COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 222,269: 80,434 30,213 39,178 86,603 138,901 206,216 208,292: 16,053 13,977
Old : 176,788: 73,132 30,362 30,820 59,448 103,494 163,400 164,677: 13,388 12,112
Other: 45,480: 10,412 2,960 5,249 27,155 35,406 42,816 43,615: 2,665 1,865
: : :
: : Changes in Commitments from: March 3, 2015 :
: -5,704: -4,862 6,300 1,451 -673 -15,927 -4,085 -8,177: -1,619 2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 13.6 17.6 39.0 62.5 92.8 93.7: 7.2 6.3
Old : 100.0: 41.4 17.2 17.4 33.6 58.5 92.4 93.1: 7.6 6.9
Other: 100.0: 22.9 6.5 11.5 59.7 77.8 94.1 95.9: 5.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 99 80 84 61 68 205 193:
Old : 256: 101 75 74 53 64 188 183:
Other: 130: 38 25 24 41 51 93 86:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 28.3 22.3 38.6 11.1 20.9 19.1 30.0
Old : 11.9 32.7 21.8 42.4 11.4 28.3 20.3 37.0
Other: 29.6 34.2 43.8 50.6 28.3 33.7 39.4 48.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 17,623: 2,044 7,141 1,622 11,873 6,477 15,540 15,240: 2,084 2,383
Old : 17,542: 2,043 7,141 1,619 11,812 6,415 15,474 15,175: 2,068 2,367
Other: 82: 5 4 0 61 62 66 66: 16 16
: : :
: : Changes in Commitments from: March 3, 2015 :
: 1,419: -133 1,137 203 1,635 295 1,706 1,636: -287 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 40.5 9.2 67.4 36.8 88.2 86.5: 11.8 13.5
Old : 100.0: 11.6 40.7 9.2 67.3 36.6 88.2 86.5: 11.8 13.5
Other: 100.0: 6.1 4.7 0.0 74.3 76.0 80.4 80.7: 19.6 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 29 10 29 10 58 48:
Old : 87: 28 29 10 29 10 58 48:
Other: 6: 1 1 0 2 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 29.0 39.4 48.9 24.0 24.0 39.1 43.3
Old : 24.1 29.0 39.6 48.9 24.1 24.1 39.3 43.3
Other: 80.4 80.7 80.4 80.7 80.4 80.7 80.4 80.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 245,481: 80,923 17,938 50,836 101,089 168,143 232,848 236,917: 12,633 8,564
Old : 196,697: 75,079 16,873 42,590 67,665 129,460 185,334 188,923: 11,363 7,774
Other: 48,784: 8,818 4,038 5,272 33,424 38,683 47,514 47,994: 1,270 790
: : :
: : Changes in Commitments from: March 3, 2015 :
: -8,852: 463 -1,053 -3,002 -5,140 -5,185 -7,679 -9,240: -1,173 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 7.3 20.7 41.2 68.5 94.9 96.5: 5.1 3.5
Old : 100.0: 38.2 8.6 21.7 34.4 65.8 94.2 96.0: 5.8 4.0
Other: 100.0: 18.1 8.3 10.8 68.5 79.3 97.4 98.4: 2.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 96 49 72 50 53 185 144:
Old : 213: 98 46 69 45 50 176 138:
Other: 88: 18 19 20 38 27 72 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 : 17.7 33.3 27.5 44.8 13.5 22.5 20.8 31.8
Old : 15.1 32.1 25.5 44.1 10.9 24.6 19.7 33.9
Other: 46.8 44.9 60.1 69.2 38.9 43.7 51.9 60.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,009,815: 242,124 260,884 174,362 514,781 493,804 931,268 929,050: 78,547 80,765
Old : 1,009,815: 242,124 260,884 174,362 514,781 493,804 931,268 929,050: 78,547 80,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 46,312: 11,006 6,433 16,085 20,184 20,390 47,274 42,907: -962 3,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 25.8 17.3 51.0 48.9 92.2 92.0: 7.8 8.0
Old : 100.0: 24.0 25.8 17.3 51.0 48.9 92.2 92.0: 7.8 8.0
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 : 242: 77 72 70 84 72 200 180:
Old : 242: 77 72 70 84 72 200 180:
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 : 10.6 15.0 19.0 24.5 9.8 10.7 17.3 17.9
Old : 10.6 15.0 19.0 24.5 9.8 10.7 17.3 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, March 10, 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 : 237,436: 44,133 46,208 67,894 117,002 116,036 229,029 230,139: 8,407 7,298
Old : 199,351: 45,206 49,348 53,189 94,399 90,418 192,793 192,955: 6,557 6,396
Other: 38,086: 6,668 4,601 6,965 22,604 25,618 36,236 37,184: 1,849 902
: : :
: : Changes in Commitments from: March 3, 2015 :
: 9,541: 1,628 4,199 6,123 2,148 -616 9,899 9,707: -358 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 19.5 28.6 49.3 48.9 96.5 96.9: 3.5 3.1
Old : 100.0: 22.7 24.8 26.7 47.4 45.4 96.7 96.8: 3.3 3.2
Other: 100.0: 17.5 12.1 18.3 59.3 67.3 95.1 97.6: 4.9 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 113 100 125 134 121 305 302:
Old : 364: 116 98 107 131 113 291 280:
Other: 176: 30 30 32 89 69 143 113:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.1 21.3 22.5 8.9 11.0 14.8 19.0
Old : 13.5 13.7 21.6 23.4 9.9 11.5 16.7 19.3
Other: 23.7 24.6 38.4 38.4 20.1 22.3 27.2 29.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 148,866: 97,139 15,929 14,909 15,180 114,975 127,228 145,813: 21,638 3,053
Old : 148,866: 97,139 15,929 14,909 15,180 114,975 127,228 145,813: 21,638 3,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 24,109: 11,425 -2,822 11,732 744 14,251 23,901 23,161: 208 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 10.7 10.0 10.2 77.2 85.5 97.9: 14.5 2.1
Old : 100.0: 65.3 10.7 10.0 10.2 77.2 85.5 97.9: 14.5 2.1
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 : 255: 214 21 16 16 9 239 38:
Old : 255: 214 21 16 16 9 239 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 : 27.1 80.7 36.0 89.7 19.5 76.2 27.4 80.9
Old : 27.1 80.7 36.0 89.7 19.5 76.2 27.4 80.9
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, March 10, 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 : 354,772: 34,770 75,563 7,175 288,161 255,801 330,107 338,540: 24,665 16,233
Old : 354,772: 34,770 75,563 7,175 288,161 255,801 330,107 338,540: 24,665 16,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 3,225: -3,562 6,472 -445 4,418 -3,187 411 2,840: 2,813 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.3 2.0 81.2 72.1 93.0 95.4: 7.0 4.6
Old : 100.0: 9.8 21.3 2.0 81.2 72.1 93.0 95.4: 7.0 4.6
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 : 261: 41 51 11 105 107 151 164:
Old : 261: 41 51 11 105 107 151 164:
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 : 34.0 26.5 45.6 37.0 28.9 26.3 39.9 35.7
Old : 34.0 26.5 45.6 37.0 28.9 26.3 39.9 35.7
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, March 10, 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 : 151,602: 36,866 10,817 3,777 103,476 133,838 144,119 148,432: 7,483 3,170
Old : 151,602: 36,866 10,817 3,777 103,476 133,838 144,119 148,432: 7,483 3,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 3,831: 3,608 -499 -655 88 4,856 3,041 3,702: 790 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.1 2.5 68.3 88.3 95.1 97.9: 4.9 2.1
Old : 100.0: 24.3 7.1 2.5 68.3 88.3 95.1 97.9: 4.9 2.1
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 : 105: 21 3 3 56 47 77 53:
Old : 105: 21 3 3 56 47 77 53:
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 42.7 53.3 68.2 33.5 42.7 50.8 67.5
Old : 35.9 42.7 53.3 68.2 33.5 42.7 50.8 67.5
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, March 10, 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 : 368,101: 100,388 62,431 10,332 242,386 290,618 353,106 363,381: 14,995 4,720
Old : 368,101: 100,388 62,431 10,332 242,386 290,618 353,106 363,381: 14,995 4,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,261: 1,914 13,550 3,008 924 -12,371 5,846 4,187: 415 2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.0 2.8 65.8 79.0 95.9 98.7: 4.1 1.3
Old : 100.0: 27.3 17.0 2.8 65.8 79.0 95.9 98.7: 4.1 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 : 215: 66 38 18 84 70 161 115:
Old : 215: 66 38 18 84 70 161 115:
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 : 26.9 30.8 40.1 46.3 21.9 30.2 33.8 44.6
Old : 26.9 30.8 40.1 46.3 21.9 30.2 33.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015