COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 226,224: 84,733 27,623 35,005 89,161 154,431 208,900 217,059: 17,325 9,165
Old : 22: 0 0 0 22 3 22 3: 0 19
Other: 226,202: 84,733 27,623 35,005 89,139 154,428 208,878 217,056: 17,325 9,146
: : :
: : Changes in Commitments from: June 23, 2015 :
: 28,903: 17,463 -9,738 6,494 816 32,899 24,773 29,655: 4,130 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 12.2 15.5 39.4 68.3 92.3 95.9: 7.7 4.1
Old : 100.0: 0.0 0.0 0.0 100.0 13.6 100.0 13.6: 0.0 86.4
Other: 100.0: 37.5 12.2 15.5 39.4 68.3 92.3 96.0: 7.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 122 60 64 64 73 215 172:
Old : 3: 0 0 0 1 2 1 2:
Other: 275: 122 60 64 64 73 215 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 29.8 21.2 40.1 11.4 25.9 19.9 35.5
Old : 100.0 13.6 100.0 13.6 100.0 13.6 100.0 13.6
Other: 11.9 29.8 21.2 40.1 11.4 25.9 19.9 35.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 14,138: 1,517 4,461 991 9,859 7,009 12,367 12,461: 1,771 1,677
Old : 13,480: 1,520 4,460 963 9,389 6,471 11,871 11,894: 1,608 1,585
Other: 658: 1 5 24 470 538 495 567: 163 92
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,306: -118 -431 -22 -787 -896 -926 -1,349: -380 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 31.6 7.0 69.7 49.6 87.5 88.1: 12.5 11.9
Old : 100.0: 11.3 33.1 7.1 69.7 48.0 88.1 88.2: 11.9 11.8
Other: 100.0: 0.1 0.7 3.7 71.4 81.7 75.2 86.1: 24.8 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 14 23 7 29 12 46 39:
Old : 67: 15 22 7 29 12 46 39:
Other: 13: 1 2 3 8 5 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 44.6 44.6 62.2 25.1 43.7 44.6 56.5
Old : 26.2 45.2 44.6 61.2 26.2 44.6 44.5 56.8
Other: 62.8 81.1 73.2 86.1 61.0 74.5 64.3 75.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 268,390: 94,923 28,566 53,044 104,163 181,156 252,129 262,765: 16,261 5,624
Old : 134,188: 71,905 28,794 19,582 30,883 81,323 122,370 129,699: 11,818 4,489
Other: 134,202: 35,128 11,883 21,351 73,280 99,833 129,759 133,066: 4,442 1,135
: : :
: : Changes in Commitments from: June 23, 2015 :
: 8,654: 203 -3,055 6,429 1,511 5,074 8,144 8,448: 510 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 10.6 19.8 38.8 67.5 93.9 97.9: 6.1 2.1
Old : 100.0: 53.6 21.5 14.6 23.0 60.6 91.2 96.7: 8.8 3.3
Other: 100.0: 26.2 8.9 15.9 54.6 74.4 96.7 99.2: 3.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 126 34 66 53 51 205 134:
Old : 228: 108 53 39 36 47 159 124:
Other: 150: 68 18 31 48 38 126 78:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 38.6 24.0 50.0 13.0 31.1 20.6 41.2
Old : 14.6 31.4 26.4 44.6 14.6 27.9 25.4 38.5
Other: 23.6 46.1 35.6 60.4 20.7 36.2 30.1 49.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 993,461: 237,057 232,544 174,446 505,804 512,506 917,307 919,496: 76,154 73,964
Old : 993,461: 237,057 232,544 174,446 505,804 512,506 917,307 919,496: 76,154 73,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -23,252: -3,167 -34,927 3,135 -14,601 17,456 -14,633 -14,336: -8,619 -8,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 23.4 17.6 50.9 51.6 92.3 92.6: 7.7 7.4
Old : 100.0: 23.9 23.4 17.6 50.9 51.6 92.3 92.6: 7.7 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 : 258: 80 79 78 86 83 214 197:
Old : 258: 80 79 78 86 83 214 197:
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 : 12.3 14.5 21.3 25.8 10.5 11.0 18.5 18.5
Old : 12.3 14.5 21.3 25.8 10.5 11.0 18.5 18.5
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 30, 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 : 198,989: 40,351 45,843 43,608 103,964 100,310 187,923 189,761: 11,066 9,229
Old : 111,380: 44,009 42,327 17,164 43,196 45,643 104,370 105,134: 7,011 6,247
Other: 87,609: 9,894 17,068 12,892 60,768 54,667 83,553 84,627: 4,056 2,982
: : :
: : Changes in Commitments from: June 23, 2015 :
: -4,620: -1,736 -3,805 2,847 -5,963 -4,630 -4,852 -5,588: 232 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.0 21.9 52.2 50.4 94.4 95.4: 5.6 4.6
Old : 100.0: 39.5 38.0 15.4 38.8 41.0 93.7 94.4: 6.3 5.6
Other: 100.0: 11.3 19.5 14.7 69.4 62.4 95.4 96.6: 4.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 117 101 119 136 123 315 297:
Old : 367: 125 91 64 110 108 255 243:
Other: 271: 62 65 54 116 92 210 183:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.5 20.6 25.2 9.5 11.4 16.3 20.1
Old : 14.9 20.2 26.7 29.9 13.8 15.7 23.3 24.3
Other: 17.6 20.6 30.1 33.4 13.8 17.6 22.5 26.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 83,543: 59,057 7,708 2,681 8,197 71,318 69,935 81,707: 13,608 1,836
Old : 83,543: 59,057 7,708 2,681 8,197 71,318 69,935 81,707: 13,608 1,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -2,645: -4,614 -3,689 737 697 232 -3,180 -2,721: 535 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 9.2 3.2 9.8 85.4 83.7 97.8: 16.3 2.2
Old : 100.0: 70.7 9.2 3.2 9.8 85.4 83.7 97.8: 16.3 2.2
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 : 195: 156 21 16 14 6 178 36:
Old : 195: 156 21 16 14 6 178 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 : 33.1 84.9 42.8 91.8 32.6 84.8 42.0 90.6
Old : 33.1 84.9 42.8 91.8 32.6 84.8 42.0 90.6
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 30, 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 : 355,931: 58,598 52,988 4,960 270,291 284,828 333,848 342,776: 22,082 13,154
Old : 355,931: 58,598 52,988 4,960 270,291 284,828 333,848 342,776: 22,082 13,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 7,980: 962 5,522 582 6,164 4,161 7,709 10,265: 272 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.9 1.4 75.9 80.0 93.8 96.3: 6.2 3.7
Old : 100.0: 16.5 14.9 1.4 75.9 80.0 93.8 96.3: 6.2 3.7
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 : 268: 48 49 9 105 101 158 154:
Old : 268: 48 49 9 105 101 158 154:
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 : 36.7 39.4 46.2 48.6 34.7 39.4 43.7 48.4
Old : 36.7 39.4 46.2 48.6 34.7 39.4 43.7 48.4
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 30, 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 : 148,332: 40,462 3,677 3,609 97,543 137,434 141,614 144,720: 6,718 3,612
Old : 148,332: 40,462 3,677 3,609 97,543 137,434 141,614 144,720: 6,718 3,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,921: 890 -2,244 585 110 3,757 1,585 2,098: 336 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 2.5 2.4 65.8 92.7 95.5 97.6: 4.5 2.4
Old : 100.0: 27.3 2.5 2.4 65.8 92.7 95.5 97.6: 4.5 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 : 111: 26 5 2 54 50 80 57:
Old : 111: 26 5 2 54 50 80 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 : 38.3 50.0 53.2 68.7 35.9 50.0 50.5 68.6
Old : 38.3 50.0 53.2 68.7 35.9 50.0 50.5 68.6
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 30, 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 : 377,381: 103,569 50,636 16,104 238,817 302,398 358,490 369,138: 18,891 8,243
Old : 377,381: 103,569 50,636 16,104 238,817 302,398 358,490 369,138: 18,891 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,914: -3,083 -5,543 2,132 4,863 7,421 3,912 4,010: 2 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.4 4.3 63.3 80.1 95.0 97.8: 5.0 2.2
Old : 100.0: 27.4 13.4 4.3 63.3 80.1 95.0 97.8: 5.0 2.2
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: 64 40 16 88 80 161 127:
Old : 234: 64 40 16 88 80 161 127:
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 : 27.9 25.8 42.8 41.9 19.4 24.0 31.5 37.6
Old : 27.9 25.8 42.8 41.9 19.4 24.0 31.5 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015