COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 22, 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 : 182,136: 67,277 41,556 17,492 85,100 107,338 169,869 166,386: 12,267 15,750
Old : 177,008: 67,167 41,437 17,302 80,577 102,648 165,046 161,387: 11,962 15,621
Other: 5,128: 196 205 104 4,523 4,690 4,823 4,999: 305 129
: : :
: : Changes in Commitments from: September 15, 2015 :
: 4,718: -3,226 10,467 1,842 6,414 -10,681 5,030 1,628: -312 3,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 22.8 9.6 46.7 58.9 93.3 91.4: 6.7 8.6
Old : 100.0: 37.9 23.4 9.8 45.5 58.0 93.2 91.2: 6.8 8.8
Other: 100.0: 3.8 4.0 2.0 88.2 91.5 94.1 97.5: 5.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 99 88 63 52 62 177 191:
Old : 268: 100 88 63 49 59 174 188:
Other: 51: 5 5 2 20 22 26 29:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 24.8 26.5 35.4 15.5 21.2 25.4 31.8
Old : 15.8 24.8 27.1 35.0 15.8 22.0 25.9 32.1
Other: 58.2 70.7 75.1 86.0 57.9 70.7 74.7 85.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 22, 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 : 12,954: 2,959 3,221 253 8,057 8,137 11,269 11,611: 1,685 1,343
Old : 9,732: 2,972 3,213 0 5,479 5,318 8,451 8,531: 1,281 1,201
Other: 3,222: 182 203 58 2,578 2,819 2,818 3,080: 404 142
: : :
: : Changes in Commitments from: September 15, 2015 :
: 370: 0 727 -23 353 -772 330 -68: 40 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.9 2.0 62.2 62.8 87.0 89.6: 13.0 10.4
Old : 100.0: 30.5 33.0 0.0 56.3 54.6 86.8 87.7: 13.2 12.3
Other: 100.0: 5.6 6.3 1.8 80.0 87.5 87.5 95.6: 12.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 14 6 24 8 48 28:
Old : 66: 24 14 0 21 8 45 22:
Other: 33: 5 6 3 17 8 24 15:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 47.1 48.6 67.9 29.7 45.4 48.6 64.6
Old : 30.1 42.0 49.0 65.8 30.1 41.7 49.0 64.0
Other: 54.0 75.3 73.9 91.8 54.0 74.2 68.5 85.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 22, 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 : 213,628: 77,935 24,700 32,816 88,973 149,732 199,724 207,248: 13,904 6,380
Old : 195,583: 77,486 19,047 30,951 73,779 139,491 182,216 189,489: 13,367 6,094
Other: 18,045: 2,012 7,216 302 15,194 10,241 17,508 17,759: 537 286
: : :
: : Changes in Commitments from: September 15, 2015 :
: 19,807: 3,007 2,009 7,119 8,630 10,030 18,756 19,158: 1,051 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 11.6 15.4 41.6 70.1 93.5 97.0: 6.5 3.0
Old : 100.0: 39.6 9.7 15.8 37.7 71.3 93.2 96.9: 6.8 3.1
Other: 100.0: 11.1 40.0 1.7 84.2 56.8 97.0 98.4: 3.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 113 41 56 57 50 196 131:
Old : 231: 114 43 55 56 50 195 129:
Other: 46: 7 11 2 18 14 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 36.9 28.3 48.2 15.1 25.7 22.1 35.1
Old : 16.6 34.6 26.4 46.5 13.6 25.4 21.2 35.2
Other: 76.8 70.1 89.9 83.8 75.1 65.7 83.6 78.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 22, 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 : 770,935: 215,916 170,101 70,164 418,946 464,166 705,026 704,431: 65,909 66,504
Old : 770,935: 215,916 170,101 70,164 418,946 464,166 705,026 704,431: 65,909 66,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -10,074: 3,151 14,106 -4,268 4,350 -24,317 3,233 -14,479: -13,307 4,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 22.1 9.1 54.3 60.2 91.5 91.4: 8.5 8.6
Old : 100.0: 28.0 22.1 9.1 54.3 60.2 91.5 91.4: 8.5 8.6
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 : 231: 72 61 66 84 73 188 174:
Old : 231: 72 61 66 84 73 188 174:
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 : 12.6 25.3 22.2 35.7 11.6 21.0 20.5 31.0
Old : 12.6 25.3 22.2 35.7 11.6 21.0 20.5 31.0
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 - Futures Only, September 22, 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 : 193,509: 40,960 65,735 29,603 110,568 89,208 181,131 184,546: 12,378 8,963
Old : 182,018: 42,157 67,701 24,525 103,876 81,326 170,558 173,552: 11,460 8,466
Other: 11,491: 3,372 2,603 509 6,692 7,882 10,573 10,994: 918 497
: : :
: : Changes in Commitments from: September 15, 2015 :
: 5,252: 559 1,907 2,191 1,853 1,297 4,603 5,395: 649 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 34.0 15.3 57.1 46.1 93.6 95.4: 6.4 4.6
Old : 100.0: 23.2 37.2 13.5 57.1 44.7 93.7 95.3: 6.3 4.7
Other: 100.0: 29.3 22.7 4.4 58.2 68.6 92.0 95.7: 8.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 107 125 100 136 106 294 294:
Old : 398: 107 129 95 134 101 290 286:
Other: 107: 13 18 5 59 37 74 58:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 13.7 23.1 24.5 11.0 12.3 19.3 21.4
Old : 14.4 14.1 24.4 25.1 11.8 12.3 21.0 22.1
Other: 41.0 42.0 52.7 56.5 38.0 42.0 48.0 55.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 22, 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 : 68,333: 51,474 10,686 1,363 6,081 54,560 58,918 66,609: 9,415 1,724
Old : 68,333: 51,474 10,686 1,363 6,081 54,560 58,918 66,609: 9,415 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,042: 1,613 579 -5 51 2,214 1,659 2,788: 1,383 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 15.6 2.0 8.9 79.8 86.2 97.5: 13.8 2.5
Old : 100.0: 75.3 15.6 2.0 8.9 79.8 86.2 97.5: 13.8 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 : 152: 109 25 8 10 8 123 39:
Old : 152: 109 25 8 10 8 123 39:
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 : 36.2 80.7 47.2 88.7 35.5 80.7 46.5 88.4
Old : 36.2 80.7 47.2 88.7 35.5 80.7 46.5 88.4
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 22, 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 : 372,619: 42,861 70,569 4,665 309,898 280,369 357,424 355,603: 15,195 17,016
Old : 372,619: 42,861 70,569 4,665 309,898 280,369 357,424 355,603: 15,195 17,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -43,678: 6,176 -542 -78 -36,344 -32,244 -30,246 -32,864: -13,432 -10,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.9 1.3 83.2 75.2 95.9 95.4: 4.1 4.6
Old : 100.0: 11.5 18.9 1.3 83.2 75.2 95.9 95.4: 4.1 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 : 269: 31 68 10 95 106 133 177:
Old : 269: 31 68 10 95 106 133 177:
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 : 41.1 34.9 53.3 44.6 38.5 34.9 49.6 43.3
Old : 41.1 34.9 53.3 44.6 38.5 34.9 49.6 43.3
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 22, 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 : 149,536: 44,212 8,678 2,879 95,624 133,937 142,715 145,494: 6,821 4,042
Old : 149,536: 44,212 8,678 2,879 95,624 133,937 142,715 145,494: 6,821 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -15,433: 2,686 5,294 -7,785 -9,289 -12,000 -14,388 -14,491: -1,045 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 5.8 1.9 63.9 89.6 95.4 97.3: 4.6 2.7
Old : 100.0: 29.6 5.8 1.9 63.9 89.6 95.4 97.3: 4.6 2.7
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 : 112: 18 8 3 54 52 72 63:
Old : 112: 18 8 3 54 52 72 63:
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 : 38.9 45.2 53.5 61.9 37.0 45.0 51.5 61.8
Old : 38.9 45.2 53.5 61.9 37.0 45.0 51.5 61.8
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 22, 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 : 475,415: 122,165 103,634 10,072 330,271 348,166 462,508 461,872: 12,907 13,543
Old : 475,415: 122,165 103,634 10,072 330,271 348,166 462,508 461,872: 12,907 13,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -48,071: -2,181 7,856 -7,532 -32,343 -53,933 -42,056 -53,609: -6,015 5,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.8 2.1 69.5 73.2 97.3 97.2: 2.7 2.8
Old : 100.0: 25.7 21.8 2.1 69.5 73.2 97.3 97.2: 2.7 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 : 252: 60 52 20 87 87 157 149:
Old : 252: 60 52 20 87 87 157 149:
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 18.6 42.8 31.4 21.0 16.9 32.1 25.8
Old : 28.1 18.6 42.8 31.4 21.0 16.9 32.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015