COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 234,696: 68,615 31,015 47,693 99,433 144,550 215,741 223,258: 18,955 11,438
Old : 87,380: 33,432 24,712 17,448 27,770 40,480 78,650 82,639: 8,730 4,741
Other: 147,316: 43,742 14,862 21,687 71,662 104,070 137,091 140,619: 10,225 6,697
: : :
: : Changes in Commitments from: June 2, 2015 :
: -2,604: -1,381 -8,701 -4,379 1,371 9,617 -4,389 -3,462: 1,785 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.2 20.3 42.4 61.6 91.9 95.1: 8.1 4.9
Old : 100.0: 38.3 28.3 20.0 31.8 46.3 90.0 94.6: 10.0 5.4
Other: 100.0: 29.7 10.1 14.7 48.6 70.6 93.1 95.5: 6.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 99 73 87 65 69 208 193:
Old : 204: 80 50 41 50 55 141 135:
Other: 225: 86 56 55 59 67 173 153:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 25.9 22.9 35.6 12.1 19.9 20.3 28.3
Old : 16.3 26.3 27.0 39.6 11.5 19.5 19.1 29.8
Other: 16.8 31.2 27.3 43.4 16.3 27.3 26.3 38.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 17,249: 1,946 5,921 1,930 11,202 7,549 15,077 15,399: 2,171 1,849
Old : 16,682: 1,943 5,920 1,902 10,793 7,098 14,639 14,921: 2,042 1,761
Other: 567: 3 1 26 409 451 438 479: 129 88
: : :
: : Changes in Commitments from: June 2, 2015 :
: -85: 129 -1,562 247 -395 1,657 -19 341: -66 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 34.3 11.2 64.9 43.8 87.4 89.3: 12.6 10.7
Old : 100.0: 11.7 35.5 11.4 64.7 42.5 87.8 89.4: 12.2 10.6
Other: 100.0: 0.5 0.2 4.6 72.1 79.5 77.2 84.4: 22.8 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 23 11 28 14 53 45:
Old : 75: 22 23 11 28 14 53 45:
Other: 12: 1 2 3 8 4 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 38.3 42.2 55.4 26.2 35.9 41.3 49.0
Old : 27.0 38.0 42.4 54.5 27.0 36.6 41.5 49.4
Other: 59.8 79.5 73.7 84.4 57.6 68.9 61.8 69.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 247,107: 85,998 26,693 42,400 103,675 170,757 232,073 239,851: 15,034 7,256
Old : 129,983: 65,127 20,703 18,993 33,827 84,456 117,948 124,153: 12,035 5,830
Other: 117,124: 27,708 12,827 16,570 69,847 86,301 114,125 115,698: 2,999 1,426
: : :
: : Changes in Commitments from: June 2, 2015 :
: -34,117: -364 2,406 -22,602 -9,659 -13,755 -32,625 -33,951: -1,492 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 10.8 17.2 42.0 69.1 93.9 97.1: 6.1 2.9
Old : 100.0: 50.1 15.9 14.6 26.0 65.0 90.7 95.5: 9.3 4.5
Other: 100.0: 23.7 11.0 14.1 59.6 73.7 97.4 98.8: 2.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 104 41 63 52 54 190 135:
Old : 218: 95 50 50 41 50 163 128:
Other: 132: 48 21 25 47 37 110 69:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 37.8 25.6 48.9 14.6 30.1 22.0 40.8
Old : 15.9 30.6 26.8 42.6 15.9 27.2 25.7 38.1
Other: 26.6 46.8 38.5 61.4 22.9 35.3 32.1 48.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 1,079,369: 242,387 230,527 211,678 534,410 557,452 988,475 999,657: 90,894 79,712
Old : 1,079,369: 242,387 230,527 211,678 534,410 557,452 988,475 999,657: 90,894 79,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -13,314: -6,817 1,677 -3,588 -6,789 -9,838 -17,194 -11,749: 3,880 -1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.4 19.6 49.5 51.6 91.6 92.6: 8.4 7.4
Old : 100.0: 22.5 21.4 19.6 49.5 51.6 91.6 92.6: 8.4 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 : 252: 82 75 81 84 78 213 193:
Old : 252: 82 75 81 84 78 213 193:
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 : 10.5 14.7 19.5 26.3 9.6 11.8 16.9 18.4
Old : 10.5 14.7 19.5 26.3 9.6 11.8 16.9 18.4
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 with Delta-adjusted Options and Futures Combined, June 9, 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 : 220,676: 41,844 40,492 58,292 109,537 111,569 209,672 210,354: 11,004 10,322
Old : 146,064: 44,004 38,624 36,634 57,707 62,281 138,345 137,540: 7,719 8,524
Other: 74,612: 8,128 12,156 11,369 51,829 49,288 71,327 72,814: 3,285 1,798
: : :
: : Changes in Commitments from: June 2, 2015 :
: -6,741: -696 -11,917 -297 -5,605 5,063 -6,598 -7,150: -143 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.3 26.4 49.6 50.6 95.0 95.3: 5.0 4.7
Old : 100.0: 30.1 26.4 25.1 39.5 42.6 94.7 94.2: 5.3 5.8
Other: 100.0: 10.9 16.3 15.2 69.5 66.1 95.6 97.6: 4.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 106 115 133 131 123 320 311:
Old : 378: 109 112 99 118 112 282 279:
Other: 238: 58 44 47 107 78 193 149:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.1 19.8 22.3 8.3 10.9 15.0 19.1
Old : 13.3 13.4 23.6 23.8 10.2 13.1 18.6 20.6
Other: 16.4 23.1 29.2 39.3 14.5 20.0 22.2 28.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 105,689: 73,410 10,566 4,329 13,002 89,062 90,741 103,957: 14,948 1,732
Old : 105,689: 73,410 10,566 4,329 13,002 89,062 90,741 103,957: 14,948 1,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 2,964: 861 -2,259 1,429 330 3,117 2,620 2,287: 344 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 10.0 4.1 12.3 84.3 85.9 98.4: 14.1 1.6
Old : 100.0: 69.5 10.0 4.1 12.3 84.3 85.9 98.4: 14.1 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 : 196: 154 20 20 15 8 181 40:
Old : 196: 154 20 20 15 8 181 40:
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 : 30.2 85.2 42.4 93.0 29.4 83.4 41.6 90.3
Old : 30.2 85.2 42.4 93.0 29.4 83.4 41.6 90.3
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 9, 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 : 364,967: 47,963 68,183 5,104 290,880 276,062 343,947 349,349: 21,020 15,618
Old : 364,967: 47,963 68,183 5,104 290,880 276,062 343,947 349,349: 21,020 15,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -2,086: 4,168 -5,228 -351 -5,239 2,816 -1,422 -2,763: -664 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.7 1.4 79.7 75.6 94.2 95.7: 5.8 4.3
Old : 100.0: 13.1 18.7 1.4 79.7 75.6 94.2 95.7: 5.8 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 : 276: 47 55 11 103 111 154 173:
Old : 276: 47 55 11 103 111 154 173:
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 34.7 45.4 43.9 32.4 34.7 42.7 43.2
Old : 34.6 34.7 45.4 43.9 32.4 34.7 42.7 43.2
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 9, 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 : 147,542: 37,750 12,261 3,375 98,918 128,320 140,043 143,956: 7,499 3,586
Old : 147,542: 37,750 12,261 3,375 98,918 128,320 140,043 143,956: 7,499 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,617: -374 530 -228 -3,583 -5,495 -4,185 -5,193: -432 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.3 2.3 67.0 87.0 94.9 97.6: 5.1 2.4
Old : 100.0: 25.6 8.3 2.3 67.0 87.0 94.9 97.6: 5.1 2.4
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 : 106: 24 5 3 54 49 79 56:
Old : 106: 24 5 3 54 49 79 56:
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 : 40.5 42.2 56.0 65.2 38.3 41.8 52.8 64.7
Old : 40.5 42.2 56.0 65.2 38.3 41.8 52.8 64.7
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 9, 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 : 395,748: 110,436 52,282 16,086 250,752 319,354 377,274 387,722: 18,474 8,026
Old : 395,748: 110,436 52,282 16,086 250,752 319,354 377,274 387,722: 18,474 8,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 12,598: 6,025 -1,951 1,704 4,260 11,020 11,989 10,773: 609 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.2 4.1 63.4 80.7 95.3 98.0: 4.7 2.0
Old : 100.0: 27.9 13.2 4.1 63.4 80.7 95.3 98.0: 4.7 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 : 230: 68 35 21 88 75 165 122:
Old : 230: 68 35 21 88 75 165 122:
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 : 24.4 28.2 39.6 46.4 17.2 27.5 28.4 41.0
Old : 24.4 28.2 39.6 46.4 17.2 27.5 28.4 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015