COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 276,429 COMMITMENTS 50,114 62,752 77,244 135,056 115,609 262,414 255,604 14,015 20,825 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 5,889) -2,895 6,468 4,501 3,888 -5,552 5,493 5,417 396 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 22.7 27.9 48.9 41.8 94.9 92.5 5.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 97 118 76 71 64 210 219 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,436 COMMITMENTS 2,889 2,334 2,470 9,011 10,061 14,369 14,866 2,067 1,570 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -208) 96 288 -13 -440 -617 -357 -343 149 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 14.2 15.0 54.8 61.2 87.4 90.4 12.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 28 15 15 28 17 58 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 268,059 COMMITMENTS 107,693 29,265 53,577 92,542 177,171 253,812 260,013 14,247 8,046 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 10,521) 6,172 2,064 4,371 140 3,723 10,683 10,158 -163 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 10.9 20.0 34.5 66.1 94.7 97.0 5.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 116 43 61 53 59 207 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 940,195 COMMITMENTS 244,944 246,951 159,635 474,909 453,939 879,488 860,525 60,707 79,671 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -41,130) 17,342 5,572 -9,463 -45,981 -38,045 -38,102 -41,935 -3,027 805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 26.3 17.0 50.5 48.3 93.5 91.5 6.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 66 69 64 82 80 178 184 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 203,895 COMMITMENTS 52,264 11,346 52,342 92,638 135,499 197,244 199,187 6,651 4,708 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,854) 2,110 -2,157 4,176 915 5,884 7,201 7,902 653 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 5.6 25.7 45.4 66.5 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 131 58 108 135 135 323 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 96,338 COMMITMENTS 77,412 21,227 2,295 5,625 70,474 85,332 93,997 11,006 2,341 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,677) 1,471 2,219 445 -11 308 1,904 2,972 773 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.4 22.0 2.4 5.8 73.2 88.6 97.6 11.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 145 21 14 16 7 167 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 402,145 COMMITMENTS 22,586 95,833 7,611 352,280 279,491 382,477 382,935 19,668 19,210 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,928) -2,174 113 2,183 3,812 1,598 3,821 3,893 107 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 23.8 1.9 87.6 69.5 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 27 55 12 105 112 140 171 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 114,883 COMMITMENTS 28,362 11,335 3,585 77,100 97,826 109,047 112,746 5,836 2,137 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 683) 85 240 405 -152 1,108 338 1,753 345 -1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 9.9 3.1 67.1 85.2 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 16 3 3 56 35 72 41 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 344,123 COMMITMENTS 98,977 24,194 4,032 220,947 307,816 323,956 336,042 20,167 8,081 CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -6,051) -866 2,784 1,809 -10,098 -13,617 -9,155 -9,024 3,104 2,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 7.0 1.2 64.2 89.4 94.1 97.7 5.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 68 29 13 90 61 162 100
Updated October 3, 2014