COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 224,909: 60,554 47,317 52,073 98,339 110,317 210,965 209,707: 13,944 15,202 Old : 209,110: 57,934 47,720 48,849 88,985 98,350 195,769 194,920: 13,341 14,190 Other: 15,800: 4,644 1,621 1,199 9,353 11,966 15,197 14,787: 603 1,013 : : : : : Changes in Commitments from: December 16, 2014 : : -2,247: 1,711 -7,911 -2,399 -3,047 10,473 -3,734 163: 1,487 -2,410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 21.0 23.2 43.7 49.0 93.8 93.2: 6.2 6.8 Old : 100.0: 27.7 22.8 23.4 42.6 47.0 93.6 93.2: 6.4 6.8 Other: 100.0: 29.4 10.3 7.6 59.2 75.7 96.2 93.6: 3.8 6.4 : : : :# Traders : Number of Traders in Each Category : All : 276: 95 93 76 64 77 197 212: Old : 274: 96 92 74 61 73 192 207: Other: 77: 14 11 10 34 33 53 49: :---------------------------------------------------------------------------------------------------- : 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 : 17.9 18.1 27.4 29.6 9.8 10.3 17.1 16.9 Old : 18.8 19.0 28.7 30.9 10.5 10.9 18.7 18.1 Other: 52.8 36.0 68.2 58.0 52.8 36.0 65.9 55.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 14,434: 2,816 1,478 1,721 8,157 9,477 12,694 12,676: 1,741 1,758 Old : 14,422: 2,816 1,478 1,721 8,145 9,465 12,682 12,664: 1,741 1,758 Other: 12: 0 0 0 12 12 12 12: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : -1,675: -301 171 -1,129 46 -1,001 -1,385 -1,960: -290 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 10.2 11.9 56.5 65.7 87.9 87.8: 12.1 12.2 Old : 100.0: 19.5 10.2 11.9 56.5 65.6 87.9 87.8: 12.1 12.2 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 : 67: 20 18 13 25 11 54 34: Old : 67: 20 18 13 25 11 54 34: 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 : 32.5 51.4 48.5 67.5 32.4 50.9 48.0 63.6 Old : 32.5 51.4 48.6 67.5 32.5 50.8 48.1 63.7 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 23, 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 : 227,079: 72,954 19,854 47,174 95,347 154,297 215,475 221,325: 11,604 5,754 Old : 208,355: 72,915 20,318 45,199 79,062 137,332 197,176 202,849: 11,179 5,507 Other: 18,723: 942 439 1,072 16,285 16,965 18,299 18,476: 425 247 : : : : : Changes in Commitments from: December 16, 2014 : : 7,613: 8,512 -547 -1,074 -558 9,450 6,881 7,829: 733 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 8.7 20.8 42.0 67.9 94.9 97.5: 5.1 2.5 Old : 100.0: 35.0 9.8 21.7 37.9 65.9 94.6 97.4: 5.4 2.6 Other: 100.0: 5.0 2.3 5.7 87.0 90.6 97.7 98.7: 2.3 1.3 : : : :# Traders : Number of Traders in Each Category : All : 188: 86 26 54 56 54 170 114: Old : 188: 86 29 53 55 53 169 112: Other: 52: 12 7 12 24 17 39 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 : 18.2 38.0 28.7 49.0 14.7 26.5 23.0 35.3 Old : 16.1 35.6 26.6 47.1 13.3 26.0 21.7 34.9 Other: 76.0 73.8 83.8 88.2 68.8 71.1 74.3 79.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 982,132: 225,881 247,320 159,076 528,986 496,769 913,943 903,165: 68,189 78,967 Old : 982,132: 225,881 247,320 159,076 528,986 496,769 913,943 903,165: 68,189 78,967 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : -3,905: -3,629 -6,204 10,263 -9,421 -4,145 -2,787 -87: -1,118 -3,818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 25.2 16.2 53.9 50.6 93.1 92.0: 6.9 8.0 Old : 100.0: 23.0 25.2 16.2 53.9 50.6 93.1 92.0: 6.9 8.0 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 : 226: 64 70 61 82 75 176 180: Old : 226: 64 70 61 82 75 176 180: 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 : 13.1 16.1 22.8 27.3 10.7 10.6 19.2 17.9 Old : 13.1 16.1 22.8 27.3 10.7 10.6 19.2 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 23, 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 : 194,640: 43,341 12,693 42,220 101,442 132,260 187,003 187,172: 7,637 7,468 Old : 177,250: 44,546 14,777 35,485 90,663 120,493 170,693 170,755: 6,557 6,495 Other: 17,391: 2,808 1,928 2,723 10,780 11,767 16,311 16,417: 1,080 973 : : : : : Changes in Commitments from: December 16, 2014 : : 7,117: -1,860 2,142 3,223 5,771 1,249 7,135 6,615: -18 502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 6.5 21.7 52.1 68.0 96.1 96.2: 3.9 3.8 Old : 100.0: 25.1 8.3 20.0 51.1 68.0 96.3 96.3: 3.7 3.7 Other: 100.0: 16.1 11.1 15.7 62.0 67.7 93.8 94.4: 6.2 5.6 : : : :# Traders : Number of Traders in Each Category : All : 348: 113 71 113 135 131 302 275: Old : 347: 115 75 109 132 129 297 271: Other: 127: 18 16 14 68 50 98 71: :---------------------------------------------------------------------------------------------------- : 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 18.2 23.3 29.4 10.4 15.9 17.3 24.1 Old : 14.6 18.5 24.6 30.1 11.6 16.9 19.1 25.1 Other: 29.8 31.1 45.9 48.6 21.3 26.2 29.7 36.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 95,088: 69,549 22,102 1,348 9,487 70,425 80,385 93,875: 14,703 1,213 Old : 95,088: 69,549 22,102 1,348 9,487 70,425 80,385 93,875: 14,703 1,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : 7,088: 7,923 -7,965 -34 96 15,038 7,985 7,038: -897 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 23.2 1.4 10.0 74.1 84.5 98.7: 15.5 1.3 Old : 100.0: 73.1 23.2 1.4 10.0 74.1 84.5 98.7: 15.5 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 : 168: 130 19 12 17 6 154 30: Old : 168: 130 19 12 17 6 154 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 : 29.1 79.9 39.1 89.1 28.6 79.9 38.5 89.1 Old : 29.1 79.9 39.1 89.1 28.6 79.9 38.5 89.1 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 23, 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 : 342,962: 39,856 65,322 5,854 278,033 256,060 323,743 327,236: 19,220 15,726 Old : 342,962: 39,856 65,322 5,854 278,033 256,060 323,743 327,236: 19,220 15,726 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : -63,231: -2,403 -2,731 -3,233 -61,841 -59,246 -67,477 -65,209: 4,246 1,979 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 19.0 1.7 81.1 74.7 94.4 95.4: 5.6 4.6 Old : 100.0: 11.6 19.0 1.7 81.1 74.7 94.4 95.4: 5.6 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 : 260: 42 50 12 99 103 149 157: Old : 260: 42 50 12 99 103 149 157: 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 : 32.7 32.4 44.6 43.5 28.8 32.4 39.4 43.2 Old : 32.7 32.4 44.6 43.5 28.8 32.4 39.4 43.2 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, December 23, 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 : 127,840: 27,734 16,763 3,289 90,295 103,183 121,318 123,235: 6,522 4,605 Old : 127,840: 27,734 16,763 3,289 90,295 103,183 121,318 123,235: 6,522 4,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : -17,794: -6,181 2,572 -1,133 -7,969 -18,413 -15,283 -16,974: -2,511 -820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 13.1 2.6 70.6 80.7 94.9 96.4: 5.1 3.6 Old : 100.0: 21.7 13.1 2.6 70.6 80.7 94.9 96.4: 5.1 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 : 105: 15 8 3 53 48 68 59: Old : 105: 15 8 3 53 48 68 59: 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 : 34.6 44.8 50.2 61.8 32.2 44.8 47.3 61.6 Old : 34.6 44.8 50.2 61.8 32.2 44.8 47.3 61.6 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 23, 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 : 327,974: 85,260 55,356 8,999 219,078 258,189 313,337 322,544: 14,637 5,430 Old : 327,974: 85,260 55,356 8,999 219,078 258,189 313,337 322,544: 14,637 5,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2014 : : -85,858: -8,171 355 -2,260 -63,498 -79,328 -73,929 -81,233: -11,929 -4,625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 16.9 2.7 66.8 78.7 95.5 98.3: 4.5 1.7 Old : 100.0: 26.0 16.9 2.7 66.8 78.7 95.5 98.3: 4.5 1.7 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 : 215: 63 34 14 86 68 157 108: Old : 215: 63 34 14 86 68 157 108: 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 : 25.9 30.5 39.0 45.5 20.1 30.2 32.8 44.1 Old : 25.9 30.5 39.0 45.5 20.1 30.2 32.8 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2014