COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 217,399: 77,033 19,006 33,267 90,799 155,099 201,099 207,372: 16,301 10,027
Old : 215,737: 76,992 18,967 33,214 89,291 153,545 199,496 205,726: 16,241 10,011
Other: 1,662: 51 50 43 1,508 1,553 1,602 1,646: 60 16
: : :
: : Changes in Commitments from: July 14, 2015 :
: -2,968: -4,151 -1,004 -350 3,412 -2,382 -1,090 -3,736: -1,878 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.7 15.3 41.8 71.3 92.5 95.4: 7.5 4.6
Old : 100.0: 35.7 8.8 15.4 41.4 71.2 92.5 95.4: 7.5 4.6
Other: 100.0: 3.1 3.0 2.6 90.7 93.4 96.4 99.0: 3.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 114 59 72 65 68 213 169:
Old : 263: 114 60 72 63 68 211 169:
Other: 29: 3 2 2 12 14 15 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 30.1 21.8 42.4 11.9 25.3 20.6 36.8
Old : 12.4 30.3 21.6 42.5 12.0 25.9 20.8 37.2
Other: 80.6 73.4 92.5 85.9 77.9 73.4 89.8 85.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 14,101: 1,562 4,774 1,256 9,545 6,544 12,363 12,574: 1,738 1,527
Old : 13,179: 1,569 4,774 1,198 8,813 5,741 11,579 11,712: 1,600 1,466
Other: 923: 3 10 48 733 804 784 862: 139 61
: : :
: : Changes in Commitments from: July 14, 2015 :
: -361: -13 160 49 -357 -649 -322 -440: -39 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.9 8.9 67.7 46.4 87.7 89.2: 12.3 10.8
Old : 100.0: 11.9 36.2 9.1 66.9 43.6 87.9 88.9: 12.1 11.1
Other: 100.0: 0.3 1.1 5.2 79.4 87.1 85.0 93.4: 15.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 14 25 9 27 13 46 43:
Old : 70: 15 24 9 27 13 46 43:
Other: 17: 2 2 4 9 5 13 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 : 27.1 41.7 45.6 59.4 27.1 40.2 45.4 54.7
Old : 28.0 41.7 45.2 57.5 28.0 40.4 44.9 53.8
Other: 60.3 82.1 78.1 93.1 60.3 77.7 75.1 83.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 282,767: 95,757 26,290 67,266 104,052 182,707 267,075 276,262: 15,692 6,505
Old : 132,053: 73,106 33,816 21,829 26,370 71,426 121,305 127,071: 10,748 4,983
Other: 150,714: 40,060 9,883 28,028 77,681 111,280 145,770 149,192: 4,944 1,522
: : :
: : Changes in Commitments from: July 14, 2015 :
: 3,357: 256 -3 3,178 1,041 -446 4,474 2,729: -1,117 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.3 23.8 36.8 64.6 94.5 97.7: 5.5 2.3
Old : 100.0: 55.4 25.6 16.5 20.0 54.1 91.9 96.2: 8.1 3.8
Other: 100.0: 26.6 6.6 18.6 51.5 73.8 96.7 99.0: 3.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 126 41 71 50 52 210 138:
Old : 229: 102 61 39 32 49 155 128:
Other: 161: 78 20 44 46 41 138 91:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 34.3 23.4 46.0 12.3 26.9 19.3 36.0
Old : 16.1 25.8 28.3 37.7 15.7 20.8 26.3 30.2
Other: 21.2 42.0 33.3 55.3 19.0 33.2 27.4 45.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 974,482: 234,065 215,192 174,850 490,540 506,974 899,455 897,016: 75,027 77,466
Old : 974,482: 234,065 215,192 174,850 490,540 506,974 899,455 897,016: 75,027 77,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 17,537: -7,039 48,048 6,355 20,394 -47,141 19,710 7,262: -2,172 10,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.1 17.9 50.3 52.0 92.3 92.1: 7.7 7.9
Old : 100.0: 24.0 22.1 17.9 50.3 52.0 92.3 92.1: 7.7 7.9
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 : 253: 74 76 77 90 84 207 200:
Old : 253: 74 76 77 90 84 207 200:
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 : 11.3 13.7 20.8 24.2 10.2 11.3 18.2 18.8
Old : 11.3 13.7 20.8 24.2 10.2 11.3 18.2 18.8
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 21, 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 : 211,044: 39,250 53,548 48,780 111,132 99,222 199,163 201,551: 11,881 9,493
Old : 110,111: 42,987 48,451 15,884 44,444 39,413 103,315 103,748: 6,796 6,363
Other: 100,933: 10,845 19,679 18,314 66,688 59,809 95,848 97,803: 5,085 3,130
: : :
: : Changes in Commitments from: July 14, 2015 :
: 3,765: 759 795 2,541 674 513 3,973 3,849: -208 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 25.4 23.1 52.7 47.0 94.4 95.5: 5.6 4.5
Old : 100.0: 39.0 44.0 14.4 40.4 35.8 93.8 94.2: 6.2 5.8
Other: 100.0: 10.7 19.5 18.1 66.1 59.3 95.0 96.9: 5.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 103 110 115 141 124 306 302:
Old : 355: 102 105 58 108 98 234 237:
Other: 282: 62 72 66 125 104 228 206:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.9 22.0 23.8 10.0 10.6 17.9 19.2
Old : 17.1 21.3 29.5 31.7 15.5 16.5 26.1 26.0
Other: 17.9 19.5 28.8 33.0 12.9 15.5 20.7 23.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 99,016: 70,940 8,790 2,050 9,221 85,534 82,212 96,374: 16,804 2,642
Old : 99,016: 70,940 8,790 2,050 9,221 85,534 82,212 96,374: 16,804 2,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 9,969: 7,139 3,627 40 743 5,430 7,923 9,097: 2,047 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 8.9 2.1 9.3 86.4 83.0 97.3: 17.0 2.7
Old : 100.0: 71.6 8.9 2.1 9.3 86.4 83.0 97.3: 17.0 2.7
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 : 220: 185 17 20 12 8 206 37:
Old : 220: 185 17 20 12 8 206 37:
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 : 27.8 87.2 36.1 92.7 27.3 87.0 35.6 92.4
Old : 27.8 87.2 36.1 92.7 27.3 87.0 35.6 92.4
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 21, 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 : 345,706: 45,777 50,275 4,945 273,957 276,757 324,679 331,978: 21,026 13,728
Old : 345,706: 45,777 50,275 4,945 273,957 276,757 324,679 331,978: 21,026 13,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -3,769: -2,584 -5,639 1,005 -2,519 908 -4,098 -3,726: 329 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.5 1.4 79.2 80.1 93.9 96.0: 6.1 4.0
Old : 100.0: 13.2 14.5 1.4 79.2 80.1 93.9 96.0: 6.1 4.0
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 : 261: 46 47 11 102 101 158 149:
Old : 261: 46 47 11 102 101 158 149:
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 : 36.6 40.3 47.2 49.5 35.0 40.3 44.5 49.5
Old : 36.6 40.3 47.2 49.5 35.0 40.3 44.5 49.5
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 21, 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 : 148,929: 36,156 4,165 4,501 100,902 136,764 141,559 145,430: 7,370 3,499
Old : 148,929: 36,156 4,165 4,501 100,902 136,764 141,559 145,430: 7,370 3,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,208: -492 666 95 -105 760 -502 1,521: 1,710 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.8 3.0 67.8 91.8 95.1 97.7: 4.9 2.3
Old : 100.0: 24.3 2.8 3.0 67.8 91.8 95.1 97.7: 4.9 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 : 108: 20 7 2 54 49 74 58:
Old : 108: 20 7 2 54 49 74 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 : 38.9 48.4 53.7 69.0 35.8 48.4 50.2 68.4
Old : 38.9 48.4 53.7 69.0 35.8 48.4 50.2 68.4
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 21, 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 : 408,227: 99,344 51,827 18,990 272,757 327,738 391,091 398,555: 17,136 9,672
Old : 408,227: 99,344 51,827 18,990 272,757 327,738 391,091 398,555: 17,136 9,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 14,349: 4,536 -874 -210 10,146 16,960 14,472 15,876: -123 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.7 4.7 66.8 80.3 95.8 97.6: 4.2 2.4
Old : 100.0: 24.3 12.7 4.7 66.8 80.3 95.8 97.6: 4.2 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 : 237: 59 45 16 89 82 157 134:
Old : 237: 59 45 16 89 82 157 134:
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 : 27.2 24.3 41.8 40.6 19.1 23.6 31.5 35.7
Old : 27.2 24.3 41.8 40.6 19.1 23.6 31.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015