COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 282,072: 62,744 51,564 83,555 120,458 128,385 266,757 263,505: 15,316 18,568
Old : 271,678: 63,335 52,083 80,939 112,414 120,630 256,688 253,652: 14,989 18,025
Other: 10,395: 1,174 1,246 851 8,043 7,755 10,068 9,852: 326 542
: : :
: : Changes in Commitments from: October 21, 2014 :
: 3,123: 6,319 -3,128 2,212 -5,000 5,522 3,531 4,605: -408 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.3 29.6 42.7 45.5 94.6 93.4: 5.4 6.6
Old : 100.0: 23.3 19.2 29.8 41.4 44.4 94.5 93.4: 5.5 6.6
Other: 100.0: 11.3 12.0 8.2 77.4 74.6 96.9 94.8: 3.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 106 111 91 70 70 227 228:
Old : 304: 105 112 91 69 68 226 226:
Other: 55: 13 4 7 24 26 37 37:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 20.6 26.9 33.9 7.4 9.0 13.3 14.9
Old : 18.2 21.2 27.4 34.5 8.2 9.7 14.2 15.6
Other: 48.8 41.9 68.7 63.5 47.5 41.9 66.0 61.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 17,355: 2,776 4,007 1,989 10,343 9,708 15,107 15,703: 2,248 1,652
Old : 1,836: 295 75 0 1,347 1,634 1,642 1,709: 194 127
Other: 15,519: 2,497 3,948 1,973 8,996 8,074 13,465 13,994: 2,054 1,525
: : :
: : Changes in Commitments from: October 21, 2014 :
: 66: 284 167 -15 -432 338 -163 491: 230 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.1 11.5 59.6 55.9 87.0 90.5: 13.0 9.5
Old : 100.0: 16.1 4.1 0.0 73.4 89.0 89.4 93.1: 10.6 6.9
Other: 100.0: 16.1 25.4 12.7 58.0 52.0 86.8 90.2: 13.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 26 20 12 32 14 60 44:
Old : 23: 6 1 0 11 6 17 7:
Other: 79: 24 21 10 32 11 58 40:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 50.0 42.6 63.0 25.0 48.2 42.5 57.2
Old : 62.0 92.3 78.8 93.1 62.0 92.3 78.8 92.8
Other: 26.4 46.1 43.1 60.6 26.2 45.4 42.9 56.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 243,403: 74,030 27,823 57,890 100,268 150,022 232,188 235,735: 11,215 7,668
Old : 231,821: 74,298 27,962 56,643 89,828 139,673 220,769 224,279: 11,053 7,543
Other: 11,581: 259 387 720 10,440 10,349 11,419 11,456: 162 125
: : :
: : Changes in Commitments from: October 21, 2014 :
: -3,302: -8,125 1,693 1,816 4,536 -7,687 -1,772 -4,178: -1,529 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.4 23.8 41.2 61.6 95.4 96.8: 4.6 3.2
Old : 100.0: 32.0 12.1 24.4 38.7 60.3 95.2 96.7: 4.8 3.3
Other: 100.0: 2.2 3.3 6.2 90.1 89.4 98.6 98.9: 1.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 88 44 68 61 58 189 137:
Old : 210: 89 44 68 61 58 189 137:
Other: 38: 5 5 7 18 13 26 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 : 17.7 31.3 26.8 43.7 15.0 24.1 22.4 33.4
Old : 15.9 30.7 24.8 42.9 13.4 24.2 21.2 33.2
Other: 81.4 64.3 89.3 85.9 70.2 63.1 76.2 75.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 940,906: 240,264 234,466 159,498 474,310 473,164 874,072 867,128: 66,834 73,778
Old : 940,906: 240,264 234,466 159,498 474,310 473,164 874,072 867,128: 66,834 73,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 30,995: 8,905 14,259 9,760 12,091 7,372 30,756 31,391: 239 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.9 17.0 50.4 50.3 92.9 92.2: 7.1 7.8
Old : 100.0: 25.5 24.9 17.0 50.4 50.3 92.9 92.2: 7.1 7.8
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 : 239: 76 71 69 81 79 193 186:
Old : 239: 76 71 69 81 79 193 186:
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 : 13.2 16.2 22.3 27.0 11.9 13.1 20.8 21.5
Old : 13.2 16.2 22.3 27.0 11.9 13.1 20.8 21.5
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 28, 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 : 226,771: 52,601 7,329 64,676 103,137 151,461 220,414 223,466: 6,357 3,305
Old : 213,656: 52,845 8,265 60,856 94,022 141,601 207,724 210,722: 5,932 2,933
Other: 13,115: 1,613 921 1,963 9,115 9,860 12,691 12,743: 425 372
: : :
: : Changes in Commitments from: October 21, 2014 :
: -3,123: -4,746 725 630 1,916 -3,337 -2,201 -1,982: -922 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.2 28.5 45.5 66.8 97.2 98.5: 2.8 1.5
Old : 100.0: 24.7 3.9 28.5 44.0 66.3 97.2 98.6: 2.8 1.4
Other: 100.0: 12.3 7.0 15.0 69.5 75.2 96.8 97.2: 3.2 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 143 60 126 139 138 342 281:
Old : 377: 141 68 124 134 137 336 279:
Other: 104: 18 10 11 49 52 71 69:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.6 20.6 30.9 8.1 14.9 13.6 21.2
Old : 12.9 19.7 21.4 31.1 8.8 15.3 14.8 22.3
Other: 37.2 37.9 56.3 53.7 31.0 31.3 41.5 41.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 80,143: 62,557 12,483 2,475 4,765 63,684 69,798 78,642: 10,345 1,501
Old : 80,143: 62,557 12,483 2,475 4,765 63,684 69,798 78,642: 10,345 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -946: -54 -157 207 -1,056 -781 -904 -731: -42 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 15.6 3.1 5.9 79.5 87.1 98.1: 12.9 1.9
Old : 100.0: 78.1 15.6 3.1 5.9 79.5 87.1 98.1: 12.9 1.9
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 : 157: 124 14 16 14 7 145 32:
Old : 157: 124 14 16 14 7 145 32:
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 81.9 42.7 89.3 30.7 81.8 41.7 89.2
Old : 31.7 81.9 42.7 89.3 30.7 81.8 41.7 89.2
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, October 28, 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 : 401,822: 23,358 70,274 5,830 356,363 308,020 385,552 384,124: 16,270 17,697
Old : 401,822: 23,358 70,274 5,830 356,363 308,020 385,552 384,124: 16,270 17,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -20,543: 1,980 -5,938 -98 -23,246 -10,250 -21,364 -16,287: 821 -4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.5 1.5 88.7 76.7 96.0 95.6: 4.0 4.4
Old : 100.0: 5.8 17.5 1.5 88.7 76.7 96.0 95.6: 4.0 4.4
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 : 272: 28 60 11 106 115 140 180:
Old : 272: 28 60 11 106 115 140 180:
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 : 40.3 32.4 54.7 45.3 33.4 29.0 44.6 38.2
Old : 40.3 32.4 54.7 45.3 33.4 29.0 44.6 38.2
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 28, 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 : 117,855: 27,173 14,622 2,801 82,933 96,942 112,907 114,365: 4,948 3,490
Old : 117,855: 27,173 14,622 2,801 82,933 96,942 112,907 114,365: 4,948 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -971: -3,508 1,584 -2 1,831 -2,532 -1,679 -950: 708 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.4 2.4 70.4 82.3 95.8 97.0: 4.2 3.0
Old : 100.0: 23.1 12.4 2.4 70.4 82.3 95.8 97.0: 4.2 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 : 104: 14 9 3 55 43 70 54:
Old : 104: 14 9 3 55 43 70 54:
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 : 36.7 42.5 51.4 65.0 34.6 42.5 49.4 65.0
Old : 36.7 42.5 51.4 65.0 34.6 42.5 49.4 65.0
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 28, 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 : 339,606: 88,127 40,443 5,490 231,660 291,330 325,277 337,263: 14,329 2,343
Old : 339,606: 88,127 40,443 5,490 231,660 291,330 325,277 337,263: 14,329 2,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 519: 1,647 231 -752 -203 579 692 58: -173 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.9 1.6 68.2 85.8 95.8 99.3: 4.2 0.7
Old : 100.0: 25.9 11.9 1.6 68.2 85.8 95.8 99.3: 4.2 0.7
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 : 207: 63 31 13 87 62 157 99:
Old : 207: 63 31 13 87 62 157 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 : 27.2 36.7 41.1 57.8 22.4 35.5 32.4 52.1
Old : 27.2 36.7 41.1 57.8 22.4 35.5 32.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2014