COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 265,160: 69,899 57,310 64,431 113,246 126,007 247,576 247,748: 17,584 17,412
Old : 239,431: 65,650 58,367 59,784 97,943 105,042 223,377 223,193: 16,055 16,239
Other: 25,728: 6,970 1,664 1,926 15,303 20,965 24,199 24,555: 1,529 1,173
: : :
: : Changes in Commitments from: January 27, 2015 :
: -8,757: 6,261 -12,992 -3,292 -16,107 9,969 -13,139 -6,315: 4,381 -2,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.6 24.3 42.7 47.5 93.4 93.4: 6.6 6.6
Old : 100.0: 27.4 24.4 25.0 40.9 43.9 93.3 93.2: 6.7 6.8
Other: 100.0: 27.1 6.5 7.5 59.5 81.5 94.1 95.4: 5.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 103 102 89 64 69 209 225:
Old : 286: 103 98 85 62 68 201 222:
Other: 93: 23 11 13 33 47 62 65:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.1 24.9 28.5 8.0 7.6 14.1 13.6
Old : 14.1 21.7 24.6 30.1 8.9 9.5 15.8 16.4
Other: 43.6 37.1 56.8 57.2 41.0 36.8 53.7 54.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 14,932: 2,353 2,086 2,146 8,520 8,556 13,019 12,788: 1,913 2,144
Old : 14,920: 2,353 2,086 2,146 8,508 8,544 13,007 12,776: 1,913 2,144
Other: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 408: -135 637 74 695 -850 635 -138: -227 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.0 14.4 57.1 57.3 87.2 85.6: 12.8 14.4
Old : 100.0: 15.8 14.0 14.4 57.0 57.3 87.2 85.6: 12.8 14.4
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 : 73: 27 18 15 26 13 58 41:
Old : 73: 27 18 15 26 13 58 41:
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 : 24.0 44.4 38.5 58.2 23.9 41.9 38.1 52.2
Old : 24.1 44.4 38.6 58.2 23.9 41.9 38.1 52.2
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, February 3, 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 : 236,196: 57,000 20,363 60,833 109,012 144,746 226,845 225,942: 9,351 10,254
Old : 203,217: 58,407 21,898 52,926 83,142 118,665 194,475 193,490: 8,742 9,727
Other: 32,979: 4,671 4,543 1,828 25,870 26,081 32,370 32,452: 609 527
: : :
: : Changes in Commitments from: January 27, 2015 :
: 9,731: -5,033 6,051 8,534 6,501 -5,241 10,002 9,344: -271 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.6 25.8 46.2 61.3 96.0 95.7: 4.0 4.3
Old : 100.0: 28.7 10.8 26.0 40.9 58.4 95.7 95.2: 4.3 4.8
Other: 100.0: 14.2 13.8 5.5 78.4 79.1 98.2 98.4: 1.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 74 68 74 53 53 168 159:
Old : 210: 77 66 73 53 52 167 157:
Other: 67: 13 11 13 33 19 53 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 : 22.2 28.0 32.8 39.3 16.0 18.6 23.4 26.8
Old : 20.9 23.7 32.4 35.1 14.3 17.9 22.6 25.2
Other: 61.2 60.7 73.9 78.8 53.5 59.7 66.2 73.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 1,040,869: 223,740 200,666 194,578 555,142 577,239 973,460 972,483: 67,410 68,387
Old : 1,040,869: 223,740 200,666 194,578 555,142 577,239 973,460 972,483: 67,410 68,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 41,450: -8,117 38,956 20,015 34,376 -13,967 46,274 45,004: -4,824 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.3 18.7 53.3 55.5 93.5 93.4: 6.5 6.6
Old : 100.0: 21.5 19.3 18.7 53.3 55.5 93.5 93.4: 6.5 6.6
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 : 240: 67 75 79 85 79 201 192:
Old : 240: 67 75 79 85 79 201 192:
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 : 11.7 14.8 20.8 25.4 9.4 8.7 16.7 14.8
Old : 11.7 14.8 20.8 25.4 9.4 8.7 16.7 14.8
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, February 3, 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 : 216,010: 40,558 22,012 60,809 106,393 125,467 207,760 208,288: 8,250 7,722
Old : 193,058: 41,651 25,047 50,593 93,687 110,600 185,931 186,240: 7,126 6,818
Other: 22,953: 4,878 2,936 4,245 12,706 14,867 21,828 22,048: 1,124 905
: : :
: : Changes in Commitments from: January 27, 2015 :
: -104: -1,659 1,797 728 1,296 -3,290 365 -765: -470 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.2 28.2 49.3 58.1 96.2 96.4: 3.8 3.6
Old : 100.0: 21.6 13.0 26.2 48.5 57.3 96.3 96.5: 3.7 3.5
Other: 100.0: 21.3 12.8 18.5 55.4 64.8 95.1 96.1: 4.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 123 74 122 135 124 313 286:
Old : 361: 124 77 115 131 120 307 274:
Other: 141: 21 22 26 73 52 112 88:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 15.7 23.1 27.5 9.2 13.6 14.9 21.1
Old : 15.3 16.8 24.7 28.5 10.3 14.4 16.8 21.7
Other: 30.4 27.5 46.4 43.1 25.4 22.8 34.8 34.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 125,793: 88,128 16,706 2,052 14,222 104,781 104,401 123,539: 21,392 2,254
Old : 125,793: 88,128 16,706 2,052 14,222 104,781 104,401 123,539: 21,392 2,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -4,473: -4,092 -5,058 29 865 1,359 -3,198 -3,669: -1,275 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 13.3 1.6 11.3 83.3 83.0 98.2: 17.0 1.8
Old : 100.0: 70.1 13.3 1.6 11.3 83.3 83.0 98.2: 17.0 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 : 222: 180 21 15 16 9 204 38:
Old : 222: 180 21 15 16 9 204 38:
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 : 28.2 85.1 39.5 90.9 27.8 85.1 39.0 90.6
Old : 28.2 85.1 39.5 90.9 27.8 85.1 39.0 90.6
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, February 3, 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 : 343,302: 34,131 67,554 4,406 285,089 254,885 323,626 326,845: 19,676 16,457
Old : 343,302: 34,131 67,554 4,406 285,089 254,885 323,626 326,845: 19,676 16,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -1,926: -2,689 560 140 1,481 -123 -1,068 578: -859 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 19.7 1.3 83.0 74.2 94.3 95.2: 5.7 4.8
Old : 100.0: 9.9 19.7 1.3 83.0 74.2 94.3 95.2: 5.7 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 : 260: 41 47 9 103 104 150 154:
Old : 260: 41 47 9 103 104 150 154:
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 : 37.0 32.0 47.5 40.4 33.5 32.0 42.9 40.1
Old : 37.0 32.0 47.5 40.4 33.5 32.0 42.9 40.1
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, February 3, 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 : 132,952: 31,761 13,049 3,002 92,063 113,195 126,826 129,246: 6,126 3,706
Old : 132,952: 31,761 13,049 3,002 92,063 113,195 126,826 129,246: 6,126 3,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 3,490: 310 -1,157 48 2,589 3,759 2,947 2,650: 543 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.8 2.3 69.2 85.1 95.4 97.2: 4.6 2.8
Old : 100.0: 23.9 9.8 2.3 69.2 85.1 95.4 97.2: 4.6 2.8
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 : 110: 19 8 3 56 47 75 58:
Old : 110: 19 8 3 56 47 75 58:
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 : 36.7 39.3 52.1 58.8 34.5 39.3 49.9 58.7
Old : 36.7 39.3 52.1 58.8 34.5 39.3 49.9 58.7
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, February 3, 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 : 364,407: 100,177 54,614 9,876 236,525 295,688 346,578 360,178: 17,829 4,229
Old : 364,407: 100,177 54,614 9,876 236,525 295,688 346,578 360,178: 17,829 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -3,363: 1,612 -1,105 -301 -5,643 -2,831 -4,332 -4,237: 969 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.0 2.7 64.9 81.1 95.1 98.8: 4.9 1.2
Old : 100.0: 27.5 15.0 2.7 64.9 81.1 95.1 98.8: 4.9 1.2
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 : 209: 57 35 14 86 64 149 107:
Old : 209: 57 35 14 86 64 149 107:
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 : 27.9 30.6 43.0 45.6 21.9 30.3 36.3 44.8
Old : 27.9 30.6 43.0 45.6 21.9 30.3 36.3 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015