COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 222,329: 58,744 58,490 51,399 100,064 94,073 210,206 203,961: 12,123 18,368
Old : 209,938: 57,798 58,686 48,707 91,815 85,085 198,319 192,478: 11,618 17,460
Other: 12,391: 2,754 1,611 884 8,249 8,988 11,887 11,483: 504 908
: : :
: : Changes in Commitments from: November 18, 2014 :
: -4,083: -376 1,195 160 -3,570 -4,715 -3,786 -3,360: -297 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 26.3 23.1 45.0 42.3 94.5 91.7: 5.5 8.3
Old : 100.0: 27.5 28.0 23.2 43.7 40.5 94.5 91.7: 5.5 8.3
Other: 100.0: 22.2 13.0 7.1 66.6 72.5 95.9 92.7: 4.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 85 115 69 63 72 186 225:
Old : 284: 86 114 69 61 68 182 221:
Other: 67: 14 11 9 27 29 45 45:
:----------------------------------------------------------------------------------------------------
: 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 18.9 29.9 29.3 11.0 11.3 19.1 18.4
Old : 20.3 19.8 31.0 30.0 12.1 11.8 20.8 19.0
Other: 49.7 38.7 66.2 56.8 49.7 38.7 63.6 56.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 16,799: 3,302 3,008 2,564 8,620 9,710 14,486 15,282: 2,313 1,518
Old : 16,787: 3,302 3,008 2,564 8,608 9,698 14,474 15,270: 2,313 1,518
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,611: 355 -2,831 68 -2,068 1,570 -1,646 -1,193: 35 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.9 15.3 51.3 57.8 86.2 91.0: 13.8 9.0
Old : 100.0: 19.7 17.9 15.3 51.3 57.8 86.2 91.0: 13.8 9.0
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 : 72: 27 14 13 27 15 56 40:
Old : 72: 27 14 13 27 15 56 40:
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 : 24.8 45.4 43.0 59.3 24.6 43.7 41.9 55.4
Old : 24.9 45.4 43.0 59.3 24.6 43.8 41.9 55.5
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 25, 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 : 210,329: 64,609 20,661 47,655 88,136 133,455 200,399 201,770: 9,929 8,558
Old : 195,090: 64,765 21,430 45,600 75,183 119,677 185,548 186,707: 9,542 8,382
Other: 15,239: 921 308 978 12,953 13,777 14,851 15,063: 388 176
: : :
: : Changes in Commitments from: November 18, 2014 :
: 5,288: 5,596 999 1,588 -2,505 3,182 4,680 5,769: 607 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.8 22.7 41.9 63.5 95.3 95.9: 4.7 4.1
Old : 100.0: 33.2 11.0 23.4 38.5 61.3 95.1 95.7: 4.9 4.3
Other: 100.0: 6.0 2.0 6.4 85.0 90.4 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 77 32 51 55 54 158 119:
Old : 184: 76 36 50 54 53 157 117:
Other: 47: 11 6 13 23 14 38 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 : 18.3 33.4 29.1 45.2 16.7 25.4 25.0 34.6
Old : 16.2 31.1 27.7 43.3 14.5 24.7 23.3 33.3
Other: 76.0 73.3 82.5 89.4 65.1 70.6 70.8 78.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 991,178: 255,400 227,200 162,126 501,838 524,076 919,364 913,402: 71,814 77,776
Old : 991,178: 255,400 227,200 162,126 501,838 524,076 919,364 913,402: 71,814 77,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 9,620: 8,018 -15,350 7,344 -3,811 15,284 11,551 7,279: -1,932 2,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.9 16.4 50.6 52.9 92.8 92.2: 7.2 7.8
Old : 100.0: 25.8 22.9 16.4 50.6 52.9 92.8 92.2: 7.2 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 : 237: 68 75 69 85 78 192 187:
Old : 237: 68 75 69 85 78 192 187:
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 : 12.4 16.2 21.4 26.8 11.0 11.2 18.9 19.2
Old : 12.4 16.2 21.4 26.8 11.0 11.2 18.9 19.2
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, November 25, 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 : 187,178: 54,381 6,137 39,953 84,979 136,029 179,312 182,119: 7,865 5,058
Old : 171,913: 54,960 7,542 34,453 75,259 125,324 164,671 167,319: 7,242 4,594
Other: 15,264: 2,449 1,623 2,472 9,720 10,705 14,641 14,800: 623 464
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,982: 3,342 -1,454 2,919 -3,082 1,746 3,179 3,211: -197 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.3 21.3 45.4 72.7 95.8 97.3: 4.2 2.7
Old : 100.0: 32.0 4.4 20.0 43.8 72.9 95.8 97.3: 4.2 2.7
Other: 100.0: 16.0 10.6 16.2 63.7 70.1 95.9 97.0: 4.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 128 51 102 138 133 312 249:
Old : 341: 128 56 99 131 131 304 245:
Other: 117: 19 12 13 61 50 88 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 : 11.6 20.3 20.4 31.4 9.9 17.8 16.6 25.9
Old : 12.2 20.6 21.4 31.7 10.7 18.8 18.2 27.2
Other: 34.0 34.8 51.3 52.8 25.4 29.4 35.4 41.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 99,123: 71,915 33,896 2,331 9,190 59,282 83,435 95,508: 15,688 3,615
Old : 99,123: 71,915 33,896 2,331 9,190 59,282 83,435 95,508: 15,688 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 7,391: 4,005 4,995 109 304 -6 4,418 5,098: 2,973 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 34.2 2.4 9.3 59.8 84.2 96.4: 15.8 3.6
Old : 100.0: 72.6 34.2 2.4 9.3 59.8 84.2 96.4: 15.8 3.6
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 : 180: 138 21 19 17 7 165 38:
Old : 180: 138 21 19 17 7 165 38:
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 : 24.9 78.1 39.8 88.4 24.1 78.1 39.0 88.2
Old : 24.9 78.1 39.8 88.4 24.1 78.1 39.0 88.2
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, November 25, 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 : 397,338: 28,818 69,082 6,660 342,472 303,336 377,949 379,077: 19,389 18,261
Old : 397,338: 28,818 69,082 6,660 342,472 303,336 377,949 379,077: 19,389 18,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 10,834: -2,291 6,997 2,627 11,698 955 12,034 10,579: -1,200 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.4 1.7 86.2 76.3 95.1 95.4: 4.9 4.6
Old : 100.0: 7.3 17.4 1.7 86.2 76.3 95.1 95.4: 4.9 4.6
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 : 264: 32 50 11 114 112 153 166:
Old : 264: 32 50 11 114 112 153 166:
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 : 35.3 32.3 47.3 43.1 27.3 30.5 38.4 38.3
Old : 35.3 32.3 47.3 43.1 27.3 30.5 38.4 38.3
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, November 25, 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 : 125,062: 28,585 19,469 2,552 88,489 100,297 119,626 122,318: 5,436 2,744
Old : 125,062: 28,585 19,469 2,552 88,489 100,297 119,626 122,318: 5,436 2,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,358: -2,514 1,347 -43 5,963 1,386 3,406 2,690: -1,048 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.6 2.0 70.8 80.2 95.7 97.8: 4.3 2.2
Old : 100.0: 22.9 15.6 2.0 70.8 80.2 95.7 97.8: 4.3 2.2
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 : 105: 14 9 3 57 42 71 54:
Old : 105: 14 9 3 57 42 71 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 : 33.9 43.3 49.7 64.6 32.0 43.3 47.9 64.2
Old : 33.9 43.3 49.7 64.6 32.0 43.3 47.9 64.2
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 25, 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 : 335,814: 87,154 30,456 8,317 223,246 293,949 318,717 332,722: 17,097 3,092
Old : 335,814: 87,154 30,456 8,317 223,246 293,949 318,717 332,722: 17,097 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -3,509: -395 -39 3,275 -8,718 -8,497 -5,838 -5,261: 2,329 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.1 2.5 66.5 87.5 94.9 99.1: 5.1 0.9
Old : 100.0: 26.0 9.1 2.5 66.5 87.5 94.9 99.1: 5.1 0.9
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 : 208: 69 22 14 93 62 166 94:
Old : 208: 69 22 14 93 62 166 94:
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 : 27.1 38.8 39.3 57.1 20.3 38.5 30.4 53.6
Old : 27.1 38.8 39.3 57.1 20.3 38.5 30.4 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014