COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 242,243: 53,107 49,977 62,247 113,023 113,032 228,377 225,256: 13,866 16,987
Old : 237,053: 52,913 49,820 61,861 108,549 108,647 223,322 220,328: 13,730 16,725
Other: 5,191: 394 357 186 4,474 4,385 5,055 4,928: 136 262
: : :
: : Changes in Commitments from: August 19, 2014 :
: 7,473: 1,788 -4,068 697 5,370 10,946 7,855 7,574: -382 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 20.6 25.7 46.7 46.7 94.3 93.0: 5.7 7.0
Old : 100.0: 22.3 21.0 26.1 45.8 45.8 94.2 92.9: 5.8 7.1
Other: 100.0: 7.6 6.9 3.6 86.2 84.5 97.4 94.9: 2.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 86 101 80 70 62 204 199:
Old : 270: 86 102 80 70 60 204 197:
Other: 45: 5 8 4 19 19 26 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 : 17.1 20.5 27.2 33.5 9.3 9.4 14.9 15.6
Old : 17.1 20.8 27.4 34.1 9.5 10.2 15.3 16.4
Other: 56.2 50.8 76.7 70.4 56.1 50.8 74.9 67.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 16,147: 2,525 1,721 2,192 9,234 10,718 13,951 14,631: 2,195 1,515
Old : 11,452: 2,185 1,730 917 6,424 7,431 9,525 10,078: 1,926 1,374
Other: 4,695: 354 5 1,262 2,810 3,287 4,426 4,554: 269 141
: : :
: : Changes in Commitments from: August 19, 2014 :
: -937: 234 -122 -27 -1,063 -710 -856 -859: -81 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.7 13.6 57.2 66.4 86.4 90.6: 13.6 9.4
Old : 100.0: 19.1 15.1 8.0 56.1 64.9 83.2 88.0: 16.8 12.0
Other: 100.0: 7.5 0.1 26.9 59.9 70.0 94.3 97.0: 5.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 26 11 13 30 18 58 40:
Old : 72: 22 14 12 29 18 56 39:
Other: 36: 12 2 12 19 9 33 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 : 23.2 48.4 40.8 62.2 23.2 46.8 39.2 59.0
Old : 28.0 46.2 42.0 61.6 28.0 44.7 41.9 60.0
Other: 39.5 63.2 60.9 81.2 31.6 56.8 47.1 59.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 243,643: 114,251 36,408 35,806 78,842 165,250 228,899 237,464: 14,744 6,179
Old : 689: 0 0 0 689 518 689 518: 0 171
Other: 242,954: 114,251 36,408 35,806 78,153 164,732 228,210 236,946: 14,744 6,008
: : :
: : Changes in Commitments from: August 19, 2014 :
: 522: -1,268 -506 47 1,218 1,042 -3 583: 525 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 14.9 14.7 32.4 67.8 93.9 97.5: 6.1 2.5
Old : 100.0: 0.0 0.0 0.0 100.0 75.2 100.0 75.2: 0.0 24.8
Other: 100.0: 47.0 15.0 14.7 32.2 67.8 93.9 97.5: 6.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 124 40 49 45 54 192 124:
Old : 3: 0 0 0 1 2 1 2:
Other: 237: 124 40 49 45 54 192 124:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 34.9 28.5 47.3 18.2 28.9 27.3 40.3
Old : 100.0 75.2 100.0 75.2 100.0 75.2 100.0 75.2
Other: 18.9 35.0 28.6 47.2 18.3 29.0 27.4 40.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 1,067,398: 247,209 232,618 237,212 509,320 511,747 993,741 981,578: 73,657 85,820
Old : 1,067,398: 247,209 232,618 237,212 509,320 511,747 993,741 981,578: 73,657 85,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 9,162: -1,441 -14,990 -2,247 11,917 23,513 8,229 6,276: 933 2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.8 22.2 47.7 47.9 93.1 92.0: 6.9 8.0
Old : 100.0: 23.2 21.8 22.2 47.7 47.9 93.1 92.0: 6.9 8.0
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 : 237: 72 71 72 83 81 192 191:
Old : 237: 72 71 72 83 81 192 191:
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 : 11.9 16.0 20.0 25.9 11.0 12.5 18.1 20.0
Old : 11.9 16.0 20.0 25.9 11.0 12.5 18.1 20.0
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, August 26, 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 : 190,881: 56,473 9,694 45,408 80,595 131,350 182,476 186,452: 8,406 4,430
Old : 193: 0 0 0 193 132 193 132: 0 61
Other: 190,688: 56,473 9,694 45,408 80,402 131,218 182,283 186,320: 8,406 4,369
: : :
: : Changes in Commitments from: August 19, 2014 :
: -446: 1,827 277 3,854 -6,307 -3,933 -626 197: 180 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 5.1 23.8 42.2 68.8 95.6 97.7: 4.4 2.3
Old : 100.0: 0.0 0.0 0.0 100.0 68.4 100.0 68.4: 0.0 31.6
Other: 100.0: 29.6 5.1 23.8 42.2 68.8 95.6 97.7: 4.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 139 50 96 127 135 305 252:
Old : 15: 0 0 0 6 11 6 11:
Other: 355: 139 50 96 127 134 305 251:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 20.2 20.5 32.5 9.8 17.3 16.5 26.5
Old : 96.9 58.0 100.0 66.3 92.7 55.4 93.8 61.7
Other: 11.5 20.2 20.5 32.5 9.8 17.4 16.5 26.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 91,611: 72,696 43,931 3,029 6,079 43,078 81,804 90,038: 9,807 1,573
Old : 91,611: 72,696 43,931 3,029 6,079 43,078 81,804 90,038: 9,807 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,592: 2,249 637 362 -1,302 1,269 1,310 2,268: 283 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 48.0 3.3 6.6 47.0 89.3 98.3: 10.7 1.7
Old : 100.0: 79.4 48.0 3.3 6.6 47.0 89.3 98.3: 10.7 1.7
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 : 163: 125 19 13 17 5 151 29:
Old : 163: 125 19 13 17 5 151 29:
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 : 29.0 76.2 40.2 88.1 27.7 76.0 38.9 87.6
Old : 29.0 76.2 40.2 88.1 27.7 76.0 38.9 87.6
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, August 26, 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 : 373,813: 30,788 73,439 4,111 319,277 276,346 354,176 353,897: 19,637 19,916
Old : 373,813: 30,788 73,439 4,111 319,277 276,346 354,176 353,897: 19,637 19,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 8,670: 222 -2,136 -876 7,217 10,031 6,563 7,019: 2,107 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.6 1.1 85.4 73.9 94.7 94.7: 5.3 5.3
Old : 100.0: 8.2 19.6 1.1 85.4 73.9 94.7 94.7: 5.3 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 : 254: 38 46 10 104 107 147 158:
Old : 254: 38 46 10 104 107 147 158:
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 : 33.0 34.0 47.6 45.3 22.3 28.0 36.0 37.4
Old : 33.0 34.0 47.6 45.3 22.3 28.0 36.0 37.4
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, August 26, 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 : 115,527: 25,629 10,446 3,466 81,137 98,342 110,232 112,254: 5,295 3,273
Old : 115,527: 25,629 10,446 3,466 81,137 98,342 110,232 112,254: 5,295 3,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 837: 1,586 -4 20 -1,983 1,007 -377 1,023: 1,214 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.0 3.0 70.2 85.1 95.4 97.2: 4.6 2.8
Old : 100.0: 22.2 9.0 3.0 70.2 85.1 95.4 97.2: 4.6 2.8
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 : 94: 16 4 2 55 37 71 43:
Old : 94: 16 4 2 55 37 71 43:
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 47.7 50.9 67.2 32.9 47.2 47.9 66.6
Old : 35.6 47.7 50.9 67.2 32.9 47.2 47.9 66.6
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, August 26, 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 : 346,167: 104,396 23,741 4,945 218,107 313,605 327,448 342,291: 18,719 3,876
Old : 346,167: 104,396 23,741 4,945 218,107 313,605 327,448 342,291: 18,719 3,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,538: 196 -3,101 148 3,188 6,945 3,532 3,992: -1,994 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.9 1.4 63.0 90.6 94.6 98.9: 5.4 1.1
Old : 100.0: 30.2 6.9 1.4 63.0 90.6 94.6 98.9: 5.4 1.1
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 : 217: 66 24 14 93 67 165 99:
Old : 217: 66 24 14 93 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 : 25.8 31.9 35.7 54.5 18.2 31.0 26.0 49.4
Old : 25.8 31.9 35.7 54.5 18.2 31.0 26.0 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014