COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 235,461: 85,022 33,582 43,792 88,568 145,438 217,382 222,811: 18,079 12,650
Old : 133,790: 61,998 37,416 17,989 42,293 69,786 122,280 125,191: 11,510 8,600
Other: 101,671: 34,092 7,234 14,735 46,276 75,652 95,102 97,621: 6,569 4,050
: : :
: : Changes in Commitments from: May 12, 2015 :
: -2,804: -4,677 542 756 1,342 -5,015 -2,579 -3,716: -225 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.3 18.6 37.6 61.8 92.3 94.6: 7.7 5.4
Old : 100.0: 46.3 28.0 13.4 31.6 52.2 91.4 93.6: 8.6 6.4
Other: 100.0: 33.5 7.1 14.5 45.5 74.4 93.5 96.0: 6.5 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 101 76 79 59 69 203 187:
Old : 242: 94 72 50 45 61 155 167:
Other: 181: 62 40 36 56 61 144 113:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 27.6 22.1 37.4 11.9 22.9 20.1 31.8
Old : 13.1 31.8 24.7 41.4 12.8 26.5 23.7 35.3
Other: 17.2 30.3 28.4 47.4 16.6 26.5 26.9 42.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 17,304: 1,810 6,976 1,675 11,871 6,510 15,356 15,162: 1,948 2,142
Old : 16,929: 1,822 6,976 1,658 11,583 6,218 15,062 14,853: 1,867 2,076
Other: 375: 0 12 6 289 292 294 309: 81 66
: : :
: : Changes in Commitments from: May 12, 2015 :
: 717: -5 773 2 468 -263 465 512: 251 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 40.3 9.7 68.6 37.6 88.7 87.6: 11.3 12.4
Old : 100.0: 10.8 41.2 9.8 68.4 36.7 89.0 87.7: 11.0 12.3
Other: 100.0: 0.0 3.1 1.5 76.9 77.8 78.4 82.4: 21.6 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 23 27 12 27 12 54 48:
Old : 82: 23 27 12 27 12 54 48:
Other: 10: 0 2 2 7 4 9 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 : 27.2 30.5 45.6 44.7 27.2 23.4 43.5 35.3
Old : 27.8 30.5 45.7 44.0 27.8 24.0 43.4 35.8
Other: 66.3 77.8 78.3 82.4 62.8 69.1 65.7 69.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 265,274: 82,211 22,043 57,689 110,612 177,906 250,513 257,638: 14,761 7,636
Old : 167,105: 67,065 15,081 39,241 48,475 106,470 154,782 160,792: 12,324 6,313
Other: 98,168: 20,677 12,492 12,917 62,137 71,436 95,731 96,846: 2,437 1,323
: : :
: : Changes in Commitments from: May 12, 2015 :
: 22,169: 14,146 2,604 6,244 1,021 13,188 21,411 22,036: 758 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 8.3 21.7 41.7 67.1 94.4 97.1: 5.6 2.9
Old : 100.0: 40.1 9.0 23.5 29.0 63.7 92.6 96.2: 7.4 3.8
Other: 100.0: 21.1 12.7 13.2 63.3 72.8 97.5 98.7: 2.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 106 42 57 51 51 188 128:
Old : 220: 102 48 53 43 49 174 124:
Other: 112: 41 13 24 46 31 98 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 : 18.0 36.5 26.7 48.6 14.2 26.6 20.7 36.8
Old : 15.0 31.7 24.6 43.5 10.9 23.6 18.2 33.1
Other: 32.3 48.7 44.3 64.9 28.7 39.6 39.1 52.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,017,353: 239,381 184,607 180,702 516,935 579,369 937,018 944,678: 80,335 72,675
Old : 1,017,353: 239,381 184,607 180,702 516,935 579,369 937,018 944,678: 80,335 72,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 5,955: -4,707 15,942 -1,438 10,046 -16,361 3,901 -1,857: 2,054 7,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.1 17.8 50.8 56.9 92.1 92.9: 7.9 7.1
Old : 100.0: 23.5 18.1 17.8 50.8 56.9 92.1 92.9: 7.9 7.1
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 : 238: 80 66 79 76 74 200 184:
Old : 238: 80 66 79 76 74 200 184:
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 : 11.3 17.7 20.4 29.7 9.9 12.6 17.6 18.8
Old : 11.3 17.7 20.4 29.7 9.9 12.6 17.6 18.8
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 19, 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 : 212,588: 42,439 40,407 51,562 107,828 111,914 201,829 203,882: 10,759 8,705
Old : 148,134: 44,161 41,718 30,400 65,362 68,682 139,922 140,800: 8,212 7,335
Other: 64,453: 9,158 9,569 10,282 42,467 43,232 61,907 63,083: 2,547 1,370
: : :
: : Changes in Commitments from: May 12, 2015 :
: -3,546: 166 -7,122 -1,197 -3,503 3,992 -4,534 -4,327: 988 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 19.0 24.3 50.7 52.6 94.9 95.9: 5.1 4.1
Old : 100.0: 29.8 28.2 20.5 44.1 46.4 94.5 95.0: 5.5 5.0
Other: 100.0: 14.2 14.8 16.0 65.9 67.1 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 123 99 128 126 124 316 302:
Old : 375: 121 104 100 116 116 288 274:
Other: 229: 58 39 46 104 79 185 148:
:----------------------------------------------------------------------------------------------------
: 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 13.4 20.6 24.3 8.8 11.6 16.2 20.5
Old : 15.1 13.5 25.2 25.1 11.7 12.8 21.0 21.9
Other: 16.9 23.8 28.9 40.1 14.8 20.9 23.8 30.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 98,590: 64,378 10,886 3,783 15,911 78,588 84,072 93,256: 14,518 5,333
Old : 98,590: 64,378 10,886 3,783 15,911 78,588 84,072 93,256: 14,518 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -1,657: -2,922 -1,085 1,236 2,170 -1,322 484 -1,170: -2,141 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 11.0 3.8 16.1 79.7 85.3 94.6: 14.7 5.4
Old : 100.0: 65.3 11.0 3.8 16.1 79.7 85.3 94.6: 14.7 5.4
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 : 184: 142 19 20 14 9 164 44:
Old : 184: 142 19 20 14 9 164 44:
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 : 30.3 81.9 42.2 87.8 29.8 81.1 40.2 85.1
Old : 30.3 81.9 42.2 87.8 29.8 81.1 40.2 85.1
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 19, 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 : 348,089: 39,207 67,260 5,916 283,704 259,813 328,827 332,989: 19,263 15,100
Old : 348,089: 39,207 67,260 5,916 283,704 259,813 328,827 332,989: 19,263 15,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 10,945: 7,386 3,530 862 2,611 7,246 10,859 11,637: 87 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.3 1.7 81.5 74.6 94.5 95.7: 5.5 4.3
Old : 100.0: 11.3 19.3 1.7 81.5 74.6 94.5 95.7: 5.5 4.3
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 : 264: 42 52 11 101 102 148 160:
Old : 264: 42 52 11 101 102 148 160:
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 : 35.3 36.2 47.2 46.4 33.1 36.2 44.8 45.9
Old : 35.3 36.2 47.2 46.4 33.1 36.2 44.8 45.9
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 19, 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 : 155,236: 40,028 12,424 3,694 103,807 136,313 147,529 152,431: 7,707 2,805
Old : 155,236: 40,028 12,424 3,694 103,807 136,313 147,529 152,431: 7,707 2,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,793: 1,481 1,110 32 2,141 2,483 3,654 3,625: 139 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.0 2.4 66.9 87.8 95.0 98.2: 5.0 1.8
Old : 100.0: 25.8 8.0 2.4 66.9 87.8 95.0 98.2: 5.0 1.8
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 : 110: 25 5 3 53 49 78 57:
Old : 110: 25 5 3 53 49 78 57:
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 41.3 55.6 67.3 38.7 41.3 53.1 67.1
Old : 41.1 41.3 55.6 67.3 38.7 41.3 53.1 67.1
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 19, 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 : 384,549: 107,474 56,515 12,566 245,723 308,150 365,763 377,231: 18,786 7,318
Old : 384,549: 107,474 56,515 12,566 245,723 308,150 365,763 377,231: 18,786 7,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,215: 5,077 3,236 742 -3,545 -2,368 2,274 1,610: 941 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.7 3.3 63.9 80.1 95.1 98.1: 4.9 1.9
Old : 100.0: 27.9 14.7 3.3 63.9 80.1 95.1 98.1: 4.9 1.9
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 : 230: 70 33 17 92 69 171 110:
Old : 230: 70 33 17 92 69 171 110:
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 : 27.3 33.5 41.9 49.4 22.7 32.8 34.6 46.5
Old : 27.3 33.5 41.9 49.4 22.7 32.8 34.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2015