COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 227,156: 58,842 55,228 54,472 101,385 99,844 214,700 209,544: 12,457 17,613 Old : 211,717: 56,216 55,535 51,360 92,295 88,242 199,871 195,137: 11,846 16,580 Other: 15,440: 4,593 1,659 1,146 9,090 11,602 14,829 14,407: 611 1,032 : : : : : Changes in Commitments from: December 9, 2014 : : 2,747: 1,804 -967 232 1,191 3,358 3,227 2,622: -480 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 24.3 24.0 44.6 44.0 94.5 92.2: 5.5 7.8 Old : 100.0: 26.6 26.2 24.3 43.6 41.7 94.4 92.2: 5.6 7.8 Other: 100.0: 29.7 10.7 7.4 58.9 75.1 96.0 93.3: 4.0 6.7 : : : :# Traders : Number of Traders in Each Category : All : 283: 92 108 76 62 72 191 223: Old : 281: 94 106 74 60 68 187 218: Other: 75: 13 12 10 31 34 49 51: :---------------------------------------------------------------------------------------------------- : 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 : 19.8 17.2 29.3 28.5 11.6 10.1 18.7 16.8 Old : 20.8 18.1 30.6 29.4 12.4 10.7 20.5 17.7 Other: 52.5 37.2 67.2 59.1 52.5 37.2 66.1 56.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 16,109: 3,117 1,308 2,850 8,111 10,478 14,078 14,636: 2,031 1,473 Old : 16,097: 3,117 1,308 2,850 8,099 10,466 14,066 14,624: 2,031 1,473 Other: 12: 0 0 0 12 12 12 12: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : -370: -330 -537 113 -228 157 -445 -267: 74 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 8.1 17.7 50.4 65.0 87.4 90.9: 12.6 9.1 Old : 100.0: 19.4 8.1 17.7 50.3 65.0 87.4 90.8: 12.6 9.2 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 : 74: 27 14 15 27 18 60 42: Old : 74: 27 14 15 27 18 60 42: 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 49.0 45.3 66.6 27.6 47.6 43.5 60.4 Old : 28.1 49.0 45.4 66.6 27.7 47.5 43.5 60.5 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, December 16, 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 : 219,465: 64,441 20,401 48,248 95,905 144,847 208,594 213,496: 10,871 5,969 Old : 203,443: 64,380 21,107 46,358 82,233 130,209 192,971 197,674: 10,473 5,769 Other: 16,022: 1,056 288 896 13,672 14,638 15,624 15,822: 398 200 : : : : : Changes in Commitments from: December 9, 2014 : : -2,890: -1,511 -4,715 -419 -1,181 2,820 -3,111 -2,314: 220 -576 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 9.3 22.0 43.7 66.0 95.0 97.3: 5.0 2.7 Old : 100.0: 31.6 10.4 22.8 40.4 64.0 94.9 97.2: 5.1 2.8 Other: 100.0: 6.6 1.8 5.6 85.3 91.4 97.5 98.7: 2.5 1.3 : : : :# Traders : Number of Traders in Each Category : All : 183: 80 28 52 56 55 164 114: Old : 183: 80 29 51 55 55 163 113: Other: 49: 9 10 13 23 16 38 33: :---------------------------------------------------------------------------------------------------- : 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 : 18.6 34.1 29.3 45.8 15.6 24.1 24.3 33.1 Old : 16.8 31.8 27.8 43.9 13.9 23.9 22.6 32.5 Other: 72.6 74.3 81.4 90.0 64.9 71.4 72.0 79.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 986,037: 229,511 253,524 148,814 538,406 500,914 916,730 903,252: 69,307 82,786 Old : 986,037: 229,511 253,524 148,814 538,406 500,914 916,730 903,252: 69,307 82,786 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : -15,822: -11,961 -2,444 -13,323 10,070 520 -15,214 -15,247: -607 -575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 25.7 15.1 54.6 50.8 93.0 91.6: 7.0 8.4 Old : 100.0: 23.3 25.7 15.1 54.6 50.8 93.0 91.6: 7.0 8.4 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 : 233: 63 76 60 85 76 181 183: Old : 233: 63 76 60 85 76 181 183: 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 : 13.6 16.5 23.1 27.9 10.8 11.1 19.3 17.9 Old : 13.6 16.5 23.1 27.9 10.8 11.1 19.3 17.9 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, December 16, 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 : 187,524: 45,201 10,551 38,997 95,671 131,011 179,868 180,558: 7,655 6,966 Old : 170,569: 46,230 12,673 32,226 85,418 119,562 163,875 164,461: 6,694 6,108 Other: 16,955: 2,970 1,877 2,771 10,253 11,449 15,994 16,097: 961 858 : : : : : Changes in Commitments from: December 9, 2014 : : -3,207: -1,759 85 -2,104 443 -1,736 -3,419 -3,755: 212 549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 5.6 20.8 51.0 69.9 95.9 96.3: 4.1 3.7 Old : 100.0: 27.1 7.4 18.9 50.1 70.1 96.1 96.4: 3.9 3.6 Other: 100.0: 17.5 11.1 16.3 60.5 67.5 94.3 94.9: 5.7 5.1 : : : :# Traders : Number of Traders in Each Category : All : 344: 124 60 104 137 129 305 260: Old : 344: 123 65 99 133 127 298 256: Other: 125: 19 13 12 67 51 95 70: :---------------------------------------------------------------------------------------------------- : 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 : 12.9 19.7 22.6 31.4 10.3 16.7 17.6 25.1 Old : 13.6 20.3 23.6 32.0 11.3 17.8 19.5 26.3 Other: 28.0 31.8 45.9 50.7 21.0 27.2 30.8 37.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 88,000: 61,626 30,067 1,383 9,391 55,387 72,399 86,837: 15,600 1,163 Old : 88,000: 61,626 30,067 1,383 9,391 55,387 72,399 86,837: 15,600 1,163 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : -6,910: -5,749 -1,271 -2,202 208 -3,324 -7,742 -6,797: 832 -114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 34.2 1.6 10.7 62.9 82.3 98.7: 17.7 1.3 Old : 100.0: 70.0 34.2 1.6 10.7 62.9 82.3 98.7: 17.7 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 : 155: 118 17 11 16 8 140 30: Old : 155: 118 17 11 16 8 140 30: 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 : 31.5 82.9 41.2 90.7 30.6 82.9 40.0 90.7 Old : 31.5 82.9 41.2 90.7 30.6 82.9 40.0 90.7 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 16, 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 : 406,193: 42,259 68,052 9,087 339,873 315,306 391,219 392,446: 14,974 13,747 Old : 406,193: 42,259 68,052 9,087 339,873 315,306 391,219 392,446: 14,974 13,747 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : 13,906: 53 -3,092 568 17,491 19,878 18,111 17,353: -4,205 -3,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 16.8 2.2 83.7 77.6 96.3 96.6: 3.7 3.4 Old : 100.0: 10.4 16.8 2.2 83.7 77.6 96.3 96.6: 3.7 3.4 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 : 263: 39 48 18 111 122 163 178: Old : 263: 39 48 18 111 122 163 178: 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 : 32.6 30.4 44.8 39.2 26.7 27.8 37.6 35.0 Old : 32.6 30.4 44.8 39.2 26.7 27.8 37.6 35.0 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 16, 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 : 145,634: 33,915 14,191 4,422 98,264 121,596 136,601 140,209: 9,033 5,425 Old : 145,634: 33,915 14,191 4,422 98,264 121,596 136,601 140,209: 9,033 5,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : 13,294: 3,976 -3,376 1,629 4,612 12,065 10,217 10,318: 3,077 2,976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 9.7 3.0 67.5 83.5 93.8 96.3: 6.2 3.7 Old : 100.0: 23.3 9.7 3.0 67.5 83.5 93.8 96.3: 6.2 3.7 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 : 106: 19 6 6 60 48 80 60: Old : 106: 19 6 6 60 48 80 60: 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 : 29.7 40.8 42.8 63.6 27.7 40.0 40.6 62.6 Old : 29.7 40.8 42.8 63.6 27.7 40.0 40.6 62.6 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, December 16, 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 : 413,832: 93,431 55,001 11,259 282,576 337,517 387,266 403,777: 26,566 10,055 Old : 413,832: 93,431 55,001 11,259 282,576 337,517 387,266 403,777: 26,566 10,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2014 : : 65,296: 8,924 20,163 1,921 42,607 36,806 53,452 58,890: 11,844 6,406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 13.3 2.7 68.3 81.6 93.6 97.6: 6.4 2.4 Old : 100.0: 22.6 13.3 2.7 68.3 81.6 93.6 97.6: 6.4 2.4 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 : 215: 64 33 19 96 68 170 110: Old : 215: 64 33 19 96 68 170 110: 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 33.5 38.5 47.8 21.1 33.0 31.0 45.3 Old : 24.8 33.5 38.5 47.8 21.1 33.0 31.0 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014