COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 234,646: 73,153 35,469 51,337 93,255 136,113 217,745 222,919: 16,901 11,727
Old : 182,174: 66,365 38,429 38,478 63,788 95,391 168,630 172,297: 13,544 9,877
Other: 52,471: 13,450 3,702 6,197 29,468 40,722 49,115 50,621: 3,357 1,850
: : :
: : Changes in Commitments from: March 17, 2015 :
: 8,582: -4,451 -8,464 6,796 4,086 13,484 6,432 11,816: 2,150 -3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 15.1 21.9 39.7 58.0 92.8 95.0: 7.2 5.0
Old : 100.0: 36.4 21.1 21.1 35.0 52.4 92.6 94.6: 7.4 5.4
Other: 100.0: 25.6 7.1 11.8 56.2 77.6 93.6 96.5: 6.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 102 81 85 62 65 206 195:
Old : 254: 98 79 75 52 61 183 186:
Other: 137: 45 23 24 50 50 105 87:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 26.8 22.0 36.6 10.8 18.7 18.3 26.0
Old : 11.0 31.7 21.1 40.1 10.4 25.2 19.8 32.5
Other: 25.2 34.4 38.3 49.4 23.9 33.6 36.0 47.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 19,749: 1,980 7,041 2,445 13,497 8,272 17,922 17,758: 1,827 1,991
Old : 19,636: 1,989 7,041 2,435 13,413 8,196 17,836 17,672: 1,800 1,964
Other: 113: 0 9 2 84 76 86 87: 27 27
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,135: -113 -549 541 875 1,665 1,303 1,657: -168 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 35.7 12.4 68.3 41.9 90.7 89.9: 9.3 10.1
Old : 100.0: 10.1 35.9 12.4 68.3 41.7 90.8 90.0: 9.2 10.0
Other: 100.0: 0.0 7.6 1.8 74.3 67.2 76.1 76.5: 23.9 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 26 26 14 33 11 62 48:
Old : 86: 26 26 14 33 11 62 48:
Other: 6: 0 2 1 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 : 23.6 32.2 39.8 51.0 21.8 24.1 36.5 39.4
Old : 23.7 32.1 40.0 50.9 21.9 24.2 36.5 39.4
Other: 76.1 76.5 76.1 76.5 74.3 74.8 74.3 74.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 243,421: 60,339 27,831 51,423 120,073 154,953 231,835 234,207: 11,586 9,214
Old : 184,083: 53,389 25,834 43,891 76,586 106,114 173,865 175,840: 10,218 8,244
Other: 59,338: 8,456 3,502 6,027 43,487 48,839 57,970 58,368: 1,368 970
: : :
: : Changes in Commitments from: March 17, 2015 :
: 3,727: -7,832 7,609 4,270 7,655 -5,868 4,093 6,011: -366 -2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.4 21.1 49.3 63.7 95.2 96.2: 4.8 3.8
Old : 100.0: 29.0 14.0 23.8 41.6 57.6 94.4 95.5: 5.6 4.5
Other: 100.0: 14.3 5.9 10.2 73.3 82.3 97.7 98.4: 2.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 80 52 72 56 55 172 149:
Old : 202: 83 49 69 51 52 164 144:
Other: 87: 18 16 18 41 26 71 49:
:----------------------------------------------------------------------------------------------------
: 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 32.8 32.4 43.4 16.3 18.5 23.2 28.1
Old : 18.1 28.4 29.4 40.2 11.7 19.1 19.4 27.5
Other: 47.3 52.4 60.1 73.5 38.7 42.9 50.1 59.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,068,295: 225,562 261,043 212,922 551,322 508,274 989,806 982,239: 78,489 86,056
Old : 1,068,295: 225,562 261,043 212,922 551,322 508,274 989,806 982,239: 78,489 86,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 31,868: -4,658 7,787 27,616 10,024 -5,657 32,982 29,747: -1,114 2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 24.4 19.9 51.6 47.6 92.7 91.9: 7.3 8.1
Old : 100.0: 21.1 24.4 19.9 51.6 47.6 92.7 91.9: 7.3 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 : 241: 67 80 76 85 75 203 186:
Old : 241: 67 80 76 85 75 203 186:
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 : 10.4 15.3 19.0 25.3 8.9 11.3 16.4 17.3
Old : 10.4 15.3 19.0 25.3 8.9 11.3 16.4 17.3
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 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 : 238,478: 43,645 48,227 67,570 119,518 116,084 230,733 231,882: 7,745 6,595
Old : 194,088: 45,887 51,532 50,419 92,125 86,599 188,431 188,550: 5,657 5,538
Other: 44,390: 7,346 6,283 7,563 27,393 29,486 42,302 43,332: 2,087 1,057
: : :
: : Changes in Commitments from: March 17, 2015 :
: 2,308: -1,023 183 3,778 566 -729 3,321 3,232: -1,012 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.2 28.3 50.1 48.7 96.8 97.2: 3.2 2.8
Old : 100.0: 23.6 26.6 26.0 47.5 44.6 97.1 97.1: 2.9 2.9
Other: 100.0: 16.5 14.2 17.0 61.7 66.4 95.3 97.6: 4.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 128 92 131 137 119 322 301:
Old : 375: 125 95 112 133 113 306 280:
Other: 190: 37 31 36 93 67 154 119:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 13.2 21.4 22.6 9.0 10.8 15.3 19.0
Old : 13.7 14.1 21.8 24.2 10.3 11.8 17.1 20.1
Other: 21.7 28.1 34.5 39.9 19.7 24.4 28.9 33.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 116,666: 83,476 12,336 2,158 9,779 98,322 95,414 112,816: 21,253 3,850
Old : 116,666: 83,476 12,336 2,158 9,779 98,322 95,414 112,816: 21,253 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -16,338: -13,090 -4,554 216 -1,436 -13,742 -14,310 -18,079: -2,029 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 10.6 1.8 8.4 84.3 81.8 96.7: 18.2 3.3
Old : 100.0: 71.6 10.6 1.8 8.4 84.3 81.8 96.7: 18.2 3.3
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 : 214: 180 14 15 13 9 198 34:
Old : 214: 180 14 15 13 9 198 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 : 27.6 83.5 36.2 92.2 27.3 83.3 35.7 92.0
Old : 27.6 83.5 36.2 92.2 27.3 83.3 35.7 92.0
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, March 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 : 312,896: 45,998 59,275 4,027 242,075 234,598 292,100 297,901: 20,797 14,996
Old : 312,896: 45,998 59,275 4,027 242,075 234,598 292,100 297,901: 20,797 14,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -48,461: 2,542 -10,409 -377 -47,153 -35,418 -44,988 -46,204: -3,473 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.9 1.3 77.4 75.0 93.4 95.2: 6.6 4.8
Old : 100.0: 14.7 18.9 1.3 77.4 75.0 93.4 95.2: 6.6 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 : 257: 45 43 8 104 99 153 146:
Old : 257: 45 43 8 104 99 153 146:
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 : 31.4 34.7 42.5 44.8 28.8 34.7 39.2 44.1
Old : 31.4 34.7 42.5 44.8 28.8 34.7 39.2 44.1
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 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 : 144,299: 38,131 12,022 3,739 95,862 125,355 137,732 141,116: 6,567 3,183
Old : 144,299: 38,131 12,022 3,739 95,862 125,355 137,732 141,116: 6,567 3,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -8,515: 475 601 -137 -7,168 -8,227 -6,830 -7,763: -1,685 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.3 2.6 66.4 86.9 95.4 97.8: 4.6 2.2
Old : 100.0: 26.4 8.3 2.6 66.4 86.9 95.4 97.8: 4.6 2.2
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 : 106: 22 4 3 53 46 75 53:
Old : 106: 22 4 3 53 46 75 53:
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 : 41.4 40.6 56.8 65.0 38.8 40.6 54.2 64.8
Old : 41.4 40.6 56.8 65.0 38.8 40.6 54.2 64.8
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 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 : 372,446: 98,910 67,088 9,519 249,706 290,984 358,135 367,591: 14,311 4,855
Old : 372,446: 98,910 67,088 9,519 249,706 290,984 358,135 367,591: 14,311 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -40,194: 2,349 -1,522 -4,822 -34,420 -34,101 -36,893 -40,445: -3,301 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.0 2.6 67.0 78.1 96.2 98.7: 3.8 1.3
Old : 100.0: 26.6 18.0 2.6 67.0 78.1 96.2 98.7: 3.8 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 : 218: 63 37 13 83 71 154 113:
Old : 218: 63 37 13 83 71 154 113:
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 : 27.0 30.2 42.3 45.3 21.7 30.2 34.7 43.8
Old : 27.0 30.2 42.3 45.3 21.7 30.2 34.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2015