COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 270,540: 53,009 56,284 72,743 131,168 121,161 256,920 250,188: 13,620 20,352 Old : 263,578: 52,968 56,258 71,660 125,525 115,648 250,154 243,566: 13,425 20,012 Other: 6,961: 539 524 584 5,643 5,513 6,766 6,621: 195 340 : : : : : Changes in Commitments from: September 16, 2014 : : 8,612: -2,951 4,544 4,162 8,192 -3,913 9,404 4,794: -791 3,819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 20.8 26.9 48.5 44.8 95.0 92.5: 5.0 7.5 Old : 100.0: 20.1 21.3 27.2 47.6 43.9 94.9 92.4: 5.1 7.6 Other: 100.0: 7.7 7.5 8.4 81.1 79.2 97.2 95.1: 2.8 4.9 : : : :# Traders : Number of Traders in Each Category : All : 293: 98 113 72 71 65 206 215: Old : 293: 99 112 72 71 64 206 214: Other: 48: 7 8 5 19 22 29 32: :---------------------------------------------------------------------------------------------------- : 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 : 21.1 19.9 30.7 31.4 8.3 8.7 14.4 14.0 Old : 21.1 20.3 31.0 31.9 8.5 9.2 14.6 14.6 Other: 60.9 40.3 76.1 63.6 60.3 39.2 72.7 62.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 16,644: 2,793 2,047 2,483 9,451 10,679 14,727 15,209: 1,917 1,435 Old : 10,717: 2,582 1,696 1,047 5,636 6,772 9,265 9,516: 1,451 1,201 Other: 5,928: 353 493 1,293 3,815 3,906 5,461 5,693: 466 235 : : : : : Changes in Commitments from: September 16, 2014 : : -125: -107 309 -38 -86 -297 -232 -26: 106 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 12.3 14.9 56.8 64.2 88.5 91.4: 11.5 8.6 Old : 100.0: 24.1 15.8 9.8 52.6 63.2 86.5 88.8: 13.5 11.2 Other: 100.0: 6.0 8.3 21.8 64.4 65.9 92.1 96.0: 7.9 4.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 26 16 15 28 18 58 45: Old : 76: 24 17 14 26 17 55 43: Other: 44: 11 6 10 24 10 38 23: :---------------------------------------------------------------------------------------------------- : 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 : 25.6 49.8 42.5 63.4 25.6 48.6 42.3 59.4 Old : 33.4 51.9 46.4 62.0 33.4 51.1 46.4 60.8 Other: 34.7 60.9 57.6 77.3 33.5 53.7 50.0 63.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 257,538: 101,520 27,201 49,207 92,402 173,448 243,128 249,856: 14,410 7,683 Old : 247,873: 101,607 27,135 49,020 83,034 164,149 233,660 240,304: 14,213 7,570 Other: 9,665: 79 232 21 9,368 9,299 9,468 9,552: 197 113 : : : : : Changes in Commitments from: September 16, 2014 : : 15,433: 286 -4,030 5,782 7,440 12,733 13,507 14,485: 1,926 948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 10.6 19.1 35.9 67.3 94.4 97.0: 5.6 3.0 Old : 100.0: 41.0 10.9 19.8 33.5 66.2 94.3 96.9: 5.7 3.1 Other: 100.0: 0.8 2.4 0.2 96.9 96.2 98.0 98.8: 2.0 1.2 : : : :# Traders : Number of Traders in Each Category : All : 235: 106 51 65 55 58 204 136: Old : 235: 107 51 64 55 58 204 135: Other: 28: 2 3 1 12 14 14 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 : 19.6 34.1 30.1 46.0 17.4 25.4 25.0 35.1 Old : 18.1 33.3 28.6 45.4 15.9 24.9 23.7 34.6 Other: 89.8 70.7 96.0 92.7 82.2 69.1 86.6 85.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 981,325: 227,602 241,378 169,097 520,890 491,984 917,590 902,459: 63,735 78,866 Old : 981,325: 227,602 241,378 169,097 520,890 491,984 917,590 902,459: 63,735 78,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 28,696: -3,215 12,434 4,889 31,815 14,326 33,489 31,649: -4,794 -2,954 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 24.6 17.2 53.1 50.1 93.5 92.0: 6.5 8.0 Old : 100.0: 23.2 24.6 17.2 53.1 50.1 93.5 92.0: 6.5 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 : 239: 70 76 69 88 84 193 194: Old : 239: 70 76 69 88 84 193 194: 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 : 12.7 17.6 21.4 29.6 11.7 13.0 19.9 20.2 Old : 12.7 17.6 21.4 29.6 11.7 13.0 19.9 20.2 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 with Delta-adjusted Options and Futures Combined, September 23, 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 : 196,040: 50,154 13,503 48,166 91,723 129,615 190,043 191,285: 5,997 4,756 Old : 187,696: 50,201 14,261 45,638 86,223 123,154 182,062 183,053: 5,634 4,643 Other: 8,344: 1,264 554 1,217 5,500 6,461 7,981 8,231: 363 113 : : : : : Changes in Commitments from: September 16, 2014 : : -1,962: -3,126 1,005 -621 1,816 -3,627 -1,931 -3,243: -31 1,281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 6.9 24.6 46.8 66.1 96.9 97.6: 3.1 2.4 Old : 100.0: 26.7 7.6 24.3 45.9 65.6 97.0 97.5: 3.0 2.5 Other: 100.0: 15.1 6.6 14.6 65.9 77.4 95.6 98.6: 4.4 1.4 : : : :# Traders : Number of Traders in Each Category : All : 349: 129 54 106 131 131 306 259: Old : 348: 126 61 103 128 129 302 255: Other: 87: 16 7 8 43 39 60 53: :---------------------------------------------------------------------------------------------------- : 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 : 12.5 18.7 21.7 31.1 9.8 15.6 16.9 23.4 Old : 13.1 18.6 22.6 30.7 10.6 15.7 18.0 23.9 Other: 38.7 44.3 59.1 62.4 31.5 37.7 42.7 50.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 93,661: 75,942 19,008 1,850 5,636 70,166 83,428 91,025: 10,233 2,636 Old : 93,661: 75,942 19,008 1,850 5,636 70,166 83,428 91,025: 10,233 2,636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 2,138: 1,945 -1,652 359 -1,210 2,279 1,094 986: 1,044 1,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 20.3 2.0 6.0 74.9 89.1 97.2: 10.9 2.8 Old : 100.0: 81.1 20.3 2.0 6.0 74.9 89.1 97.2: 10.9 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 : 171: 134 17 11 17 8 156 31: Old : 171: 134 17 11 17 8 156 31: 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 : 27.3 77.8 38.8 87.6 26.7 77.6 37.7 87.4 Old : 27.3 77.8 38.8 87.6 26.7 77.6 37.7 87.4 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, September 23, 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 : 398,217: 24,760 95,720 5,428 348,468 277,893 378,656 379,042: 19,561 19,175 Old : 398,217: 24,760 95,720 5,428 348,468 277,893 378,656 379,042: 19,561 19,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : -24,108: -7,404 4,322 861 -14,862 -29,794 -21,405 -24,612: -2,704 503 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 24.0 1.4 87.5 69.8 95.1 95.2: 4.9 4.8 Old : 100.0: 6.2 24.0 1.4 87.5 69.8 95.1 95.2: 4.9 4.8 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 : 262: 33 52 12 106 111 146 168: Old : 262: 33 52 12 106 111 146 168: 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 : 37.8 28.5 51.4 39.8 31.2 26.6 44.2 36.3 Old : 37.8 28.5 51.4 39.8 31.2 26.6 44.2 36.3 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, September 23, 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 : 114,200: 28,277 11,095 3,180 77,252 96,718 108,709 110,993: 5,491 3,207 Old : 114,200: 28,277 11,095 3,180 77,252 96,718 108,709 110,993: 5,491 3,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : -18,991: 1,952 657 -3,150 -17,600 -15,752 -18,798 -18,245: -193 -746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 9.7 2.8 67.6 84.7 95.2 97.2: 4.8 2.8 Old : 100.0: 24.8 9.7 2.8 67.6 84.7 95.2 97.2: 4.8 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 : 88: 14 3 3 53 36 67 42: Old : 88: 14 3 3 53 36 67 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 : 39.0 49.9 52.6 69.6 36.3 49.9 49.9 69.5 Old : 39.0 49.9 52.6 69.6 36.3 49.9 49.9 69.5 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, September 23, 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 : 350,174: 99,843 21,410 2,223 231,045 321,433 333,111 345,066: 17,063 5,108 Old : 350,174: 99,843 21,410 2,223 231,045 321,433 333,111 345,066: 17,063 5,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : -36,829: -4,224 -2,184 -3,310 -24,021 -30,137 -31,555 -35,631: -5,274 -1,198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 6.1 0.6 66.0 91.8 95.1 98.5: 4.9 1.5 Old : 100.0: 28.5 6.1 0.6 66.0 91.8 95.1 98.5: 4.9 1.5 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 : 216: 68 27 12 92 62 164 97: Old : 216: 68 27 12 92 62 164 97: 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 : 27.0 37.0 36.9 58.4 20.0 35.3 27.4 54.2 Old : 27.0 37.0 36.9 58.4 20.0 35.3 27.4 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2014