49.2 50.3 24.0 23.9 39.4 39.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 44,887: 31,429 16,744 2,855 4,182 23,652 38,466 43,251: 6,421 1,637
Old : 44,887: 31,429 16,744 2,855 4,182 23,652 38,466 43,251: 6,421 1,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,860: 1,552 590 -117 781 1,555 2,216 2,029: -356 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 37.3 6.4 9.3 52.7 85.7 96.4: 14.3 3.6
Old : 100.0: 70.0 37.3 6.4 9.3 52.7 85.7 96.4: 14.3 3.6
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 : 120: 76 26 15 14 7 95 44:
Old : 120: 76 26 15 14 7 95 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 : 34.0 59.5 44.8 75.6 32.2 58.4 42.6 74.4
Old : 34.0 59.5 44.8 75.6 32.2 58.4 42.6 74.4
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 19, 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 : 348,656: 34,276 36,799 7,848 283,574 285,770 325,698 330,417: 22,958 18,238
Old : 348,656: 34,276 36,799 7,848 283,574 285,770 325,698 330,417: 22,958 18,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -5,384: -3,476 -1,593 -85 -2,275 -6,409 -5,836 -8,087: 452 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.6 2.3 81.3 82.0 93.4 94.8: 6.6 5.2
Old : 100.0: 9.8 10.6 2.3 81.3 82.0 93.4 94.8: 6.6 5.2
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 : 241: 48 30 14 104 92 162 126:
Old : 241: 48 30 14 104 92 162 126:
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 : 30.9 27.3 42.5 43.5 24.2 25.7 35.1 39.5
Old : 30.9 27.3 42.5 43.5 24.2 25.7 35.1 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013