COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 224,287: 81,985 26,821 38,008 86,141 148,548 206,133 213,377: 18,154 10,909
Old : 185,494: 76,589 28,033 30,178 62,344 117,851 169,111 176,062: 16,383 9,432
Other: 38,793: 8,967 2,360 4,258 23,796 30,698 37,022 37,316: 1,771 1,477
: : :
: : Changes in Commitments from: February 17, 2015 :
: 7,250: 7,517 -7,353 1,111 -2,309 14,563 6,319 8,321: 930 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 12.0 16.9 38.4 66.2 91.9 95.1: 8.1 4.9
Old : 100.0: 41.3 15.1 16.3 33.6 63.5 91.2 94.9: 8.8 5.1
Other: 100.0: 23.1 6.1 11.0 61.3 79.1 95.4 96.2: 4.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 117 67 77 58 68 210 183:
Old : 263: 112 68 68 49 65 191 178:
Other: 114: 34 16 18 39 49 82 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 : 12.9 30.5 23.1 40.4 10.4 22.6 17.9 30.8
Old : 12.5 35.3 21.7 44.7 11.5 31.1 19.9 39.3
Other: 40.5 33.2 52.0 49.4 36.6 32.6 47.1 47.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 16,178: 2,015 4,615 1,330 10,524 7,675 13,869 13,619: 2,310 2,559
Old : 16,166: 2,015 4,615 1,330 10,512 7,663 13,857 13,607: 2,310 2,559
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 211: -149 2,304 -1,018 1,240 -1,459 72 -173: 139 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 28.5 8.2 65.0 47.4 85.7 84.2: 14.3 15.8
Old : 100.0: 12.5 28.5 8.2 65.0 47.4 85.7 84.2: 14.3 15.8
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 : 80: 24 25 9 28 11 55 42:
Old : 80: 24 25 9 28 11 55 42:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 36.9 38.6 52.7 23.8 32.6 38.6 46.3
Old : 23.8 36.9 38.7 52.7 23.8 32.6 38.6 46.4
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 24, 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 : 239,303: 72,704 13,487 51,388 103,310 167,721 227,402 232,595: 11,901 6,707
Old : 194,269: 69,030 13,077 43,834 70,556 131,229 183,420 188,140: 10,849 6,129
Other: 45,033: 5,946 2,682 5,281 32,754 36,492 43,981 44,455: 1,052 578
: : :
: : Changes in Commitments from: February 17, 2015 :
: 18,390: 12,567 854 306 3,316 18,487 16,189 19,647: 2,201 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.6 21.5 43.2 70.1 95.0 97.2: 5.0 2.8
Old : 100.0: 35.5 6.7 22.6 36.3 67.6 94.4 96.8: 5.6 3.2
Other: 100.0: 13.2 6.0 11.7 72.7 81.0 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 90 44 63 50 54 175 133:
Old : 204: 91 43 62 46 52 169 130:
Other: 80: 17 15 18 36 24 65 45:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 32.7 29.2 44.1 13.6 21.0 21.3 30.3
Old : 16.0 31.2 27.4 42.5 11.1 22.1 19.9 30.9
Other: 48.6 47.0 61.5 69.8 41.4 45.2 53.0 61.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 963,188: 233,398 209,669 145,975 503,036 531,713 882,409 887,357: 80,779 75,831
Old : 963,188: 233,398 209,669 145,975 503,036 531,713 882,409 887,357: 80,779 75,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -8,289: 3,834 30,568 -2,642 -10,011 -37,916 -8,819 -9,990: 531 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.8 15.2 52.2 55.2 91.6 92.1: 8.4 7.9
Old : 100.0: 24.2 21.8 15.2 52.2 55.2 91.6 92.1: 8.4 7.9
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 : 224: 65 68 66 80 71 186 172:
Old : 224: 65 68 66 80 71 186 172:
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 : 11.4 14.8 20.1 26.5 10.2 10.7 18.1 17.7
Old : 11.4 14.8 20.1 26.5 10.2 10.7 18.1 17.7
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 24, 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 : 205,359: 41,646 32,041 50,111 105,940 115,904 197,698 198,056: 7,661 7,303
Old : 174,782: 43,168 35,225 36,359 89,279 97,143 168,807 168,727: 5,976 6,055
Other: 30,576: 6,080 4,418 6,150 16,661 18,761 28,891 29,329: 1,685 1,247
: : :
: : Changes in Commitments from: February 17, 2015 :
: 8,101: -1,689 5,859 3,918 7,372 -980 9,600 8,797: -1,500 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.6 24.4 51.6 56.4 96.3 96.4: 3.7 3.6
Old : 100.0: 24.7 20.2 20.8 51.1 55.6 96.6 96.5: 3.4 3.5
Other: 100.0: 19.9 14.4 20.1 54.5 61.4 94.5 95.9: 5.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 111 88 105 136 120 294 277:
Old : 352: 115 88 94 131 111 283 259:
Other: 160: 22 30 27 83 67 127 106:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 15.5 20.9 25.0 9.1 12.7 15.6 21.0
Old : 13.0 16.2 22.1 26.5 10.3 13.8 18.2 23.0
Other: 27.6 22.5 44.0 37.4 19.9 18.2 27.6 25.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 119,685: 81,573 13,626 3,380 13,314 101,075 98,267 118,082: 21,419 1,604
Old : 119,685: 81,573 13,626 3,380 13,314 101,075 98,267 118,082: 21,419 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 3,312: 4,892 2,829 -593 86 1,506 4,385 3,743: -1,073 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 11.4 2.8 11.1 84.5 82.1 98.7: 17.9 1.3
Old : 100.0: 68.2 11.4 2.8 11.1 84.5 82.1 98.7: 17.9 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 : 222: 184 18 16 15 9 210 33:
Old : 222: 184 18 16 15 9 210 33:
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 : 25.4 84.9 35.1 90.8 24.9 84.6 34.5 90.0
Old : 25.4 84.9 35.1 90.8 24.9 84.6 34.5 90.0
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 24, 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 : 340,080: 35,194 65,367 5,859 278,188 253,605 319,241 324,832: 20,839 15,248
Old : 340,080: 35,194 65,367 5,859 278,188 253,605 319,241 324,832: 20,839 15,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -2,920: 38 1,147 -843 -2,772 -4,677 -3,577 -4,373: 657 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.2 1.7 81.8 74.6 93.9 95.5: 6.1 4.5
Old : 100.0: 10.3 19.2 1.7 81.8 74.6 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 : 260: 43 45 10 103 104 153 152:
Old : 260: 43 45 10 103 104 153 152:
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 : 35.9 29.6 47.3 39.6 31.8 29.6 42.2 39.4
Old : 35.9 29.6 47.3 39.6 31.8 29.6 42.2 39.4
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 24, 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 : 146,783: 38,322 14,617 4,167 98,211 125,131 140,700 143,915: 6,083 2,868
Old : 146,783: 38,322 14,617 4,167 98,211 125,131 140,700 143,915: 6,083 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 7,777: 4,961 658 977 1,850 7,180 7,788 8,815: -11 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.0 2.8 66.9 85.2 95.9 98.0: 4.1 2.0
Old : 100.0: 26.1 10.0 2.8 66.9 85.2 95.9 98.0: 4.1 2.0
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 : 112: 23 6 3 56 48 79 57:
Old : 112: 23 6 3 56 48 79 57:
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 39.8 51.2 63.9 31.7 39.8 48.4 63.5
Old : 34.5 39.8 51.2 63.9 31.7 39.8 48.4 63.5
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 24, 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 : 356,789: 96,369 51,096 10,014 234,821 291,577 341,204 352,687: 15,585 4,102
Old : 356,789: 96,369 51,096 10,014 234,821 291,577 341,204 352,687: 15,585 4,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -2,090: -7,655 -5,520 -1,722 6,663 3,898 -2,714 -3,344: 624 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.3 2.8 65.8 81.7 95.6 98.9: 4.4 1.1
Old : 100.0: 27.0 14.3 2.8 65.8 81.7 95.6 98.9: 4.4 1.1
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: 63 35 13 92 65 161 107:
Old : 218: 63 35 13 92 65 161 107:
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 : 27.2 32.1 40.1 47.9 21.1 31.3 32.9 46.0
Old : 27.2 32.1 40.1 47.9 21.1 31.3 32.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015