COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 224,410: 57,038 56,195 54,241 100,194 96,486 211,473 206,921: 12,937 17,488
Old : 210,027: 55,097 56,570 51,175 91,557 85,687 197,829 193,432: 12,199 16,596
Other: 14,382: 3,911 1,594 1,096 8,637 10,799 13,644 13,490: 738 893
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,422: -2,251 -2,002 917 -2,644 -2,794 -3,978 -3,879: 557 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 25.0 24.2 44.6 43.0 94.2 92.2: 5.8 7.8
Old : 100.0: 26.2 26.9 24.4 43.6 40.8 94.2 92.1: 5.8 7.9
Other: 100.0: 27.2 11.1 7.6 60.1 75.1 94.9 93.8: 5.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 90 110 76 64 74 195 225:
Old : 287: 96 106 74 62 70 192 220:
Other: 70: 13 11 10 31 30 49 46:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.9 28.4 28.7 9.9 10.9 17.6 17.6
Old : 19.4 18.8 29.8 29.5 10.8 11.3 19.5 17.9
Other: 48.6 40.8 65.5 62.7 48.5 37.8 64.5 59.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 16,480: 3,447 1,845 2,737 8,339 10,321 14,523 14,903: 1,957 1,577
Old : 16,468: 3,447 1,845 2,737 8,327 10,309 14,511 14,891: 1,957 1,577
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 52: 76 -119 45 115 95 236 22: -184 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.2 16.6 50.6 62.6 88.1 90.4: 11.9 9.6
Old : 100.0: 20.9 11.2 16.6 50.6 62.6 88.1 90.4: 11.9 9.6
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 : 75: 27 16 14 27 17 58 43:
Old : 75: 27 16 14 27 17 58 43:
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 : 28.0 48.1 45.9 64.0 27.8 46.7 44.6 58.1
Old : 28.0 48.0 46.0 63.9 27.8 46.7 44.6 58.2
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, December 9, 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 : 222,356: 65,952 25,116 48,667 97,086 142,027 211,705 215,810: 10,651 6,545
Old : 206,488: 65,889 25,910 46,645 83,705 127,574 196,238 200,130: 10,249 6,358
Other: 15,868: 1,149 291 936 13,381 14,453 15,466 15,681: 401 187
: : :
: : Changes in Commitments from: December 2, 2014 :
: 7,058: 921 2,496 -1,543 7,068 8,142 6,447 9,095: 612 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 11.3 21.9 43.7 63.9 95.2 97.1: 4.8 2.9
Old : 100.0: 31.9 12.5 22.6 40.5 61.8 95.0 96.9: 5.0 3.1
Other: 100.0: 7.2 1.8 5.9 84.3 91.1 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 80 37 55 56 55 171 119:
Old : 194: 81 37 54 55 55 170 118:
Other: 50: 12 8 13 22 15 38 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 : 19.4 34.6 29.8 46.6 16.1 24.4 24.7 33.7
Old : 17.7 32.4 28.7 44.9 14.1 24.0 23.1 33.2
Other: 74.6 74.8 81.8 90.6 66.4 73.8 73.1 81.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 1,001,859: 241,471 255,968 162,137 528,337 500,394 931,945 918,499: 69,914 83,360
Old : 1,001,859: 241,471 255,968 162,137 528,337 500,394 931,945 918,499: 69,914 83,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -10,610: -6,852 -305 -10,564 6,018 -5,138 -11,397 -16,006: 788 5,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.5 16.2 52.7 49.9 93.0 91.7: 7.0 8.3
Old : 100.0: 24.1 25.5 16.2 52.7 49.9 93.0 91.7: 7.0 8.3
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: 67 75 63 87 78 187 187:
Old : 239: 67 75 63 87 78 187 187:
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 : 13.0 16.0 22.2 26.4 10.7 10.9 18.8 17.0
Old : 13.0 16.0 22.2 26.4 10.7 10.9 18.8 17.0
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, December 9, 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 : 190,730: 46,960 10,466 41,100 95,228 132,747 183,288 184,313: 7,443 6,417
Old : 174,048: 48,069 12,444 34,405 84,965 121,400 167,439 168,249: 6,609 5,799
Other: 16,683: 2,757 1,889 2,829 10,263 11,347 15,849 16,064: 834 618
: : :
: : Changes in Commitments from: December 2, 2014 :
: 1,387: -5,639 1,930 -564 4,915 -3,552 -1,288 -2,186: 2,675 3,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.5 21.5 49.9 69.6 96.1 96.6: 3.9 3.4
Old : 100.0: 27.6 7.1 19.8 48.8 69.8 96.2 96.7: 3.8 3.3
Other: 100.0: 16.5 11.3 17.0 61.5 68.0 95.0 96.3: 5.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 118 64 108 139 132 313 262:
Old : 348: 121 67 104 135 130 307 258:
Other: 125: 17 14 13 69 53 96 73:
:----------------------------------------------------------------------------------------------------
: 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 20.4 22.1 31.6 10.1 17.0 16.9 24.6
Old : 13.1 21.0 23.1 32.2 10.8 17.7 18.6 25.6
Other: 29.7 32.8 46.9 51.2 20.7 27.6 31.4 38.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 94,910: 67,375 31,338 3,584 9,183 58,711 80,142 93,633: 14,768 1,277
Old : 94,910: 67,375 31,338 3,584 9,183 58,711 80,142 93,633: 14,768 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,785: -3,451 -3,871 -76 -578 413 -4,105 -3,535: 320 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 33.0 3.8 9.7 61.9 84.4 98.7: 15.6 1.3
Old : 100.0: 71.0 33.0 3.8 9.7 61.9 84.4 98.7: 15.6 1.3
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 : 172: 130 20 16 17 7 160 32:
Old : 172: 130 20 16 17 7 160 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 : 31.8 77.6 41.1 88.0 30.9 77.4 40.2 87.2
Old : 31.8 77.6 41.1 88.0 30.9 77.4 40.2 87.2
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, December 9, 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 : 392,287: 42,207 71,145 8,519 322,382 295,428 373,108 375,092: 19,179 17,195
Old : 392,287: 42,207 71,145 8,519 322,382 295,428 373,108 375,092: 19,179 17,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,161: 10,580 3,113 1,650 -11,970 -7,680 260 -2,917: -3,422 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.1 2.2 82.2 75.3 95.1 95.6: 4.9 4.4
Old : 100.0: 10.8 18.1 2.2 82.2 75.3 95.1 95.6: 4.9 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 : 273: 42 52 15 107 113 158 172:
Old : 273: 42 52 15 107 113 158 172:
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 : 33.6 30.7 45.5 41.0 25.7 29.3 36.7 36.8
Old : 33.6 30.7 45.5 41.0 25.7 29.3 36.7 36.8
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, December 9, 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 : 132,340: 29,939 17,567 2,793 93,652 109,531 126,384 129,891: 5,956 2,449
Old : 132,340: 29,939 17,567 2,793 93,652 109,531 126,384 129,891: 5,956 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 6,650: 1,652 -1,439 17 4,841 8,204 6,510 6,782: 140 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.3 2.1 70.8 82.8 95.5 98.1: 4.5 1.9
Old : 100.0: 22.6 13.3 2.1 70.8 82.8 95.5 98.1: 4.5 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 : 110: 17 7 4 60 46 77 57:
Old : 110: 17 7 4 60 46 77 57:
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 : 31.3 43.8 46.7 69.2 29.3 43.8 44.7 68.3
Old : 31.3 43.8 46.7 69.2 29.3 43.8 44.7 68.3
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, December 9, 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 : 348,536: 84,507 34,838 9,338 239,969 300,711 333,814 344,887: 14,722 3,649
Old : 348,536: 84,507 34,838 9,338 239,969 300,711 333,814 344,887: 14,722 3,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 11,939: -1,620 1,697 1,501 13,031 6,237 12,912 9,435: -973 2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.0 2.7 68.9 86.3 95.8 99.0: 4.2 1.0
Old : 100.0: 24.2 10.0 2.7 68.9 86.3 95.8 99.0: 4.2 1.0
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 : 214: 66 28 18 98 62 169 104:
Old : 214: 66 28 18 98 62 169 104:
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 : 24.8 38.3 37.8 54.7 18.5 37.9 29.4 52.1
Old : 24.8 38.3 37.8 54.7 18.5 37.9 29.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2014