COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 223,895: 61,457 45,259 51,393 96,573 112,102 209,423 208,754: 14,472 15,141
Old : 208,128: 58,769 45,770 48,059 87,419 100,164 194,246 193,993: 13,881 14,134
Other: 15,767: 4,826 1,626 1,197 9,154 11,938 15,177 14,761: 590 1,006
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,015: 904 -2,058 -680 -1,766 1,785 -1,543 -953: 528 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 20.2 23.0 43.1 50.1 93.5 93.2: 6.5 6.8
Old : 100.0: 28.2 22.0 23.1 42.0 48.1 93.3 93.2: 6.7 6.8
Other: 100.0: 30.6 10.3 7.6 58.1 75.7 96.3 93.6: 3.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 95 91 75 62 76 193 211:
Old : 272: 94 92 73 59 72 188 206:
Other: 77: 13 12 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 : 17.5 18.3 26.9 29.8 9.7 10.3 16.9 16.9
Old : 18.3 19.2 28.3 30.7 10.4 10.9 18.4 17.5
Other: 52.9 36.0 68.2 58.2 52.9 36.0 66.0 55.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 14,199: 2,591 1,523 1,774 8,128 9,235 12,493 12,532: 1,706 1,667
Old : 14,187: 2,591 1,523 1,774 8,116 9,223 12,481 12,520: 1,706 1,667
Other: 12: 0 0 0 12 12 12 12: -0 -0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -236: -224 45 53 -29 -242 -201 -145: -35 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.7 12.5 57.2 65.0 88.0 88.3: 12.0 11.7
Old : 100.0: 18.3 10.7 12.5 57.2 65.0 88.0 88.3: 12.0 11.7
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 : 68: 20 18 14 26 11 55 35:
Old : 68: 20 18 14 26 11 55 35:
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 : 31.5 51.2 47.7 67.1 31.5 50.8 47.4 63.5
Old : 31.6 51.1 47.8 67.1 31.5 50.7 47.4 63.5
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 30, 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 : 230,481: 76,531 22,080 46,798 95,206 155,649 218,535 224,527: 11,945 5,953
Old : 211,406: 76,433 22,375 44,803 78,672 138,522 199,908 205,700: 11,499 5,706
Other: 19,074: 1,013 619 1,081 16,534 17,127 18,628 18,827: 447 247
: : :
: : Changes in Commitments from: December 23, 2014 :
: 3,402: 3,578 2,227 -376 -141 1,352 3,060 3,203: 341 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.6 20.3 41.3 67.5 94.8 97.4: 5.2 2.6
Old : 100.0: 36.2 10.6 21.2 37.2 65.5 94.6 97.3: 5.4 2.7
Other: 100.0: 5.3 3.2 5.7 86.7 89.8 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 85 28 55 56 55 171 116:
Old : 188: 84 32 54 55 54 170 114:
Other: 50: 11 6 12 25 17 39 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 : 18.1 38.4 28.5 49.6 14.5 26.9 22.6 35.5
Old : 15.9 36.1 26.0 47.7 12.9 26.4 21.4 35.2
Other: 76.2 73.3 83.9 87.7 68.5 70.2 74.3 78.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 997,497: 227,177 254,551 167,002 535,596 498,383 929,775 919,936: 67,722 77,561
Old : 997,497: 227,177 254,551 167,002 535,596 498,383 929,775 919,936: 67,722 77,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 15,365: 1,296 7,231 7,926 6,611 1,615 15,832 16,771: -468 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.5 16.7 53.7 50.0 93.2 92.2: 6.8 7.8
Old : 100.0: 22.8 25.5 16.7 53.7 50.0 93.2 92.2: 6.8 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 : 232: 67 73 66 83 74 183 184:
Old : 232: 67 73 66 83 74 183 184:
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 15.5 22.4 26.3 10.5 10.5 18.7 17.4
Old : 12.4 15.5 22.4 26.3 10.5 10.5 18.7 17.4
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 30, 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 : 198,942: 42,367 15,978 43,981 104,260 131,118 190,608 191,076: 8,334 7,865
Old : 181,190: 43,618 18,134 37,178 93,184 119,046 173,980 174,357: 7,209 6,832
Other: 17,752: 2,910 2,005 2,641 11,076 12,072 16,627 16,719: 1,124 1,033
: : :
: : Changes in Commitments from: December 23, 2014 :
: 4,301: -974 3,285 1,761 2,818 -1,142 3,604 3,904: 697 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.0 22.1 52.4 65.9 95.8 96.0: 4.2 4.0
Old : 100.0: 24.1 10.0 20.5 51.4 65.7 96.0 96.2: 4.0 3.8
Other: 100.0: 16.4 11.3 14.9 62.4 68.0 93.7 94.2: 6.3 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 115 73 111 131 133 297 276:
Old : 346: 115 76 107 127 131 291 272:
Other: 125: 20 14 14 65 51 97 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 : 13.7 17.2 23.2 28.5 10.3 15.1 17.0 23.2
Old : 14.6 17.5 24.5 29.2 11.4 16.1 18.7 24.1
Other: 31.7 31.6 47.5 48.8 22.1 25.8 30.3 35.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 107,347: 81,575 33,233 1,205 8,366 71,381 91,146 105,820: 16,201 1,527
Old : 107,347: 81,575 33,233 1,205 8,366 71,381 91,146 105,820: 16,201 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 12,259: 12,026 11,132 -143 -1,121 956 10,761 11,945: 1,498 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 31.0 1.1 7.8 66.5 84.9 98.6: 15.1 1.4
Old : 100.0: 76.0 31.0 1.1 7.8 66.5 84.9 98.6: 15.1 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 : 180: 143 17 12 16 8 166 30:
Old : 180: 143 17 12 16 8 166 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 : 30.4 77.6 42.0 87.6 29.9 77.6 41.5 87.5
Old : 30.4 77.6 42.0 87.6 29.9 77.6 41.5 87.5
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 30, 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 : 344,260: 40,360 62,706 6,329 277,248 259,829 323,937 328,864: 20,322 15,396
Old : 344,260: 40,360 62,706 6,329 277,248 259,829 323,937 328,864: 20,322 15,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 1,297: 504 -2,616 474 -784 3,769 195 1,627: 1,103 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.2 1.8 80.5 75.5 94.1 95.5: 5.9 4.5
Old : 100.0: 11.7 18.2 1.8 80.5 75.5 94.1 95.5: 5.9 4.5
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 : 254: 42 45 11 102 103 150 153:
Old : 254: 42 45 11 102 103 150 153:
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 : 30.8 33.1 42.5 43.9 27.1 33.1 37.6 43.7
Old : 30.8 33.1 42.5 43.9 27.1 33.1 37.6 43.7
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 30, 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 : 129,170: 27,844 16,816 3,249 91,708 104,399 122,801 124,464: 6,369 4,706
Old : 129,170: 27,844 16,816 3,249 91,708 104,399 122,801 124,464: 6,369 4,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 1,330: 110 53 -40 1,413 1,216 1,483 1,229: -153 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 13.0 2.5 71.0 80.8 95.1 96.4: 4.9 3.6
Old : 100.0: 21.6 13.0 2.5 71.0 80.8 95.1 96.4: 4.9 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: 16 8 3 55 45 71 56:
Old : 105: 16 8 3 55 45 71 56:
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 : 34.2 44.6 49.7 61.6 31.9 44.6 47.0 61.4
Old : 34.2 44.6 49.7 61.6 31.9 44.6 47.0 61.4
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 30, 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 : 332,758: 86,178 56,612 7,026 220,661 264,870 313,865 328,508: 18,893 4,250
Old : 332,758: 86,178 56,612 7,026 220,661 264,870 313,865 328,508: 18,893 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 4,784: 918 1,256 -1,973 1,583 6,681 528 5,964: 4,256 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 17.0 2.1 66.3 79.6 94.3 98.7: 5.7 1.3
Old : 100.0: 25.9 17.0 2.1 66.3 79.6 94.3 98.7: 5.7 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 : 216: 61 35 14 88 68 156 110:
Old : 216: 61 35 14 88 68 156 110:
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 : 26.5 30.6 39.4 45.6 20.9 30.3 33.4 44.2
Old : 26.5 30.6 39.4 45.6 20.9 30.3 33.4 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2015