COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 282,097: 93,970 14,108 54,214 107,762 203,540 255,945 271,862: 26,151 10,235
Old : 240,703: 84,655 16,212 43,598 90,524 172,296 218,777 232,106: 21,925 8,597
Other: 41,394: 12,065 647 7,865 17,238 31,244 37,168 39,756: 4,226 1,638
: : :
: : Changes in Commitments from: February 26, 2013 :
: 30,815: 5,163 760 9,164 13,416 21,687 27,743 31,611: 3,072 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.0 19.2 38.2 72.2 90.7 96.4: 9.3 3.6
Old : 100.0: 35.2 6.7 18.1 37.6 71.6 90.9 96.4: 9.1 3.6
Other: 100.0: 29.1 1.6 19.0 41.6 75.5 89.8 96.0: 10.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 167 48 73 56 65 248 162:
Old : 289: 160 52 59 51 64 231 155:
Other: 125: 41 19 22 44 47 96 77:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 34.0 22.5 47.4 9.5 27.7 15.9 36.2
Old : 13.0 36.6 22.6 49.8 10.0 30.5 17.1 38.7
Other: 23.2 32.3 34.6 48.8 17.8 26.1 26.3 40.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 23,104: 6,033 3,552 4,102 9,632 14,042 19,767 21,695: 3,337 1,409
Old : 23,046: 6,045 3,549 4,090 9,578 14,007 19,713 21,645: 3,333 1,401
Other: 58: 0 15 0 54 35 54 50: 4 8
: : :
: : Changes in Commitments from: February 26, 2013 :
: -1,643: -1,046 590 279 -320 -2,235 -1,087 -1,365: -556 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.4 17.8 41.7 60.8 85.6 93.9: 14.4 6.1
Old : 100.0: 26.2 15.4 17.7 41.6 60.8 85.5 93.9: 14.5 6.1
Other: 100.0: 0.0 25.9 0.0 93.1 60.3 93.1 86.2: 6.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 36 24 21 22 12 69 47:
Old : 85: 36 24 21 22 12 69 47:
Other: 5: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 52.8 32.1 68.3 18.0 49.8 30.4 60.5
Old : 18.2 52.7 32.1 68.3 18.0 49.8 30.5 60.5
Other: 93.1 86.2 93.1 86.2 93.1 86.2 93.1 86.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 218,629: 61,726 46,637 43,318 100,561 115,869 205,605 205,825: 13,023 12,803
Old : 165,725: 54,360 49,084 30,835 68,859 73,623 154,054 153,543: 11,671 12,183
Other: 52,903: 10,905 1,092 8,944 31,702 42,246 51,551 52,283: 1,352 621
: : :
: : Changes in Commitments from: February 26, 2013 :
: 8,696: 3,172 4,290 -36 4,542 2,996 7,679 7,251: 1,017 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.3 19.8 46.0 53.0 94.0 94.1: 6.0 5.9
Old : 100.0: 32.8 29.6 18.6 41.6 44.4 93.0 92.6: 7.0 7.4
Other: 100.0: 20.6 2.1 16.9 59.9 79.9 97.4 98.8: 2.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 59 74 44 56 54 139 151:
Old : 202: 58 73 44 56 51 138 146:
Other: 71: 11 14 14 35 28 53 49:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 22.0 40.9 38.2 24.6 17.7 31.8 26.8
Old : 26.6 18.6 37.6 31.0 24.1 17.5 33.9 26.7
Other: 51.4 53.2 65.2 75.5 39.9 40.9 50.1 55.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 881,069: 197,340 197,467 137,905 464,193 456,926 799,438 792,297: 81,631 88,772
Old : 881,069: 197,340 197,467 137,905 464,193 456,926 799,438 792,297: 81,631 88,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 844: 4,267 -1,133 6,308 -8,493 -5,005 2,082 170: -1,237 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 22.4 15.7 52.7 51.9 90.7 89.9: 9.3 10.1
Old : 100.0: 22.4 22.4 15.7 52.7 51.9 90.7 89.9: 9.3 10.1
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 : 227: 67 66 64 83 78 184 177:
Old : 227: 67 66 64 83 78 184 177:
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 : 13.8 19.1 24.1 28.8 13.2 16.3 22.9 22.9
Old : 13.8 19.1 24.1 28.8 13.2 16.3 22.9 22.9
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 5, 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 : 214,862: 45,238 66,546 58,420 99,713 80,388 203,371 205,353: 11,491 9,508
Old : 196,774: 45,169 67,001 51,261 89,830 69,693 186,260 187,955: 10,514 8,819
Other: 18,088: 2,230 1,705 4,998 9,883 10,695 17,111 17,399: 977 689
: : :
: : Changes in Commitments from: February 26, 2013 :
: 6,512: 760 1,418 3,185 1,697 1,784 5,641 6,387: 871 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.0 27.2 46.4 37.4 94.7 95.6: 5.3 4.4
Old : 100.0: 23.0 34.0 26.1 45.7 35.4 94.7 95.5: 5.3 4.5
Other: 100.0: 12.3 9.4 27.6 54.6 59.1 94.6 96.2: 5.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 126 132 116 136 111 319 310:
Old : 408: 131 129 113 131 107 312 303:
Other: 148: 23 27 20 77 57 115 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 : 11.0 14.1 19.8 24.4 9.0 11.4 16.9 18.9
Old : 10.9 14.9 20.0 24.9 10.5 12.2 18.8 19.8
Other: 22.9 34.3 38.3 49.9 16.9 28.5 28.9 37.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 79,429: 59,958 34,349 2,872 9,408 40,445 72,238 77,666: 7,191 1,763
Old : 79,429: 59,958 34,349 2,872 9,408 40,445 72,238 77,666: 7,191 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 8,409: 7,748 4,080 -770 939 4,949 7,917 8,258: 492 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 43.2 3.6 11.8 50.9 90.9 97.8: 9.1 2.2
Old : 100.0: 75.5 43.2 3.6 11.8 50.9 90.9 97.8: 9.1 2.2
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 : 135: 93 21 13 19 6 121 31:
Old : 135: 93 21 13 19 6 121 31:
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 : 31.6 71.0 47.8 89.3 30.1 69.8 46.3 87.8
Old : 31.6 71.0 47.8 89.3 30.1 69.8 46.3 87.8
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 5, 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 : 381,079: 66,405 34,508 6,787 280,735 324,674 353,927 365,970: 27,152 15,110
Old : 381,079: 66,405 34,508 6,787 280,735 324,674 353,927 365,970: 27,152 15,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 8,928: 2,868 -684 3,247 3,354 6,924 9,469 9,487: -541 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.1 1.8 73.7 85.2 92.9 96.0: 7.1 4.0
Old : 100.0: 17.4 9.1 1.8 73.7 85.2 92.9 96.0: 7.1 4.0
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 : 258: 54 33 13 110 101 172 140:
Old : 258: 54 33 13 110 101 172 140:
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 : 27.8 33.1 38.8 46.3 26.2 33.1 37.0 46.3
Old : 27.8 33.1 38.8 46.3 26.2 33.1 37.0 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013