COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 227,156: 58,842 55,228 54,472 101,385 99,844 214,700 209,544: 12,457 17,613
Old : 211,717: 56,216 55,535 51,360 92,295 88,242 199,871 195,137: 11,846 16,580
Other: 15,440: 4,593 1,659 1,146 9,090 11,602 14,829 14,407: 611 1,032
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,747: 1,804 -967 232 1,191 3,358 3,227 2,622: -480 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 24.0 44.6 44.0 94.5 92.2: 5.5 7.8
Old : 100.0: 26.6 26.2 24.3 43.6 41.7 94.4 92.2: 5.6 7.8
Other: 100.0: 29.7 10.7 7.4 58.9 75.1 96.0 93.3: 4.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 92 108 76 62 72 191 223:
Old : 281: 94 106 74 60 68 187 218:
Other: 75: 13 12 10 31 34 49 51:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 17.2 29.3 28.5 11.6 10.1 18.7 16.8
Old : 20.8 18.1 30.6 29.4 12.4 10.7 20.5 17.7
Other: 52.5 37.2 67.2 59.1 52.5 37.2 66.1 56.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 16,109: 3,117 1,308 2,850 8,111 10,478 14,078 14,636: 2,031 1,473
Old : 16,097: 3,117 1,308 2,850 8,099 10,466 14,066 14,624: 2,031 1,473
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -370: -330 -537 113 -228 157 -445 -267: 74 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.1 17.7 50.4 65.0 87.4 90.9: 12.6 9.1
Old : 100.0: 19.4 8.1 17.7 50.3 65.0 87.4 90.8: 12.6 9.2
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 14 15 27 18 60 42:
Old : 74: 27 14 15 27 18 60 42:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 49.0 45.3 66.6 27.6 47.6 43.5 60.4
Old : 28.1 49.0 45.4 66.6 27.7 47.5 43.5 60.5
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 219,465: 64,441 20,401 48,248 95,905 144,847 208,594 213,496: 10,871 5,969
Old : 203,443: 64,380 21,107 46,358 82,233 130,209 192,971 197,674: 10,473 5,769
Other: 16,022: 1,056 288 896 13,672 14,638 15,624 15,822: 398 200
: : :
: : Changes in Commitments from: December 9, 2014 :
: -2,890: -1,511 -4,715 -419 -1,181 2,820 -3,111 -2,314: 220 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.3 22.0 43.7 66.0 95.0 97.3: 5.0 2.7
Old : 100.0: 31.6 10.4 22.8 40.4 64.0 94.9 97.2: 5.1 2.8
Other: 100.0: 6.6 1.8 5.6 85.3 91.4 97.5 98.7: 2.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 80 28 52 56 55 164 114:
Old : 183: 80 29 51 55 55 163 113:
Other: 49: 9 10 13 23 16 38 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 : 18.6 34.1 29.3 45.8 15.6 24.1 24.3 33.1
Old : 16.8 31.8 27.8 43.9 13.9 23.9 22.6 32.5
Other: 72.6 74.3 81.4 90.0 64.9 71.4 72.0 79.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 986,037: 229,511 253,524 148,814 538,406 500,914 916,730 903,252: 69,307 82,786
Old : 986,037: 229,511 253,524 148,814 538,406 500,914 916,730 903,252: 69,307 82,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -15,822: -11,961 -2,444 -13,323 10,070 520 -15,214 -15,247: -607 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 25.7 15.1 54.6 50.8 93.0 91.6: 7.0 8.4
Old : 100.0: 23.3 25.7 15.1 54.6 50.8 93.0 91.6: 7.0 8.4
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 : 233: 63 76 60 85 76 181 183:
Old : 233: 63 76 60 85 76 181 183:
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 : 13.6 16.5 23.1 27.9 10.8 11.1 19.3 17.9
Old : 13.6 16.5 23.1 27.9 10.8 11.1 19.3 17.9
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, December 16, 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 : 187,524: 45,201 10,551 38,997 95,671 131,011 179,868 180,558: 7,655 6,966
Old : 170,569: 46,230 12,673 32,226 85,418 119,562 163,875 164,461: 6,694 6,108
Other: 16,955: 2,970 1,877 2,771 10,253 11,449 15,994 16,097: 961 858
: : :
: : Changes in Commitments from: December 9, 2014 :
: -3,207: -1,759 85 -2,104 443 -1,736 -3,419 -3,755: 212 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.6 20.8 51.0 69.9 95.9 96.3: 4.1 3.7
Old : 100.0: 27.1 7.4 18.9 50.1 70.1 96.1 96.4: 3.9 3.6
Other: 100.0: 17.5 11.1 16.3 60.5 67.5 94.3 94.9: 5.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 124 60 104 137 129 305 260:
Old : 344: 123 65 99 133 127 298 256:
Other: 125: 19 13 12 67 51 95 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 19.7 22.6 31.4 10.3 16.7 17.6 25.1
Old : 13.6 20.3 23.6 32.0 11.3 17.8 19.5 26.3
Other: 28.0 31.8 45.9 50.7 21.0 27.2 30.8 37.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 88,000: 61,626 30,067 1,383 9,391 55,387 72,399 86,837: 15,600 1,163
Old : 88,000: 61,626 30,067 1,383 9,391 55,387 72,399 86,837: 15,600 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -6,910: -5,749 -1,271 -2,202 208 -3,324 -7,742 -6,797: 832 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 34.2 1.6 10.7 62.9 82.3 98.7: 17.7 1.3
Old : 100.0: 70.0 34.2 1.6 10.7 62.9 82.3 98.7: 17.7 1.3
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 : 155: 118 17 11 16 8 140 30:
Old : 155: 118 17 11 16 8 140 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 : 31.5 82.9 41.2 90.7 30.6 82.9 40.0 90.7
Old : 31.5 82.9 41.2 90.7 30.6 82.9 40.0 90.7
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, December 16, 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 : 406,193: 42,259 68,052 9,087 339,873 315,306 391,219 392,446: 14,974 13,747
Old : 406,193: 42,259 68,052 9,087 339,873 315,306 391,219 392,446: 14,974 13,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 13,906: 53 -3,092 568 17,491 19,878 18,111 17,353: -4,205 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.8 2.2 83.7 77.6 96.3 96.6: 3.7 3.4
Old : 100.0: 10.4 16.8 2.2 83.7 77.6 96.3 96.6: 3.7 3.4
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 : 263: 39 48 18 111 122 163 178:
Old : 263: 39 48 18 111 122 163 178:
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 : 32.6 30.4 44.8 39.2 26.7 27.8 37.6 35.0
Old : 32.6 30.4 44.8 39.2 26.7 27.8 37.6 35.0
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, December 16, 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 : 145,634: 33,915 14,191 4,422 98,264 121,596 136,601 140,209: 9,033 5,425
Old : 145,634: 33,915 14,191 4,422 98,264 121,596 136,601 140,209: 9,033 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 13,294: 3,976 -3,376 1,629 4,612 12,065 10,217 10,318: 3,077 2,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.7 3.0 67.5 83.5 93.8 96.3: 6.2 3.7
Old : 100.0: 23.3 9.7 3.0 67.5 83.5 93.8 96.3: 6.2 3.7
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 : 106: 19 6 6 60 48 80 60:
Old : 106: 19 6 6 60 48 80 60:
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 : 29.7 40.8 42.8 63.6 27.7 40.0 40.6 62.6
Old : 29.7 40.8 42.8 63.6 27.7 40.0 40.6 62.6
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, December 16, 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 : 413,832: 93,431 55,001 11,259 282,576 337,517 387,266 403,777: 26,566 10,055
Old : 413,832: 93,431 55,001 11,259 282,576 337,517 387,266 403,777: 26,566 10,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 65,296: 8,924 20,163 1,921 42,607 36,806 53,452 58,890: 11,844 6,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.3 2.7 68.3 81.6 93.6 97.6: 6.4 2.4
Old : 100.0: 22.6 13.3 2.7 68.3 81.6 93.6 97.6: 6.4 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 : 215: 64 33 19 96 68 170 110:
Old : 215: 64 33 19 96 68 170 110:
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 : 24.8 33.5 38.5 47.8 21.1 33.0 31.0 45.3
Old : 24.8 33.5 38.5 47.8 21.1 33.0 31.0 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014