COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 278,949: 56,424 54,693 81,343 125,458 122,864 263,225 258,900: 15,724 20,050
Old : 269,101: 57,245 55,198 78,951 117,459 115,443 253,656 249,593: 15,445 19,508
Other: 9,848: 827 1,142 744 7,999 7,421 9,569 9,307: 279 541
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,329: -86 -692 -677 -1,985 -1,386 -2,748 -2,755: 1,420 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.6 29.2 45.0 44.0 94.4 92.8: 5.6 7.2
Old : 100.0: 21.3 20.5 29.3 43.6 42.9 94.3 92.8: 5.7 7.2
Other: 100.0: 8.4 11.6 7.6 81.2 75.3 97.2 94.5: 2.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 98 110 82 70 68 212 220:
Old : 291: 99 109 82 70 66 212 218:
Other: 53: 13 3 7 24 24 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 20.3 28.6 32.7 7.5 8.6 13.4 13.6
Old : 19.4 20.9 29.1 33.3 8.3 9.0 14.1 13.9
Other: 52.0 43.1 70.4 65.5 50.5 43.1 66.9 63.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 17,289: 2,492 3,840 2,003 10,775 9,369 15,271 15,212: 2,018 2,077
Old : 3,915: 465 548 0 2,620 2,562 3,085 3,110: 830 805
Other: 13,374: 2,033 3,298 1,997 8,155 6,807 12,186 12,102: 1,188 1,272
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,407: -387 411 -964 -120 -782 -1,472 -1,335: 65 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.2 11.6 62.3 54.2 88.3 88.0: 11.7 12.0
Old : 100.0: 11.9 14.0 0.0 66.9 65.4 78.8 79.4: 21.2 20.6
Other: 100.0: 15.2 24.7 14.9 61.0 50.9 91.1 90.5: 8.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 20 12 32 15 57 46:
Old : 40: 7 8 0 17 10 24 18:
Other: 71: 19 17 11 32 12 53 39:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 45.8 43.3 59.2 25.4 43.9 43.2 53.0
Old : 43.5 63.3 60.3 71.4 43.5 63.3 60.3 71.4
Other: 29.1 46.0 45.4 62.1 29.1 44.9 43.9 57.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 246,704: 82,155 26,130 56,074 95,732 157,709 233,960 239,913: 12,744 6,791
Old : 235,141: 82,354 26,159 54,885 85,376 147,413 222,615 228,457: 12,526 6,684
Other: 11,563: 135 306 854 10,356 10,296 11,345 11,456: 218 107
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,125: -4,461 -719 2,292 921 -2,800 -1,248 -1,227: 123 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.6 22.7 38.8 63.9 94.8 97.2: 5.2 2.8
Old : 100.0: 35.0 11.1 23.3 36.3 62.7 94.7 97.2: 5.3 2.8
Other: 100.0: 1.2 2.6 7.4 89.6 89.0 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 97 32 64 59 58 189 128:
Old : 208: 97 33 64 59 58 189 128:
Other: 36: 4 5 6 17 14 24 22:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 32.3 29.6 45.2 16.3 24.3 23.9 34.1
Old : 17.8 31.7 27.7 44.4 14.7 23.9 22.7 33.9
Other: 80.9 64.6 89.9 85.9 70.0 62.9 75.8 75.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 909,911: 231,359 220,207 149,738 462,219 465,792 843,316 835,737: 66,595 74,174
Old : 909,911: 231,359 220,207 149,738 462,219 465,792 843,316 835,737: 66,595 74,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -10,708: -4,682 -3,462 -9,847 720 689 -13,809 -12,620: 3,101 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 24.2 16.5 50.8 51.2 92.7 91.8: 7.3 8.2
Old : 100.0: 25.4 24.2 16.5 50.8 51.2 92.7 91.8: 7.3 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 : 225: 64 69 62 81 78 182 175:
Old : 225: 64 69 62 81 78 182 175:
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 : 13.5 16.1 22.8 27.2 12.2 13.5 21.1 21.9
Old : 13.5 16.1 22.8 27.2 12.2 13.5 21.1 21.9
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, October 21, 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 : 229,894: 57,347 6,604 64,046 101,221 154,798 222,615 225,448: 7,279 4,446
Old : 217,597: 57,620 7,531 60,495 92,662 145,452 210,777 213,478: 6,821 4,119
Other: 12,297: 1,552 897 1,727 8,560 9,346 11,839 11,970: 458 327
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,867: -2,361 -1,285 -1,768 2,577 1,765 -1,552 -1,288: -315 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 2.9 27.9 44.0 67.3 96.8 98.1: 3.2 1.9
Old : 100.0: 26.5 3.5 27.8 42.6 66.8 96.9 98.1: 3.1 1.9
Other: 100.0: 12.6 7.3 14.0 69.6 76.0 96.3 97.3: 3.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 142 56 116 136 138 334 271:
Old : 371: 140 66 114 131 137 328 269:
Other: 103: 17 11 12 47 51 70 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 19.8 20.6 31.0 7.8 14.6 13.2 21.0
Old : 13.0 19.8 21.2 31.0 8.4 15.0 14.1 22.0
Other: 36.6 39.7 56.6 56.1 33.1 33.2 44.4 43.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 81,089: 62,611 12,639 2,269 5,822 64,465 70,702 79,372: 10,387 1,716
Old : 81,089: 62,611 12,639 2,269 5,822 64,465 70,702 79,372: 10,387 1,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -11,768: -8,740 -10,072 -3 -2,160 -1,776 -10,903 -11,850: -866 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 15.6 2.8 7.2 79.5 87.2 97.9: 12.8 2.1
Old : 100.0: 77.2 15.6 2.8 7.2 79.5 87.2 97.9: 12.8 2.1
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 : 148: 116 13 16 15 6 137 31:
Old : 148: 116 13 16 15 6 137 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 : 31.7 83.0 42.1 92.4 30.7 82.9 41.1 91.6
Old : 31.7 83.0 42.1 92.4 30.7 82.9 41.1 91.6
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, October 21, 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 : 422,365: 21,378 76,212 5,929 379,609 318,271 406,916 400,411: 15,449 21,954
Old : 422,365: 21,378 76,212 5,929 379,609 318,271 406,916 400,411: 15,449 21,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,177: 584 -3,726 -2,051 4,901 5,099 3,434 -677: -1,257 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 18.0 1.4 89.9 75.4 96.3 94.8: 3.7 5.2
Old : 100.0: 5.1 18.0 1.4 89.9 75.4 96.3 94.8: 3.7 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 : 256: 26 59 13 99 109 132 174:
Old : 256: 26 59 13 99 109 132 174:
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 : 42.5 29.4 58.7 44.5 36.4 26.6 48.2 37.7
Old : 42.5 29.4 58.7 44.5 36.4 26.6 48.2 37.7
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, October 21, 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 : 118,826: 30,681 13,038 2,803 81,102 99,474 114,586 115,315: 4,240 3,511
Old : 118,826: 30,681 13,038 2,803 81,102 99,474 114,586 115,315: 4,240 3,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -2,335: -1,360 -180 -672 644 -2,353 -1,388 -3,205: -947 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.0 2.4 68.3 83.7 96.4 97.0: 3.6 3.0
Old : 100.0: 25.8 11.0 2.4 68.3 83.7 96.4 97.0: 3.6 3.0
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 : 101: 15 8 3 56 39 72 49:
Old : 101: 15 8 3 56 39 72 49:
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 : 35.4 42.7 50.0 66.1 33.3 42.2 47.9 65.6
Old : 35.4 42.7 50.0 66.1 33.3 42.2 47.9 65.6
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, October 21, 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 : 339,087: 86,480 40,212 6,242 231,863 290,751 324,585 337,205: 14,502 1,882
Old : 339,087: 86,480 40,212 6,242 231,863 290,751 324,585 337,205: 14,502 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 4,905: -2,682 3,197 822 7,247 1,303 5,387 5,322: -482 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.9 1.8 68.4 85.7 95.7 99.4: 4.3 0.6
Old : 100.0: 25.5 11.9 1.8 68.4 85.7 95.7 99.4: 4.3 0.6
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 : 205: 62 30 13 87 64 156 100:
Old : 205: 62 30 13 87 64 156 100:
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 : 26.1 36.8 41.7 57.8 21.4 35.3 33.4 51.6
Old : 26.1 36.8 41.7 57.8 21.4 35.3 33.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014