COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,872: 60,764 49,770 54,390 103,541 111,184 218,695 215,345: 13,177 16,527
Old : 215,314: 57,872 50,113 51,035 93,933 98,804 202,840 199,952: 12,474 15,363
Other: 16,557: 4,877 1,643 1,370 9,608 12,380 15,854 15,393: 703 1,164
: : :
: : Changes in Commitments from: December 30, 2014 :
: 7,977: -694 4,511 2,998 6,968 -918 9,272 6,591: -1,295 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 21.5 23.5 44.7 48.0 94.3 92.9: 5.7 7.1
Old : 100.0: 26.9 23.3 23.7 43.6 45.9 94.2 92.9: 5.8 7.1
Other: 100.0: 29.5 9.9 8.3 58.0 74.8 95.8 93.0: 4.2 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 87 103 73 61 75 184 220:
Old : 274: 86 103 70 59 72 179 215:
Other: 77: 15 11 12 31 34 51 52:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 17.8 28.7 28.6 10.2 9.3 17.4 15.2
Old : 19.9 18.7 29.9 29.6 10.9 9.8 18.6 15.6
Other: 51.9 35.8 67.1 57.7 51.9 35.8 65.4 54.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,022: 2,434 1,583 1,880 7,584 9,004 11,899 12,467: 2,123 1,555
Old : 14,010: 2,434 1,583 1,880 7,572 8,992 11,887 12,455: 2,123 1,555
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -177: -157 60 107 -544 -231 -594 -65: 417 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.3 13.4 54.1 64.2 84.9 88.9: 15.1 11.1
Old : 100.0: 17.4 11.3 13.4 54.0 64.2 84.8 88.9: 15.2 11.1
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: 23 17 13 25 11 54 35:
Old : 68: 23 17 13 25 11 54 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 : 28.4 51.5 44.6 66.5 28.3 50.9 44.1 62.6
Old : 28.4 51.5 44.6 66.5 28.3 50.8 44.1 62.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 232,034: 76,354 18,815 48,740 95,873 157,440 220,967 224,995: 11,068 7,039
Old : 212,161: 76,213 18,857 47,031 78,309 139,502 201,552 205,389: 10,609 6,771
Other: 19,874: 891 708 960 17,564 17,938 19,415 19,606: 459 268
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,554: -177 -3,265 1,942 667 1,791 2,432 468: -878 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.1 21.0 41.3 67.9 95.2 97.0: 4.8 3.0
Old : 100.0: 35.9 8.9 22.2 36.9 65.8 95.0 96.8: 5.0 3.2
Other: 100.0: 4.5 3.6 4.8 88.4 90.3 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 89 36 60 56 56 178 126:
Old : 200: 88 39 59 55 54 177 123:
Other: 55: 11 9 12 28 15 44 31:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 37.5 27.8 48.7 15.0 26.9 23.1 35.6
Old : 15.4 35.0 25.6 46.5 13.2 26.6 21.8 35.0
Other: 74.8 73.0 82.2 88.4 68.3 70.8 74.8 81.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,009,766: 232,174 253,124 172,874 531,154 505,039 936,202 931,037: 73,564 78,729
Old : 1,009,766: 232,174 253,124 172,874 531,154 505,039 936,202 931,037: 73,564 78,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 12,269: 4,997 -1,427 5,872 -4,442 6,655 6,426 11,100: 5,843 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 25.1 17.1 52.6 50.0 92.7 92.2: 7.3 7.8
Old : 100.0: 23.0 25.1 17.1 52.6 50.0 92.7 92.2: 7.3 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 : 239: 71 74 68 84 76 187 191:
Old : 239: 71 74 68 84 76 187 191:
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 : 11.5 15.0 21.0 25.8 10.2 10.6 17.8 17.6
Old : 11.5 15.0 21.0 25.8 10.2 10.6 17.8 17.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,889: 45,617 17,550 47,353 104,450 133,345 197,419 198,247: 8,470 7,641
Old : 187,289: 47,173 19,903 39,498 93,179 121,203 179,850 180,604: 7,439 6,685
Other: 18,600: 3,266 2,469 3,033 11,271 12,142 17,569 17,643: 1,031 957
: : :
: : Changes in Commitments from: December 30, 2014 :
: 6,947: 3,250 1,572 3,372 190 2,227 6,811 7,171: 136 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 8.5 23.0 50.7 64.8 95.9 96.3: 4.1 3.7
Old : 100.0: 25.2 10.6 21.1 49.8 64.7 96.0 96.4: 4.0 3.6
Other: 100.0: 17.6 13.3 16.3 60.6 65.3 94.5 94.9: 5.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 111 89 117 129 130 304 283:
Old : 357: 112 92 110 125 128 297 276:
Other: 126: 20 15 17 64 51 97 74:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 17.1 22.5 28.3 9.8 14.7 16.5 22.6
Old : 14.1 17.4 23.6 29.1 10.9 15.7 18.3 23.5
Other: 32.4 32.3 47.9 50.0 23.0 27.3 31.0 36.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,023: 97,096 27,880 1,456 11,033 95,729 109,585 125,065: 17,438 1,958
Old : 127,023: 97,096 27,880 1,456 11,033 95,729 109,585 125,065: 17,438 1,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 19,675: 15,522 -5,353 250 2,667 24,348 18,439 19,245: 1,237 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 21.9 1.1 8.7 75.4 86.3 98.5: 13.7 1.5
Old : 100.0: 76.4 21.9 1.1 8.7 75.4 86.3 98.5: 13.7 1.5
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 : 202: 161 19 13 17 8 185 34:
Old : 202: 161 19 13 17 8 185 34:
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 : 29.3 83.2 43.2 90.6 28.9 83.2 42.8 90.5
Old : 29.3 83.2 43.2 90.6 28.9 83.2 42.8 90.5
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 346,608: 43,412 65,195 6,835 275,385 258,885 325,632 330,916: 20,976 15,693
Old : 346,608: 43,412 65,195 6,835 275,385 258,885 325,632 330,916: 20,976 15,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 2,349: 3,052 2,490 506 -1,863 -944 1,694 2,052: 654 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.8 2.0 79.5 74.7 93.9 95.5: 6.1 4.5
Old : 100.0: 12.5 18.8 2.0 79.5 74.7 93.9 95.5: 6.1 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 : 266: 44 50 14 105 104 156 161:
Old : 266: 44 50 14 105 104 156 161:
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 : 32.9 32.6 44.9 41.1 29.2 32.6 40.1 40.3
Old : 32.9 32.6 44.9 41.1 29.2 32.6 40.1 40.3
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 134,530: 31,824 12,496 3,200 92,918 114,111 127,942 129,807: 6,588 4,723
Old : 134,530: 31,824 12,496 3,200 92,918 114,111 127,942 129,807: 6,588 4,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 5,360: 3,980 -4,320 -49 1,210 9,712 5,141 5,343: 219 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.3 2.4 69.1 84.8 95.1 96.5: 4.9 3.5
Old : 100.0: 23.7 9.3 2.4 69.1 84.8 95.1 96.5: 4.9 3.5
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 : 106: 18 6 3 56 46 74 55:
Old : 106: 18 6 3 56 46 74 55:
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 : 34.8 44.3 50.2 61.8 32.6 44.3 48.0 61.5
Old : 34.8 44.3 50.2 61.8 32.6 44.3 48.0 61.5
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 335,766: 88,478 55,162 8,197 225,080 267,349 321,755 330,708: 14,011 5,058
Old : 335,766: 88,478 55,162 8,197 225,080 267,349 321,755 330,708: 14,011 5,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 3,008: 2,300 -1,450 1,171 4,419 2,479 7,890 2,200: -4,882 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.4 2.4 67.0 79.6 95.8 98.5: 4.2 1.5
Old : 100.0: 26.4 16.4 2.4 67.0 79.6 95.8 98.5: 4.2 1.5
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 : 218: 64 34 13 93 67 164 107:
Old : 218: 64 34 13 93 67 164 107:
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 : 26.4 30.8 39.2 45.9 20.8 30.5 33.4 45.2
Old : 26.4 30.8 39.2 45.9 20.8 30.5 33.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015