COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 205,240: 50,857 42,720 49,706 91,699 97,066 192,263 189,493: 12,977 15,747
Old : 202,298: 50,797 42,783 49,602 89,049 94,483 189,448 186,867: 12,849 15,430
Other: 2,943: 142 20 22 2,650 2,584 2,815 2,626: 128 317
: : :
: : Changes in Commitments from: July 8, 2014 :
: 10,799: 243 5,097 6,469 3,661 -1,574 10,373 9,993: 426 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.8 24.2 44.7 47.3 93.7 92.3: 6.3 7.7
Old : 100.0: 25.1 21.1 24.5 44.0 46.7 93.6 92.4: 6.4 7.6
Other: 100.0: 4.8 0.7 0.7 90.1 87.8 95.7 89.2: 4.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 82 84 69 63 59 177 182:
Old : 243: 81 86 69 63 58 177 181:
Other: 32: 5 1 1 17 14 22 16:
:----------------------------------------------------------------------------------------------------
: 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 20.8 24.5 32.6 10.1 14.6 18.0 21.9
Old : 14.0 21.1 24.4 32.9 10.2 15.2 18.2 22.5
Other: 54.7 66.7 80.1 84.9 54.6 62.9 77.5 79.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 17,928: 3,310 1,087 2,815 9,132 13,112 15,257 17,014: 2,671 914
Old : 14,774: 3,244 1,031 1,776 7,215 11,120 12,234 13,927: 2,540 847
Other: 3,154: 87 78 1,018 1,917 1,992 3,022 3,087: 132 66
: : :
: : Changes in Commitments from: July 8, 2014 :
: -256: -395 52 -92 235 -339 -251 -379: -5 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.1 15.7 50.9 73.1 85.1 94.9: 14.9 5.1
Old : 100.0: 22.0 7.0 12.0 48.8 75.3 82.8 94.3: 17.2 5.7
Other: 100.0: 2.8 2.5 32.3 60.8 63.2 95.8 97.9: 4.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 26 13 15 29 18 61 41:
Old : 75: 29 10 14 29 18 61 40:
Other: 33: 5 7 10 18 10 29 21:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 48.5 37.3 65.4 22.2 47.0 35.6 59.9
Old : 23.3 49.0 37.2 66.2 23.3 47.4 36.8 62.7
Other: 43.9 62.3 65.8 80.2 34.7 49.8 43.6 51.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 253,474: 101,884 31,178 50,850 83,869 164,445 236,604 246,474: 16,870 7,000
Old : 119,074: 66,861 37,044 16,708 24,044 60,717 107,614 114,469: 11,460 4,605
Other: 134,400: 45,608 4,720 23,557 59,825 103,728 128,990 132,005: 5,410 2,395
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,626: -776 306 -742 -533 -1,521 -2,050 -1,957: 424 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 12.3 20.1 33.1 64.9 93.3 97.2: 6.7 2.8
Old : 100.0: 56.2 31.1 14.0 20.2 51.0 90.4 96.1: 9.6 3.9
Other: 100.0: 33.9 3.5 17.5 44.5 77.2 96.0 98.2: 4.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 108 42 53 54 53 196 120:
Old : 205: 98 44 29 40 43 156 98:
Other: 147: 63 22 32 46 45 121 87:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 29.9 26.7 43.7 15.4 23.4 23.6 33.9
Old : 17.3 25.6 31.6 39.5 17.3 25.3 29.0 35.4
Other: 24.9 40.2 39.0 57.0 23.8 34.2 35.8 48.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 954,014: 239,706 144,934 212,117 434,198 517,165 886,021 874,216: 67,993 79,797
Old : 954,014: 239,706 144,934 212,117 434,198 517,165 886,021 874,216: 67,993 79,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -19,929: -14,366 31,310 1,406 -1,766 -58,310 -14,726 -25,595: -5,202 5,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.2 22.2 45.5 54.2 92.9 91.6: 7.1 8.4
Old : 100.0: 25.1 15.2 22.2 45.5 54.2 92.9 91.6: 7.1 8.4
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 : 225: 68 64 72 77 79 179 184:
Old : 225: 68 64 72 77 79 179 184:
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 : 13.1 19.3 22.3 31.8 11.8 15.4 19.3 22.9
Old : 13.1 19.3 22.3 31.8 11.8 15.4 19.3 22.9
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, July 15, 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 : 211,334: 47,388 13,574 58,825 99,332 134,350 205,545 206,749: 5,788 4,585
Old : 102,293: 40,973 20,866 18,239 39,712 59,932 98,924 99,037: 3,370 3,256
Other: 109,040: 22,198 8,491 24,803 59,620 74,418 106,622 107,712: 2,419 1,328
: : :
: : Changes in Commitments from: July 8, 2014 :
: 4,788: -2,789 3,238 2,531 5,790 -1,381 5,532 4,389: -744 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.4 27.8 47.0 63.6 97.3 97.8: 2.7 2.2
Old : 100.0: 40.1 20.4 17.8 38.8 58.6 96.7 96.8: 3.3 3.2
Other: 100.0: 20.4 7.8 22.7 54.7 68.2 97.8 98.8: 2.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 120 69 117 136 128 301 278:
Old : 319: 98 79 67 101 100 225 220:
Other: 272: 84 43 66 118 109 228 196:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 18.3 20.3 29.4 9.1 13.6 15.1 21.3
Old : 13.4 23.3 24.2 35.9 13.4 21.6 23.9 33.0
Other: 15.4 20.4 27.8 31.5 13.4 18.7 22.2 25.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 54,442: 37,513 19,810 2,854 5,560 29,619 45,927 52,283: 8,515 2,159
Old : 54,442: 37,513 19,810 2,854 5,560 29,619 45,927 52,283: 8,515 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -5: -1,297 746 129 517 -821 -651 54: 646 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 36.4 5.2 10.2 54.4 84.4 96.0: 15.6 4.0
Old : 100.0: 68.9 36.4 5.2 10.2 54.4 84.4 96.0: 15.6 4.0
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 : 140: 92 30 14 14 6 113 44:
Old : 140: 92 30 14 14 6 113 44:
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 : 28.9 70.7 36.8 80.2 27.6 70.4 35.5 79.8
Old : 28.9 70.7 36.8 80.2 27.6 70.4 35.5 79.8
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, July 15, 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 : 343,611: 33,926 76,218 6,012 282,992 243,305 322,930 325,534: 20,681 18,077
Old : 343,611: 33,926 76,218 6,012 282,992 243,305 322,930 325,534: 20,681 18,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 10,080: -2,967 5,838 404 12,706 2,315 10,144 8,558: -63 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.2 1.7 82.4 70.8 94.0 94.7: 6.0 5.3
Old : 100.0: 9.9 22.2 1.7 82.4 70.8 94.0 94.7: 6.0 5.3
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 : 257: 41 49 14 101 103 153 155:
Old : 257: 41 49 14 101 103 153 155:
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 : 28.1 32.7 40.6 43.2 21.5 31.4 33.6 40.5
Old : 28.1 32.7 40.6 43.2 21.5 31.4 33.6 40.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 109,050: 22,956 10,657 3,473 77,092 92,090 103,521 106,220: 5,529 2,830
Old : 109,050: 22,956 10,657 3,473 77,092 92,090 103,521 106,220: 5,529 2,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,107: 766 -35 -229 51 1,421 588 1,157: 519 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.8 3.2 70.7 84.4 94.9 97.4: 5.1 2.6
Old : 100.0: 21.1 9.8 3.2 70.7 84.4 94.9 97.4: 5.1 2.6
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 : 93: 14 5 2 54 38 68 45:
Old : 93: 14 5 2 54 38 68 45:
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 : 36.8 49.7 49.5 69.0 33.8 49.2 46.2 68.5
Old : 36.8 49.7 49.5 69.0 33.8 49.2 46.2 68.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 333,544: 113,864 18,267 3,304 200,185 307,301 317,353 328,872: 16,191 4,672
Old : 333,544: 113,864 18,267 3,304 200,185 307,301 317,353 328,872: 16,191 4,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 11,298: -666 4,340 1,463 15,225 5,289 16,022 11,092: -4,724 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.5 1.0 60.0 92.1 95.1 98.6: 4.9 1.4
Old : 100.0: 34.1 5.5 1.0 60.0 92.1 95.1 98.6: 4.9 1.4
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 : 219: 69 25 12 91 67 165 99:
Old : 219: 69 25 12 91 67 165 99:
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 : 29.7 35.7 39.5 54.9 19.3 29.7 27.4 45.7
Old : 29.7 35.7 39.5 54.9 19.3 29.7 27.4 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2014