COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 232,510: 63,429 22,213 53,562 97,200 144,038 214,191 219,813: 18,319 12,697
Old : 217,496: 62,544 23,806 48,943 89,196 132,744 200,683 205,493: 16,814 12,004
Other: 15,014: 2,567 89 2,937 8,004 11,294 13,508 14,320: 1,505 693
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,754: -2,980 851 20 -348 -3,066 -3,308 -2,195: 1,555 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.6 23.0 41.8 61.9 92.1 94.5: 7.9 5.5
Old : 100.0: 28.8 10.9 22.5 41.0 61.0 92.3 94.5: 7.7 5.5
Other: 100.0: 17.1 0.6 19.6 53.3 75.2 90.0 95.4: 10.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 127 64 86 65 70 225 192:
Old : 282: 124 67 83 64 70 222 191:
Other: 78: 21 7 16 30 34 56 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 : 15.0 29.4 26.4 41.0 12.1 23.9 19.9 31.4
Old : 15.1 30.7 26.9 41.9 12.9 25.4 20.8 33.8
Other: 26.8 34.7 46.1 54.7 26.6 33.8 41.3 50.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 27,278: 6,716 2,123 6,092 10,595 17,385 23,403 25,600: 3,875 1,678
Old : 27,251: 6,716 2,120 6,092 10,568 17,363 23,376 25,575: 3,875 1,676
Other: 27: 0 3 0 27 22 27 25: 0 2
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,374: -3,729 244 262 633 -3,291 -2,834 -2,785: 459 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.8 22.3 38.8 63.7 85.8 93.8: 14.2 6.2
Old : 100.0: 24.6 7.8 22.4 38.8 63.7 85.8 93.8: 14.2 6.2
Other: 100.0: 0.0 11.1 0.0 100.0 81.5 100.0 92.6: 0.0 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 22 19 22 15 69 46:
Old : 84: 37 22 19 22 15 69 46:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 62.2 32.6 75.1 15.3 54.8 28.3 60.1
Old : 18.4 62.2 32.6 75.1 15.3 54.7 28.4 60.1
Other: 100.0 92.6 100.0 92.6 100.0 92.6 100.0 92.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 219,639: 51,188 23,550 55,941 100,396 130,226 207,525 209,718: 12,114 9,921
Old : 181,190: 49,673 29,394 43,256 76,823 99,052 169,752 171,702: 11,438 9,488
Other: 38,449: 7,764 406 6,436 23,573 31,174 37,773 38,016: 676 433
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,421: -1,013 5,164 2,772 -88 -6,270 1,671 1,665: -249 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.7 25.5 45.7 59.3 94.5 95.5: 5.5 4.5
Old : 100.0: 27.4 16.2 23.9 42.4 54.7 93.7 94.8: 6.3 5.2
Other: 100.0: 20.2 1.1 16.7 61.3 81.1 98.2 98.9: 1.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 65 63 52 59 51 153 141:
Old : 203: 64 65 52 57 48 151 138:
Other: 55: 9 7 12 28 26 43 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 : 28.7 26.7 39.5 44.5 18.9 20.1 25.3 31.5
Old : 23.3 25.5 34.5 40.5 16.7 20.6 24.9 32.3
Other: 68.9 55.5 81.6 79.6 53.8 41.8 60.5 62.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 894,433: 177,750 134,695 135,191 506,625 533,746 819,566 803,632: 74,867 90,801
Old : 894,433: 177,750 134,695 135,191 506,625 533,746 819,566 803,632: 74,867 90,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 18,405: -4,669 7,611 6,174 11,973 -5,763 13,478 8,023: 4,928 10,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.1 15.1 56.6 59.7 91.6 89.8: 8.4 10.2
Old : 100.0: 19.9 15.1 15.1 56.6 59.7 91.6 89.8: 8.4 10.2
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 : 217: 59 64 72 88 76 188 173:
Old : 217: 59 64 72 88 76 188 173:
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 : 12.2 19.2 21.3 28.6 11.7 15.4 20.1 22.4
Old : 12.2 19.2 21.3 28.6 11.7 15.4 20.1 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, January 8, 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 : 213,452: 38,504 57,489 71,619 92,539 75,511 202,662 204,618: 10,790 8,833
Old : 204,641: 39,168 58,190 67,533 87,799 70,478 194,500 196,202: 10,141 8,439
Other: 8,811: 1,257 1,219 2,165 4,740 5,033 8,162 8,416: 649 394
: : :
: : Changes in Commitments from: December 31, 2012 :
: 6,522: 1,954 725 1,176 3,481 5,579 6,612 7,479: -90 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 26.9 33.6 43.4 35.4 94.9 95.9: 5.1 4.1
Old : 100.0: 19.1 28.4 33.0 42.9 34.4 95.0 95.9: 5.0 4.1
Other: 100.0: 14.3 13.8 24.6 53.8 57.1 92.6 95.5: 7.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 121 125 113 141 123 314 314:
Old : 405: 121 125 110 139 120 312 307:
Other: 120: 18 16 14 61 44 85 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 : 12.1 12.4 21.3 22.8 8.0 8.9 15.1 15.5
Old : 11.7 12.2 21.2 22.8 8.5 9.3 16.0 15.9
Other: 31.1 40.4 47.5 57.6 18.9 31.1 32.1 40.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 45,376: 29,448 23,681 2,086 9,705 17,171 41,239 42,938: 4,137 2,438
Old : 45,376: 29,448 23,681 2,086 9,705 17,171 41,239 42,938: 4,137 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,772: 5,751 -10,591 -113 -4,938 13,889 700 3,184: 1,072 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 52.2 4.6 21.4 37.8 90.9 94.6: 9.1 5.4
Old : 100.0: 64.9 52.2 4.6 21.4 37.8 90.9 94.6: 9.1 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 : 102: 43 41 11 16 6 67 50:
Old : 102: 43 41 11 16 6 67 50:
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 : 42.1 52.9 59.0 68.9 39.5 51.8 56.4 66.7
Old : 42.1 52.9 59.0 68.9 39.5 51.8 56.4 66.7
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 8, 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 : 353,416: 46,771 32,173 1,881 283,339 308,595 331,991 342,649: 21,425 10,767
Old : 353,416: 46,771 32,173 1,881 283,339 308,595 331,991 342,649: 21,425 10,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 719: -2,696 -614 71 3,842 363 1,217 -180: -497 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.1 0.5 80.2 87.3 93.9 97.0: 6.1 3.0
Old : 100.0: 13.2 9.1 0.5 80.2 87.3 93.9 97.0: 6.1 3.0
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 : 244: 47 32 9 96 102 149 137:
Old : 244: 47 32 9 96 102 149 137:
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 : 31.1 32.6 43.1 43.9 28.3 32.5 40.1 43.4
Old : 31.1 32.6 43.1 43.9 28.3 32.5 40.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013