COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 263,785: 75,945 12,202 49,822 119,257 186,372 245,024 248,396: 18,760 15,389
Old : 156,245: 48,120 16,818 26,201 71,253 102,493 145,574 145,512: 10,671 10,733
Other: 107,540: 34,692 2,250 16,755 48,004 83,879 99,451 102,884: 8,089 4,656
: : :
: : Changes in Commitments from: May 21, 2013 :
: -1,778: -7,764 3,186 4,153 3,506 -12,581 -105 -5,241: -1,673 3,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 4.6 18.9 45.2 70.7 92.9 94.2: 7.1 5.8
Old : 100.0: 30.8 10.8 16.8 45.6 65.6 93.2 93.1: 6.8 6.9
Other: 100.0: 32.3 2.1 15.6 44.6 78.0 92.5 95.7: 7.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 124 64 79 57 72 220 178:
Old : 243: 98 69 52 49 59 173 154:
Other: 180: 80 24 45 47 64 146 114:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 33.1 24.6 46.5 10.7 24.5 17.3 33.1
Old : 17.2 41.1 28.1 51.0 16.6 37.9 24.5 45.1
Other: 16.4 35.3 26.7 48.0 13.7 31.9 23.1 42.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 26,395: 10,594 348 4,213 7,283 20,840 22,090 25,401: 4,304 994
Old : 25,604: 10,628 384 3,760 6,997 20,525 21,384 24,668: 4,220 936
Other: 791: 66 64 353 287 315 706 732: 85 58
: : :
: : Changes in Commitments from: May 21, 2013 :
: 650: 880 -351 329 -603 781 606 759: 44 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 1.3 16.0 27.6 79.0 83.7 96.2: 16.3 3.8
Old : 100.0: 41.5 1.5 14.7 27.3 80.2 83.5 96.3: 16.5 3.7
Other: 100.0: 8.4 8.1 44.6 36.2 39.8 89.3 92.6: 10.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 57 9 20 23 14 87 36:
Old : 92: 55 11 20 23 14 87 36:
Other: 21: 5 8 9 8 1 19 12:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 68.4 28.0 82.1 15.8 65.5 27.2 73.0
Old : 16.3 69.2 28.3 82.4 16.3 66.4 28.0 74.2
Other: 52.4 78.2 71.9 89.6 26.7 41.9 37.3 44.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 240,541: 73,724 25,016 55,405 98,052 153,127 227,181 233,548: 13,360 6,993
Old : 144,433: 60,926 31,574 27,014 45,921 79,445 133,862 138,033: 10,571 6,400
Other: 96,108: 27,409 8,053 13,779 52,131 73,682 93,319 95,514: 2,789 594
: : :
: : Changes in Commitments from: May 21, 2013 :
: -7,042: -6,667 -4,760 -1,265 2,290 -897 -5,642 -6,922: -1,401 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.4 23.0 40.8 63.7 94.4 97.1: 5.6 2.9
Old : 100.0: 42.2 21.9 18.7 31.8 55.0 92.7 95.6: 7.3 4.4
Other: 100.0: 28.5 8.4 14.3 54.2 76.7 97.1 99.4: 2.9 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 73 54 57 57 58 164 138:
Old : 195: 73 51 44 51 52 146 126:
Other: 104: 26 19 22 45 37 85 64:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 29.7 37.0 44.1 20.6 22.6 29.4 32.4
Old : 21.3 26.4 34.4 39.8 20.1 22.0 31.2 33.4
Other: 43.3 46.1 56.9 63.8 36.6 41.6 49.0 55.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,044,162: 224,369 245,566 169,701 564,664 525,652 958,734 940,919: 85,429 103,243
Old : 1,044,162: 224,369 245,566 169,701 564,664 525,652 958,734 940,919: 85,429 103,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 38,266: 6,076 -2,383 17,428 17,871 29,938 41,374 44,982: -3,108 -6,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.5 16.3 54.1 50.3 91.8 90.1: 8.2 9.9
Old : 100.0: 21.5 23.5 16.3 54.1 50.3 91.8 90.1: 8.2 9.9
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: 84 76 71 87 79 206 195:
Old : 258: 84 76 71 87 79 206 195:
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 : 12.5 19.2 23.0 30.1 11.7 13.3 20.2 20.0
Old : 12.5 19.2 23.0 30.1 11.7 13.3 20.2 20.0
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, May 28, 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 : 235,122: 42,684 61,955 68,853 111,899 93,576 223,436 224,384: 11,686 10,738
Old : 184,453: 41,845 61,942 48,901 84,236 64,428 174,981 175,271: 9,472 9,182
Other: 50,669: 7,348 6,522 13,444 27,663 29,147 48,455 49,113: 2,214 1,556
: : :
: : Changes in Commitments from: May 21, 2013 :
: 20,988: 2,420 12,415 7,337 8,599 -303 18,357 19,449: 2,632 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 26.4 29.3 47.6 39.8 95.0 95.4: 5.0 4.6
Old : 100.0: 22.7 33.6 26.5 45.7 34.9 94.9 95.0: 5.1 5.0
Other: 100.0: 14.5 12.9 26.5 54.6 57.5 95.6 96.9: 4.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 136 125 119 134 110 326 306:
Old : 405: 134 122 106 120 100 297 289:
Other: 200: 45 38 32 101 75 166 125:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 13.1 20.1 22.6 8.3 7.8 15.6 13.9
Old : 10.5 13.0 19.8 21.7 9.8 9.6 17.0 16.9
Other: 18.5 24.2 29.9 41.2 13.3 16.6 20.8 27.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 93,195: 72,437 27,015 2,531 5,026 61,989 79,994 91,536: 13,201 1,660
Old : 93,195: 72,437 27,015 2,531 5,026 61,989 79,994 91,536: 13,201 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -1,990: -3,114 -2,827 598 236 -190 -2,280 -2,418: 290 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 29.0 2.7 5.4 66.5 85.8 98.2: 14.2 1.8
Old : 100.0: 77.7 29.0 2.7 5.4 66.5 85.8 98.2: 14.2 1.8
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 : 163: 130 16 12 15 5 150 28:
Old : 163: 130 16 12 15 5 150 28:
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 : 28.5 81.7 41.1 93.2 27.5 81.6 39.6 92.8
Old : 28.5 81.7 41.1 93.2 27.5 81.6 39.6 92.8
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, May 28, 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 : 368,261: 60,568 31,534 7,290 272,851 308,684 340,709 347,508: 27,552 20,754
Old : 368,261: 60,568 31,534 7,290 272,851 308,684 340,709 347,508: 27,552 20,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -4,096: 4,309 -1,582 -59 -8,768 -1,148 -4,517 -2,788: 421 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.6 2.0 74.1 83.8 92.5 94.4: 7.5 5.6
Old : 100.0: 16.4 8.6 2.0 74.1 83.8 92.5 94.4: 7.5 5.6
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 : 261: 55 32 15 110 103 171 144:
Old : 261: 55 32 15 110 103 171 144:
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 : 30.6 34.0 40.4 45.8 28.0 34.0 37.3 44.9
Old : 30.6 34.0 40.4 45.8 28.0 34.0 37.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013