COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 238,265: 89,699 33,039 43,036 87,227 150,452 219,961 226,527: 18,304 11,738
Old : 146,070: 68,700 34,350 20,379 45,081 83,032 134,160 137,761: 11,910 8,309
Other: 92,195: 31,104 8,794 12,552 42,146 67,420 85,801 88,766: 6,394 3,429
: : :
: : Changes in Commitments from: May 5, 2015 :
: -8,724: -7,664 136 150 -1,017 -9,432 -8,532 -9,147: -192 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.9 18.1 36.6 63.1 92.3 95.1: 7.7 4.9
Old : 100.0: 47.0 23.5 14.0 30.9 56.8 91.8 94.3: 8.2 5.7
Other: 100.0: 33.7 9.5 13.6 45.7 73.1 93.1 96.3: 6.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 110 78 79 59 68 213 185:
Old : 250: 104 71 52 45 61 169 164:
Other: 178: 65 36 35 54 60 139 113:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 28.8 21.4 38.9 11.9 24.4 19.6 33.6
Old : 11.8 35.4 22.3 44.3 11.8 30.9 21.8 39.4
Other: 18.5 27.4 30.3 46.5 18.2 25.0 28.7 41.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 16,587: 1,815 6,204 1,673 11,403 6,773 14,891 14,650: 1,696 1,937
Old : 16,341: 1,827 6,204 1,658 11,227 6,598 14,713 14,461: 1,628 1,881
Other: 246: 0 12 2 176 175 178 190: 68 57
: : :
: : Changes in Commitments from: May 5, 2015 :
: 635: 200 738 81 492 -342 774 478: -138 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 37.4 10.1 68.7 40.8 89.8 88.3: 10.2 11.7
Old : 100.0: 11.2 38.0 10.1 68.7 40.4 90.0 88.5: 10.0 11.5
Other: 100.0: 0.0 5.0 1.0 71.4 71.0 72.4 77.0: 27.6 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 24 26 12 26 11 53 47:
Old : 81: 24 26 12 26 11 53 47:
Other: 9: 0 2 2 5 4 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 32.6 46.2 46.6 27.0 25.1 44.0 37.1
Old : 27.4 32.3 46.4 46.2 27.4 25.2 44.0 37.4
Other: 67.4 72.0 72.4 77.0 64.9 67.9 64.9 69.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 243,105: 68,065 19,439 51,446 109,592 164,717 229,102 235,601: 14,003 7,504
Old : 151,497: 57,615 13,340 32,972 49,646 98,828 140,233 145,140: 11,264 6,357
Other: 91,608: 18,109 13,758 10,814 59,946 65,889 88,869 90,461: 2,739 1,147
: : :
: : Changes in Commitments from: May 5, 2015 :
: 12,268: 4,975 -3,981 5,657 520 10,523 11,152 12,199: 1,116 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.0 21.2 45.1 67.8 94.2 96.9: 5.8 3.1
Old : 100.0: 38.0 8.8 21.8 32.8 65.2 92.6 95.8: 7.4 4.2
Other: 100.0: 19.8 15.0 11.8 65.4 71.9 97.0 98.7: 3.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 92 37 57 51 50 171 125:
Old : 201: 91 42 52 44 47 156 122:
Other: 106: 35 16 22 45 32 93 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 : 19.0 35.9 28.3 48.5 15.5 24.9 21.9 35.9
Old : 15.8 31.0 25.2 43.8 10.8 22.2 18.6 32.2
Other: 34.1 49.7 45.7 67.3 30.0 40.5 40.1 54.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,011,397: 244,088 168,665 182,140 506,890 595,730 933,117 946,535: 78,281 64,863
Old : 1,011,397: 244,088 168,665 182,140 506,890 595,730 933,117 946,535: 78,281 64,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 44,423: 15,526 -29,692 1,726 22,378 76,102 39,631 48,136: 4,792 -3,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.7 18.0 50.1 58.9 92.3 93.6: 7.7 6.4
Old : 100.0: 24.1 16.7 18.0 50.1 58.9 92.3 93.6: 7.7 6.4
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 : 233: 79 66 77 77 75 200 179:
Old : 233: 79 66 77 77 75 200 179:
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 : 12.1 18.9 20.7 30.5 9.8 13.5 17.5 20.6
Old : 12.1 18.9 20.7 30.5 9.8 13.5 17.5 20.6
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, May 12, 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 : 216,134: 42,273 47,529 52,759 111,331 107,922 206,363 208,210: 9,771 7,924
Old : 154,040: 44,309 47,734 33,005 69,507 66,860 146,821 147,599: 7,219 6,441
Other: 62,094: 7,629 9,460 10,089 41,824 41,062 59,542 60,611: 2,552 1,483
: : :
: : Changes in Commitments from: May 5, 2015 :
: -3,538: -1,423 590 -1,210 -1,146 -2,787 -3,779 -3,406: 241 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.0 24.4 51.5 49.9 95.5 96.3: 4.5 3.7
Old : 100.0: 28.8 31.0 21.4 45.1 43.4 95.3 95.8: 4.7 4.2
Other: 100.0: 12.3 15.2 16.2 67.4 66.1 95.9 97.6: 4.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 108 113 126 133 121 314 305:
Old : 375: 110 116 98 125 114 288 278:
Other: 220: 55 38 42 105 71 180 136:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 13.8 21.2 23.8 9.1 11.2 16.8 19.7
Old : 16.2 13.3 25.9 25.0 12.9 12.4 21.8 22.0
Other: 16.5 24.6 28.1 41.0 14.9 22.0 23.1 32.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 100,247: 67,300 11,970 2,547 13,741 79,910 83,588 94,427: 16,659 5,820
Old : 100,247: 67,300 11,970 2,547 13,741 79,910 83,588 94,427: 16,659 5,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -2,495: -5,416 -1,829 148 2,045 -2,276 -3,224 -3,957: 729 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 11.9 2.5 13.7 79.7 83.4 94.2: 16.6 5.8
Old : 100.0: 67.1 11.9 2.5 13.7 79.7 83.4 94.2: 16.6 5.8
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 : 191: 151 18 18 13 10 172 41:
Old : 191: 151 18 18 13 10 172 41:
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 : 28.3 81.8 39.8 88.7 27.9 81.5 38.5 86.4
Old : 28.3 81.8 39.8 88.7 27.9 81.5 38.5 86.4
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 337,144: 31,821 63,730 5,054 281,093 252,568 317,968 321,352: 19,176 15,792
Old : 337,144: 31,821 63,730 5,054 281,093 252,568 317,968 321,352: 19,176 15,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 6,519: 1,679 6,750 -2,092 9,737 1,405 9,324 6,063: -2,806 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.9 1.5 83.4 74.9 94.3 95.3: 5.7 4.7
Old : 100.0: 9.4 18.9 1.5 83.4 74.9 94.3 95.3: 5.7 4.7
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 : 257: 42 49 12 101 97 149 152:
Old : 257: 42 49 12 101 97 149 152:
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 : 36.4 36.0 48.2 45.8 34.1 35.9 45.8 45.6
Old : 36.4 36.0 48.2 45.8 34.1 35.9 45.8 45.6
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, May 12, 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 : 151,443: 38,547 11,314 3,662 101,666 133,830 143,875 148,806: 7,568 2,637
Old : 151,443: 38,547 11,314 3,662 101,666 133,830 143,875 148,806: 7,568 2,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 3,575: 466 376 54 2,796 3,504 3,316 3,934: 259 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.5 2.4 67.1 88.4 95.0 98.3: 5.0 1.7
Old : 100.0: 25.5 7.5 2.4 67.1 88.4 95.0 98.3: 5.0 1.7
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 : 106: 21 4 3 54 47 75 54:
Old : 106: 21 4 3 54 47 75 54:
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 : 41.9 41.3 55.8 66.4 39.5 41.3 53.4 66.3
Old : 41.9 41.3 55.8 66.4 39.5 41.3 53.4 66.3
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, May 12, 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 : 381,334: 102,397 53,279 11,824 249,268 310,518 363,489 375,621: 17,845 5,713
Old : 381,334: 102,397 53,279 11,824 249,268 310,518 363,489 375,621: 17,845 5,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 3,549: -2,664 -5,963 1,460 3,932 7,823 2,728 3,320: 821 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.0 3.1 65.4 81.4 95.3 98.5: 4.7 1.5
Old : 100.0: 26.9 14.0 3.1 65.4 81.4 95.3 98.5: 4.7 1.5
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 : 227: 73 30 15 91 68 171 106:
Old : 227: 73 30 15 91 68 171 106:
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 : 27.7 34.7 42.1 50.4 23.4 34.7 34.5 48.2
Old : 27.7 34.7 42.1 50.4 23.4 34.7 34.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2015