COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 222,241: 64,781 16,138 44,933 96,537 147,924 206,252 208,995: 15,989 13,246
Old : 211,050: 63,367 17,447 41,760 91,108 138,964 196,235 198,171: 14,814 12,879
Other: 11,191: 2,959 237 1,628 5,429 8,960 10,016 10,825: 1,175 367
: : :
: : Changes in Commitments from: December 24, 2013 :
: 4,494: 4,356 -532 195 -1,644 6,341 2,907 6,003: 1,587 -1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.3 20.2 43.4 66.6 92.8 94.0: 7.2 6.0
Old : 100.0: 30.0 8.3 19.8 43.2 65.8 93.0 93.9: 7.0 6.1
Other: 100.0: 26.4 2.1 14.5 48.5 80.1 89.5 96.7: 10.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 107 63 73 67 78 212 179:
Old : 257: 104 65 70 56 76 199 175:
Other: 88: 22 10 20 36 31 66 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 : 13.3 25.2 23.8 35.2 10.8 16.5 19.0 24.3
Old : 13.9 26.2 24.2 35.4 10.8 17.3 19.3 24.9
Other: 29.5 43.4 48.9 60.7 29.4 43.3 47.5 59.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 18,892: 3,048 930 3,569 9,599 13,763 16,216 18,263: 2,675 629
Old : 18,887: 3,048 930 3,569 9,594 13,758 16,211 18,258: 2,675 629
Other: 5: 0 0 0 5 5 5 5: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -734: -300 -147 53 -187 -163 -434 -257: -300 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.9 18.9 50.8 72.9 85.8 96.7: 14.2 3.3
Old : 100.0: 16.1 4.9 18.9 50.8 72.8 85.8 96.7: 14.2 3.3
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 : 77: 28 18 18 27 13 66 41:
Old : 77: 28 18 18 27 13 66 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 : 23.8 70.5 37.5 83.6 21.7 65.7 32.3 69.4
Old : 23.8 70.5 37.5 83.6 21.7 65.7 32.3 69.4
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, December 31, 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 : 240,363: 97,208 15,393 61,971 68,246 157,234 227,425 234,597: 12,938 5,766
Old : 214,822: 96,404 19,013 53,197 52,690 137,421 202,291 209,632: 12,531 5,190
Other: 25,541: 7,902 3,477 1,676 15,556 19,813 25,134 24,965: 407 576
: : :
: : Changes in Commitments from: December 24, 2013 :
: -9,940: -4,724 -3,336 -1,952 -99 -4,473 -6,775 -9,762: -3,165 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 6.4 25.8 28.4 65.4 94.6 97.6: 5.4 2.4
Old : 100.0: 44.9 8.9 24.8 24.5 64.0 94.2 97.6: 5.8 2.4
Other: 100.0: 30.9 13.6 6.6 60.9 77.6 98.4 97.7: 1.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 110 40 63 57 54 193 135:
Old : 220: 110 40 61 55 49 189 128:
Other: 72: 17 13 13 25 28 49 48:
:----------------------------------------------------------------------------------------------------
: 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 29.4 42.3 15.4 24.5 23.5 34.6
Old : 18.2 28.3 27.9 42.0 15.1 25.7 24.1 36.7
Other: 65.1 50.0 74.8 67.4 50.9 38.9 59.6 52.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,016,071: 228,009 203,386 184,097 515,607 537,350 927,713 924,833: 88,358 91,238
Old : 1,016,071: 228,009 203,386 184,097 515,607 537,350 927,713 924,833: 88,358 91,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -6,949: -122 90 1,827 -8,697 -7,733 -6,992 -5,815: 42 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 20.0 18.1 50.7 52.9 91.3 91.0: 8.7 9.0
Old : 100.0: 22.4 20.0 18.1 50.7 52.9 91.3 91.0: 8.7 9.0
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 : 238: 74 67 63 83 81 192 179:
Old : 238: 74 67 63 83 81 192 179:
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 : 14.6 20.3 23.8 31.4 11.4 14.0 18.6 22.4
Old : 14.6 20.3 23.8 31.4 11.4 14.0 18.6 22.4
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, December 31, 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 : 173,018: 41,977 45,947 37,604 84,416 82,907 163,997 166,458: 9,021 6,560
Old : 160,652: 41,332 46,128 34,172 76,611 73,820 152,115 154,121: 8,536 6,531
Other: 12,366: 1,658 832 2,419 7,805 9,086 11,882 12,338: 485 29
: : :
: : Changes in Commitments from: December 24, 2013 :
: -1,436: -1,349 -364 -19 -262 -157 -1,630 -540: 194 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 26.6 21.7 48.8 47.9 94.8 96.2: 5.2 3.8
Old : 100.0: 25.7 28.7 21.3 47.7 46.0 94.7 95.9: 5.3 4.1
Other: 100.0: 13.4 6.7 19.6 63.1 73.5 96.1 99.8: 3.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 124 103 103 126 108 304 267:
Old : 369: 122 104 100 124 106 301 261:
Other: 119: 20 15 17 63 48 91 72:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 12.8 21.6 22.2 11.6 10.4 20.4 18.2
Old : 12.3 13.4 23.0 22.8 12.3 11.0 21.6 19.3
Other: 30.5 31.5 46.9 53.5 23.1 28.1 36.2 43.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 44,855: 27,990 32,292 2,150 8,192 7,880 38,332 42,321: 6,522 2,534
Old : 44,855: 27,990 32,292 2,150 8,192 7,880 38,332 42,321: 6,522 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 130: -777 -1,185 77 1,338 1,368 638 260: -508 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 72.0 4.8 18.3 17.6 85.5 94.4: 14.5 5.6
Old : 100.0: 62.4 72.0 4.8 18.3 17.6 85.5 94.4: 14.5 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 : 142: 80 42 12 16 7 104 53:
Old : 142: 80 42 12 16 7 104 53:
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 : 39.0 42.8 48.2 59.4 37.2 41.6 46.4 58.2
Old : 39.0 42.8 48.2 59.4 37.2 41.6 46.4 58.2
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, December 31, 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 : 297,417: 44,052 37,882 6,555 225,572 240,530 276,178 284,966: 21,239 12,451
Old : 297,417: 44,052 37,882 6,555 225,572 240,530 276,178 284,966: 21,239 12,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 3,382: 4,238 -731 -890 797 6,266 4,145 4,645: -763 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.7 2.2 75.8 80.9 92.9 95.8: 7.1 4.2
Old : 100.0: 14.8 12.7 2.2 75.8 80.9 92.9 95.8: 7.1 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 : 245: 53 36 13 97 91 156 134:
Old : 245: 53 36 13 97 91 156 134:
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 : 23.3 33.6 34.2 45.5 22.9 33.6 33.1 45.5
Old : 23.3 33.6 34.2 45.5 22.9 33.6 33.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014