COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 226,411: 59,119 57,295 51,238 103,635 98,788 213,992 207,321: 12,419 19,091
Old : 214,329: 58,490 57,628 48,532 95,375 89,896 202,396 196,056: 11,933 18,274
Other: 12,082: 2,473 1,510 863 8,260 8,892 11,596 11,265: 486 817
: : :
: : Changes in Commitments from: November 11, 2014 :
: -3,781: -4,582 12,445 549 2,563 -16,953 -1,469 -3,959: -2,312 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 25.3 22.6 45.8 43.6 94.5 91.6: 5.5 8.4
Old : 100.0: 27.3 26.9 22.6 44.5 41.9 94.4 91.5: 5.6 8.5
Other: 100.0: 20.5 12.5 7.1 68.4 73.6 96.0 93.2: 4.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 88 105 67 64 74 185 218:
Old : 278: 90 105 67 63 71 184 215:
Other: 59: 9 8 7 27 29 38 42:
:----------------------------------------------------------------------------------------------------
: 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 19.5 28.5 29.6 10.0 11.4 17.7 18.1
Old : 18.6 20.4 29.5 30.3 11.3 11.9 19.6 18.7
Other: 51.0 38.3 68.3 56.9 51.0 38.3 65.5 55.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 18,410: 2,948 5,838 2,496 10,688 8,140 16,132 16,475: 2,278 1,935
Old : 18,398: 2,948 5,838 2,496 10,676 8,128 16,120 16,463: 2,278 1,935
Other: 12: 0 0 0 12 12 12 12: -0 -0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -102: 39 -275 64 -281 122 -177 -89: 75 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.7 13.6 58.1 44.2 87.6 89.5: 12.4 10.5
Old : 100.0: 16.0 31.7 13.6 58.0 44.2 87.6 89.5: 12.4 10.5
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 28 22 13 32 13 62 46:
Old : 83: 28 22 13 32 13 62 46:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 44.5 40.0 59.4 23.5 43.0 39.4 55.5
Old : 23.6 44.4 40.0 59.4 23.5 43.0 39.4 55.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 205,041: 59,012 19,662 46,066 90,640 130,273 195,719 196,001: 9,322 9,040
Old : 190,530: 59,173 20,117 44,405 78,015 117,134 181,593 181,655: 8,937 8,875
Other: 14,511: 662 368 839 12,625 13,139 14,126 14,346: 385 165
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,151: -3,903 -1,814 6,129 484 -4,090 2,711 225: -1,560 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.6 22.5 44.2 63.5 95.5 95.6: 4.5 4.4
Old : 100.0: 31.1 10.6 23.3 40.9 61.5 95.3 95.3: 4.7 4.7
Other: 100.0: 4.6 2.5 5.8 87.0 90.5 97.3 98.9: 2.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 67 38 50 54 53 146 123:
Old : 179: 69 38 49 53 53 145 122:
Other: 43: 9 5 10 20 13 32 25:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 33.2 30.6 45.0 18.3 25.3 26.4 34.7
Old : 18.2 30.8 29.2 43.2 15.9 25.1 24.6 33.7
Other: 78.2 74.4 85.9 89.8 67.1 71.7 74.2 80.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 981,558: 247,382 242,550 154,782 505,649 508,791 907,813 906,123: 73,745 75,435
Old : 981,558: 247,382 242,550 154,782 505,649 508,791 907,813 906,123: 73,745 75,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,638: -2,241 -3,659 2,794 1,865 675 2,418 -190: -780 1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.7 15.8 51.5 51.8 92.5 92.3: 7.5 7.7
Old : 100.0: 25.2 24.7 15.8 51.5 51.8 92.5 92.3: 7.5 7.7
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 : 243: 68 76 70 87 81 195 193:
Old : 243: 68 76 70 87 81 195 193:
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 15.7 21.0 26.3 11.2 11.3 19.2 18.8
Old : 11.9 15.7 21.0 26.3 11.2 11.3 19.2 18.8
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, November 18, 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 : 184,196: 51,038 7,591 37,034 88,061 134,284 176,133 178,909: 8,062 5,287
Old : 169,089: 51,925 9,193 31,525 78,254 123,585 161,704 164,304: 7,385 4,786
Other: 15,106: 2,285 1,569 2,337 9,807 10,698 14,429 14,605: 677 501
: : :
: : Changes in Commitments from: November 11, 2014 :
: -29,955: 1,809 -761 -20,523 -10,584 -7,456 -29,298 -28,740: -657 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.1 20.1 47.8 72.9 95.6 97.1: 4.4 2.9
Old : 100.0: 30.7 5.4 18.6 46.3 73.1 95.6 97.2: 4.4 2.8
Other: 100.0: 15.1 10.4 15.5 64.9 70.8 95.5 96.7: 4.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 130 40 94 139 136 310 242:
Old : 339: 133 43 89 132 134 301 237:
Other: 111: 14 13 13 58 49 81 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 : 11.2 19.2 20.3 30.1 9.7 17.2 16.5 25.4
Old : 12.0 19.1 21.6 30.2 10.7 18.1 18.4 26.6
Other: 34.7 34.5 54.0 51.9 26.6 29.1 37.7 41.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 91,732: 67,910 28,901 2,222 8,885 59,288 79,017 90,410: 12,715 1,322
Old : 91,732: 67,910 28,901 2,222 8,885 59,288 79,017 90,410: 12,715 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -4,445: -2,578 -327 52 2,080 -247 -447 -522: -3,998 -3,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 31.5 2.4 9.7 64.6 86.1 98.6: 13.9 1.4
Old : 100.0: 74.0 31.5 2.4 9.7 64.6 86.1 98.6: 13.9 1.4
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 : 167: 125 22 17 17 6 152 36:
Old : 167: 125 22 17 17 6 152 36:
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 : 26.3 79.2 41.5 89.7 25.4 79.1 40.6 89.6
Old : 26.3 79.2 41.5 89.7 25.4 79.1 40.6 89.6
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, November 18, 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 : 386,504: 31,109 62,085 4,033 330,774 302,381 365,916 368,499: 20,589 18,005
Old : 386,504: 31,109 62,085 4,033 330,774 302,381 365,916 368,499: 20,589 18,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 193: 4,196 -2,074 367 -8,021 1,516 -3,458 -191: 3,652 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.1 1.0 85.6 78.2 94.7 95.3: 5.3 4.7
Old : 100.0: 8.0 16.1 1.0 85.6 78.2 94.7 95.3: 5.3 4.7
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 : 261: 39 47 12 107 111 153 163:
Old : 261: 39 47 12 107 111 153 163:
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 : 36.1 33.3 48.6 43.9 27.7 30.8 39.4 39.2
Old : 36.1 33.3 48.6 43.9 27.7 30.8 39.4 39.2
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, November 18, 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 : 122,704: 31,099 18,122 2,595 82,526 98,911 116,220 119,628: 6,484 3,076
Old : 122,704: 31,099 18,122 2,595 82,526 98,911 116,220 119,628: 6,484 3,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 4,641: 1,525 2,874 -32 1,857 1,552 3,350 4,394: 1,291 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.8 2.1 67.3 80.6 94.7 97.5: 5.3 2.5
Old : 100.0: 25.3 14.8 2.1 67.3 80.6 94.7 97.5: 5.3 2.5
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 : 105: 14 8 3 55 43 69 54:
Old : 105: 14 8 3 55 43 69 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 : 34.8 41.9 49.7 63.3 32.8 41.9 47.8 63.1
Old : 34.8 41.9 49.7 63.3 32.8 41.9 47.8 63.1
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, November 18, 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 : 339,323: 87,549 30,495 5,042 231,964 302,446 324,555 337,983: 14,768 1,340
Old : 339,323: 87,549 30,495 5,042 231,964 302,446 324,555 337,983: 14,768 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,612: 1,046 -3,796 161 1,256 5,505 2,463 1,870: -851 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.0 1.5 68.4 89.1 95.6 99.6: 4.4 0.4
Old : 100.0: 25.8 9.0 1.5 68.4 89.1 95.6 99.6: 4.4 0.4
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 : 209: 69 24 14 89 61 162 95:
Old : 209: 69 24 14 89 61 162 95:
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 : 28.5 37.9 41.9 59.3 21.1 37.6 31.2 54.3
Old : 28.5 37.9 41.9 59.3 21.1 37.6 31.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014