COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 30, 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 : 182,378: 52,364 78,332 16,615 100,719 69,523 169,698 164,470: 12,680 17,908
Old : 176,381: 52,756 78,294 15,710 95,396 64,791 163,862 158,795: 12,519 17,586
Other: 5,997: 507 937 6 5,323 4,732 5,836 5,675: 161 322
: : :
: : Changes in Commitments from: September 23, 2014 :
: -383: -2,648 4,504 1,633 161 -6,640 -854 -503: 471 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 43.0 9.1 55.2 38.1 93.0 90.2: 7.0 9.8
Old : 100.0: 29.9 44.4 8.9 54.1 36.7 92.9 90.0: 7.1 10.0
Other: 100.0: 8.5 15.6 0.1 88.8 78.9 97.3 94.6: 2.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 88 113 60 60 53 179 200:
Old : 279: 90 112 60 60 51 179 198:
Other: 47: 5 8 1 17 20 23 29:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 14.9 29.6 26.6 14.5 13.2 24.6 23.7
Old : 18.4 15.0 30.1 26.8 14.6 13.3 24.9 23.6
Other: 71.7 43.7 86.9 67.4 71.0 43.7 86.1 67.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 30, 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 : 12,305: 3,316 2,336 314 6,839 8,140 10,469 10,790: 1,836 1,515
Old : 7,834: 2,912 1,554 0 3,582 5,037 6,494 6,591: 1,340 1,243
Other: 4,471: 661 1,039 57 3,257 3,103 3,975 4,199: 496 272
: : :
: : Changes in Commitments from: September 23, 2014 :
: -37: 38 268 39 -279 -492 -202 -185: 165 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 19.0 2.6 55.6 66.2 85.1 87.7: 14.9 12.3
Old : 100.0: 37.2 19.8 0.0 45.7 64.3 82.9 84.1: 17.1 15.9
Other: 100.0: 14.8 23.2 1.3 72.8 69.4 88.9 93.9: 11.1 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 24 15 7 24 12 50 32:
Old : 65: 24 11 0 19 11 43 22:
Other: 47: 12 9 3 21 7 34 18:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 54.8 48.4 70.2 32.2 54.5 48.4 70.0
Old : 39.4 57.3 50.7 69.1 39.4 57.3 50.7 69.1
Other: 39.5 70.2 57.3 86.4 39.5 69.8 57.3 85.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 30, 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 : 216,801: 110,225 26,800 20,540 72,182 162,154 202,947 209,494: 13,854 7,307
Old : 206,513: 110,227 26,638 20,428 62,206 152,268 192,861 199,334: 13,652 7,179
Other: 10,288: 83 247 27 9,976 9,886 10,086 10,160: 202 128
: : :
: : Changes in Commitments from: September 23, 2014 :
: 6,888: 5,537 2,895 1,618 -131 2,039 7,024 6,552: -136 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 12.4 9.5 33.3 74.8 93.6 96.6: 6.4 3.4
Old : 100.0: 53.4 12.9 9.9 30.1 73.7 93.4 96.5: 6.6 3.5
Other: 100.0: 0.8 2.4 0.3 97.0 96.1 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 118 32 46 51 56 194 114:
Old : 226: 119 32 46 51 56 194 114:
Other: 26: 1 2 1 12 14 13 17:
:----------------------------------------------------------------------------------------------------
: 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 39.3 30.2 51.3 18.8 34.4 27.6 45.7
Old : 17.8 39.0 28.2 50.8 17.1 34.7 26.3 45.8
Other: 89.5 69.6 95.7 92.3 80.0 68.9 86.0 84.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 30, 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 : 784,342: 261,721 252,076 63,223 405,312 394,201 730,256 709,500: 54,086 74,842
Old : 784,342: 261,721 252,076 63,223 405,312 394,201 730,256 709,500: 54,086 74,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -51,735: 6,750 5,828 -10,026 -45,490 -48,606 -48,766 -52,804: -2,969 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 32.1 8.1 51.7 50.3 93.1 90.5: 6.9 9.5
Old : 100.0: 33.4 32.1 8.1 51.7 50.3 93.1 90.5: 6.9 9.5
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 : 223: 67 65 50 76 67 168 158:
Old : 223: 67 65 50 76 67 168 158:
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 20.6 25.3 33.4 14.4 16.0 24.7 25.2
Old : 14.6 20.6 25.3 33.4 14.4 16.0 24.7 25.2
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 - Futures Only, September 30, 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 : 155,757: 56,110 12,989 16,363 77,362 122,387 149,835 151,739: 5,922 4,018
Old : 147,878: 56,258 13,769 14,203 71,839 116,013 142,300 143,985: 5,578 3,893
Other: 7,879: 1,192 560 820 5,523 6,374 7,535 7,754: 344 125
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,311: 1,676 -1,801 -33 -4 4,299 1,639 2,465: 672 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 8.3 10.5 49.7 78.6 96.2 97.4: 3.8 2.6
Old : 100.0: 38.0 9.3 9.6 48.6 78.5 96.2 97.4: 3.8 2.6
Other: 100.0: 15.1 7.1 10.4 70.1 80.9 95.6 98.4: 4.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 122 44 77 124 119 291 214:
Old : 335: 124 49 72 119 114 284 206:
Other: 89: 14 8 7 44 41 60 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 : 13.4 23.7 23.4 37.5 11.7 20.9 20.2 30.8
Old : 14.1 23.9 24.6 37.5 12.7 21.3 21.7 31.7
Other: 41.2 46.6 60.6 66.1 35.9 39.6 47.3 53.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 30, 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 : 95,588: 77,468 21,073 1,966 5,243 70,281 84,677 93,320: 10,911 2,268
Old : 95,588: 77,468 21,073 1,966 5,243 70,281 84,677 93,320: 10,911 2,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,572: 1,518 2,113 415 -115 323 1,818 2,851: 754 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 22.0 2.1 5.5 73.5 88.6 97.6: 11.4 2.4
Old : 100.0: 81.0 22.0 2.1 5.5 73.5 88.6 97.6: 11.4 2.4
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 : 183: 145 19 5 15 7 161 30:
Old : 183: 145 19 5 15 7 161 30:
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 : 26.4 75.3 37.8 86.1 25.8 75.3 37.3 86.0
Old : 26.4 75.3 37.8 86.1 25.8 75.3 37.3 86.0
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 - Futures Only, September 30, 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 : 400,969: 22,498 95,358 7,399 351,639 279,268 381,536 382,025: 19,433 18,944
Old : 400,969: 22,498 95,358 7,399 351,639 279,268 381,536 382,025: 19,433 18,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,752: -2,199 47 2,168 3,729 1,511 3,698 3,726: 54 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 23.8 1.8 87.7 69.6 95.2 95.3: 4.8 4.7
Old : 100.0: 5.6 23.8 1.8 87.7 69.6 95.2 95.3: 4.8 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 : 254: 26 54 7 104 110 135 166:
Old : 254: 26 54 7 104 110 135 166:
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 : 38.8 27.2 52.7 38.5 31.9 25.3 45.7 34.5
Old : 38.8 27.2 52.7 38.5 31.9 25.3 45.7 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, September 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 114,883: 28,362 11,335 3,585 77,100 97,826 109,047 112,746: 5,836 2,137
Old : 114,883: 28,362 11,335 3,585 77,100 97,826 109,047 112,746: 5,836 2,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 683: 85 240 405 -152 1,108 338 1,753: 345 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.9 3.1 67.1 85.2 94.9 98.1: 5.1 1.9
Old : 100.0: 24.7 9.9 3.1 67.1 85.2 94.9 98.1: 5.1 1.9
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 : 93: 16 3 3 56 35 72 41:
Old : 93: 16 3 3 56 35 72 41:
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 : 35.9 48.7 49.6 70.3 33.1 48.4 46.7 70.0
Old : 35.9 48.7 49.6 70.3 33.1 48.4 46.7 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, September 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 344,123: 98,977 24,194 4,032 220,947 307,816 323,956 336,042: 20,167 8,081
Old : 344,123: 98,977 24,194 4,032 220,947 307,816 323,956 336,042: 20,167 8,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -6,051: -866 2,784 1,809 -10,098 -13,617 -9,155 -9,024: 3,104 2,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.0 1.2 64.2 89.4 94.1 97.7: 5.9 2.3
Old : 100.0: 28.8 7.0 1.2 64.2 89.4 94.1 97.7: 5.9 2.3
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 : 214: 68 29 13 90 61 162 100:
Old : 214: 68 29 13 90 61 162 100:
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 : 26.6 37.3 36.9 59.2 19.4 36.2 26.7 53.2
Old : 26.6 37.3 36.9 59.2 19.4 36.2 26.7 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014