COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 273,917: 63,639 70,302 67,723 129,353 116,038 260,715 254,063: 13,203 19,854
Old : 249,733: 60,178 71,329 63,282 114,158 96,268 237,618 230,878: 12,115 18,855
Other: 24,184: 6,098 1,611 1,804 15,195 19,770 23,097 23,185: 1,087 999
: : :
: : Changes in Commitments from: January 20, 2015 :
: 9,899: 1,784 4,476 4,187 3,659 1,153 9,629 9,816: 270 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.7 24.7 47.2 42.4 95.2 92.8: 4.8 7.2
Old : 100.0: 24.1 28.6 25.3 45.7 38.5 95.1 92.4: 4.9 7.6
Other: 100.0: 25.2 6.7 7.5 62.8 81.7 95.5 95.9: 4.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 93 124 92 66 70 207 244:
Old : 298: 94 120 87 64 68 198 240:
Other: 90: 18 15 13 36 43 62 63:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 17.1 30.0 25.2 12.3 6.9 18.5 12.0
Old : 21.3 18.2 30.8 26.7 13.1 7.6 20.2 13.3
Other: 42.7 40.0 59.3 59.2 40.5 39.7 55.8 56.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,524: 2,488 1,448 2,072 7,824 9,406 12,384 12,926: 2,140 1,598
Old : 14,512: 2,488 1,448 2,072 7,812 9,394 12,372 12,914: 2,140 1,598
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 361: -7 -59 152 284 17 430 111: -69 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.0 14.3 53.9 64.8 85.3 89.0: 14.7 11.0
Old : 100.0: 17.1 10.0 14.3 53.8 64.7 85.3 89.0: 14.7 11.0
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 : 72: 25 18 15 26 13 58 39:
Old : 72: 25 18 15 26 13 58 39:
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 : 23.8 51.0 39.7 65.3 23.6 50.0 39.3 60.8
Old : 23.9 50.9 39.7 65.3 23.6 49.9 39.3 60.9
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,465: 62,033 14,312 52,299 102,511 149,987 216,843 216,598: 9,622 9,867
Old : 197,445: 60,021 15,754 47,545 81,068 124,911 188,634 188,211: 8,811 9,234
Other: 29,020: 4,736 1,282 2,029 21,443 25,076 28,209 28,387: 811 633
: : :
: : Changes in Commitments from: January 20, 2015 :
: -15,899: -21,598 -4,539 -1,821 9,710 -12,805 -13,709 -19,165: -2,190 3,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.3 23.1 45.3 66.2 95.8 95.6: 4.2 4.4
Old : 100.0: 30.4 8.0 24.1 41.1 63.3 95.5 95.3: 4.5 4.7
Other: 100.0: 16.3 4.4 7.0 73.9 86.4 97.2 97.8: 2.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 75 61 68 51 50 169 141:
Old : 206: 79 59 67 49 49 167 139:
Other: 65: 11 13 15 33 18 54 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 32.8 31.7 43.1 16.5 22.2 24.6 30.8
Old : 19.8 28.9 30.7 39.7 14.5 21.6 23.1 29.9
Other: 62.2 64.1 75.9 81.6 54.8 61.2 67.4 74.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 999,420: 231,857 161,710 174,563 520,766 591,206 927,185 927,479: 72,234 71,941
Old : 999,420: 231,857 161,710 174,563 520,766 591,206 927,185 927,479: 72,234 71,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 5,377: -5,620 -46,470 8,841 7,106 37,268 10,326 -362: -4,949 5,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.2 17.5 52.1 59.2 92.8 92.8: 7.2 7.2
Old : 100.0: 23.2 16.2 17.5 52.1 59.2 92.8 92.8: 7.2 7.2
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 : 238: 71 70 74 85 79 199 186:
Old : 238: 71 70 74 85 79 199 186:
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 : 11.8 15.7 21.0 27.3 10.0 9.9 17.4 17.0
Old : 11.8 15.7 21.0 27.3 10.0 9.9 17.4 17.0
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 216,115: 42,216 20,214 60,082 105,096 128,757 207,395 209,053: 8,720 7,061
Old : 195,250: 43,368 22,845 50,783 93,365 115,264 187,516 188,892: 7,734 6,357
Other: 20,865: 4,379 2,900 3,768 11,732 13,493 19,878 20,161: 987 704
: : :
: : Changes in Commitments from: January 20, 2015 :
: 7,439: -1,922 4,634 6,130 2,532 -3,746 6,740 7,019: 699 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.4 27.8 48.6 59.6 96.0 96.7: 4.0 3.3
Old : 100.0: 22.2 11.7 26.0 47.8 59.0 96.0 96.7: 4.0 3.3
Other: 100.0: 21.0 13.9 18.1 56.2 64.7 95.3 96.6: 4.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 121 81 119 130 124 310 279:
Old : 359: 125 81 110 126 120 303 267:
Other: 134: 23 19 23 67 52 105 83:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.9 23.1 28.4 9.2 14.0 14.9 21.2
Old : 14.9 17.2 24.5 29.2 10.2 14.9 16.6 22.2
Other: 31.4 29.8 48.4 46.8 25.4 24.5 34.7 34.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,266: 92,220 21,764 2,023 13,356 103,422 107,599 127,208: 22,667 3,058
Old : 130,266: 92,220 21,764 2,023 13,356 103,422 107,599 127,208: 22,667 3,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -479: -4,890 -2,449 544 -367 717 -4,712 -1,188: 4,233 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 16.7 1.6 10.3 79.4 82.6 97.7: 17.4 2.3
Old : 100.0: 70.8 16.7 1.6 10.3 79.4 82.6 97.7: 17.4 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 : 218: 182 18 15 15 6 205 32:
Old : 218: 182 18 15 15 6 205 32:
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 : 28.1 87.4 40.8 92.3 27.7 87.4 40.2 92.2
Old : 28.1 87.4 40.8 92.3 27.7 87.4 40.2 92.2
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 345,229: 36,820 66,994 4,266 283,608 255,007 324,694 326,267: 20,535 18,961
Old : 345,229: 36,820 66,994 4,266 283,608 255,007 324,694 326,267: 20,535 18,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 180: -343 1,730 60 -1,103 -2,112 -1,386 -322: 1,566 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.4 1.2 82.2 73.9 94.1 94.5: 5.9 5.5
Old : 100.0: 10.7 19.4 1.2 82.2 73.9 94.1 94.5: 5.9 5.5
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 : 256: 38 48 11 102 102 148 153:
Old : 256: 38 48 11 102 102 148 153:
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 33.1 47.2 41.5 32.4 33.1 42.4 41.0
Old : 35.9 33.1 47.2 41.5 32.4 33.1 42.4 41.0
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,462: 31,451 14,206 2,954 89,474 109,436 123,879 126,596: 5,583 2,866
Old : 129,462: 31,451 14,206 2,954 89,474 109,436 123,879 126,596: 5,583 2,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 342: 211 465 -318 -821 1,079 -928 1,226: 1,270 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.0 2.3 69.1 84.5 95.7 97.8: 4.3 2.2
Old : 100.0: 24.3 11.0 2.3 69.1 84.5 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 : 111: 17 8 3 59 50 76 61:
Old : 111: 17 8 3 59 50 76 61:
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 : 38.3 41.8 52.5 60.0 36.1 41.8 50.3 59.7
Old : 38.3 41.8 52.5 60.0 36.1 41.8 50.3 59.7
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 367,770: 98,565 55,719 10,177 242,168 298,519 350,910 364,415: 16,860 3,355
Old : 367,770: 98,565 55,719 10,177 242,168 298,519 350,910 364,415: 16,860 3,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 19,791: 11,624 81 -2,358 9,167 22,928 18,433 20,651: 1,358 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.2 2.8 65.8 81.2 95.4 99.1: 4.6 0.9
Old : 100.0: 26.8 15.2 2.8 65.8 81.2 95.4 99.1: 4.6 0.9
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 : 215: 60 37 13 87 70 153 114:
Old : 215: 60 37 13 87 70 153 114:
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 : 28.3 29.4 43.8 43.8 22.5 29.1 37.3 43.3
Old : 28.3 29.4 43.8 43.8 22.5 29.1 37.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015