COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 270,540 COMMITMENTS 53,009 56,284 72,743 131,168 121,161 256,920 250,188 13,620 20,352 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 8,612) -2,951 4,544 4,162 8,192 -3,913 9,404 4,794 -791 3,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 20.8 26.9 48.5 44.8 95.0 92.5 5.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 98 113 72 71 65 206 215 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,644 COMMITMENTS 2,793 2,047 2,483 9,451 10,679 14,727 15,209 1,917 1,435 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -125) -107 309 -38 -86 -297 -232 -26 106 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 12.3 14.9 56.8 64.2 88.5 91.4 11.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 26 16 15 28 18 58 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 257,538 COMMITMENTS 101,520 27,201 49,207 92,402 173,448 243,128 249,856 14,410 7,683 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 15,433) 286 -4,030 5,782 7,440 12,733 13,507 14,485 1,926 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 10.6 19.1 35.9 67.3 94.4 97.0 5.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 106 51 65 55 58 204 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 981,325 COMMITMENTS 227,602 241,378 169,097 520,890 491,984 917,590 902,459 63,735 78,866 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 28,696) -3,215 12,434 4,889 31,815 14,326 33,489 31,649 -4,794 -2,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 24.6 17.2 53.1 50.1 93.5 92.0 6.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 70 76 69 88 84 193 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,040 COMMITMENTS 50,154 13,503 48,166 91,723 129,615 190,043 191,285 5,997 4,756 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -1,962) -3,126 1,005 -621 1,816 -3,627 -1,931 -3,243 -31 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 6.9 24.6 46.8 66.1 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 129 54 106 131 131 306 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 93,661 COMMITMENTS 75,942 19,008 1,850 5,636 70,166 83,428 91,025 10,233 2,636 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,138) 1,945 -1,652 359 -1,210 2,279 1,094 986 1,044 1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.1 20.3 2.0 6.0 74.9 89.1 97.2 10.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 134 17 11 17 8 156 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 398,217 COMMITMENTS 24,760 95,720 5,428 348,468 277,893 378,656 379,042 19,561 19,175 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -24,108) -7,404 4,322 861 -14,862 -29,794 -21,405 -24,612 -2,704 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 24.0 1.4 87.5 69.8 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 33 52 12 106 111 146 168 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 114,200 COMMITMENTS 28,277 11,095 3,180 77,252 96,718 108,709 110,993 5,491 3,207 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -18,991) 1,952 657 -3,150 -17,600 -15,752 -18,798 -18,245 -193 -746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 9.7 2.8 67.6 84.7 95.2 97.2 4.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 3 3 53 36 67 42 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 350,174 COMMITMENTS 99,843 21,410 2,223 231,045 321,433 333,111 345,066 17,063 5,108 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -36,829) -4,224 -2,184 -3,310 -24,021 -30,137 -31,555 -35,631 -5,274 -1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 6.1 0.6 66.0 91.8 95.1 98.5 4.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 68 27 12 92 62 164 97
Updated September 26, 2014