COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 237,300: 69,996 39,716 52,072 98,061 134,933 220,130 226,721: 17,171 10,579
Old : 112,667: 46,633 40,087 19,982 36,499 46,616 103,114 106,686: 9,552 5,981
Other: 124,634: 35,397 11,662 20,056 61,562 88,317 117,015 120,035: 7,618 4,598
: : :
: : Changes in Commitments from: May 26, 2015 :
: 196: -10,511 -3,891 4,926 5,969 390 384 1,425: -188 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.7 21.9 41.3 56.9 92.8 95.5: 7.2 4.5
Old : 100.0: 41.4 35.6 17.7 32.4 41.4 91.5 94.7: 8.5 5.3
Other: 100.0: 28.4 9.4 16.1 49.4 70.9 93.9 96.3: 6.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 104 72 92 62 67 208 199:
Old : 228: 85 68 48 48 58 149 158:
Other: 210: 83 46 51 58 63 167 137:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 23.4 23.1 33.3 11.9 18.1 20.1 26.2
Old : 14.4 24.4 26.5 37.1 13.6 19.3 23.5 30.8
Other: 16.8 30.1 28.8 44.6 16.2 26.1 27.3 39.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 17,333: 1,816 7,483 1,683 11,597 5,892 15,096 15,058: 2,238 2,276
Old : 16,906: 1,825 7,481 1,666 11,299 5,553 14,790 14,700: 2,117 2,206
Other: 427: 0 10 9 298 339 306 358: 121 70
: : :
: : Changes in Commitments from: May 26, 2015 :
: 263: 61 477 74 -128 -496 8 56: 256 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 43.2 9.7 66.9 34.0 87.1 86.9: 12.9 13.1
Old : 100.0: 10.8 44.3 9.9 66.8 32.8 87.5 87.0: 12.5 13.0
Other: 100.0: 0.0 2.3 2.0 69.7 79.4 71.7 83.7: 28.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 31 12 27 14 54 51:
Old : 82: 22 30 12 27 14 54 51:
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 : 27.5 28.3 43.5 45.6 27.5 25.4 43.0 39.8
Old : 28.1 28.6 43.6 44.8 28.1 26.1 43.3 40.2
Other: 61.2 79.4 70.8 83.7 54.7 68.4 57.0 69.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 281,224: 86,362 24,287 65,002 113,334 184,513 264,697 273,802: 16,527 7,422
Old : 171,954: 69,776 19,911 41,890 46,710 103,883 158,376 165,684: 13,578 6,271
Other: 109,270: 23,094 10,885 16,604 66,623 80,630 106,321 108,118: 2,949 1,152
: : :
: : Changes in Commitments from: May 26, 2015 :
: 7,541: -370 853 4,483 3,049 2,784 7,162 8,120: 379 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.6 23.1 40.3 65.6 94.1 97.4: 5.9 2.6
Old : 100.0: 40.6 11.6 24.4 27.2 60.4 92.1 96.4: 7.9 3.6
Other: 100.0: 21.1 10.0 15.2 61.0 73.8 97.3 98.9: 2.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 102 48 62 55 56 194 136:
Old : 220: 101 48 53 43 52 168 131:
Other: 125: 43 21 26 47 37 108 67:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 36.8 25.0 47.7 12.9 26.2 19.4 35.8
Old : 14.0 31.0 24.0 40.9 11.7 23.6 19.4 32.0
Other: 30.4 47.6 42.2 62.7 25.5 36.6 34.3 48.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,092,682: 249,204 228,850 215,265 541,199 567,290 1,005,669 1,011,406: 87,014 81,277
Old : 1,092,682: 249,204 228,850 215,265 541,199 567,290 1,005,669 1,011,406: 87,014 81,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 31,370: 8,340 4,019 17,190 2,888 10,428 28,418 31,637: 2,952 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.9 19.7 49.5 51.9 92.0 92.6: 8.0 7.4
Old : 100.0: 22.8 20.9 19.7 49.5 51.9 92.0 92.6: 8.0 7.4
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 : 254: 82 75 81 84 77 213 193:
Old : 254: 82 75 81 84 77 213 193:
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 : 10.4 16.0 18.8 26.8 9.5 11.0 16.7 17.9
Old : 10.4 16.0 18.8 26.8 9.5 11.0 16.7 17.9
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, June 2, 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 : 227,417: 42,539 52,409 58,589 115,142 106,506 216,271 217,504: 11,146 9,913
Old : 155,560: 44,462 52,206 36,812 66,134 58,083 147,408 147,101: 8,151 8,458
Other: 71,857: 8,677 10,803 11,177 49,008 48,423 68,862 70,403: 2,995 1,455
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,287: 971 -1,901 110 -1,733 192 -652 -1,598: -635 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.0 25.8 50.6 46.8 95.1 95.6: 4.9 4.4
Old : 100.0: 28.6 33.6 23.7 42.5 37.3 94.8 94.6: 5.2 5.4
Other: 100.0: 12.1 15.0 15.6 68.2 67.4 95.8 98.0: 4.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 126 114 139 131 120 335 318:
Old : 394: 128 113 106 121 110 301 286:
Other: 239: 61 47 49 106 75 197 148:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.0 19.6 21.8 8.4 10.8 15.1 19.1
Old : 13.6 14.3 23.8 25.0 11.2 13.2 20.1 22.1
Other: 16.3 23.9 28.8 40.6 14.4 20.5 22.7 28.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 102,725: 72,550 12,824 2,900 12,671 85,945 88,122 101,669: 14,604 1,056
Old : 102,725: 72,550 12,824 2,900 12,671 85,945 88,122 101,669: 14,604 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,099: 2,697 -4,697 -184 -1,929 5,317 583 435: -1,682 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 12.5 2.8 12.3 83.7 85.8 99.0: 14.2 1.0
Old : 100.0: 70.6 12.5 2.8 12.3 83.7 85.8 99.0: 14.2 1.0
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 : 206: 162 22 18 16 6 191 36:
Old : 206: 162 22 18 16 6 191 36:
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 83.2 39.4 92.1 26.3 83.1 39.1 90.7
Old : 26.7 83.2 39.4 92.1 26.3 83.1 39.1 90.7
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, June 2, 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 : 367,053: 43,796 73,411 5,455 296,119 273,246 345,369 352,112: 21,684 14,941
Old : 367,053: 43,796 73,411 5,455 296,119 273,246 345,369 352,112: 21,684 14,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,399: 3,905 838 19 -2,722 2,556 1,201 3,413: 1,198 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.0 1.5 80.7 74.4 94.1 95.9: 5.9 4.1
Old : 100.0: 11.9 20.0 1.5 80.7 74.4 94.1 95.9: 5.9 4.1
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 : 265: 44 51 13 104 103 152 163:
Old : 265: 44 51 13 104 103 152 163:
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 : 34.6 35.4 45.3 45.2 32.5 35.4 42.6 44.7
Old : 34.6 35.4 45.3 45.2 32.5 35.4 42.6 44.7
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, June 2, 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 : 152,159: 38,124 11,731 3,603 102,501 133,815 144,228 149,149: 7,931 3,010
Old : 152,159: 38,124 11,731 3,603 102,501 133,815 144,228 149,149: 7,931 3,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,440: -1,534 -492 643 -694 -1,553 -1,585 -1,402: 145 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.7 2.4 67.4 87.9 94.8 98.0: 5.2 2.0
Old : 100.0: 25.1 7.7 2.4 67.4 87.9 94.8 98.0: 5.2 2.0
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 : 107: 24 4 3 54 48 78 55:
Old : 107: 24 4 3 54 48 78 55:
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 : 39.6 41.6 54.1 68.3 37.2 41.6 51.4 68.1
Old : 39.6 41.6 54.1 68.3 37.2 41.6 51.4 68.1
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, June 2, 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 : 383,150: 104,411 54,233 14,382 246,492 308,334 365,285 376,949: 17,865 6,201
Old : 383,150: 104,411 54,233 14,382 246,492 308,334 365,285 376,949: 17,865 6,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -84: -2,528 -2,119 2,568 930 -1,456 970 -1,007: -1,054 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.2 3.8 64.3 80.5 95.3 98.4: 4.7 1.6
Old : 100.0: 27.3 14.2 3.8 64.3 80.5 95.3 98.4: 4.7 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 : 234: 70 38 19 91 73 170 121:
Old : 234: 70 38 19 91 73 170 121:
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 29.2 41.7 45.8 19.8 29.1 31.8 42.9
Old : 26.1 29.2 41.7 45.8 19.8 29.1 31.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015