COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,210: 64,420 16,046 46,803 97,820 149,042 209,044 211,891: 16,166 13,319
Old : 212,028: 62,827 17,356 43,098 91,176 138,698 197,101 199,152: 14,927 12,876
Other: 13,182: 3,291 388 2,007 6,644 10,344 11,943 12,739: 1,239 443
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,969: -361 -92 1,870 1,283 1,118 2,792 2,896: 177 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.1 20.8 43.4 66.2 92.8 94.1: 7.2 5.9
Old : 100.0: 29.6 8.2 20.3 43.0 65.4 93.0 93.9: 7.0 6.1
Other: 100.0: 25.0 2.9 15.2 50.4 78.5 90.6 96.6: 9.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 104 67 75 68 75 215 178:
Old : 258: 102 69 72 57 73 202 174:
Other: 89: 26 9 20 36 30 65 56:
:----------------------------------------------------------------------------------------------------
: 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 25.8 24.1 35.7 10.5 16.3 18.6 23.9
Old : 14.2 26.6 24.4 35.8 10.2 17.3 18.7 24.7
Other: 26.7 42.2 46.3 58.7 26.3 42.1 45.1 58.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,809: 3,156 1,087 3,707 9,782 14,069 16,645 18,864: 3,164 946
Old : 19,804: 3,156 1,087 3,707 9,777 14,064 16,640 18,859: 3,164 946
Other: 5: 0 0 0 5 5 5 5: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 918: 108 157 138 183 306 429 601: 489 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.5 18.7 49.4 71.0 84.0 95.2: 16.0 4.8
Old : 100.0: 15.9 5.5 18.7 49.4 71.0 84.0 95.2: 16.0 4.8
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 26 22 18 28 13 67 41:
Old : 78: 26 22 18 28 13 67 41:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 68.7 37.5 81.5 21.0 63.0 31.4 67.2
Old : 23.9 68.7 37.5 81.5 21.0 63.0 31.4 67.2
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 235,121: 93,556 15,993 57,475 71,685 155,400 222,716 228,867: 12,406 6,254
Old : 207,883: 91,928 18,688 48,588 55,306 134,893 195,822 202,170: 12,061 5,713
Other: 27,239: 7,688 3,365 2,826 16,379 20,507 26,893 26,698: 345 541
: : :
: : Changes in Commitments from: December 31, 2013 :
: -5,242: -3,653 600 -4,496 3,440 -1,833 -4,710 -5,730: -532 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 6.8 24.4 30.5 66.1 94.7 97.3: 5.3 2.7
Old : 100.0: 44.2 9.0 23.4 26.6 64.9 94.2 97.3: 5.8 2.7
Other: 100.0: 28.2 12.4 10.4 60.1 75.3 98.7 98.0: 1.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 100 44 61 55 54 186 135:
Old : 215: 102 43 59 53 48 182 127:
Other: 77: 17 15 14 30 29 55 50:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 29.2 29.2 41.7 15.3 24.8 23.2 35.1
Old : 17.9 28.4 27.8 41.5 15.0 26.3 23.8 37.0
Other: 61.5 46.9 70.2 64.8 48.2 36.6 56.1 50.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,031,751: 231,631 215,027 192,513 518,458 530,486 942,603 938,025: 89,149 93,726
Old : 1,031,751: 231,631 215,027 192,513 518,458 530,486 942,603 938,025: 89,149 93,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 15,680: 3,622 11,641 8,416 2,851 -6,865 14,889 13,192: 791 2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.8 18.7 50.3 51.4 91.4 90.9: 8.6 9.1
Old : 100.0: 22.5 20.8 18.7 50.3 51.4 91.4 90.9: 8.6 9.1
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 : 247: 77 74 68 80 80 194 190:
Old : 247: 77 74 68 80 80 194 190:
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 : 14.2 19.9 23.5 31.1 11.2 14.1 18.2 22.2
Old : 14.2 19.9 23.5 31.1 11.2 14.1 18.2 22.2
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 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,199: 43,371 42,186 40,627 85,418 88,508 169,416 171,321: 9,782 7,878
Old : 164,939: 42,706 42,003 36,723 76,456 78,650 155,885 157,376: 9,054 7,562
Other: 14,260: 1,700 1,218 2,869 8,962 9,858 13,531 13,945: 729 315
: : :
: : Changes in Commitments from: December 31, 2013 :
: 6,181: 1,395 -3,761 3,023 1,002 5,601 5,419 4,863: 762 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.5 22.7 47.7 49.4 94.5 95.6: 5.5 4.4
Old : 100.0: 25.9 25.5 22.3 46.4 47.7 94.5 95.4: 5.5 4.6
Other: 100.0: 11.9 8.5 20.1 62.8 69.1 94.9 97.8: 5.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 135 99 103 131 108 318 262:
Old : 375: 129 104 100 129 106 315 256:
Other: 121: 26 10 18 65 49 95 73:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 12.5 20.7 21.8 11.2 10.2 19.4 18.1
Old : 12.0 13.3 22.2 22.6 12.0 10.8 20.8 19.3
Other: 27.7 28.5 44.5 48.2 21.4 26.1 34.5 40.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,658: 29,489 32,083 2,064 7,442 11,390 38,995 45,537: 8,664 2,121
Old : 47,658: 29,489 32,083 2,064 7,442 11,390 38,995 45,537: 8,664 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,803: 1,498 -209 -85 -751 3,510 662 3,216: 2,141 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 67.3 4.3 15.6 23.9 81.8 95.5: 18.2 4.5
Old : 100.0: 61.9 67.3 4.3 15.6 23.9 81.8 95.5: 18.2 4.5
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 : 138: 85 31 13 19 6 112 42:
Old : 138: 85 31 13 19 6 112 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 : 36.7 36.8 44.7 63.4 35.0 36.8 43.0 61.6
Old : 36.7 36.8 44.7 63.4 35.0 36.8 43.0 61.6
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 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,549: 45,173 38,073 6,758 221,162 237,938 273,093 282,768: 22,457 12,781
Old : 295,549: 45,173 38,073 6,758 221,162 237,938 273,093 282,768: 22,457 12,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,868: 1,121 191 203 -4,409 -2,592 -3,086 -2,198: 1,218 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.9 2.3 74.8 80.5 92.4 95.7: 7.6 4.3
Old : 100.0: 15.3 12.9 2.3 74.8 80.5 92.4 95.7: 7.6 4.3
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 : 250: 58 35 15 101 89 164 134:
Old : 250: 58 35 15 101 89 164 134:
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 : 22.3 32.7 33.5 44.7 21.8 32.7 31.5 44.7
Old : 22.3 32.7 33.5 44.7 21.8 32.7 31.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014