COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 226,032: 49,837 49,386 60,412 102,307 100,013 212,555 209,811: 13,476 16,221
Old : 222,321: 49,753 49,410 60,124 99,032 96,854 208,909 206,389: 13,411 15,932
Other: 3,711: 234 125 138 3,275 3,159 3,646 3,422: 65 289
: : :
: : Changes in Commitments from: July 22, 2014 :
: 14,204: -1,499 4,401 8,123 7,709 724 14,333 13,248: -129 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.8 26.7 45.3 44.2 94.0 92.8: 6.0 7.2
Old : 100.0: 22.4 22.2 27.0 44.5 43.6 94.0 92.8: 6.0 7.2
Other: 100.0: 6.3 3.4 3.7 88.2 85.1 98.2 92.2: 1.8 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 79 108 77 68 58 188 203:
Old : 264: 78 109 77 68 56 188 201:
Other: 40: 8 2 4 18 17 26 23:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.3 24.7 31.0 9.3 10.9 16.3 17.3
Old : 15.3 19.6 24.7 31.5 9.3 11.1 16.5 17.9
Other: 50.0 59.5 75.8 80.3 49.8 57.9 70.3 73.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 17,997: 3,069 1,330 2,895 9,455 12,383 15,419 16,608: 2,578 1,388
Old : 14,445: 3,039 1,241 1,858 7,157 10,066 12,054 13,165: 2,391 1,280
Other: 3,552: 65 124 1,001 2,299 2,317 3,365 3,443: 186 108
: : :
: : Changes in Commitments from: July 22, 2014 :
: 290: -358 334 100 721 -525 463 -90: -173 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.4 16.1 52.5 68.8 85.7 92.3: 14.3 7.7
Old : 100.0: 21.0 8.6 12.9 49.5 69.7 83.4 91.1: 16.6 8.9
Other: 100.0: 1.8 3.5 28.2 64.7 65.2 94.8 96.9: 5.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 15 16 27 20 58 45:
Old : 73: 28 11 16 26 20 57 45:
Other: 35: 2 10 10 19 10 30 21:
:----------------------------------------------------------------------------------------------------
: 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 46.1 37.9 62.2 23.5 44.1 36.3 55.4
Old : 24.8 46.7 37.6 61.4 24.8 44.5 37.3 56.9
Other: 39.5 61.5 64.1 79.5 33.3 48.7 47.1 53.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 262,545: 108,498 34,356 53,237 83,739 168,162 245,475 255,756: 17,070 6,790
Old : 100,031: 56,571 26,508 14,704 17,839 54,857 89,114 96,069: 10,917 3,962
Other: 162,514: 60,132 16,053 30,329 65,901 113,305 156,361 159,686: 6,153 2,828
: : :
: : Changes in Commitments from: July 22, 2014 :
: 7,772: 5,968 4,731 2,096 -1,409 439 6,655 7,266: 1,117 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 13.1 20.3 31.9 64.1 93.5 97.4: 6.5 2.6
Old : 100.0: 56.6 26.5 14.7 17.8 54.8 89.1 96.0: 10.9 4.0
Other: 100.0: 37.0 9.9 18.7 40.6 69.7 96.2 98.3: 3.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 121 43 57 56 55 211 127:
Old : 214: 102 47 31 36 45 157 104:
Other: 168: 76 27 37 49 47 142 94:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 33.1 26.3 45.7 15.2 26.0 23.0 35.9
Old : 18.2 29.1 29.6 40.9 17.4 25.9 27.6 35.7
Other: 24.5 36.2 36.2 51.4 23.4 29.4 32.6 39.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 1,002,152: 237,576 189,907 229,131 465,820 496,929 932,527 915,967: 69,625 86,185
Old : 1,002,152: 237,576 189,907 229,131 465,820 496,929 932,527 915,967: 69,625 86,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 5,830: -4,787 20,303 -1,955 11,809 -17,120 5,067 1,227: 763 4,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 18.9 22.9 46.5 49.6 93.1 91.4: 6.9 8.6
Old : 100.0: 23.7 18.9 22.9 46.5 49.6 93.1 91.4: 6.9 8.6
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 : 226: 70 63 69 83 79 186 180:
Old : 226: 70 63 69 83 79 186 180:
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 : 13.4 16.9 22.3 29.3 11.5 14.6 18.9 22.1
Old : 13.4 16.9 22.3 29.3 11.5 14.6 18.9 22.1
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, July 29, 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 : 215,443: 51,468 10,238 60,226 95,785 138,724 207,479 209,188: 7,964 6,255
Old : 93,227: 39,986 16,277 16,100 32,779 57,289 88,864 89,666: 4,363 3,561
Other: 122,216: 26,136 8,615 29,472 63,006 81,435 118,614 119,522: 3,601 2,694
: : :
: : Changes in Commitments from: July 22, 2014 :
: 5,592: 2,949 -2,509 3,047 -1,756 4,060 4,240 4,598: 1,352 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.8 28.0 44.5 64.4 96.3 97.1: 3.7 2.9
Old : 100.0: 42.9 17.5 17.3 35.2 61.5 95.3 96.2: 4.7 3.8
Other: 100.0: 21.4 7.0 24.1 51.6 66.6 97.1 97.8: 2.9 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 117 65 116 136 127 311 264:
Old : 306: 96 70 64 95 102 222 205:
Other: 291: 92 53 76 118 116 247 211:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 17.9 19.5 29.3 8.9 13.7 14.8 21.5
Old : 13.2 24.8 24.5 38.2 13.2 23.0 24.2 36.1
Other: 13.7 20.3 24.9 30.1 11.0 17.2 18.8 22.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 74,776: 55,991 36,512 3,113 7,214 33,292 66,318 72,918: 8,458 1,859
Old : 74,776: 55,991 36,512 3,113 7,214 33,292 66,318 72,918: 8,458 1,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 16,491: 14,484 13,682 252 1,247 2,673 15,983 16,607: 509 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 48.8 4.2 9.6 44.5 88.7 97.5: 11.3 2.5
Old : 100.0: 74.9 48.8 4.2 9.6 44.5 88.7 97.5: 11.3 2.5
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 : 152: 114 22 17 14 5 137 36:
Old : 152: 114 22 17 14 5 137 36:
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 72.3 38.2 84.4 26.1 72.1 36.2 84.1
Old : 27.0 72.3 38.2 84.4 26.1 72.1 36.2 84.1
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, July 29, 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 : 347,488: 31,382 77,847 5,287 291,359 246,351 328,027 329,484: 19,461 18,005
Old : 347,488: 31,382 77,847 5,287 291,359 246,351 328,027 329,484: 19,461 18,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 9,752: -743 1,537 -346 10,827 8,259 9,738 9,450: 14 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.4 1.5 83.8 70.9 94.4 94.8: 5.6 5.2
Old : 100.0: 9.0 22.4 1.5 83.8 70.9 94.4 94.8: 5.6 5.2
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 : 250: 33 50 9 95 108 134 161:
Old : 250: 33 50 9 95 108 134 161:
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 32.6 42.4 43.4 18.4 28.2 32.6 37.8
Old : 27.6 32.6 42.4 43.4 18.4 28.2 32.6 37.8
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,770: 22,084 13,837 3,339 83,061 93,841 108,484 111,017: 5,286 2,753
Old : 113,770: 22,084 13,837 3,339 83,061 93,841 108,484 111,017: 5,286 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,324: -1,507 1,500 10 4,045 1,251 2,548 2,761: -224 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.2 2.9 73.0 82.5 95.4 97.6: 4.6 2.4
Old : 100.0: 19.4 12.2 2.9 73.0 82.5 95.4 97.6: 4.6 2.4
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 : 94: 12 5 2 55 41 67 48:
Old : 94: 12 5 2 55 41 67 48:
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 47.6 51.3 66.5 33.4 47.0 48.3 65.9
Old : 36.1 47.6 51.3 66.5 33.4 47.0 48.3 65.9
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 360,005: 107,912 28,265 3,380 229,853 323,872 341,145 355,517: 18,860 4,488
Old : 360,005: 107,912 28,265 3,380 229,853 323,872 341,145 355,517: 18,860 4,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 14,952: -1,989 9,324 74 17,606 5,607 15,691 15,005: -739 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.9 0.9 63.8 90.0 94.8 98.8: 5.2 1.2
Old : 100.0: 30.0 7.9 0.9 63.8 90.0 94.8 98.8: 5.2 1.2
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 : 215: 67 25 13 93 63 165 96:
Old : 215: 67 25 13 93 63 165 96:
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 : 28.1 30.9 38.8 50.3 18.3 26.4 26.9 42.7
Old : 28.1 30.9 38.8 50.3 18.3 26.4 26.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2014