COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 217,037: 74,467 34,174 36,897 88,449 133,986 199,814 205,056: 17,224 11,981
Old : 183,743: 67,562 34,350 31,317 69,171 107,396 168,051 173,063: 15,692 10,680
Other: 33,294: 9,296 2,216 3,188 19,278 26,590 31,763 31,993: 1,531 1,300
: : :
: : Changes in Commitments from: February 10, 2015 :
: -11,398: 3,123 -6,711 -1,456 -12,283 -892 -10,616 -9,058: -782 -2,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 15.7 17.0 40.8 61.7 92.1 94.5: 7.9 5.5
Old : 100.0: 36.8 18.7 17.0 37.6 58.4 91.5 94.2: 8.5 5.8
Other: 100.0: 27.9 6.7 9.6 57.9 79.9 95.4 96.1: 4.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 113 66 77 61 63 207 179:
Old : 253: 109 64 69 54 59 189 173:
Other: 113: 31 19 16 38 47 78 73:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 27.6 21.9 37.0 10.7 19.9 18.7 27.9
Old : 12.3 31.7 22.2 41.0 11.8 27.4 21.3 36.2
Other: 42.9 36.3 55.0 53.1 38.8 36.0 49.8 51.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 15,967: 2,165 2,311 2,348 9,284 9,134 13,796 13,793: 2,171 2,175
Old : 15,955: 2,165 2,311 2,348 9,272 9,122 13,784 13,781: 2,171 2,175
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 248: -263 65 31 375 190 143 286: 105 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.5 14.7 58.1 57.2 86.4 86.4: 13.6 13.6
Old : 100.0: 13.6 14.5 14.7 58.1 57.2 86.4 86.4: 13.6 13.6
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 : 78: 31 17 16 27 13 61 43:
Old : 78: 31 17 16 27 13 61 43:
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 : 21.4 42.1 36.0 57.5 21.3 39.0 35.1 50.8
Old : 21.4 42.1 36.1 57.4 21.3 38.9 35.1 50.9
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, February 17, 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 : 220,913: 60,137 12,633 51,082 99,994 149,233 211,213 212,948: 9,700 7,964
Old : 180,092: 58,538 13,532 42,933 69,708 116,306 171,178 172,771: 8,914 7,321
Other: 40,820: 5,729 3,231 4,019 30,286 32,927 40,034 40,177: 786 643
: : :
: : Changes in Commitments from: February 10, 2015 :
: 12,796: 2,957 -5,950 7,855 3,047 12,523 13,859 14,428: -1,063 -1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.7 23.1 45.3 67.6 95.6 96.4: 4.4 3.6
Old : 100.0: 32.5 7.5 23.8 38.7 64.6 95.1 95.9: 4.9 4.1
Other: 100.0: 14.0 7.9 9.8 74.2 80.7 98.1 98.4: 1.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 75 49 62 49 51 156 134:
Old : 187: 75 48 60 45 51 149 132:
Other: 76: 17 13 17 35 22 62 42:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 31.1 32.3 42.8 16.1 19.5 23.8 29.1
Old : 19.1 27.9 32.0 40.1 13.5 20.5 23.0 28.5
Other: 52.6 51.1 64.6 70.9 44.8 48.5 56.8 65.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 971,477: 229,564 179,101 148,617 513,047 569,629 891,228 897,347: 80,249 74,130
Old : 971,477: 229,564 179,101 148,617 513,047 569,629 891,228 897,347: 80,249 74,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -78,402: 8,421 -23,151 -40,827 -50,103 -14,889 -82,509 -78,867: 4,107 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 18.4 15.3 52.8 58.6 91.7 92.4: 8.3 7.6
Old : 100.0: 23.6 18.4 15.3 52.8 58.6 91.7 92.4: 8.3 7.6
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 : 228: 76 57 72 80 75 194 175:
Old : 228: 76 57 72 80 75 194 175:
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 : 12.3 14.8 20.9 26.9 9.9 10.3 17.8 18.1
Old : 12.3 14.8 20.9 26.9 9.9 10.3 17.8 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, February 17, 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 : 197,258: 43,336 26,182 46,193 98,568 116,884 188,097 189,259: 9,160 7,998
Old : 169,386: 44,832 29,301 33,602 83,123 99,499 161,558 162,402: 7,829 6,984
Other: 27,871: 5,553 3,930 5,542 15,445 17,385 26,540 26,857: 1,332 1,014
: : :
: : Changes in Commitments from: February 10, 2015 :
: -25,074: -291 1,533 -15,085 -8,459 -10,976 -23,835 -24,528: -1,239 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.3 23.4 50.0 59.3 95.4 95.9: 4.6 4.1
Old : 100.0: 26.5 17.3 19.8 49.1 58.7 95.4 95.9: 4.6 4.1
Other: 100.0: 19.9 14.1 19.9 55.4 62.4 95.2 96.4: 4.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 115 82 103 131 120 288 274:
Old : 346: 124 77 96 126 114 281 259:
Other: 153: 19 28 27 81 64 122 102:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.8 22.1 25.6 9.3 14.3 15.8 22.6
Old : 13.3 16.4 23.1 27.4 10.3 15.7 18.1 24.5
Other: 31.2 23.0 46.8 36.3 23.1 18.5 32.3 27.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 116,374: 76,681 10,797 3,973 13,228 99,569 93,882 114,339: 22,491 2,034
Old : 116,374: 76,681 10,797 3,973 13,228 99,569 93,882 114,339: 22,491 2,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 792: -2,015 881 424 1,270 -633 -320 672: 1,113 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 9.3 3.4 11.4 85.6 80.7 98.3: 19.3 1.7
Old : 100.0: 65.9 9.3 3.4 11.4 85.6 80.7 98.3: 19.3 1.7
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 : 224: 188 14 14 15 8 212 30:
Old : 224: 188 14 14 15 8 212 30:
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 : 23.9 86.2 33.6 91.3 23.5 86.0 33.1 90.8
Old : 23.9 86.2 33.6 91.3 23.5 86.0 33.1 90.8
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, February 17, 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 : 343,000: 35,156 64,221 6,702 280,960 258,283 322,818 329,205: 20,182 13,795
Old : 343,000: 35,156 64,221 6,702 280,960 258,283 322,818 329,205: 20,182 13,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 4,166: 3,033 3,297 -163 1,366 2,302 4,236 5,435: -70 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.7 2.0 81.9 75.3 94.1 96.0: 5.9 4.0
Old : 100.0: 10.2 18.7 2.0 81.9 75.3 94.1 96.0: 5.9 4.0
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 : 259: 43 43 10 102 107 151 154:
Old : 259: 43 43 10 102 107 151 154:
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 : 36.6 31.1 47.3 40.8 33.2 31.1 43.0 40.5
Old : 36.6 31.1 47.3 40.8 33.2 31.1 43.0 40.5
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, February 17, 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 : 139,006: 33,361 13,959 3,190 96,361 117,951 132,912 135,100: 6,094 3,906
Old : 139,006: 33,361 13,959 3,190 96,361 117,951 132,912 135,100: 6,094 3,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 2,706: 1,482 -210 29 931 2,306 2,442 2,125: 264 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.0 2.3 69.3 84.9 95.6 97.2: 4.4 2.8
Old : 100.0: 24.0 10.0 2.3 69.3 84.9 95.6 97.2: 4.4 2.8
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 : 112: 19 8 3 57 50 76 61:
Old : 112: 19 8 3 57 50 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 : 36.1 37.7 52.6 61.9 33.8 37.7 50.2 61.5
Old : 36.1 37.7 52.6 61.9 33.8 37.7 50.2 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, February 17, 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 : 358,879: 104,024 56,616 11,736 228,158 287,679 343,918 356,031: 14,961 2,848
Old : 358,879: 104,024 56,616 11,736 228,158 287,679 343,918 356,031: 14,961 2,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -1,784: 820 3,954 3,429 -5,092 -8,067 -843 -684: -941 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.8 3.3 63.6 80.2 95.8 99.2: 4.2 0.8
Old : 100.0: 29.0 15.8 3.3 63.6 80.2 95.8 99.2: 4.2 0.8
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 : 220: 60 39 14 88 68 155 114:
Old : 220: 60 39 14 88 68 155 114:
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 : 26.8 30.7 42.1 46.4 21.3 30.4 35.2 45.1
Old : 26.8 30.7 42.1 46.4 21.3 30.4 35.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2015