COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 251,166: 51,854 52,912 65,749 118,952 113,956 236,555 232,618: 14,611 18,549
Old : 245,773: 51,760 52,884 65,240 114,302 109,381 231,302 227,505: 14,471 18,268
Other: 5,393: 408 342 195 4,650 4,575 5,253 5,112: 140 281
: : :
: : Changes in Commitments from: August 26, 2014 :
: 8,923: -1,253 2,936 3,502 5,929 924 8,178 7,361: 745 1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.1 26.2 47.4 45.4 94.2 92.6: 5.8 7.4
Old : 100.0: 21.1 21.5 26.5 46.5 44.5 94.1 92.6: 5.9 7.4
Other: 100.0: 7.6 6.3 3.6 86.2 84.8 97.4 94.8: 2.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 90 106 81 65 61 199 207:
Old : 274: 91 106 81 65 58 199 204:
Other: 47: 7 7 4 19 20 27 30:
:----------------------------------------------------------------------------------------------------
: 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 20.5 28.5 33.0 9.1 8.8 15.0 14.6
Old : 18.1 20.9 28.7 33.6 9.3 9.4 15.3 15.3
Other: 59.0 49.8 77.6 69.0 58.2 49.8 73.8 66.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 16,041: 2,759 1,476 2,335 8,966 10,988 14,060 14,799: 1,981 1,242
Old : 11,219: 2,542 1,470 943 6,037 7,778 9,521 10,191: 1,699 1,029
Other: 4,821: 319 108 1,290 2,929 3,210 4,539 4,609: 283 213
: : :
: : Changes in Commitments from: August 26, 2014 :
: -106: 234 -246 143 -269 270 108 168: -214 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.2 14.6 55.9 68.5 87.6 92.3: 12.4 7.7
Old : 100.0: 22.7 13.1 8.4 53.8 69.3 84.9 90.8: 15.1 9.2
Other: 100.0: 6.6 2.2 26.8 60.8 66.6 94.1 95.6: 5.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 27 11 14 29 17 60 38:
Old : 72: 25 12 13 28 17 58 37:
Other: 38: 10 6 11 19 9 34 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 : 25.1 51.4 42.0 65.2 25.1 50.2 40.8 61.9
Old : 30.6 52.4 44.1 66.5 30.6 51.1 44.1 65.0
Other: 39.6 63.9 60.6 77.9 34.1 54.5 50.3 59.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 250,226: 117,564 37,216 39,212 79,198 167,402 235,974 243,829: 14,252 6,397
Old : 244,262: 117,563 37,125 38,960 73,731 161,956 230,254 238,040: 14,008 6,222
Other: 5,964: 15 105 238 5,467 5,446 5,720 5,789: 244 175
: : :
: : Changes in Commitments from: August 26, 2014 :
: 6,583: 3,313 808 3,406 357 2,152 7,075 6,365: -492 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 14.9 15.7 31.7 66.9 94.3 97.4: 5.7 2.6
Old : 100.0: 48.1 15.2 15.9 30.2 66.3 94.3 97.5: 5.7 2.5
Other: 100.0: 0.3 1.8 4.0 91.7 91.3 95.9 97.1: 4.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 122 41 53 46 54 191 131:
Old : 238: 123 41 53 46 54 191 131:
Other: 22: 1 2 2 9 12 12 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 : 18.3 34.5 27.6 47.0 18.0 28.4 26.5 39.7
Old : 17.3 34.4 26.8 47.0 17.0 28.4 25.7 39.6
Other: 86.9 78.2 94.6 92.6 86.5 77.3 90.5 89.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 1,066,993: 252,562 227,859 236,451 503,938 519,888 992,951 984,199: 74,042 82,794
Old : 1,066,993: 252,562 227,859 236,451 503,938 519,888 992,951 984,199: 74,042 82,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -405: 5,353 -4,759 -761 -5,381 8,141 -789 2,621: 384 -3,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.4 22.2 47.2 48.7 93.1 92.2: 6.9 7.8
Old : 100.0: 23.7 21.4 22.2 47.2 48.7 93.1 92.2: 6.9 7.8
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 : 237: 74 68 75 81 80 191 194:
Old : 237: 74 68 75 81 80 191 194:
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 : 11.9 15.9 19.7 25.7 11.0 12.4 18.0 20.0
Old : 11.9 15.9 19.7 25.7 11.0 12.4 18.0 20.0
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, September 2, 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 : 199,112: 58,252 9,445 50,836 81,639 134,355 190,726 194,637: 8,386 4,476
Old : 191,400: 58,464 10,069 48,582 76,334 128,362 183,380 187,012: 8,019 4,388
Other: 7,713: 942 531 1,100 5,305 5,994 7,346 7,625: 366 88
: : :
: : Changes in Commitments from: August 26, 2014 :
: 8,231: 1,779 -248 5,428 1,044 3,006 8,251 8,185: -20 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 4.7 25.5 41.0 67.5 95.8 97.8: 4.2 2.2
Old : 100.0: 30.5 5.3 25.4 39.9 67.1 95.8 97.7: 4.2 2.3
Other: 100.0: 12.2 6.9 14.3 68.8 77.7 95.2 98.9: 4.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 138 60 104 127 134 313 259:
Old : 361: 135 65 102 122 131 307 255:
Other: 88: 13 8 9 41 43 57 58:
:----------------------------------------------------------------------------------------------------
: 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 19.8 31.7 9.3 16.5 15.9 25.1
Old : 11.5 19.5 20.3 31.5 9.8 16.4 16.7 25.2
Other: 47.2 44.8 63.4 64.6 40.1 38.8 49.5 52.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 88,669: 70,013 41,009 2,553 6,213 43,222 78,780 86,784: 9,889 1,884
Old : 88,669: 70,013 41,009 2,553 6,213 43,222 78,780 86,784: 9,889 1,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -2,942: -2,683 -2,922 -476 134 144 -3,025 -3,253: 82 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 46.2 2.9 7.0 48.7 88.8 97.9: 11.2 2.1
Old : 100.0: 79.0 46.2 2.9 7.0 48.7 88.8 97.9: 11.2 2.1
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 : 157: 120 17 14 17 6 146 29:
Old : 157: 120 17 14 17 6 146 29:
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 : 30.5 77.8 39.9 89.4 29.2 77.6 38.6 89.0
Old : 30.5 77.8 39.9 89.4 29.2 77.6 38.6 89.0
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, September 2, 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 : 379,906: 34,231 76,613 3,268 321,356 280,806 358,855 360,687: 21,051 19,219
Old : 379,906: 34,231 76,613 3,268 321,356 280,806 358,855 360,687: 21,051 19,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 6,093: 3,444 3,174 -844 2,079 4,460 4,679 6,790: 1,414 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.2 0.9 84.6 73.9 94.5 94.9: 5.5 5.1
Old : 100.0: 9.0 20.2 0.9 84.6 73.9 94.5 94.9: 5.5 5.1
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 : 255: 36 48 10 104 108 146 160:
Old : 255: 36 48 10 104 108 146 160:
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 : 34.5 33.6 48.5 44.8 23.5 27.6 36.7 36.9
Old : 34.5 33.6 48.5 44.8 23.5 27.6 36.7 36.9
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, September 2, 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 : 115,235: 27,682 10,635 3,408 79,112 98,312 110,202 112,355: 5,033 2,880
Old : 115,235: 27,682 10,635 3,408 79,112 98,312 110,202 112,355: 5,033 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -292: 2,053 189 -58 -2,025 -30 -30 101: -262 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.2 3.0 68.7 85.3 95.6 97.5: 4.4 2.5
Old : 100.0: 24.0 9.2 3.0 68.7 85.3 95.6 97.5: 4.4 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 : 97: 16 5 3 57 37 73 45:
Old : 97: 16 5 3 57 37 73 45:
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 : 35.5 48.1 49.6 67.7 32.8 47.5 46.7 67.1
Old : 35.5 48.1 49.6 67.7 32.8 47.5 46.7 67.1
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, September 2, 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 : 354,231: 103,471 21,770 6,601 229,685 324,673 339,757 353,044: 14,474 1,187
Old : 354,231: 103,471 21,770 6,601 229,685 324,673 339,757 353,044: 14,474 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 8,064: -925 -1,971 1,656 11,578 11,068 12,309 10,753: -4,245 -2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.1 1.9 64.8 91.7 95.9 99.7: 4.1 0.3
Old : 100.0: 29.2 6.1 1.9 64.8 91.7 95.9 99.7: 4.1 0.3
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 : 216: 69 25 18 97 61 174 96:
Old : 216: 69 25 18 97 61 174 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 : 26.0 32.6 35.4 55.8 19.6 30.8 27.0 49.9
Old : 26.0 32.6 35.4 55.8 19.6 30.8 27.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2014