COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 264,018: 61,855 65,826 63,536 125,694 114,885 251,085 244,248: 12,932 19,770
Old : 242,557: 58,801 66,639 59,334 112,521 97,835 230,655 223,808: 11,902 18,749
Other: 21,461: 5,722 1,855 1,534 13,173 17,050 20,430 20,440: 1,030 1,021
: : :
: : Changes in Commitments from: January 13, 2015 :
: 24,928: -483 12,755 6,957 19,137 3,873 25,611 23,585: -682 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 24.9 24.1 47.6 43.5 95.1 92.5: 4.9 7.5
Old : 100.0: 24.2 27.5 24.5 46.4 40.3 95.1 92.3: 4.9 7.7
Other: 100.0: 26.7 8.6 7.1 61.4 79.4 95.2 95.2: 4.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 91 125 91 65 70 202 245:
Old : 298: 92 122 86 63 66 194 240:
Other: 88: 16 17 12 34 39 59 59:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.5 31.0 25.2 13.0 7.1 19.5 12.6
Old : 22.0 17.4 31.5 26.5 13.5 7.5 20.4 13.8
Other: 45.1 38.4 61.3 59.2 43.1 38.1 57.9 56.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 14,163: 2,494 1,508 1,919 7,540 9,389 11,953 12,816: 2,210 1,347
Old : 14,151: 2,494 1,508 1,919 7,528 9,377 11,941 12,804: 2,210 1,347
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -54: 418 -105 -46 -444 416 -72 266: 18 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.6 13.6 53.2 66.3 84.4 90.5: 15.6 9.5
Old : 100.0: 17.6 10.7 13.6 53.2 66.3 84.4 90.5: 15.6 9.5
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 : 72: 25 17 14 26 14 57 39:
Old : 72: 25 17 14 26 14 57 39:
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 : 23.9 50.5 39.8 66.0 23.8 49.2 39.1 61.8
Old : 23.9 50.4 39.9 66.0 23.8 49.2 39.1 61.8
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 20, 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 : 242,364: 83,631 18,851 54,120 92,800 162,791 230,552 235,763: 11,812 6,601
Old : 215,203: 81,391 20,371 49,527 73,256 139,142 204,174 209,041: 11,029 6,162
Other: 27,161: 4,878 1,118 1,956 19,544 23,649 26,378 26,722: 783 439
: : :
: : Changes in Commitments from: January 13, 2015 :
: -3,768: -914 -2,440 1,499 -2,457 -3,435 -1,872 -4,376: -1,896 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 7.8 22.3 38.3 67.2 95.1 97.3: 4.9 2.7
Old : 100.0: 37.8 9.5 23.0 34.0 64.7 94.9 97.1: 5.1 2.9
Other: 100.0: 18.0 4.1 7.2 72.0 87.1 97.1 98.4: 2.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 93 40 65 55 56 186 134:
Old : 212: 95 43 64 53 54 184 131:
Other: 61: 13 11 15 28 17 49 35:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 37.9 28.5 49.5 15.2 26.0 23.2 35.2
Old : 16.5 35.2 26.7 47.3 13.9 26.5 22.3 35.6
Other: 64.4 67.7 79.4 84.6 57.7 65.0 70.9 76.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 994,043: 237,477 208,180 165,722 513,660 553,938 916,859 927,841: 77,184 66,202
Old : 994,043: 237,477 208,180 165,722 513,660 553,938 916,859 927,841: 77,184 66,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 4,444: 9,462 -23,664 -1,316 -4,802 42,226 3,344 17,246: 1,100 -12,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.9 16.7 51.7 55.7 92.2 93.3: 7.8 6.7
Old : 100.0: 23.9 20.9 16.7 51.7 55.7 92.2 93.3: 7.8 6.7
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 : 236: 71 70 73 86 77 195 186:
Old : 236: 71 70 73 86 77 195 186:
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 : 11.0 14.9 19.7 27.1 10.2 10.6 17.5 19.0
Old : 11.0 14.9 19.7 27.1 10.2 10.6 17.5 19.0
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 20, 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 : 208,676: 44,138 15,580 53,952 102,565 132,503 200,655 202,035: 8,021 6,641
Old : 188,834: 45,155 17,991 45,222 91,326 119,626 181,704 182,839: 7,130 5,995
Other: 19,842: 4,288 2,895 3,424 11,239 12,877 18,951 19,196: 891 646
: : :
: : Changes in Commitments from: January 13, 2015 :
: -893: -2,165 2,539 -433 1,250 -2,679 -1,349 -574: 456 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.5 25.9 49.2 63.5 96.2 96.8: 3.8 3.2
Old : 100.0: 23.9 9.5 23.9 48.4 63.3 96.2 96.8: 3.8 3.2
Other: 100.0: 21.6 14.6 17.3 56.6 64.9 95.5 96.7: 4.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 134 69 116 133 128 315 277:
Old : 361: 138 69 108 128 125 307 267:
Other: 128: 19 20 19 63 50 97 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 : 13.6 16.9 22.7 28.8 9.3 14.6 15.2 22.2
Old : 14.5 17.2 24.0 29.6 10.3 15.6 17.3 23.2
Other: 33.5 30.8 50.4 48.8 26.5 25.8 34.5 34.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 130,745: 97,110 24,213 1,478 13,723 102,705 112,311 128,396: 18,434 2,349
Old : 130,745: 97,110 24,213 1,478 13,723 102,705 112,311 128,396: 18,434 2,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,642: 2,467 1,257 -252 -527 1,263 1,688 2,268: 953 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 18.5 1.1 10.5 78.6 85.9 98.2: 14.1 1.8
Old : 100.0: 74.3 18.5 1.1 10.5 78.6 85.9 98.2: 14.1 1.8
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 : 207: 171 15 11 18 7 194 28:
Old : 207: 171 15 11 18 7 194 28:
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 : 28.7 86.3 42.0 92.2 28.4 86.3 41.4 91.9
Old : 28.7 86.3 42.0 92.2 28.4 86.3 41.4 91.9
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 20, 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 : 345,048: 37,163 65,264 4,206 284,711 257,119 326,080 326,589: 18,969 18,459
Old : 345,048: 37,163 65,264 4,206 284,711 257,119 326,080 326,589: 18,969 18,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -3,368: -2,871 -1,627 -1,710 2,054 -1,755 -2,527 -5,092: -840 1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.9 1.2 82.5 74.5 94.5 94.7: 5.5 5.3
Old : 100.0: 10.8 18.9 1.2 82.5 74.5 94.5 94.7: 5.5 5.3
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 : 256: 38 49 11 102 104 147 157:
Old : 256: 38 49 11 102 104 147 157:
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 : 36.7 33.2 49.4 41.4 33.2 33.2 44.7 40.8
Old : 36.7 33.2 49.4 41.4 33.2 33.2 44.7 40.8
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 20, 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 : 129,120: 31,240 13,741 3,272 90,295 108,357 124,807 125,370: 4,313 3,750
Old : 129,120: 31,240 13,741 3,272 90,295 108,357 124,807 125,370: 4,313 3,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -563: 1,817 983 126 -566 -755 1,377 354: -1,940 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.6 2.5 69.9 83.9 96.7 97.1: 3.3 2.9
Old : 100.0: 24.2 10.6 2.5 69.9 83.9 96.7 97.1: 3.3 2.9
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 : 111: 17 7 3 59 51 76 61:
Old : 111: 17 7 3 59 51 76 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 : 38.5 44.1 53.2 62.7 36.1 44.1 50.6 62.4
Old : 38.5 44.1 53.2 62.7 36.1 44.1 50.6 62.4
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, January 20, 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 : 347,979: 86,941 55,638 12,535 233,001 275,591 332,477 343,764: 15,502 4,215
Old : 347,979: 86,941 55,638 12,535 233,001 275,591 332,477 343,764: 15,502 4,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 8,051: 4,707 -2,884 1,911 36 9,169 6,654 8,196: 1,397 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.0 3.6 67.0 79.2 95.5 98.8: 4.5 1.2
Old : 100.0: 25.0 16.0 3.6 67.0 79.2 95.5 98.8: 4.5 1.2
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 : 213: 57 39 14 85 70 148 117:
Old : 213: 57 39 14 85 70 148 117:
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 : 28.2 30.2 41.9 43.4 22.5 30.1 35.5 42.9
Old : 28.2 30.2 41.9 43.4 22.5 30.1 35.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015