COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 220,368: 81,184 20,010 33,617 87,387 157,481 202,189 211,109: 18,179 9,259
Old : 218,724: 81,144 19,972 33,563 85,889 155,948 200,596 209,482: 18,128 9,242
Other: 1,643: 51 50 43 1,498 1,533 1,592 1,626: 51 17
: : :
: : Changes in Commitments from: July 7, 2015 :
: 489: -1,743 -888 1,394 602 323 253 829: 235 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 9.1 15.3 39.7 71.5 91.8 95.8: 8.2 4.2
Old : 100.0: 37.1 9.1 15.3 39.3 71.3 91.7 95.8: 8.3 4.2
Other: 100.0: 3.1 3.0 2.6 91.2 93.3 96.9 99.0: 3.1 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 125 51 68 63 70 216 166:
Old : 268: 125 52 68 63 70 216 166:
Other: 27: 2 3 2 10 14 13 18:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 30.2 21.8 42.1 12.0 26.0 20.6 37.2
Old : 12.5 30.4 21.6 42.1 12.1 26.6 20.8 37.6
Other: 81.5 74.5 93.5 87.1 78.8 74.5 90.8 87.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 14,462: 1,575 4,614 1,207 9,902 7,193 12,685 13,014: 1,778 1,448
Old : 13,599: 1,588 4,614 1,161 9,217 6,439 11,966 12,214: 1,633 1,384
Other: 863: 2 15 30 686 754 718 800: 145 63
: : :
: : Changes in Commitments from: July 7, 2015 :
: 45: -93 114 -4 119 23 23 134: 23 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 31.9 8.3 68.5 49.7 87.7 90.0: 12.3 10.0
Old : 100.0: 11.7 33.9 8.5 67.8 47.3 88.0 89.8: 12.0 10.2
Other: 100.0: 0.3 1.8 3.5 79.4 87.4 83.2 92.7: 16.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 25 9 29 13 48 45:
Old : 72: 16 25 9 29 13 48 45:
Other: 17: 2 2 4 10 5 14 9:
:----------------------------------------------------------------------------------------------------
: 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 45.6 44.5 62.9 26.3 44.2 44.3 57.8
Old : 27.1 45.8 44.0 61.3 27.1 44.7 43.8 56.7
Other: 59.7 83.4 76.5 92.3 59.7 81.9 75.4 85.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 279,410: 95,501 26,293 64,088 103,011 183,152 262,600 273,533: 16,810 5,877
Old : 133,235: 73,987 32,119 20,485 26,490 76,148 120,962 128,752: 12,273 4,483
Other: 146,175: 37,585 10,246 27,531 76,521 107,004 141,638 144,781: 4,537 1,393
: : :
: : Changes in Commitments from: July 7, 2015 :
: 13,919: 2,715 1,348 11,137 -1,047 2,643 12,804 15,128: 1,115 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.4 22.9 36.9 65.5 94.0 97.9: 6.0 2.1
Old : 100.0: 55.5 24.1 15.4 19.9 57.2 90.8 96.6: 9.2 3.4
Other: 100.0: 25.7 7.0 18.8 52.3 73.2 96.9 99.0: 3.1 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 124 41 71 50 51 210 136:
Old : 231: 102 62 40 34 50 158 130:
Other: 157: 77 16 40 47 38 135 84:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 35.6 23.8 47.2 12.4 28.2 19.9 37.6
Old : 15.6 28.8 27.8 41.2 15.5 24.2 26.1 33.2
Other: 22.4 42.4 34.6 56.3 20.2 33.7 28.4 46.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 956,944: 241,104 167,143 168,496 470,145 554,115 879,745 889,754: 77,199 67,190
Old : 956,944: 241,104 167,143 168,496 470,145 554,115 879,745 889,754: 77,199 67,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 6,330: 7,725 -33,448 2,385 -7,696 46,464 2,414 15,401: 3,916 -9,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.5 17.6 49.1 57.9 91.9 93.0: 8.1 7.0
Old : 100.0: 25.2 17.5 17.6 49.1 57.9 91.9 93.0: 8.1 7.0
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 : 249: 78 69 78 85 81 210 189:
Old : 249: 78 69 78 85 81 210 189:
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 : 11.4 15.7 20.7 26.7 10.4 12.9 18.5 21.7
Old : 11.4 15.7 20.7 26.7 10.4 12.9 18.5 21.7
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, July 14, 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 : 207,279: 38,491 52,754 46,240 110,458 98,708 195,189 197,702: 12,090 9,577
Old : 111,200: 42,466 48,351 15,741 46,008 40,669 104,215 104,761: 6,985 6,439
Other: 96,079: 10,253 18,630 16,271 64,450 58,039 90,974 92,941: 5,104 3,138
: : :
: : Changes in Commitments from: July 7, 2015 :
: -3,900: 1,275 -1,888 -2,635 -1,158 567 -2,519 -3,956: -1,381 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 25.5 22.3 53.3 47.6 94.2 95.4: 5.8 4.6
Old : 100.0: 38.2 43.5 14.2 41.4 36.6 93.7 94.2: 6.3 5.8
Other: 100.0: 10.7 19.4 16.9 67.1 60.4 94.7 96.7: 5.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 100 106 112 138 124 303 293:
Old : 349: 100 101 56 110 97 235 229:
Other: 270: 57 67 60 121 97 217 191:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 13.3 21.7 24.5 9.9 11.2 17.5 20.2
Old : 15.7 22.0 28.3 32.6 14.6 16.9 24.8 27.1
Other: 17.6 19.5 29.4 33.5 13.2 16.6 21.2 24.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 89,047: 63,801 5,162 2,009 8,478 80,104 74,289 87,276: 14,757 1,770
Old : 89,047: 63,801 5,162 2,009 8,478 80,104 74,289 87,276: 14,757 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -591: -633 88 -623 476 -478 -780 -1,013: 189 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 5.8 2.3 9.5 90.0 83.4 98.0: 16.6 2.0
Old : 100.0: 71.6 5.8 2.3 9.5 90.0 83.4 98.0: 16.6 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 : 200: 165 15 15 13 9 187 30:
Old : 200: 165 15 15 13 9 187 30:
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 : 29.0 88.3 38.0 93.7 28.5 88.2 37.4 93.3
Old : 29.0 88.3 38.0 93.7 28.5 88.2 37.4 93.3
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, July 14, 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 : 349,475: 48,361 55,914 3,940 276,477 275,849 328,778 335,703: 20,697 13,771
Old : 349,475: 48,361 55,914 3,940 276,477 275,849 328,778 335,703: 20,697 13,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,285: -93 1,258 -374 2,240 117 1,772 1,001: -488 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.0 1.1 79.1 78.9 94.1 96.1: 5.9 3.9
Old : 100.0: 13.8 16.0 1.1 79.1 78.9 94.1 96.1: 5.9 3.9
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 : 260: 44 51 10 101 98 153 151:
Old : 260: 44 51 10 101 98 153 151:
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 : 37.5 40.5 48.0 49.3 35.7 40.5 45.3 49.2
Old : 37.5 40.5 48.0 49.3 35.7 40.5 45.3 49.2
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, July 14, 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 : 147,721: 36,648 3,499 4,406 101,007 136,004 142,061 143,909: 5,660 3,812
Old : 147,721: 36,648 3,499 4,406 101,007 136,004 142,061 143,909: 5,660 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 751: -1,988 862 919 2,419 -1,100 1,350 681: -599 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.4 3.0 68.4 92.1 96.2 97.4: 3.8 2.6
Old : 100.0: 24.8 2.4 3.0 68.4 92.1 96.2 97.4: 3.8 2.6
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 : 112: 22 7 2 54 51 76 60:
Old : 112: 22 7 2 54 51 76 60:
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 : 40.0 48.3 55.0 67.5 36.9 48.3 51.5 67.0
Old : 40.0 48.3 55.0 67.5 36.9 48.3 51.5 67.0
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, July 14, 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 : 393,878: 94,808 52,701 19,200 262,611 310,778 376,619 382,679: 17,259 11,199
Old : 393,878: 94,808 52,701 19,200 262,611 310,778 376,619 382,679: 17,259 11,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 13,182: -4,151 1,992 496 21,636 13,719 17,981 16,207: -4,799 -3,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.4 4.9 66.7 78.9 95.6 97.2: 4.4 2.8
Old : 100.0: 24.1 13.4 4.9 66.7 78.9 95.6 97.2: 4.4 2.8
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 : 237: 57 47 16 89 80 157 132:
Old : 237: 57 47 16 89 80 157 132:
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 : 28.5 24.0 43.0 40.0 18.8 23.2 31.1 34.9
Old : 28.5 24.0 43.0 40.0 18.8 23.2 31.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2015