COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 231,841: 71,854 35,075 48,459 94,004 134,326 214,316 217,860: 17,525 13,980
Old : 176,577: 63,922 38,813 34,209 65,135 91,710 163,267 164,732: 13,310 11,845
Other: 55,264: 15,507 3,838 6,675 28,868 42,616 51,049 53,129: 4,214 2,135
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,805: -1,299 -394 -2,878 748 -1,786 -3,429 -5,058: 624 2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.1 20.9 40.5 57.9 92.4 94.0: 7.6 6.0
Old : 100.0: 36.2 22.0 19.4 36.9 51.9 92.5 93.3: 7.5 6.7
Other: 100.0: 28.1 6.9 12.1 52.2 77.1 92.4 96.1: 7.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 99 76 93 63 70 206 203:
Old : 251: 96 75 81 52 65 180 192:
Other: 147: 49 25 24 51 53 112 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 26.5 21.7 36.3 11.0 18.8 18.6 26.0
Old : 11.3 31.7 21.8 39.6 10.7 24.5 20.3 31.7
Other: 20.9 33.7 33.1 48.6 20.8 33.1 32.0 47.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 18,935: 2,116 5,561 2,747 12,048 8,591 16,911 16,899: 2,024 2,036
Old : 18,823: 2,126 5,561 2,735 11,947 8,515 16,807 16,811: 2,015 2,012
Other: 112: 0 10 2 101 76 103 88: 9 24
: : :
: : Changes in Commitments from: March 24, 2015 :
: -814: 135 -1,480 302 -1,449 319 -1,012 -860: 198 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 29.4 14.5 63.6 45.4 89.3 89.2: 10.7 10.8
Old : 100.0: 11.3 29.5 14.5 63.5 45.2 89.3 89.3: 10.7 10.7
Other: 100.0: 0.0 9.0 1.8 90.2 67.7 92.0 78.5: 8.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 27 23 16 30 11 59 48:
Old : 81: 27 23 16 30 11 59 48:
Other: 7: 0 2 1 3 2 4 4:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 31.3 38.1 48.9 22.0 24.1 37.1 39.6
Old : 22.1 31.2 38.2 48.8 22.1 24.1 37.2 39.5
Other: 92.0 78.5 92.0 78.5 90.2 76.7 90.2 76.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 251,980: 57,924 31,197 55,774 126,268 155,984 239,965 242,954: 12,014 9,025
Old : 186,424: 49,440 26,981 46,582 80,065 104,934 176,087 178,498: 10,337 7,927
Other: 65,556: 9,802 5,533 7,874 46,202 51,050 63,878 64,457: 1,677 1,099
: : :
: : Changes in Commitments from: March 24, 2015 :
: 8,559: -2,415 3,366 4,351 6,195 1,031 8,131 8,747: 429 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 12.4 22.1 50.1 61.9 95.2 96.4: 4.8 3.6
Old : 100.0: 26.5 14.5 25.0 42.9 56.3 94.5 95.7: 5.5 4.3
Other: 100.0: 15.0 8.4 12.0 70.5 77.9 97.4 98.3: 2.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 85 49 75 53 49 169 149:
Old : 203: 85 49 74 50 48 164 147:
Other: 87: 25 14 16 37 26 69 49:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 31.8 32.9 42.8 15.9 16.9 22.6 25.9
Old : 18.2 25.9 29.9 38.0 11.3 16.6 19.2 24.5
Other: 44.7 49.9 56.8 70.4 36.1 39.6 47.2 55.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,109,647: 217,039 265,681 234,119 579,777 520,348 1,030,934 1,020,147: 78,713 89,500
Old : 1,109,647: 217,039 265,681 234,119 579,777 520,348 1,030,934 1,020,147: 78,713 89,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 41,352: -8,523 4,638 21,197 28,455 12,074 41,129 37,908: 224 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 23.9 21.1 52.2 46.9 92.9 91.9: 7.1 8.1
Old : 100.0: 19.6 23.9 21.1 52.2 46.9 92.9 91.9: 7.1 8.1
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 : 239: 63 80 76 87 77 201 188:
Old : 239: 63 80 76 87 77 201 188:
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 : 11.4 14.2 19.8 23.9 8.9 10.2 16.2 15.9
Old : 11.4 14.2 19.8 23.9 8.9 10.2 16.2 15.9
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 31, 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 : 246,483: 42,777 48,268 70,695 125,579 121,426 239,050 240,389: 7,433 6,094
Old : 199,722: 44,760 51,843 52,991 97,133 89,949 194,884 194,783: 4,839 4,940
Other: 46,761: 7,522 5,931 8,198 28,446 31,477 44,167 45,606: 2,594 1,154
: : :
: : Changes in Commitments from: March 24, 2015 :
: 8,006: -868 40 3,125 6,061 5,342 8,317 8,507: -312 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.6 28.7 50.9 49.3 97.0 97.5: 3.0 2.5
Old : 100.0: 22.4 26.0 26.5 48.6 45.0 97.6 97.5: 2.4 2.5
Other: 100.0: 16.1 12.7 17.5 60.8 67.3 94.5 97.5: 5.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 120 95 132 134 118 318 303:
Old : 368: 121 96 113 130 113 298 283:
Other: 187: 37 29 36 92 64 152 116:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 14.2 20.8 23.3 8.5 10.4 14.8 18.3
Old : 13.4 13.2 21.9 23.1 10.0 10.6 16.8 18.9
Other: 21.2 31.4 35.0 43.4 20.1 27.0 30.4 35.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 119,272: 87,300 14,225 1,675 9,053 101,441 98,028 117,342: 21,244 1,930
Old : 119,272: 87,300 14,225 1,675 9,053 101,441 98,028 117,342: 21,244 1,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 2,606: 3,824 1,889 -483 -727 3,119 2,615 4,526: -9 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 11.9 1.4 7.6 85.1 82.2 98.4: 17.8 1.6
Old : 100.0: 73.2 11.9 1.4 7.6 85.1 82.2 98.4: 17.8 1.6
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 : 236: 198 16 10 13 10 216 33:
Old : 236: 198 16 10 13 10 216 33:
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 : 27.4 82.2 36.5 91.8 27.0 82.2 36.1 91.7
Old : 27.4 82.2 36.5 91.8 27.0 82.2 36.1 91.7
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, March 31, 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 : 310,160: 39,878 56,784 5,290 242,547 232,594 287,716 294,668: 22,444 15,492
Old : 310,160: 39,878 56,784 5,290 242,547 232,594 287,716 294,668: 22,444 15,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,736: -6,120 -2,491 1,264 472 -2,005 -4,384 -3,233: 1,648 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.3 1.7 78.2 75.0 92.8 95.0: 7.2 5.0
Old : 100.0: 12.9 18.3 1.7 78.2 75.0 92.8 95.0: 7.2 5.0
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 : 249: 38 43 8 105 98 148 144:
Old : 249: 38 43 8 105 98 148 144:
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 : 32.2 35.1 43.5 45.3 29.7 35.1 40.2 44.5
Old : 32.2 35.1 43.5 45.3 29.7 35.1 40.2 44.5
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 31, 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 : 142,562: 39,640 12,253 3,877 92,005 122,851 135,522 138,981: 7,040 3,581
Old : 142,562: 39,640 12,253 3,877 92,005 122,851 135,522 138,981: 7,040 3,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -1,737: 1,509 231 138 -3,857 -2,504 -2,210 -2,135: 473 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.6 2.7 64.5 86.2 95.1 97.5: 4.9 2.5
Old : 100.0: 27.8 8.6 2.7 64.5 86.2 95.1 97.5: 4.9 2.5
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 : 104: 23 4 4 53 42 77 49:
Old : 104: 23 4 4 53 42 77 49:
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 : 41.6 41.9 56.9 67.1 39.0 41.9 54.3 66.9
Old : 41.6 41.9 56.9 67.1 39.0 41.9 54.3 66.9
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, March 31, 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 : 369,309: 96,504 73,957 10,131 246,112 276,583 352,747 360,671: 16,562 8,638
Old : 369,309: 96,504 73,957 10,131 246,112 276,583 352,747 360,671: 16,562 8,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -3,137: -2,406 6,869 612 -3,594 -14,401 -5,388 -6,920: 2,251 3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 20.0 2.7 66.6 74.9 95.5 97.7: 4.5 2.3
Old : 100.0: 26.1 20.0 2.7 66.6 74.9 95.5 97.7: 4.5 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 : 225: 62 40 16 85 73 158 118:
Old : 225: 62 40 16 85 73 158 118:
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 : 26.7 26.6 40.8 40.5 21.2 26.6 34.1 39.0
Old : 26.7 26.6 40.8 40.5 21.2 26.6 34.1 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015