COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 276,429: 50,114 62,752 77,244 135,056 115,609 262,414 255,604: 14,015 20,825
Old : 269,319: 50,470 63,088 75,695 129,327 110,069 255,492 248,852: 13,827 20,467
Other: 7,110: 579 599 613 5,729 5,540 6,921 6,752: 189 357
: : :
: : Changes in Commitments from: September 23, 2014 :
: 5,889: -2,895 6,468 4,501 3,888 -5,552 5,493 5,417: 396 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.7 27.9 48.9 41.8 94.9 92.5: 5.1 7.5
Old : 100.0: 18.7 23.4 28.1 48.0 40.9 94.9 92.4: 5.1 7.6
Other: 100.0: 8.1 8.4 8.6 80.6 77.9 97.3 95.0: 2.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 97 118 76 71 64 210 219:
Old : 297: 99 116 76 71 63 210 218:
Other: 50: 9 7 6 19 22 31 33:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 19.5 31.4 30.7 9.1 8.1 15.1 13.5
Old : 22.0 19.9 31.7 31.0 8.9 8.5 15.1 13.9
Other: 60.5 39.1 75.6 63.6 59.9 38.5 72.2 62.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 16,436: 2,889 2,334 2,470 9,011 10,061 14,369 14,866: 2,067 1,570
Old : 9,452: 2,409 1,560 1,002 4,570 5,615 7,982 8,178: 1,470 1,274
Other: 6,984: 592 886 1,355 4,440 4,446 6,387 6,688: 597 296
: : :
: : Changes in Commitments from: September 23, 2014 :
: -208: 96 288 -13 -440 -617 -357 -343: 149 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.2 15.0 54.8 61.2 87.4 90.4: 12.6 9.6
Old : 100.0: 25.5 16.5 10.6 48.4 59.4 84.4 86.5: 15.6 13.5
Other: 100.0: 8.5 12.7 19.4 63.6 63.7 91.5 95.8: 8.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 28 15 15 28 17 58 45:
Old : 73: 26 14 14 26 17 55 42:
Other: 51: 15 8 10 27 9 44 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 : 25.4 50.7 43.2 63.5 25.3 48.7 42.6 59.9
Old : 34.2 52.5 48.5 62.2 34.2 51.4 48.4 60.9
Other: 30.7 59.6 48.2 75.6 30.1 54.9 43.9 66.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 268,059: 107,693 29,265 53,577 92,542 177,171 253,812 260,013: 14,247 8,046
Old : 257,771: 107,779 29,188 53,380 82,566 167,285 243,726 249,853: 14,045 7,918
Other: 10,288: 83 247 27 9,976 9,886 10,086 10,160: 202 128
: : :
: : Changes in Commitments from: September 23, 2014 :
: 10,521: 6,172 2,064 4,371 140 3,723 10,683 10,158: -163 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 10.9 20.0 34.5 66.1 94.7 97.0: 5.3 3.0
Old : 100.0: 41.8 11.3 20.7 32.0 64.9 94.6 96.9: 5.4 3.1
Other: 100.0: 0.8 2.4 0.3 97.0 96.1 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 116 43 61 53 59 207 130:
Old : 236: 117 43 61 53 59 207 130:
Other: 26: 1 2 1 12 14 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 34.9 29.8 46.8 16.8 26.3 23.9 35.8
Old : 17.6 34.1 28.2 46.2 15.3 26.0 22.7 35.5
Other: 89.5 69.6 95.7 92.3 80.0 68.9 86.0 84.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 940,195: 244,944 246,951 159,635 474,909 453,939 879,488 860,525: 60,707 79,671
Old : 940,195: 244,944 246,951 159,635 474,909 453,939 879,488 860,525: 60,707 79,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -41,130: 17,342 5,572 -9,463 -45,981 -38,045 -38,102 -41,935: -3,027 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 26.3 17.0 50.5 48.3 93.5 91.5: 6.5 8.5
Old : 100.0: 26.1 26.3 17.0 50.5 48.3 93.5 91.5: 6.5 8.5
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 : 226: 66 69 64 82 80 178 184:
Old : 226: 66 69 64 82 80 178 184:
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 : 13.2 17.7 22.1 29.0 12.0 13.9 20.7 21.5
Old : 13.2 17.7 22.1 29.0 12.0 13.9 20.7 21.5
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, September 30, 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 : 203,895: 52,264 11,346 52,342 92,638 135,499 197,244 199,187: 6,651 4,708
Old : 195,447: 52,416 12,096 49,853 86,874 128,930 189,143 190,879: 6,304 4,568
Other: 8,448: 1,134 536 1,203 5,764 6,569 8,101 8,308: 347 140
: : :
: : Changes in Commitments from: September 23, 2014 :
: 7,854: 2,110 -2,157 4,176 915 5,884 7,201 7,902: 653 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.6 25.7 45.4 66.5 96.7 97.7: 3.3 2.3
Old : 100.0: 26.8 6.2 25.5 44.4 66.0 96.8 97.7: 3.2 2.3
Other: 100.0: 13.4 6.3 14.2 68.2 77.8 95.9 98.3: 4.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 131 58 108 135 135 323 259:
Old : 358: 131 63 105 130 133 317 255:
Other: 89: 15 7 7 44 41 60 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 19.0 21.4 31.0 9.0 15.5 15.4 23.0
Old : 12.9 19.0 22.1 30.9 9.7 15.8 16.4 23.5
Other: 39.9 43.4 58.5 61.8 33.2 36.6 43.8 49.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 96,338: 77,412 21,227 2,295 5,625 70,474 85,332 93,997: 11,006 2,341
Old : 96,338: 77,412 21,227 2,295 5,625 70,474 85,332 93,997: 11,006 2,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,677: 1,471 2,219 445 -11 308 1,904 2,972: 773 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 22.0 2.4 5.8 73.2 88.6 97.6: 11.4 2.4
Old : 100.0: 80.4 22.0 2.4 5.8 73.2 88.6 97.6: 11.4 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 : 185: 145 21 14 16 7 167 36:
Old : 185: 145 21 14 16 7 167 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 : 26.2 74.9 37.5 85.6 25.6 74.8 37.0 85.4
Old : 26.2 74.9 37.5 85.6 25.6 74.8 37.0 85.4
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 30, 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 : 402,145: 22,586 95,833 7,611 352,280 279,491 382,477 382,935: 19,668 19,210
Old : 402,145: 22,586 95,833 7,611 352,280 279,491 382,477 382,935: 19,668 19,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,928: -2,174 113 2,183 3,812 1,598 3,821 3,893: 107 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 23.8 1.9 87.6 69.5 95.1 95.2: 4.9 4.8
Old : 100.0: 5.6 23.8 1.9 87.6 69.5 95.1 95.2: 4.9 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 : 256: 27 55 12 105 112 140 171:
Old : 256: 27 55 12 105 112 140 171:
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 : 38.7 27.1 52.6 38.4 31.8 25.2 45.6 34.4
Old : 38.7 27.1 52.6 38.4 31.8 25.2 45.6 34.4
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 30, 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 : 114,883: 28,362 11,335 3,585 77,100 97,826 109,047 112,746: 5,836 2,137
Old : 114,883: 28,362 11,335 3,585 77,100 97,826 109,047 112,746: 5,836 2,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 683: 85 240 405 -152 1,108 338 1,753: 345 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.9 3.1 67.1 85.2 94.9 98.1: 5.1 1.9
Old : 100.0: 24.7 9.9 3.1 67.1 85.2 94.9 98.1: 5.1 1.9
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 : 93: 16 3 3 56 35 72 41:
Old : 93: 16 3 3 56 35 72 41:
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 : 35.9 48.7 49.6 70.3 33.1 48.4 46.7 70.0
Old : 35.9 48.7 49.6 70.3 33.1 48.4 46.7 70.0
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 30, 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 : 344,123: 98,977 24,194 4,032 220,947 307,816 323,956 336,042: 20,167 8,081
Old : 344,123: 98,977 24,194 4,032 220,947 307,816 323,956 336,042: 20,167 8,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -6,051: -866 2,784 1,809 -10,098 -13,617 -9,155 -9,024: 3,104 2,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.0 1.2 64.2 89.4 94.1 97.7: 5.9 2.3
Old : 100.0: 28.8 7.0 1.2 64.2 89.4 94.1 97.7: 5.9 2.3
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: 68 29 13 90 61 162 100:
Old : 214: 68 29 13 90 61 162 100:
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 : 26.6 37.3 36.9 59.2 19.4 36.2 26.7 53.2
Old : 26.6 37.3 36.9 59.2 19.4 36.2 26.7 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014