COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 200,914: 65,119 33,072 31,479 88,361 124,760 184,959 189,312: 15,955 11,603
Old : 17,289: 5,845 5,292 270 7,345 9,197 13,460 14,759: 3,829 2,530
Other: 183,625: 61,568 30,074 28,915 81,016 115,563 171,499 174,553: 12,126 9,073
: : :
: : Changes in Commitments from: June 9, 2015 :
: -33,782: -3,496 2,057 -16,214 -11,072 -19,789 -30,782 -33,947: -3,000 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.5 15.7 44.0 62.1 92.1 94.2: 7.9 5.8
Old : 100.0: 33.8 30.6 1.6 42.5 53.2 77.9 85.4: 22.1 14.6
Other: 100.0: 33.5 16.4 15.7 44.1 62.9 93.4 95.1: 6.6 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 92 70 71 66 66 189 183:
Old : 104: 25 18 4 33 32 60 52:
Other: 244: 91 69 63 61 64 179 172:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 25.4 23.0 35.5 12.7 20.2 21.9 29.0
Old : 30.1 36.5 43.6 49.6 26.1 36.2 39.7 47.8
Other: 14.7 27.1 25.0 37.9 13.8 22.9 23.4 32.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 16,654: 1,782 4,941 1,875 10,977 8,159 14,634 14,975: 2,020 1,678
Old : 16,025: 1,782 4,941 1,847 10,533 7,656 14,162 14,444: 1,863 1,581
Other: 629: 2 3 25 444 503 472 531: 157 98
: : :
: : Changes in Commitments from: June 9, 2015 :
: -595: -164 -980 -55 -225 610 -443 -424: -151 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.7 11.3 65.9 49.0 87.9 89.9: 12.1 10.1
Old : 100.0: 11.1 30.8 11.5 65.7 47.8 88.4 90.1: 11.6 9.9
Other: 100.0: 0.4 0.4 4.0 70.7 80.0 75.0 84.4: 25.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 19 26 11 29 17 53 49:
Old : 76: 19 26 11 29 17 53 49:
Other: 12: 2 1 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 : 26.3 42.2 42.5 58.4 26.1 40.6 41.7 52.1
Old : 27.3 42.4 42.6 57.5 27.1 41.3 41.7 52.3
Other: 61.1 80.0 72.4 84.4 59.2 72.3 62.9 72.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 252,206: 91,306 30,788 44,075 101,153 170,979 236,533 245,842: 15,673 6,365
Old : 126,954: 67,629 25,587 17,560 29,943 78,841 115,132 121,987: 11,822 4,967
Other: 125,252: 31,481 13,006 18,710 71,210 92,138 121,402 123,855: 3,851 1,397
: : :
: : Changes in Commitments from: June 9, 2015 :
: 5,099: 5,308 4,095 1,675 -2,522 222 4,461 5,991: 639 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.2 17.5 40.1 67.8 93.8 97.5: 6.2 2.5
Old : 100.0: 53.3 20.2 13.8 23.6 62.1 90.7 96.1: 9.3 3.9
Other: 100.0: 25.1 10.4 14.9 56.9 73.6 96.9 98.9: 3.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 116 40 55 50 48 195 121:
Old : 222: 106 50 37 34 42 158 111:
Other: 135: 55 18 26 46 38 112 71:
:----------------------------------------------------------------------------------------------------
: 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 25.3 49.4 14.3 30.5 21.4 41.3
Old : 15.4 31.6 27.1 44.4 15.4 27.8 25.7 39.8
Other: 25.1 45.8 36.4 59.8 21.5 35.4 31.2 48.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 1,015,703: 242,117 262,369 164,565 524,132 503,184 930,813 930,118: 84,890 85,585
Old : 1,015,703: 242,117 262,369 164,565 524,132 503,184 930,813 930,118: 84,890 85,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -63,666: -270 31,842 -47,113 -10,279 -54,268 -57,662 -69,539: -6,004 5,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.8 16.2 51.6 49.5 91.6 91.6: 8.4 8.4
Old : 100.0: 23.8 25.8 16.2 51.6 49.5 91.6 91.6: 8.4 8.4
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 : 261: 77 84 81 87 81 214 203:
Old : 261: 77 84 81 87 81 214 203:
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 : 10.8 14.9 19.8 25.7 10.1 10.8 17.8 17.6
Old : 10.8 14.9 19.8 25.7 10.1 10.8 17.8 17.6
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, June 16, 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 : 201,102: 41,117 44,278 45,642 103,068 101,593 189,827 191,513: 11,276 9,589
Old : 123,587: 43,806 39,393 22,634 49,593 54,137 116,033 116,165: 7,554 7,422
Other: 77,515: 8,531 16,105 11,787 53,475 47,456 73,793 75,349: 3,722 2,167
: : :
: : Changes in Commitments from: June 9, 2015 :
: -19,574: -727 3,786 -12,650 -6,469 -9,976 -19,846 -18,840: 272 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.0 22.7 51.3 50.5 94.4 95.2: 5.6 4.8
Old : 100.0: 35.4 31.9 18.3 40.1 43.8 93.9 94.0: 6.1 6.0
Other: 100.0: 11.0 20.8 15.2 69.0 61.2 95.2 97.2: 4.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 110 104 113 132 119 306 289:
Old : 360: 119 94 77 117 106 265 249:
Other: 248: 55 57 48 109 82 194 163:
:----------------------------------------------------------------------------------------------------
: 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 12.9 21.1 23.7 9.3 11.9 16.5 21.0
Old : 14.0 16.4 25.4 27.4 11.5 15.0 20.8 24.1
Other: 16.6 22.2 29.0 36.3 15.0 19.2 22.7 28.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 86,514: 63,935 10,567 1,260 7,960 72,984 73,156 84,811: 13,358 1,703
Old : 86,514: 63,935 10,567 1,260 7,960 72,984 73,156 84,811: 13,358 1,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -19,175: -9,475 1 -3,069 -5,041 -16,078 -17,585 -19,146: -1,590 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 12.2 1.5 9.2 84.4 84.6 98.0: 15.4 2.0
Old : 100.0: 73.9 12.2 1.5 9.2 84.4 84.6 98.0: 15.4 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 : 194: 155 20 15 14 6 177 34:
Old : 194: 155 20 15 14 6 177 34:
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 : 32.4 85.3 41.0 93.2 31.9 85.3 40.5 93.1
Old : 32.4 85.3 41.0 93.2 31.9 85.3 40.5 93.1
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, June 16, 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 : 401,938: 55,522 58,371 5,373 316,348 319,578 377,243 383,322: 24,695 18,617
Old : 401,938: 55,522 58,371 5,373 316,348 319,578 377,243 383,322: 24,695 18,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 36,971: 7,559 -9,813 270 25,467 43,516 33,296 33,973: 3,675 2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.5 1.3 78.7 79.5 93.9 95.4: 6.1 4.6
Old : 100.0: 13.8 14.5 1.3 78.7 79.5 93.9 95.4: 6.1 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 : 287: 50 54 14 117 124 175 185:
Old : 287: 50 54 14 117 124 175 185:
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 : 34.5 35.4 44.4 43.7 30.2 33.7 39.7 40.4
Old : 34.5 35.4 44.4 43.7 30.2 33.7 39.7 40.4
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 16, 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 : 156,207: 37,400 11,774 3,965 107,580 136,916 148,945 152,655: 7,262 3,552
Old : 156,207: 37,400 11,774 3,965 107,580 136,916 148,945 152,655: 7,262 3,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 8,665: -350 -487 590 8,662 8,596 8,902 8,699: -237 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.5 2.5 68.9 87.7 95.4 97.7: 4.6 2.3
Old : 100.0: 23.9 7.5 2.5 68.9 87.7 95.4 97.7: 4.6 2.3
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 : 106: 24 4 4 60 50 85 58:
Old : 106: 24 4 4 60 50 85 58:
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 : 38.4 41.4 52.4 63.9 36.2 39.2 49.9 60.8
Old : 38.4 41.4 52.4 63.9 36.2 39.2 49.9 60.8
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 with Delta-adjusted Options and Futures Combined, June 16, 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 : 420,496: 106,422 57,691 17,840 260,101 326,490 384,363 402,021: 36,133 18,475
Old : 420,496: 106,422 57,691 17,840 260,101 326,490 384,363 402,021: 36,133 18,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 24,748: -4,014 5,409 1,754 9,349 7,136 7,089 14,299: 17,659 10,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.7 4.2 61.9 77.6 91.4 95.6: 8.6 4.4
Old : 100.0: 25.3 13.7 4.2 61.9 77.6 91.4 95.6: 8.6 4.4
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 : 230: 68 38 22 93 77 172 127:
Old : 230: 68 38 22 93 77 172 127:
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 : 24.0 25.9 38.1 43.4 16.0 25.8 25.7 39.0
Old : 24.0 25.9 38.1 43.4 16.0 25.8 25.7 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015