COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 238,538: 66,748 24,300 53,812 101,987 146,395 222,547 224,508: 15,991 14,030
Old : 129,432: 49,176 28,426 19,741 53,138 71,516 122,054 119,683: 7,378 9,750
Other: 109,105: 32,799 11,101 18,844 48,849 74,880 100,492 104,825: 8,613 4,280
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,190: -10,451 1,748 7,525 6,433 -6,844 3,507 2,429: -317 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.2 22.6 42.8 61.4 93.3 94.1: 6.7 5.9
Old : 100.0: 38.0 22.0 15.3 41.1 55.3 94.3 92.5: 5.7 7.5
Other: 100.0: 30.1 10.2 17.3 44.8 68.6 92.1 96.1: 7.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 117 55 86 68 73 220 188:
Old : 237: 90 68 49 48 60 161 154:
Other: 194: 87 28 36 60 60 159 115:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 24.1 25.8 36.5 12.0 20.5 19.6 29.1
Old : 22.9 27.6 32.4 37.9 22.4 25.9 31.2 34.8
Other: 14.5 30.4 25.7 46.0 13.9 26.9 21.7 39.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,422: 8,229 1,057 2,932 8,069 17,537 19,230 21,527: 3,192 895
Old : 20,983: 8,206 989 2,299 7,366 16,848 17,872 20,137: 3,111 846
Other: 1,439: 70 115 586 703 689 1,359 1,390: 81 49
: : :
: : Changes in Commitments from: May 20, 2014 :
: -482: -442 -76 88 -350 -685 -704 -672: 222 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.7 13.1 36.0 78.2 85.8 96.0: 14.2 4.0
Old : 100.0: 39.1 4.7 11.0 35.1 80.3 85.2 96.0: 14.8 4.0
Other: 100.0: 4.9 8.0 40.7 48.8 47.9 94.4 96.6: 5.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 31 17 14 24 20 65 42:
Old : 80: 35 13 14 24 20 65 42:
Other: 19: 3 7 8 7 5 16 14:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 50.2 39.6 69.4 25.4 43.9 35.8 59.5
Old : 27.8 51.6 40.7 71.0 26.7 44.9 37.6 61.8
Other: 59.6 66.9 76.3 82.5 30.0 32.6 35.9 37.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,681: 85,409 22,747 55,729 94,506 164,274 235,643 242,750: 13,038 5,931
Old : 155,670: 72,704 35,975 24,136 47,532 90,840 144,372 150,952: 11,298 4,718
Other: 93,011: 28,277 2,344 16,020 46,974 73,433 91,272 91,798: 1,739 1,213
: : :
: : Changes in Commitments from: May 20, 2014 :
: 19,963: 9,710 -73 7,388 1,854 11,749 18,952 19,063: 1,011 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.1 22.4 38.0 66.1 94.8 97.6: 5.2 2.4
Old : 100.0: 46.7 23.1 15.5 30.5 58.4 92.7 97.0: 7.3 3.0
Other: 100.0: 30.4 2.5 17.2 50.5 79.0 98.1 98.7: 1.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 101 40 62 57 56 186 133:
Old : 204: 99 39 53 48 52 168 124:
Other: 113: 30 22 30 46 37 92 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 : 21.6 32.9 31.9 45.3 16.5 21.9 24.8 31.4
Old : 20.8 30.8 32.2 44.2 16.9 25.4 27.1 36.8
Other: 32.3 48.9 51.6 62.9 30.7 40.1 48.2 51.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 978,271: 253,659 98,783 186,034 459,510 620,892 899,203 905,709: 79,068 72,562
Old : 978,271: 253,659 98,783 186,034 459,510 620,892 899,203 905,709: 79,068 72,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 502: -13,543 21,989 8,291 10,484 -41,055 5,231 -10,774: -4,729 11,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.1 19.0 47.0 63.5 91.9 92.6: 8.1 7.4
Old : 100.0: 25.9 10.1 19.0 47.0 63.5 91.9 92.6: 8.1 7.4
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 : 227: 77 52 70 83 85 195 176:
Old : 227: 77 52 70 83 85 195 176:
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 : 15.5 23.7 24.2 39.0 11.8 18.2 19.1 27.0
Old : 15.5 23.7 24.2 39.0 11.8 18.2 19.1 27.0
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, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 233,983: 51,681 10,104 75,250 99,377 143,955 226,307 229,310: 7,676 4,674
Old : 155,712: 49,293 12,426 46,020 54,001 93,249 149,315 151,695: 6,397 4,017
Other: 78,271: 11,681 6,972 19,936 45,376 50,707 76,993 77,615: 1,278 656
: : :
: : Changes in Commitments from: May 20, 2014 :
: -84: -44 1,644 -953 143 -1,204 -853 -513: 769 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.3 32.2 42.5 61.5 96.7 98.0: 3.3 2.0
Old : 100.0: 31.7 8.0 29.6 34.7 59.9 95.9 97.4: 4.1 2.6
Other: 100.0: 14.9 8.9 25.5 58.0 64.8 98.4 99.2: 1.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 141 60 115 139 140 327 277:
Old : 357: 134 64 95 117 131 288 254:
Other: 243: 65 38 53 107 107 194 178:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 14.0 20.2 25.4 8.1 10.9 13.7 17.7
Old : 11.8 17.7 21.0 29.9 9.1 16.0 17.1 24.9
Other: 15.6 15.7 28.0 27.7 12.4 12.2 20.0 20.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,932: 33,599 34,252 3,109 5,432 10,334 42,140 47,695: 7,791 2,236
Old : 49,932: 33,599 34,252 3,109 5,432 10,334 42,140 47,695: 7,791 2,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,865: 1,139 1,521 162 458 366 1,759 2,049: 107 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 68.6 6.2 10.9 20.7 84.4 95.5: 15.6 4.5
Old : 100.0: 67.3 68.6 6.2 10.9 20.7 84.4 95.5: 15.6 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 : 139: 89 32 12 16 6 112 44:
Old : 139: 89 32 12 16 6 112 44:
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 : 27.5 51.8 36.1 70.5 26.1 51.3 34.7 69.8
Old : 27.5 51.8 36.1 70.5 26.1 51.3 34.7 69.8
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, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,063: 24,126 46,984 5,803 277,450 255,697 307,379 308,483: 18,685 17,581
Old : 326,063: 24,126 46,984 5,803 277,450 255,697 307,379 308,483: 18,685 17,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,419: 2,291 -9,851 -300 277 12,461 2,268 2,310: 1,151 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.4 1.8 85.1 78.4 94.3 94.6: 5.7 5.4
Old : 100.0: 7.4 14.4 1.8 85.1 78.4 94.3 94.6: 5.7 5.4
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 : 254: 41 42 11 99 113 144 162:
Old : 254: 41 42 11 99 113 144 162:
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 : 35.0 31.5 47.8 42.1 30.8 31.5 42.7 41.6
Old : 35.0 31.5 47.8 42.1 30.8 31.5 42.7 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014