COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 211,828: 51,336 44,985 52,289 94,598 99,290 198,223 196,564: 13,605 15,264
Old : 208,672: 51,304 45,104 52,125 91,703 96,503 195,132 193,733: 13,540 14,940
Other: 3,155: 150 0 45 2,895 2,786 3,090 2,831: 65 324
: : :
: : Changes in Commitments from: July 15, 2014 :
: 6,587: 478 2,265 2,583 2,898 2,223 5,960 7,071: 628 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.2 24.7 44.7 46.9 93.6 92.8: 6.4 7.2
Old : 100.0: 24.6 21.6 25.0 43.9 46.2 93.5 92.8: 6.5 7.2
Other: 100.0: 4.8 0.0 1.4 91.8 88.3 97.9 89.7: 2.1 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 81 89 71 68 61 184 188:
Old : 249: 80 91 71 68 59 184 186:
Other: 36: 5 2 3 17 17 24 20:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 21.1 23.9 33.0 9.7 13.9 17.5 20.6
Old : 13.9 21.4 23.9 33.5 9.7 14.3 17.6 21.3
Other: 56.1 64.1 81.3 83.2 56.1 61.4 78.8 77.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 17,707: 3,427 996 2,795 8,735 12,908 14,956 16,699: 2,750 1,008
Old : 14,308: 3,333 951 1,736 6,651 10,688 11,721 13,375: 2,587 932
Other: 3,399: 112 65 1,039 2,083 2,219 3,235 3,323: 164 76
: : :
: : Changes in Commitments from: July 15, 2014 :
: -221: 117 -91 -20 -397 -204 -300 -316: 79 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.6 15.8 49.3 72.9 84.5 94.3: 15.5 5.7
Old : 100.0: 23.3 6.6 12.1 46.5 74.7 81.9 93.5: 18.1 6.5
Other: 100.0: 3.3 1.9 30.6 61.3 65.3 95.2 97.8: 4.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 28 11 15 27 19 59 42:
Old : 73: 29 10 14 26 19 58 41:
Other: 34: 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 : 23.1 49.7 38.5 66.5 23.1 48.3 35.7 60.9
Old : 24.8 50.6 37.6 67.1 24.8 49.1 37.1 63.6
Other: 42.7 61.1 63.8 79.9 33.0 49.9 43.7 52.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 254,773: 102,531 29,625 51,141 85,148 167,723 238,820 248,490: 15,953 6,284
Old : 111,960: 61,777 34,694 15,233 24,551 57,979 101,562 107,906: 10,398 4,053
Other: 142,814: 51,465 5,643 25,196 60,597 109,744 137,258 140,583: 5,555 2,231
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,300: 647 -1,553 291 1,279 3,278 2,216 2,016: -917 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.6 20.1 33.4 65.8 93.7 97.5: 6.3 2.5
Old : 100.0: 55.2 31.0 13.6 21.9 51.8 90.7 96.4: 9.3 3.6
Other: 100.0: 36.0 4.0 17.6 42.4 76.8 96.1 98.4: 3.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 123 39 58 54 55 209 128:
Old : 220: 106 49 29 39 45 162 106:
Other: 163: 77 20 37 50 47 140 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 29.6 27.6 43.7 15.9 23.3 24.0 34.1
Old : 16.5 25.1 31.2 38.3 16.3 25.0 27.6 35.7
Other: 25.1 39.6 39.1 56.0 24.5 34.4 36.2 47.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 996,322: 242,362 169,604 231,086 454,011 514,049 927,460 914,739: 68,862 81,582
Old : 996,322: 242,362 169,604 231,086 454,011 514,049 927,460 914,739: 68,862 81,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 42,308: 2,656 24,670 18,970 19,813 -3,116 41,439 40,523: 869 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.0 23.2 45.6 51.6 93.1 91.8: 6.9 8.2
Old : 100.0: 24.3 17.0 23.2 45.6 51.6 93.1 91.8: 6.9 8.2
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 : 230: 72 62 68 82 81 184 183:
Old : 230: 72 62 68 82 81 184 183:
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 : 13.8 18.1 22.7 30.3 11.4 15.0 18.8 22.8
Old : 13.8 18.1 22.7 30.3 11.4 15.0 18.8 22.8
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 22, 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 : 209,850: 48,519 12,747 57,179 97,540 134,663 203,239 204,590: 6,612 5,260
Old : 97,784: 40,183 18,343 17,228 36,358 58,468 93,768 94,039: 4,015 3,744
Other: 112,066: 22,600 8,667 25,688 61,183 76,195 109,470 110,550: 2,596 1,516
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,484: 1,131 -827 -1,646 -1,792 313 -2,307 -2,159: 823 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.1 27.2 46.5 64.2 96.8 97.5: 3.2 2.5
Old : 100.0: 41.1 18.8 17.6 37.2 59.8 95.9 96.2: 4.1 3.8
Other: 100.0: 20.2 7.7 22.9 54.6 68.0 97.7 98.6: 2.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 122 65 114 135 129 303 269:
Old : 309: 98 70 69 97 101 223 212:
Other: 274: 80 49 67 118 113 228 203:
:----------------------------------------------------------------------------------------------------
: 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 17.9 19.8 29.2 9.1 13.5 15.2 21.3
Old : 13.0 24.5 24.2 36.2 13.0 23.1 23.9 34.7
Other: 14.7 20.5 26.9 31.4 12.7 18.7 21.6 25.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 58,285: 41,507 22,830 2,862 5,967 30,619 50,336 56,311: 7,949 1,974
Old : 58,285: 41,507 22,830 2,862 5,967 30,619 50,336 56,311: 7,949 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 3,842: 3,994 3,020 8 406 1,000 4,408 4,028: -566 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 39.2 4.9 10.2 52.5 86.4 96.6: 13.6 3.4
Old : 100.0: 71.2 39.2 4.9 10.2 52.5 86.4 96.6: 13.6 3.4
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 : 146: 98 32 13 14 4 120 42:
Old : 146: 98 32 13 14 4 120 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 : 26.8 74.2 35.5 82.3 25.7 74.2 34.3 81.2
Old : 26.8 74.2 35.5 82.3 25.7 74.2 34.3 81.2
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, July 22, 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 : 337,736: 32,125 76,310 5,633 280,532 238,091 318,289 320,034: 19,447 17,702
Old : 337,736: 32,125 76,310 5,633 280,532 238,091 318,289 320,034: 19,447 17,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -5,875: -1,802 92 -379 -2,461 -5,213 -4,641 -5,501: -1,234 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 22.6 1.7 83.1 70.5 94.2 94.8: 5.8 5.2
Old : 100.0: 9.5 22.6 1.7 83.1 70.5 94.2 94.8: 5.8 5.2
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: 35 47 12 98 103 142 153:
Old : 245: 35 47 12 98 103 142 153:
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 33.5 41.8 44.7 20.1 30.7 33.1 40.3
Old : 28.1 33.5 41.8 44.7 20.1 30.7 33.1 40.3
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 22, 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 : 111,446: 23,591 12,337 3,329 79,016 92,590 105,936 108,256: 5,510 3,190
Old : 111,446: 23,591 12,337 3,329 79,016 92,590 105,936 108,256: 5,510 3,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 2,396: 635 1,680 -144 1,924 500 2,415 2,036: -19 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.1 3.0 70.9 83.1 95.1 97.1: 4.9 2.9
Old : 100.0: 21.2 11.1 3.0 70.9 83.1 95.1 97.1: 4.9 2.9
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 : 90: 13 5 2 53 37 66 44:
Old : 90: 13 5 2 53 37 66 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 : 36.5 49.2 50.8 68.3 33.7 48.6 47.9 67.7
Old : 36.5 49.2 50.8 68.3 33.7 48.6 47.9 67.7
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 22, 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 : 345,053: 109,901 18,941 3,306 212,247 318,265 325,454 340,512: 19,599 4,541
Old : 345,053: 109,901 18,941 3,306 212,247 318,265 325,454 340,512: 19,599 4,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 11,509: -3,963 674 2 12,062 10,964 8,101 11,640: 3,408 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.5 1.0 61.5 92.2 94.3 98.7: 5.7 1.3
Old : 100.0: 31.9 5.5 1.0 61.5 92.2 94.3 98.7: 5.7 1.3
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 : 215: 66 25 12 92 64 163 96:
Old : 215: 66 25 12 92 64 163 96:
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 : 29.1 34.3 39.2 54.2 18.9 28.0 27.2 44.5
Old : 29.1 34.3 39.2 54.2 18.9 28.0 27.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2014