COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 239,089: 62,338 53,072 56,579 106,558 111,013 225,475 220,663: 13,615 18,426
Old : 221,794: 59,595 53,391 52,841 96,617 98,083 209,053 204,316: 12,741 17,479
Other: 17,295: 4,986 1,922 1,496 9,940 12,930 16,421 16,348: 874 948
: : :
: : Changes in Commitments from: January 6, 2015 :
: 7,218: 1,575 3,301 2,188 3,017 -171 6,780 5,319: 438 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.2 23.7 44.6 46.4 94.3 92.3: 5.7 7.7
Old : 100.0: 26.9 24.1 23.8 43.6 44.2 94.3 92.1: 5.7 7.9
Other: 100.0: 28.8 11.1 8.6 57.5 74.8 94.9 94.5: 5.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 84 110 78 61 73 187 226:
Old : 277: 84 108 74 60 70 182 220:
Other: 82: 16 13 12 29 38 50 58:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 18.1 28.2 27.9 9.4 8.3 16.5 14.6
Old : 18.9 19.0 28.9 28.9 9.8 8.9 17.2 14.9
Other: 49.1 37.0 64.1 57.8 48.3 37.0 61.0 55.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 14,217: 2,077 1,613 1,965 7,984 8,972 12,025 12,550: 2,191 1,667
Old : 14,205: 2,077 1,613 1,965 7,972 8,960 12,013 12,538: 2,191 1,667
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 195: -358 30 85 400 -31 127 83: 68 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.3 13.8 56.2 63.1 84.6 88.3: 15.4 11.7
Old : 100.0: 14.6 11.4 13.8 56.1 63.1 84.6 88.3: 15.4 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 : 70: 21 18 13 28 12 56 36:
Old : 70: 21 18 13 28 12 56 36:
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 : 26.2 49.4 42.3 64.2 26.1 48.5 41.7 60.1
Old : 26.2 49.4 42.3 64.2 26.1 48.5 41.8 60.1
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 13, 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 : 246,132: 84,545 21,291 52,621 95,257 166,226 232,424 240,139: 13,708 5,993
Old : 220,400: 82,859 22,513 48,563 75,848 143,729 207,270 214,805: 13,130 5,595
Other: 25,732: 4,009 1,101 1,735 19,409 22,497 25,154 25,333: 578 398
: : :
: : Changes in Commitments from: January 6, 2015 :
: 14,097: 8,191 2,476 3,881 -615 8,786 11,457 15,143: 2,640 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.7 21.4 38.7 67.5 94.4 97.6: 5.6 2.4
Old : 100.0: 37.6 10.2 22.0 34.4 65.2 94.0 97.5: 6.0 2.5
Other: 100.0: 15.6 4.3 6.7 75.4 87.4 97.8 98.5: 2.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 99 33 61 55 55 187 126:
Old : 210: 103 33 60 54 53 186 123:
Other: 57: 10 12 14 28 15 47 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 : 18.6 38.6 28.6 50.1 14.8 26.2 22.7 35.1
Old : 17.3 36.0 27.2 47.8 13.8 26.2 21.7 35.2
Other: 65.5 69.7 79.3 86.2 59.1 67.5 72.1 79.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 989,599: 228,015 231,844 167,039 518,462 511,712 913,516 910,595: 76,083 79,004
Old : 989,599: 228,015 231,844 167,039 518,462 511,712 913,516 910,595: 76,083 79,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -20,167: -4,158 -21,280 -5,835 -12,692 6,674 -22,686 -20,442: 2,519 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 23.4 16.9 52.4 51.7 92.3 92.0: 7.7 8.0
Old : 100.0: 23.0 23.4 16.9 52.4 51.7 92.3 92.0: 7.7 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 : 228: 64 73 66 85 77 185 182:
Old : 228: 64 73 66 85 77 185 182:
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 : 10.9 14.9 19.9 26.5 10.2 10.7 17.6 18.1
Old : 10.9 14.9 19.9 26.5 10.2 10.7 17.6 18.1
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 13, 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 : 209,569: 46,304 13,041 54,385 101,315 135,182 202,004 202,608: 7,565 6,960
Old : 190,039: 47,204 15,448 45,966 90,114 122,393 183,284 183,806: 6,755 6,234
Other: 19,529: 4,205 2,699 3,314 11,201 12,789 18,720 18,802: 810 727
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,680: 687 -4,509 7,033 -3,135 1,837 4,585 4,361: -905 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.2 26.0 48.3 64.5 96.4 96.7: 3.6 3.3
Old : 100.0: 24.8 8.1 24.2 47.4 64.4 96.4 96.7: 3.6 3.3
Other: 100.0: 21.5 13.8 17.0 57.4 65.5 95.9 96.3: 4.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 138 69 122 133 132 320 285:
Old : 367: 140 71 114 129 129 313 276:
Other: 129: 20 18 18 65 52 99 77:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 17.1 21.7 28.6 9.2 14.9 15.4 22.5
Old : 13.5 17.5 22.9 29.4 10.3 15.9 17.4 23.6
Other: 33.1 31.3 49.9 48.9 26.0 26.3 34.3 35.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 128,104: 94,642 22,956 1,730 14,250 101,442 110,623 126,128: 17,480 1,976
Old : 128,104: 94,642 22,956 1,730 14,250 101,442 110,623 126,128: 17,480 1,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,081: -2,454 -4,924 274 3,218 5,713 1,039 1,063: 42 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 17.9 1.4 11.1 79.2 86.4 98.5: 13.6 1.5
Old : 100.0: 73.9 17.9 1.4 11.1 79.2 86.4 98.5: 13.6 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 : 215: 173 20 12 18 7 197 34:
Old : 215: 173 20 12 18 7 197 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 : 28.6 85.1 41.3 91.3 28.2 85.1 40.8 91.2
Old : 28.6 85.1 41.3 91.3 28.2 85.1 40.8 91.2
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 13, 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 : 348,416: 40,034 66,891 5,916 282,657 258,874 328,607 331,681: 19,809 16,735
Old : 348,416: 40,034 66,891 5,916 282,657 258,874 328,607 331,681: 19,809 16,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,808: -3,378 1,696 -919 7,272 -11 2,975 765: -1,168 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 19.2 1.7 81.1 74.3 94.3 95.2: 5.7 4.8
Old : 100.0: 11.5 19.2 1.7 81.1 74.3 94.3 95.2: 5.7 4.8
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 : 261: 39 52 13 103 105 151 161:
Old : 261: 39 52 13 103 105 151 161:
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 : 34.5 32.8 46.9 41.4 30.9 32.8 42.3 40.9
Old : 34.5 32.8 46.9 41.4 30.9 32.8 42.3 40.9
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 13, 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 : 129,683: 29,423 12,758 3,146 90,861 109,112 123,430 125,016: 6,253 4,667
Old : 129,683: 29,423 12,758 3,146 90,861 109,112 123,430 125,016: 6,253 4,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -4,847: -2,401 262 -54 -2,057 -4,999 -4,512 -4,791: -335 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.8 2.4 70.1 84.1 95.2 96.4: 4.8 3.6
Old : 100.0: 22.7 9.8 2.4 70.1 84.1 95.2 96.4: 4.8 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 : 107: 16 7 3 55 51 71 61:
Old : 107: 16 7 3 55 51 71 61:
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 : 36.9 42.2 52.0 60.0 34.6 42.1 49.3 59.9
Old : 36.9 42.2 52.0 60.0 34.6 42.1 49.3 59.9
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 13, 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 : 339,928: 82,234 58,522 10,624 232,965 266,422 325,823 335,568: 14,105 4,360
Old : 339,928: 82,234 58,522 10,624 232,965 266,422 325,823 335,568: 14,105 4,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 4,162: -6,244 3,360 2,427 7,885 -927 4,068 4,860: 94 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.2 3.1 68.5 78.4 95.9 98.7: 4.1 1.3
Old : 100.0: 24.2 17.2 3.1 68.5 78.4 95.9 98.7: 4.1 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 : 217: 63 38 14 90 67 160 112:
Old : 217: 63 38 14 90 67 160 112:
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 : 28.6 30.8 41.1 45.5 22.5 30.5 34.6 44.7
Old : 28.6 30.8 41.1 45.5 22.5 30.5 34.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015