COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 241,143: 48,415 51,098 70,451 108,535 102,144 227,401 223,693: 13,743 17,451
Old : 237,073: 48,239 51,012 70,251 104,998 98,612 223,488 219,874: 13,585 17,199
Other: 4,070: 247 157 129 3,537 3,532 3,913 3,818: 158 252
: : :
: : Changes in Commitments from: August 5, 2014 :
: 4,489: 603 2,783 3,578 178 -1,566 4,359 4,795: 130 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.2 29.2 45.0 42.4 94.3 92.8: 5.7 7.2
Old : 100.0: 20.3 21.5 29.6 44.3 41.6 94.3 92.7: 5.7 7.3
Other: 100.0: 6.1 3.9 3.2 86.9 86.8 96.1 93.8: 3.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 77 112 81 67 58 192 204:
Old : 265: 77 112 81 67 56 192 202:
Other: 40: 7 3 4 17 18 24 25:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 18.6 27.3 31.2 9.2 9.4 15.7 14.3
Old : 18.0 18.9 27.4 31.7 9.4 9.6 15.9 14.7
Other: 57.7 59.5 80.0 80.7 57.5 59.5 74.9 75.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 18,206: 2,471 2,289 3,192 10,243 11,155 15,907 16,637: 2,299 1,569
Old : 13,952: 2,257 2,272 1,989 7,586 8,218 11,832 12,479: 2,120 1,473
Other: 4,254: 226 29 1,192 2,657 2,937 4,075 4,158: 178 96
: : :
: : Changes in Commitments from: August 5, 2014 :
: -444: -216 69 95 -188 -556 -310 -393: -135 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.6 17.5 56.3 61.3 87.4 91.4: 12.6 8.6
Old : 100.0: 16.2 16.3 14.3 54.4 58.9 84.8 89.4: 15.2 10.6
Other: 100.0: 5.3 0.7 28.0 62.5 69.0 95.8 97.7: 4.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 19 19 29 22 60 55:
Old : 79: 23 19 18 28 22 58 54:
Other: 38: 11 4 11 19 10 33 22:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 41.1 38.1 55.1 22.1 37.6 36.0 48.8
Old : 24.0 36.8 37.0 52.5 23.9 35.0 36.4 47.9
Other: 38.6 63.5 61.7 80.5 32.1 52.7 45.9 56.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 247,130: 116,725 36,834 37,731 76,762 165,873 231,217 240,437: 15,913 6,693
Old : 10,700: 3,189 3,037 6 5,642 5,890 8,837 8,933: 1,863 1,767
Other: 236,430: 115,328 35,590 35,932 71,120 159,983 222,380 231,504: 14,050 4,926
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,333: 4,617 1,673 -2,079 61 2,257 2,598 1,850: -266 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 14.9 15.3 31.1 67.1 93.6 97.3: 6.4 2.7
Old : 100.0: 29.8 28.4 0.1 52.7 55.0 82.6 83.5: 17.4 16.5
Other: 100.0: 48.8 15.1 15.2 30.1 67.7 94.1 97.9: 5.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 117 42 50 46 52 190 121:
Old : 77: 15 14 3 25 25 42 41:
Other: 222: 114 42 45 43 51 182 114:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 34.2 28.0 46.8 17.6 28.4 26.2 39.6
Old : 43.5 31.1 58.9 49.0 43.5 29.6 55.5 46.6
Other: 19.5 35.7 29.2 47.8 18.6 29.6 27.6 40.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 1,052,317: 251,393 233,041 239,584 487,533 495,516 978,510 968,142: 73,807 84,175
Old : 1,052,317: 251,393 233,041 239,584 487,533 495,516 978,510 968,142: 73,807 84,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 28,892: 4,867 18,313 6,381 14,263 3,696 25,511 28,389: 3,381 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.1 22.8 46.3 47.1 93.0 92.0: 7.0 8.0
Old : 100.0: 23.9 22.1 22.8 46.3 47.1 93.0 92.0: 7.0 8.0
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 : 235: 74 71 73 78 77 187 189:
Old : 235: 74 71 73 78 77 187 189:
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 : 12.2 16.2 20.7 27.6 11.1 13.0 18.3 20.5
Old : 12.2 16.2 20.7 27.6 11.1 13.0 18.3 20.5
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, August 12, 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 : 194,235: 53,289 9,491 45,267 87,495 135,032 186,051 189,790: 8,184 4,445
Old : 30,042: 13,103 7,996 609 14,463 20,768 28,175 29,373: 1,867 669
Other: 164,193: 47,823 9,132 37,020 73,032 114,264 157,876 160,417: 6,317 3,776
: : :
: : Changes in Commitments from: August 5, 2014 :
: -24,524: -198 1,080 -18,155 -6,331 -6,864 -24,684 -23,939: 160 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.9 23.3 45.0 69.5 95.8 97.7: 4.2 2.3
Old : 100.0: 43.6 26.6 2.0 48.1 69.1 93.8 97.8: 6.2 2.2
Other: 100.0: 29.1 5.6 22.5 44.5 69.6 96.2 97.7: 3.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 130 43 100 125 126 296 242:
Old : 217: 62 36 7 65 66 131 106:
Other: 321: 122 52 84 116 125 273 229:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 19.4 19.5 31.0 9.6 15.8 16.1 24.5
Old : 21.9 36.6 33.6 55.2 21.9 36.6 33.6 54.4
Other: 12.0 21.5 21.4 33.2 10.4 17.9 17.4 25.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 84,790: 64,419 41,279 2,607 7,381 38,412 74,407 82,298: 10,383 2,492
Old : 84,790: 64,419 41,279 2,607 7,381 38,412 74,407 82,298: 10,383 2,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,980: 586 1,179 -295 425 314 716 1,198: 1,264 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 48.7 3.1 8.7 45.3 87.8 97.1: 12.2 2.9
Old : 100.0: 76.0 48.7 3.1 8.7 45.3 87.8 97.1: 12.2 2.9
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 : 152: 116 20 13 15 5 138 31:
Old : 152: 116 20 13 15 5 138 31:
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 : 29.4 73.2 41.3 87.7 28.0 73.0 39.8 87.2
Old : 29.4 73.2 41.3 87.7 28.0 73.0 39.8 87.2
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, August 12, 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 : 357,568: 28,319 72,917 4,064 308,607 260,125 340,990 337,106: 16,578 20,462
Old : 357,568: 28,319 72,917 4,064 308,607 260,125 340,990 337,106: 16,578 20,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,021: -1,199 711 -110 3,387 -53 2,078 548: -58 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 20.4 1.1 86.3 72.7 95.4 94.3: 4.6 5.7
Old : 100.0: 7.9 20.4 1.1 86.3 72.7 95.4 94.3: 4.6 5.7
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 : 249: 35 45 13 102 106 144 157:
Old : 249: 35 45 13 102 106 144 157:
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 : 33.0 34.9 47.8 45.0 21.4 27.3 35.5 36.3
Old : 33.0 34.9 47.8 45.0 21.4 27.3 35.5 36.3
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, August 12, 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 : 113,722: 23,979 10,461 3,193 82,072 97,161 109,244 110,815: 4,478 2,907
Old : 113,722: 23,979 10,461 3,193 82,072 97,161 109,244 110,815: 4,478 2,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -108: 118 0 0 1,238 7 1,356 7: -1,464 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.2 2.8 72.2 85.4 96.1 97.4: 3.9 2.6
Old : 100.0: 21.1 9.2 2.8 72.2 85.4 96.1 97.4: 3.9 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 : 94: 15 4 2 56 38 71 44:
Old : 94: 15 4 2 56 38 71 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 : 37.7 49.3 52.5 70.1 35.1 48.7 49.7 69.5
Old : 37.7 49.3 52.5 70.1 35.1 48.7 49.7 69.5
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, August 12, 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 : 348,123: 101,625 30,672 4,345 222,325 307,803 328,295 342,820: 19,828 5,303
Old : 348,123: 101,625 30,672 4,345 222,325 307,803 328,295 342,820: 19,828 5,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -6,670: -2,761 4,778 -1,043 -1,318 -10,273 -5,122 -6,538: -1,548 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.8 1.2 63.9 88.4 94.3 98.5: 5.7 1.5
Old : 100.0: 29.2 8.8 1.2 63.9 88.4 94.3 98.5: 5.7 1.5
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 : 216: 65 25 15 91 65 162 99:
Old : 216: 65 25 15 91 65 162 99:
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 : 26.2 28.1 37.7 47.7 18.9 25.9 27.5 43.8
Old : 26.2 28.1 37.7 47.7 18.9 25.9 27.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014