COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 251,350: 84,259 16,086 64,711 82,604 158,861 231,574 239,658: 19,775 11,692
Old : 195,764: 75,990 20,886 45,329 59,971 119,665 181,290 185,879: 14,475 9,885
Other: 55,585: 20,059 6,990 7,593 22,633 39,196 50,285 53,778: 5,301 1,807
: : :
: : Changes in Commitments from: March 18, 2014 :
: 7,134: 1,742 1,896 4,599 1,454 -15 7,795 6,480: -660 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.4 25.7 32.9 63.2 92.1 95.3: 7.9 4.7
Old : 100.0: 38.8 10.7 23.2 30.6 61.1 92.6 95.0: 7.4 5.0
Other: 100.0: 36.1 12.6 13.7 40.7 70.5 90.5 96.7: 9.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 142 53 88 67 74 241 185:
Old : 273: 126 60 74 56 70 213 174:
Other: 155: 57 24 29 47 51 115 95:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 25.7 20.9 36.0 8.9 20.5 15.8 28.3
Old : 12.4 26.5 21.1 37.4 9.2 20.9 16.8 29.5
Other: 20.6 36.5 33.1 48.6 20.5 32.9 30.5 42.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 21,139: 7,056 1,768 3,140 7,736 15,263 17,932 20,171: 3,207 969
Old : 21,117: 7,056 1,768 3,139 7,715 15,248 17,910 20,155: 3,207 962
Other: 23: 0 0 1 21 15 22 16: 0 7
: : :
: : Changes in Commitments from: March 18, 2014 :
: -342: -446 82 270 135 -890 -41 -538: -301 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.4 14.9 36.6 72.2 84.8 95.4: 15.2 4.6
Old : 100.0: 33.4 8.4 14.9 36.5 72.2 84.8 95.4: 15.2 4.6
Other: 100.0: 0.1 0.0 4.4 94.1 64.6 98.5 68.9: 1.5 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 38 14 22 27 17 76 43:
Old : 84: 38 14 22 27 17 76 43:
Other: 5: 1 0 1 3 1 4 2:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 57.6 37.6 75.5 23.2 51.5 34.5 64.9
Old : 23.4 57.6 37.6 75.5 23.2 51.5 34.4 64.9
Other: 98.5 68.9 98.5 68.9 94.2 64.6 94.2 64.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 249,618: 97,747 25,046 60,520 77,218 158,597 235,484 244,163: 14,134 5,455
Old : 197,332: 94,260 33,568 38,201 51,530 120,560 183,991 192,329: 13,341 5,003
Other: 52,285: 15,448 3,439 10,357 25,688 38,036 51,493 51,833: 792 452
: : :
: : Changes in Commitments from: March 18, 2014 :
: -200: -5,062 499 2,523 2,765 -3,721 227 -699: -427 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 10.0 24.2 30.9 63.5 94.3 97.8: 5.7 2.2
Old : 100.0: 47.8 17.0 19.4 26.1 61.1 93.2 97.5: 6.8 2.5
Other: 100.0: 29.5 6.6 19.8 49.1 72.7 98.5 99.1: 1.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 108 49 63 58 60 196 148:
Old : 223: 110 44 59 54 55 187 137:
Other: 96: 21 24 29 35 34 74 69:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 30.0 29.8 42.3 16.2 21.6 24.6 32.2
Old : 18.5 30.6 29.0 44.3 17.4 25.6 27.7 38.8
Other: 46.1 43.4 57.9 58.2 37.3 37.2 45.1 45.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 964,089: 236,355 86,645 176,874 473,881 628,717 887,110 892,235: 76,980 71,854
Old : 964,089: 236,355 86,645 176,874 473,881 628,717 887,110 892,235: 76,980 71,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,133: 3,394 5,580 -6,435 8,062 -27 5,021 -882: -2,888 3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 9.0 18.3 49.2 65.2 92.0 92.5: 8.0 7.5
Old : 100.0: 24.5 9.0 18.3 49.2 65.2 92.0 92.5: 8.0 7.5
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 : 206: 64 48 57 78 83 171 161:
Old : 206: 64 48 57 78 83 171 161:
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 22.6 23.6 34.3 12.1 18.6 19.7 25.6
Old : 14.7 22.6 23.6 34.3 12.1 18.6 19.7 25.6
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 25, 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 : 259,294: 54,279 9,265 90,105 104,997 154,268 249,381 253,638: 9,913 5,655
Old : 210,151: 52,169 10,626 71,280 78,069 122,768 201,519 204,675: 8,633 5,476
Other: 49,143: 5,816 2,344 15,119 26,927 31,500 47,862 48,963: 1,281 179
: : :
: : Changes in Commitments from: March 18, 2014 :
: 1,311: 1,426 977 1,286 -1,393 -193 1,319 2,070: -8 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.6 34.8 40.5 59.5 96.2 97.8: 3.8 2.2
Old : 100.0: 24.8 5.1 33.9 37.1 58.4 95.9 97.4: 4.1 2.6
Other: 100.0: 11.8 4.8 30.8 54.8 64.1 97.4 99.6: 2.6 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 130 66 114 136 139 321 274:
Old : 360: 128 70 104 128 134 306 264:
Other: 193: 43 26 40 91 93 154 141:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 15.6 21.1 27.5 6.7 10.7 12.0 16.4
Old : 12.6 17.7 21.7 29.9 8.0 13.0 14.4 20.3
Other: 18.6 18.3 31.7 31.8 8.7 14.4 14.6 21.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 50,878: 31,742 42,793 2,917 8,025 2,767 42,684 48,477: 8,195 2,402
Old : 50,878: 31,742 42,793 2,917 8,025 2,767 42,684 48,477: 8,195 2,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -1,145: -60 -1,176 91 -1,261 524 -1,229 -562: 84 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 84.1 5.7 15.8 5.4 83.9 95.3: 16.1 4.7
Old : 100.0: 62.4 84.1 5.7 15.8 5.4 83.9 95.3: 16.1 4.7
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 : 144: 82 43 13 14 8 105 55:
Old : 144: 82 43 13 14 8 105 55:
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 : 35.6 37.6 46.4 58.6 34.1 35.8 44.4 55.2
Old : 35.6 37.6 46.4 58.6 34.1 35.8 44.4 55.2
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 25, 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 : 317,009: 44,529 42,187 7,163 241,941 252,930 293,633 302,280: 23,375 14,729
Old : 317,009: 44,529 42,187 7,163 241,941 252,930 293,633 302,280: 23,375 14,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -42,349: -10,815 -2,821 -916 -30,372 -36,490 -42,103 -40,228: -245 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.3 2.3 76.3 79.8 92.6 95.4: 7.4 4.6
Old : 100.0: 14.0 13.3 2.3 76.3 79.8 92.6 95.4: 7.4 4.6
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 : 236: 39 32 10 98 105 142 142:
Old : 236: 39 32 10 98 105 142 142:
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 : 29.3 36.4 40.3 45.9 27.4 36.4 37.8 45.9
Old : 29.3 36.4 40.3 45.9 27.4 36.4 37.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014