COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 197,765: 49,447 36,663 37,714 99,299 106,192 186,459 180,568: 11,306 17,197
Old : 187,955: 47,961 37,295 35,491 94,016 98,244 177,469 171,031: 10,486 16,924
Other: 9,810: 2,313 195 1,395 5,283 7,948 8,991 9,538: 820 273
: : :
: : Changes in Commitments from: November 19, 2013 :
: -1,102: 2,635 -177 3,013 -4,361 -1,875 1,287 961: -2,388 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.5 19.1 50.2 53.7 94.3 91.3: 5.7 8.7
Old : 100.0: 25.5 19.8 18.9 50.0 52.3 94.4 91.0: 5.6 9.0
Other: 100.0: 23.6 2.0 14.2 53.9 81.0 91.6 97.2: 8.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 85 78 66 63 66 175 184:
Old : 244: 83 80 64 55 65 166 182:
Other: 71: 18 8 15 31 27 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 20.7 29.4 30.6 13.0 16.3 23.0 22.3
Old : 18.4 21.8 29.9 30.7 12.9 17.2 23.4 22.8
Other: 31.1 56.9 48.8 68.9 30.0 56.4 47.0 66.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 20,726: 2,774 893 5,178 10,386 13,180 18,338 19,251: 2,388 1,475
Old : 20,726: 2,774 893 5,178 10,386 13,180 18,338 19,251: 2,388 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 227: 289 -626 23 -40 870 272 268: -45 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.3 25.0 50.1 63.6 88.5 92.9: 11.5 7.1
Old : 100.0: 13.4 4.3 25.0 50.1 63.6 88.5 92.9: 11.5 7.1
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 : 74: 31 14 18 28 11 68 35:
Old : 74: 31 14 18 28 11 68 35:
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 : 20.4 66.1 34.3 78.0 16.5 57.1 28.0 60.5
Old : 20.4 66.1 34.3 78.0 16.5 57.1 28.0 60.5
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 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 : 241,712: 104,350 26,775 50,185 71,554 158,306 226,090 235,266: 15,623 6,446
Old : 221,667: 103,932 28,409 45,288 57,131 141,666 206,351 215,363: 15,315 6,303
Other: 20,046: 4,411 2,359 904 14,424 16,640 19,738 19,903: 307 143
: : :
: : Changes in Commitments from: November 19, 2013 :
: 6,439: 1,126 -165 4,206 905 2,111 6,237 6,152: 202 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 11.1 20.8 29.6 65.5 93.5 97.3: 6.5 2.7
Old : 100.0: 46.9 12.8 20.4 25.8 63.9 93.1 97.2: 6.9 2.8
Other: 100.0: 22.0 11.8 4.5 72.0 83.0 98.5 99.3: 1.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 106 44 57 51 54 192 125:
Old : 223: 104 48 55 49 52 188 122:
Other: 62: 15 8 10 23 29 40 45:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 29.3 29.0 42.3 18.7 23.4 27.3 34.8
Old : 18.8 28.2 28.5 41.7 18.0 24.2 27.4 36.3
Other: 62.1 53.6 75.8 71.6 45.2 40.1 56.5 53.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 952,250: 230,684 82,106 163,549 482,973 635,923 877,206 881,578: 75,044 70,672
Old : 952,250: 230,684 82,106 163,549 482,973 635,923 877,206 881,578: 75,044 70,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -16,657: -11,173 11,517 -2,207 3,518 -33,614 -9,862 -24,304: -6,795 7,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.6 17.2 50.7 66.8 92.1 92.6: 7.9 7.4
Old : 100.0: 24.2 8.6 17.2 50.7 66.8 92.1 92.6: 7.9 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 : 233: 79 51 64 84 86 198 171:
Old : 233: 79 51 64 84 86 198 171:
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 : 14.7 24.2 24.9 35.6 12.8 19.4 21.3 28.8
Old : 14.7 24.2 24.9 35.6 12.8 19.4 21.3 28.8
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 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 : 177,347: 44,309 61,003 35,767 88,945 74,907 169,022 171,677: 8,325 5,670
Old : 167,070: 43,956 61,702 32,256 82,760 67,464 158,973 161,422: 8,097 5,648
Other: 10,277: 1,832 780 2,033 6,185 7,443 10,049 10,255: 228 22
: : :
: : Changes in Commitments from: November 19, 2013 :
: -2,289: -1,548 -3,855 557 -107 1,826 -1,097 -1,472: -1,191 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 34.4 20.2 50.2 42.2 95.3 96.8: 4.7 3.2
Old : 100.0: 26.3 36.9 19.3 49.5 40.4 95.2 96.6: 4.8 3.4
Other: 100.0: 17.8 7.6 19.8 60.2 72.4 97.8 99.8: 2.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 123 121 91 130 110 300 281:
Old : 393: 124 121 89 128 108 297 277:
Other: 111: 20 12 13 61 40 84 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 : 11.7 13.0 22.1 22.7 11.5 10.9 21.1 19.4
Old : 12.3 13.2 23.2 23.6 12.1 11.6 22.2 20.3
Other: 34.2 32.2 51.9 54.5 25.9 26.6 41.8 43.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 44,517: 31,988 16,409 2,439 3,493 24,125 37,920 42,973: 6,597 1,544
Old : 44,517: 31,988 16,409 2,439 3,493 24,125 37,920 42,973: 6,597 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -370: 559 -335 -415 -690 473 -545 -277: 176 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 36.9 5.5 7.8 54.2 85.2 96.5: 14.8 3.5
Old : 100.0: 71.9 36.9 5.5 7.8 54.2 85.2 96.5: 14.8 3.5
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 : 115: 74 23 15 13 8 92 42:
Old : 115: 74 23 15 13 8 92 42:
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 : 34.1 66.5 45.2 80.6 32.3 65.4 43.4 79.1
Old : 34.1 66.5 45.2 80.6 32.3 65.4 43.4 79.1
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 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 : 372,404: 47,127 43,383 8,160 296,537 305,209 351,825 356,752: 20,579 15,652
Old : 372,404: 47,127 43,383 8,160 296,537 305,209 351,825 356,752: 20,579 15,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 23,748: 12,851 6,583 313 12,963 19,439 26,127 26,335: -2,379 -2,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.6 2.2 79.6 82.0 94.5 95.8: 5.5 4.2
Old : 100.0: 12.7 11.6 2.2 79.6 82.0 94.5 95.8: 5.5 4.2
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 : 258: 54 38 17 103 98 167 143:
Old : 258: 54 38 17 103 98 167 143:
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 28.2 42.1 44.2 24.0 26.6 34.3 39.6
Old : 31.1 28.2 42.1 44.2 24.0 26.6 34.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013