COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 226,064: 77,603 43,934 44,541 89,169 122,628 211,313 211,103: 14,751 14,961
Old : 177,119: 71,150 44,243 33,842 60,714 85,935 165,706 164,020: 11,413 13,099
Other: 48,944: 10,751 3,988 6,401 28,455 36,693 45,607 47,083: 3,338 1,862
: : :
: : Changes in Commitments from: March 10, 2015 :
: 3,795: -2,831 13,721 5,363 2,566 -16,273 5,098 2,811: -1,303 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 19.4 19.7 39.4 54.2 93.5 93.4: 6.5 6.6
Old : 100.0: 40.2 25.0 19.1 34.3 48.5 93.6 92.6: 6.4 7.4
Other: 100.0: 22.0 8.1 13.1 58.1 75.0 93.2 96.2: 6.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 100 92 86 59 63 200 206:
Old : 262: 102 85 78 49 59 181 196:
Other: 135: 41 29 26 46 49 103 88:
:----------------------------------------------------------------------------------------------------
: 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 24.0 21.8 33.6 10.8 15.3 18.4 23.8
Old : 11.0 27.0 20.8 35.8 10.6 21.2 19.9 29.4
Other: 27.7 33.9 41.3 49.3 24.7 33.2 36.8 47.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 18,614: 2,093 7,589 1,905 12,622 6,607 16,620 16,101: 1,995 2,513
Old : 18,519: 2,098 7,589 1,895 12,551 6,543 16,543 16,028: 1,976 2,491
Other: 95: 5 10 0 71 64 76 74: 19 21
: : :
: : Changes in Commitments from: March 10, 2015 :
: 991: 49 449 282 749 130 1,080 861: -89 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 40.8 10.2 67.8 35.5 89.3 86.5: 10.7 13.5
Old : 100.0: 11.3 41.0 10.2 67.8 35.3 89.3 86.5: 10.7 13.5
Other: 100.0: 5.2 10.3 0.0 74.8 67.2 80.1 77.5: 19.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 29 29 13 30 10 61 50:
Old : 89: 29 29 13 30 10 61 50:
Other: 7: 1 2 0 2 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 29.8 40.1 48.6 23.9 23.8 39.4 42.0
Old : 24.1 29.8 40.2 48.7 24.1 23.9 39.5 42.0
Other: 80.1 77.5 80.1 77.5 80.1 77.5 80.1 77.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 239,694: 68,171 20,222 47,153 112,418 160,821 227,742 228,196: 11,952 11,498
Old : 185,067: 61,166 18,388 40,547 72,955 115,443 174,669 174,378: 10,398 10,688
Other: 54,627: 8,709 3,538 4,902 39,463 45,378 53,073 53,818: 1,554 810
: : :
: : Changes in Commitments from: March 10, 2015 :
: -5,787: -12,752 2,284 -3,683 11,329 -7,321 -5,106 -8,721: -681 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.4 19.7 46.9 67.1 95.0 95.2: 5.0 4.8
Old : 100.0: 33.1 9.9 21.9 39.4 62.4 94.4 94.2: 5.6 5.8
Other: 100.0: 15.9 6.5 9.0 72.2 83.1 97.2 98.5: 2.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 86 55 75 51 50 178 146:
Old : 206: 91 48 74 46 47 171 140:
Other: 86: 15 19 17 40 27 68 50:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 33.6 31.5 44.5 16.1 20.9 22.7 30.5
Old : 17.3 29.9 28.3 41.9 11.9 22.5 19.7 31.2
Other: 49.1 50.1 62.1 72.5 38.4 44.5 50.4 61.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,036,427: 230,220 253,256 185,306 541,298 513,931 956,824 952,492: 79,603 83,935
Old : 1,036,427: 230,220 253,256 185,306 541,298 513,931 956,824 952,492: 79,603 83,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 26,612: -11,904 -7,628 10,944 26,517 20,127 25,556 23,442: 1,056 3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.4 17.9 52.2 49.6 92.3 91.9: 7.7 8.1
Old : 100.0: 22.2 24.4 17.9 52.2 49.6 92.3 91.9: 7.7 8.1
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 : 238: 65 78 68 85 73 194 181:
Old : 238: 65 78 68 85 73 194 181:
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 : 9.7 15.2 18.4 25.4 9.0 11.0 16.5 17.6
Old : 9.7 15.2 18.4 25.4 9.0 11.0 16.5 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, March 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 : 236,170: 44,668 48,044 63,792 118,952 116,814 227,413 228,650: 8,757 7,519
Old : 195,611: 46,132 51,014 48,742 94,263 89,438 189,136 189,194: 6,475 6,417
Other: 40,559: 6,557 5,052 7,029 24,690 27,376 38,276 39,457: 2,282 1,102
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,267: 535 1,836 -4,102 1,950 777 -1,617 -1,489: 350 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.3 27.0 50.4 49.5 96.3 96.8: 3.7 3.2
Old : 100.0: 23.6 26.1 24.9 48.2 45.7 96.7 96.7: 3.3 3.3
Other: 100.0: 16.2 12.5 17.3 60.9 67.5 94.4 97.3: 5.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 120 95 121 135 120 303 301:
Old : 364: 116 99 104 130 113 287 280:
Other: 175: 31 27 30 90 68 142 112:
:----------------------------------------------------------------------------------------------------
: 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 13.1 21.5 22.7 9.2 11.1 15.1 19.3
Old : 13.7 14.2 21.9 24.1 10.1 12.0 17.2 19.8
Other: 22.3 26.4 35.8 39.1 19.3 23.3 26.7 30.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 133,005: 96,566 16,890 1,942 11,216 112,064 109,723 130,896: 23,281 2,109
Old : 133,005: 96,566 16,890 1,942 11,216 112,064 109,723 130,896: 23,281 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -15,861: -573 960 -12,967 -3,964 -2,911 -17,504 -14,918: 1,643 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 12.7 1.5 8.4 84.3 82.5 98.4: 17.5 1.6
Old : 100.0: 72.6 12.7 1.5 8.4 84.3 82.5 98.4: 17.5 1.6
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 : 285: 248 18 12 14 7 266 34:
Old : 285: 248 18 12 14 7 266 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 : 24.0 81.6 32.1 91.4 23.6 81.6 31.5 91.3
Old : 24.0 81.6 32.1 91.4 23.6 81.6 31.5 91.3
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, March 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 : 361,357: 43,456 69,685 4,404 289,228 270,016 337,088 344,104: 24,270 17,253
Old : 361,357: 43,456 69,685 4,404 289,228 270,016 337,088 344,104: 24,270 17,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 6,585: 8,686 -5,878 -2,772 1,067 14,215 6,981 5,565: -396 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.3 1.2 80.0 74.7 93.3 95.2: 6.7 4.8
Old : 100.0: 12.0 19.3 1.2 80.0 74.7 93.3 95.2: 6.7 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 : 270: 44 51 9 110 121 160 176:
Old : 270: 44 51 9 110 121 160 176:
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 : 29.9 29.0 41.8 39.0 27.4 29.0 37.9 37.7
Old : 29.9 29.0 41.8 39.0 27.4 29.0 37.9 37.7
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, March 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 : 152,814: 37,656 11,421 3,876 103,030 133,582 144,562 148,879: 8,252 3,935
Old : 152,814: 37,656 11,421 3,876 103,030 133,582 144,562 148,879: 8,252 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,212: 790 604 99 -446 -256 443 447: 769 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.5 2.5 67.4 87.4 94.6 97.4: 5.4 2.6
Old : 100.0: 24.6 7.5 2.5 67.4 87.4 94.6 97.4: 5.4 2.6
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 : 109: 20 4 4 63 51 83 59:
Old : 109: 20 4 4 63 51 83 59:
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 : 38.7 40.9 53.2 63.7 36.3 40.9 50.8 62.5
Old : 38.7 40.9 53.2 63.7 36.3 40.9 50.8 62.5
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, March 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 : 412,640: 96,561 68,610 14,341 284,126 325,085 395,028 408,036: 17,612 4,604
Old : 412,640: 96,561 68,610 14,341 284,126 325,085 395,028 408,036: 17,612 4,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 44,539: -3,827 6,179 4,009 41,740 34,467 41,922 44,655: 2,617 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.6 3.5 68.9 78.8 95.7 98.9: 4.3 1.1
Old : 100.0: 23.4 16.6 3.5 68.9 78.8 95.7 98.9: 4.3 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 : 212: 61 38 19 91 75 164 120:
Old : 212: 61 38 19 91 75 164 120:
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 : 28.0 27.6 43.0 43.8 18.5 26.4 30.5 39.2
Old : 28.0 27.6 43.0 43.8 18.5 26.4 30.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015