COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 280,278: 56,510 55,384 82,021 127,443 124,249 265,974 261,654: 14,304 18,624
Old : 270,904: 57,432 55,885 79,838 119,587 117,066 256,857 252,790: 14,047 18,114
Other: 9,374: 620 1,041 640 7,856 7,183 9,117 8,865: 257 510
: : :
: : Changes in Commitments from: October 7, 2014 :
: 4,062: 3,626 -3,658 1,629 -1,215 5,832 4,039 3,803: 23 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.8 29.3 45.5 44.3 94.9 93.4: 5.1 6.6
Old : 100.0: 21.2 20.6 29.5 44.1 43.2 94.8 93.3: 5.2 6.7
Other: 100.0: 6.6 11.1 6.8 83.8 76.6 97.3 94.6: 2.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 103 113 85 68 66 217 223:
Old : 300: 104 113 85 68 64 217 221:
Other: 52: 11 4 7 24 23 36 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 : 19.7 21.3 29.3 32.9 7.6 8.5 13.6 13.2
Old : 19.8 21.9 29.7 33.5 8.3 8.8 14.5 13.8
Other: 54.8 43.8 74.1 65.7 53.2 43.8 70.2 64.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 18,696: 2,880 3,428 2,968 10,896 10,152 16,743 16,548: 1,953 2,148
Old : 7,786: 1,944 1,672 1,110 3,677 3,458 6,731 6,241: 1,054 1,545
Other: 10,910: 1,302 2,123 1,490 7,219 6,693 10,011 10,307: 899 603
: : :
: : Changes in Commitments from: October 7, 2014 :
: 2,133: -43 836 405 1,959 302 2,321 1,543: -187 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.3 15.9 58.3 54.3 89.6 88.5: 10.4 11.5
Old : 100.0: 25.0 21.5 14.3 47.2 44.4 86.5 80.2: 13.5 19.8
Other: 100.0: 11.9 19.5 13.7 66.2 61.3 91.8 94.5: 8.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 26 14 31 18 63 52:
Old : 74: 25 17 13 26 16 53 44:
Other: 64: 11 20 10 31 12 51 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 : 24.0 45.0 40.8 57.6 23.9 40.2 39.7 49.2
Old : 27.9 38.7 45.0 48.7 27.0 37.6 41.3 45.3
Other: 27.8 54.2 45.0 70.7 27.6 52.7 44.5 64.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 247,830: 86,616 26,849 53,781 94,811 160,510 235,208 241,140: 12,621 6,689
Old : 236,986: 86,619 26,713 53,390 84,544 150,299 224,553 230,402: 12,432 6,583
Other: 10,844: 128 267 260 10,267 10,211 10,655 10,738: 189 106
: : :
: : Changes in Commitments from: October 7, 2014 :
: -1,934: -6,377 -2,162 2,162 1,792 -1,466 -2,423 -1,467: 489 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.8 21.7 38.3 64.8 94.9 97.3: 5.1 2.7
Old : 100.0: 36.6 11.3 22.5 35.7 63.4 94.8 97.2: 5.2 2.8
Other: 100.0: 1.2 2.5 2.4 94.7 94.2 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 102 37 63 57 58 193 130:
Old : 216: 103 37 63 57 58 193 130:
Other: 34: 3 4 5 16 14 21 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 : 18.9 33.2 29.0 45.6 16.5 25.5 24.4 35.2
Old : 17.4 32.4 27.1 44.8 14.9 24.9 23.1 34.8
Other: 86.9 68.4 93.1 90.0 76.8 66.7 82.6 81.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 920,619: 236,041 223,669 159,585 461,499 465,103 857,125 848,356: 63,494 72,263
Old : 920,619: 236,041 223,669 159,585 461,499 465,103 857,125 848,356: 63,494 72,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 1,010: -665 129 -769 3,182 6,281 1,748 5,641: -738 -4,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 24.3 17.3 50.1 50.5 93.1 92.2: 6.9 7.8
Old : 100.0: 25.6 24.3 17.3 50.1 50.5 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 : 230: 72 62 66 82 80 186 181:
Old : 230: 72 62 66 82 80 186 181:
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 16.6 22.4 27.2 12.1 13.8 20.7 21.1
Old : 13.2 16.6 22.4 27.2 12.1 13.8 20.7 21.1
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, October 14, 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 : 231,761: 59,709 7,889 65,815 98,644 153,033 224,167 226,736: 7,594 5,025
Old : 220,269: 60,055 8,931 62,400 90,671 144,233 213,127 215,564: 7,141 4,704
Other: 11,493: 1,530 834 1,538 7,972 8,800 11,040 11,171: 453 321
: : :
: : Changes in Commitments from: October 7, 2014 :
: 5,539: 4,106 -1,762 1,851 -621 5,387 5,336 5,476: 203 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 3.4 28.4 42.6 66.0 96.7 97.8: 3.3 2.2
Old : 100.0: 27.3 4.1 28.3 41.2 65.5 96.8 97.9: 3.2 2.1
Other: 100.0: 13.3 7.3 13.4 69.4 76.6 96.1 97.2: 3.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 148 57 113 136 138 338 269:
Old : 375: 146 65 110 130 137 330 267:
Other: 97: 15 8 8 46 48 64 62:
:----------------------------------------------------------------------------------------------------
: 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 19.2 20.8 30.1 7.8 14.3 13.2 20.7
Old : 13.0 19.3 21.5 30.4 8.3 14.7 14.1 21.8
Other: 36.4 38.8 57.0 55.9 32.7 32.5 44.1 43.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 92,857: 71,352 22,711 2,271 7,982 66,240 81,605 91,222: 11,252 1,635
Old : 92,857: 71,352 22,711 2,271 7,982 66,240 81,605 91,222: 11,252 1,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -2,168: -2,348 -1,534 -15 634 -435 -1,729 -1,983: -439 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 24.5 2.4 8.6 71.3 87.9 98.2: 12.1 1.8
Old : 100.0: 76.8 24.5 2.4 8.6 71.3 87.9 98.2: 12.1 1.8
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 : 161: 126 17 10 15 7 145 30:
Old : 161: 126 17 10 15 7 145 30:
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 : 29.0 75.9 41.4 88.8 28.2 75.7 40.1 88.7
Old : 29.0 75.9 41.4 88.8 28.2 75.7 40.1 88.7
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, October 14, 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 : 420,188: 20,795 79,938 7,979 374,709 313,171 403,482 401,088: 16,706 19,100
Old : 420,188: 20,795 79,938 7,979 374,709 313,171 403,482 401,088: 16,706 19,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -2,526: -1,029 -9,232 -113 1,301 8,512 159 -833: -2,685 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 19.0 1.9 89.2 74.5 96.0 95.5: 4.0 4.5
Old : 100.0: 4.9 19.0 1.9 89.2 74.5 96.0 95.5: 4.0 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 : 264: 25 64 14 107 108 140 178:
Old : 264: 25 64 14 107 108 140 178:
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 : 41.2 27.7 56.8 40.0 34.2 25.0 47.2 34.4
Old : 41.2 27.7 56.8 40.0 34.2 25.0 47.2 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, October 14, 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 : 121,161: 32,041 13,218 3,475 80,458 101,827 115,974 118,520: 5,187 2,641
Old : 121,161: 32,041 13,218 3,475 80,458 101,827 115,974 118,520: 5,187 2,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 3,017: 872 1,214 34 2,605 2,116 3,511 3,364: -494 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.9 2.9 66.4 84.0 95.7 97.8: 4.3 2.2
Old : 100.0: 26.4 10.9 2.9 66.4 84.0 95.7 97.8: 4.3 2.2
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 : 103: 17 7 3 59 37 76 47:
Old : 103: 17 7 3 59 37 76 47:
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 : 36.2 44.5 51.0 68.4 33.6 44.0 48.4 67.9
Old : 36.2 44.5 51.0 68.4 33.6 44.0 48.4 67.9
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, October 14, 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 : 334,182: 89,162 37,015 5,420 224,616 289,448 319,198 331,883: 14,984 2,299
Old : 334,182: 89,162 37,015 5,420 224,616 289,448 319,198 331,883: 14,984 2,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -4,975: -9,703 14,672 1,001 5,321 -17,368 -3,381 -1,695: -1,594 -3,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 11.1 1.6 67.2 86.6 95.5 99.3: 4.5 0.7
Old : 100.0: 26.7 11.1 1.6 67.2 86.6 95.5 99.3: 4.5 0.7
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 : 208: 66 27 13 92 61 163 96:
Old : 208: 66 27 13 92 61 163 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 : 26.4 37.0 40.9 58.7 20.5 35.6 31.1 52.5
Old : 26.4 37.0 40.9 58.7 20.5 35.6 31.1 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2014