COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 01, 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 : 178,810: 73,935 30,482 14,232 77,864 122,648 166,031 167,362: 12,779 11,448 Old : 174,783: 73,878 30,448 14,098 74,313 118,884 162,289 163,430: 12,494 11,353 Other: 4,027: 138 115 53 3,551 3,764 3,742 3,932: 285 95 : : : : : Changes in Commitments from: August 25, 2015 : : -4,536: -9,646 1,221 1,757 2,945 -9,182 -4,944 -6,204: 408 1,668 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 17.0 8.0 43.5 68.6 92.9 93.6: 7.1 6.4 Old : 100.0: 42.3 17.4 8.1 42.5 68.0 92.9 93.5: 7.1 6.5 Other: 100.0: 3.4 2.9 1.3 88.2 93.5 92.9 97.6: 7.1 2.4 : : : :# Traders : Number of Traders in Each Category : All : 260: 112 65 59 47 60 180 167: Old : 260: 113 66 58 44 59 176 166: Other: 44: 3 6 4 18 18 24 25: :---------------------------------------------------------------------------------------------------- : 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 : 16.4 28.9 26.9 41.3 16.4 27.8 26.9 40.1 Old : 16.2 29.2 27.0 41.1 16.2 28.6 27.0 40.4 Other: 70.4 69.0 82.3 88.7 70.0 69.0 81.9 88.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 01, 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 : 12,822: 2,950 2,355 239 8,040 9,327 11,229 11,921: 1,593 901 Old : 10,453: 2,986 2,286 17 6,143 7,303 9,146 9,606: 1,307 847 Other: 2,369: 124 229 62 1,897 2,024 2,083 2,315: 286 54 : : : : : Changes in Commitments from: August 25, 2015 : : -294: 141 -233 73 -340 204 -126 44: -168 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 18.4 1.9 62.7 72.7 87.6 93.0: 12.4 7.0 Old : 100.0: 28.6 21.9 0.2 58.8 69.9 87.5 91.9: 12.5 8.1 Other: 100.0: 5.2 9.7 2.6 80.1 85.4 87.9 97.7: 12.1 2.3 : : : :# Traders : Number of Traders in Each Category : All : 63: 26 11 8 20 7 47 25: Old : 63: 25 12 1 20 7 46 19: Other: 30: 5 6 4 13 7 19 16: :---------------------------------------------------------------------------------------------------- : 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 : 31.9 58.6 51.5 78.9 31.9 57.0 51.5 75.7 Old : 32.7 57.0 50.8 78.2 32.7 56.9 50.8 76.6 Other: 58.5 76.2 73.7 93.1 53.1 75.1 65.2 86.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 01, 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 : 176,190: 66,592 20,932 20,123 78,885 129,509 165,600 170,564: 10,590 5,626 Old : 168,987: 66,470 17,856 19,907 72,166 125,803 158,543 163,566: 10,444 5,421 Other: 7,203: 321 3,275 17 6,719 3,706 7,057 6,998: 146 205 : : : : : Changes in Commitments from: August 25, 2015 : : 3,500: 1,199 -1,733 1,715 278 3,105 3,192 3,087: 308 413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 11.9 11.4 44.8 73.5 94.0 96.8: 6.0 3.2 Old : 100.0: 39.3 10.6 11.8 42.7 74.4 93.8 96.8: 6.2 3.2 Other: 100.0: 4.5 45.5 0.2 93.3 51.5 98.0 97.2: 2.0 2.8 : : : :# Traders : Number of Traders in Each Category : All : 212: 104 35 50 52 50 177 121: Old : 212: 105 37 50 50 50 175 121: Other: 34: 6 2 1 15 14 21 17: :---------------------------------------------------------------------------------------------------- : 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 : 20.1 34.8 30.7 48.2 19.4 28.9 28.3 41.0 Old : 18.3 32.7 29.3 46.6 17.5 27.6 26.8 39.2 Other: 82.4 86.8 90.7 94.7 81.3 86.8 89.5 94.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 01, 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 : 818,040: 230,003 215,866 102,593 418,584 433,233 751,180 751,692: 66,860 66,348 Old : 818,040: 230,003 215,866 102,593 418,584 433,233 751,180 751,692: 66,860 66,348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -17,938: -8,241 -33,653 -6,486 -2,811 24,626 -17,538 -15,513: -400 -2,425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 26.4 12.5 51.2 53.0 91.8 91.9: 8.2 8.1 Old : 100.0: 28.1 26.4 12.5 51.2 53.0 91.8 91.9: 8.2 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 : 256: 79 74 82 83 74 203 197: Old : 256: 79 74 82 83 74 203 197: 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 : 12.0 18.6 21.3 30.2 11.8 14.7 20.4 24.4 Old : 12.0 18.6 21.3 30.2 11.8 14.7 20.4 24.4 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 - Futures Only, September 01, 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 : 175,913: 38,322 55,329 27,908 97,212 81,994 163,442 165,231: 12,471 10,682 Old : 165,848: 39,333 57,347 23,440 91,604 74,879 154,377 155,666: 11,471 10,182 Other: 10,065: 3,202 2,195 255 5,608 7,115 9,065 9,565: 1,000 500 : : : : : Changes in Commitments from: August 25, 2015 : : 6,064: 822 5,051 392 2,686 -1,565 3,900 3,878: 2,164 2,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 31.5 15.9 55.3 46.6 92.9 93.9: 7.1 6.1 Old : 100.0: 23.7 34.6 14.1 55.2 45.1 93.1 93.9: 6.9 6.1 Other: 100.0: 31.8 21.8 2.5 55.7 70.7 90.1 95.0: 9.9 5.0 : : : :# Traders : Number of Traders in Each Category : All : 373: 98 111 91 129 100 279 268: Old : 373: 99 115 86 128 96 275 262: Other: 95: 13 13 4 51 35 65 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 : 13.2 15.8 22.7 26.4 10.8 12.4 18.9 21.4 Old : 13.9 16.0 23.8 26.4 11.7 12.4 20.3 21.9 Other: 43.8 45.2 54.2 62.0 43.0 45.2 52.3 61.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 01, 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 : 100,231: 60,763 9,568 4,773 18,657 76,096 84,193 90,437: 16,038 9,794 Old : 100,231: 60,763 9,568 4,773 18,657 76,096 84,193 90,437: 16,038 9,794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -702: -6,683 -5,638 1,114 -1,596 -3,145 -7,165 -7,669: 6,463 6,967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 9.5 4.8 18.6 75.9 84.0 90.2: 16.0 9.8 Old : 100.0: 60.6 9.5 4.8 18.6 75.9 84.0 90.2: 16.0 9.8 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 : 141: 99 25 18 10 7 118 45: Old : 141: 99 25 18 10 7 118 45: 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 : 39.1 76.1 50.8 82.0 35.9 72.4 46.3 76.2 Old : 39.1 76.1 50.8 82.0 35.9 72.4 46.3 76.2 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 - Futures Only, September 01, 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 : 384,879: 32,241 74,042 3,148 335,068 288,971 370,457 366,161: 14,422 18,718 Old : 384,879: 32,241 74,042 3,148 335,068 288,971 370,457 366,161: 14,422 18,718 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,385: -1,718 -1,277 -666 6,895 3,005 4,511 1,062: -3,126 323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 19.2 0.8 87.1 75.1 96.3 95.1: 3.7 4.9 Old : 100.0: 8.4 19.2 0.8 87.1 75.1 96.3 95.1: 3.7 4.9 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 : 269: 31 63 11 103 111 141 178: Old : 269: 31 63 11 103 111 141 178: 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 : 40.9 34.4 54.2 43.4 39.4 34.4 51.4 43.4 Old : 40.9 34.4 54.2 43.4 39.4 34.4 51.4 43.4 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 - Futures Only, September 01, 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 : 158,765: 41,788 3,625 5,348 104,419 145,844 151,555 154,817: 7,210 3,948 Old : 158,765: 41,788 3,625 5,348 104,419 145,844 151,555 154,817: 7,210 3,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 923: 3,987 147 559 -4,377 -142 169 564: 754 359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 2.3 3.4 65.8 91.9 95.5 97.5: 4.5 2.5 Old : 100.0: 26.3 2.3 3.4 65.8 91.9 95.5 97.5: 4.5 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 : 109: 19 8 3 52 50 71 61: Old : 109: 19 8 3 52 50 71 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 : 37.5 45.7 53.4 66.0 34.2 45.7 50.0 65.8 Old : 37.5 45.7 53.4 66.0 34.2 45.7 50.0 65.8 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 - Futures Only, September 01, 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 : 461,827: 123,335 88,461 7,400 314,564 350,500 445,299 446,361: 16,528 15,466 Old : 461,827: 123,335 88,461 7,400 314,564 350,500 445,299 446,361: 16,528 15,466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 16,457: -1,170 -2,026 -3,045 14,350 18,229 10,135 13,158: 6,322 3,299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 19.2 1.6 68.1 75.9 96.4 96.7: 3.6 3.3 Old : 100.0: 26.7 19.2 1.6 68.1 75.9 96.4 96.7: 3.6 3.3 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 : 257: 62 52 16 95 88 166 147: Old : 257: 62 52 16 95 88 166 147: 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 : 26.1 22.3 41.0 36.0 18.8 20.4 32.0 31.1 Old : 26.1 22.3 41.0 36.0 18.8 20.4 32.0 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015