COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 309,150: 98,988 11,192 69,821 113,860 216,694 282,668 297,706: 26,482 11,444
Old : 250,160: 83,967 11,996 56,243 88,199 173,359 228,409 241,598: 21,751 8,562
Other: 58,991: 17,536 1,711 11,063 25,661 43,335 54,259 56,108: 4,732 2,883
: : :
: : Changes in Commitments from: March 19, 2013 :
: -8,238: -5,712 524 556 -3,352 -10,522 -8,508 -9,442: 270 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.6 22.6 36.8 70.1 91.4 96.3: 8.6 3.7
Old : 100.0: 33.6 4.8 22.5 35.3 69.3 91.3 96.6: 8.7 3.4
Other: 100.0: 29.7 2.9 18.8 43.5 73.5 92.0 95.1: 8.0 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 173 48 88 61 69 261 180:
Old : 291: 159 56 78 54 65 243 169:
Other: 149: 59 18 27 47 55 114 92:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 32.7 22.7 45.7 8.6 25.9 14.6 34.0
Old : 13.5 35.6 21.9 48.5 8.5 29.6 14.5 37.2
Other: 23.3 31.8 35.8 45.6 21.4 31.1 31.1 43.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 25,543: 8,106 2,816 5,208 8,623 16,276 21,936 24,300: 3,607 1,243
Old : 25,427: 8,143 2,812 5,148 8,550 16,227 21,841 24,186: 3,586 1,241
Other: 116: 0 42 22 72 50 95 114: 21 2
: : :
: : Changes in Commitments from: March 19, 2013 :
: -132: 745 -162 75 -1,037 -174 -217 -261: 85 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.0 20.4 33.8 63.7 85.9 95.1: 14.1 4.9
Old : 100.0: 32.0 11.1 20.2 33.6 63.8 85.9 95.1: 14.1 4.9
Other: 100.0: 0.4 36.0 19.2 62.3 43.1 81.9 98.3: 18.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 53 14 19 23 15 83 42:
Old : 94: 53 14 19 23 15 83 42:
Other: 10: 2 5 6 2 1 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 52.4 28.4 68.7 14.4 46.5 25.8 59.8
Old : 16.0 52.4 28.5 68.7 14.5 46.5 25.9 59.8
Other: 76.2 92.0 81.9 98.3 62.7 78.1 62.7 79.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 218,925: 63,470 47,007 40,142 102,801 120,749 206,413 207,898: 12,512 11,028
Old : 160,174: 53,837 47,949 26,434 68,634 75,251 148,905 149,635: 11,269 10,539
Other: 58,752: 12,688 2,112 10,653 34,167 45,498 57,508 58,263: 1,243 489
: : :
: : Changes in Commitments from: March 19, 2013 :
: 1,177: -2,557 -4,037 1,187 2,307 5,036 937 2,186: 240 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 21.5 18.3 47.0 55.2 94.3 95.0: 5.7 5.0
Old : 100.0: 33.6 29.9 16.5 42.8 47.0 93.0 93.4: 7.0 6.6
Other: 100.0: 21.6 3.6 18.1 58.2 77.4 97.9 99.2: 2.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 62 78 51 54 55 149 156:
Old : 209: 63 73 50 53 53 145 151:
Other: 78: 16 14 15 34 31 56 54:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 23.4 41.4 39.1 25.2 18.9 32.1 28.2
Old : 26.7 20.6 37.2 33.5 23.7 19.7 33.6 29.6
Other: 52.2 48.4 65.4 70.4 41.3 39.2 51.2 53.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 944,192: 203,698 193,382 149,869 499,823 504,068 853,390 847,319: 90,801 96,873
Old : 944,192: 203,698 193,382 149,869 499,823 504,068 853,390 847,319: 90,801 96,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 42,360: -1,141 27,701 15,384 32,234 -6,168 46,477 36,917: -4,117 5,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.5 15.9 52.9 53.4 90.4 89.7: 9.6 10.3
Old : 100.0: 21.6 20.5 15.9 52.9 53.4 90.4 89.7: 9.6 10.3
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 : 229: 69 63 62 83 81 185 177:
Old : 229: 69 63 62 83 81 185 177:
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 : 12.8 17.9 22.5 28.7 12.2 14.6 21.3 20.7
Old : 12.8 17.9 22.5 28.7 12.2 14.6 21.3 20.7
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 26, 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 : 227,610: 44,803 71,164 65,342 107,267 82,012 217,411 218,518: 10,199 9,092
Old : 204,000: 44,614 71,253 55,488 94,503 68,616 194,604 195,356: 9,396 8,644
Other: 23,610: 3,146 2,868 6,897 12,764 13,397 22,807 23,162: 803 448
: : :
: : Changes in Commitments from: March 19, 2013 :
: 1,565: -563 -817 3,011 907 1,145 3,355 3,339: -1,790 -1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 31.3 28.7 47.1 36.0 95.5 96.0: 4.5 4.0
Old : 100.0: 21.9 34.9 27.2 46.3 33.6 95.4 95.8: 4.6 4.2
Other: 100.0: 13.3 12.1 29.2 54.1 56.7 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 140 143 128 141 110 345 328:
Old : 437: 142 141 124 136 106 337 320:
Other: 163: 32 28 22 85 59 132 94:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 12.6 20.2 22.4 8.4 9.8 16.0 16.7
Old : 10.9 13.3 19.9 22.8 9.8 10.9 17.9 18.4
Other: 22.8 33.6 36.0 47.9 14.4 22.3 22.5 30.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 83,531: 67,997 13,655 2,346 6,904 66,309 77,247 82,310: 6,283 1,221
Old : 83,531: 67,997 13,655 2,346 6,904 66,309 77,247 82,310: 6,283 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -2,627: -2,036 -2,533 221 -35 -313 -1,850 -2,624: -777 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 16.3 2.8 8.3 79.4 92.5 98.5: 7.5 1.5
Old : 100.0: 81.4 16.3 2.8 8.3 79.4 92.5 98.5: 7.5 1.5
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 : 125: 87 17 10 14 10 107 31:
Old : 125: 87 17 10 14 10 107 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 : 36.5 85.1 53.5 93.1 35.3 84.9 51.7 92.2
Old : 36.5 85.1 53.5 93.1 35.3 84.9 51.7 92.2
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 26, 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 : 380,424: 61,759 30,586 7,485 283,461 328,371 352,705 366,442: 27,719 13,982
Old : 380,424: 61,759 30,586 7,485 283,461 328,371 352,705 366,442: 27,719 13,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 3,853: -1,141 2,403 -102 3,338 615 2,096 2,916: 1,758 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.0 2.0 74.5 86.3 92.7 96.3: 7.3 3.7
Old : 100.0: 16.2 8.0 2.0 74.5 86.3 92.7 96.3: 7.3 3.7
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 : 254: 54 34 13 101 99 162 139:
Old : 254: 54 34 13 101 99 162 139:
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 : 29.2 37.0 42.1 49.2 26.4 37.0 39.4 48.7
Old : 29.2 37.0 42.1 49.2 26.4 37.0 39.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013