COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 231,506: 73,678 39,295 43,833 100,218 133,385 217,729 216,513: 13,777 14,993
Old : 228,019: 73,644 39,253 43,557 97,243 130,225 214,444 213,035: 13,575 14,984
Other: 3,487: 92 100 218 2,975 3,160 3,285 3,478: 202 9
: : :
: : Changes in Commitments from: August 4, 2015 :
: 8,157: -4,608 10,581 4,785 9,186 -11,006 9,363 4,360: -1,206 3,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 17.0 18.9 43.3 57.6 94.0 93.5: 6.0 6.5
Old : 100.0: 32.3 17.2 19.1 42.6 57.1 94.0 93.4: 6.0 6.6
Other: 100.0: 2.6 2.9 6.3 85.3 90.6 94.2 99.7: 5.8 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 109 91 81 66 69 211 210:
Old : 289: 110 92 81 65 69 210 210:
Other: 40: 4 5 5 18 17 24 25:
:----------------------------------------------------------------------------------------------------
: 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 23.0 20.3 33.3 11.5 18.9 19.6 28.4
Old : 11.8 23.2 19.9 33.0 11.3 19.1 19.4 28.3
Other: 60.7 71.1 76.9 87.9 59.2 71.1 75.4 85.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 15,811: 2,828 2,738 1,844 8,752 9,956 13,424 14,538: 2,387 1,273
Old : 14,301: 2,822 2,699 1,554 7,782 8,847 12,158 13,101: 2,143 1,200
Other: 1,510: 13 46 283 971 1,108 1,267 1,437: 243 73
: : :
: : Changes in Commitments from: August 4, 2015 :
: 402: 835 -1,098 153 -269 1,632 720 688: -318 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 17.3 11.7 55.4 63.0 84.9 91.9: 15.1 8.1
Old : 100.0: 19.7 18.9 10.9 54.4 61.9 85.0 91.6: 15.0 8.4
Other: 100.0: 0.9 3.0 18.7 64.3 73.4 83.9 95.2: 16.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 14 10 23 11 49 33:
Old : 64: 22 15 10 23 11 49 33:
Other: 19: 4 2 5 9 5 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 53.6 42.0 67.8 25.3 48.7 42.0 62.4
Old : 26.6 53.3 43.1 67.0 26.6 49.5 43.0 63.1
Other: 61.5 75.7 75.2 91.8 38.0 51.5 46.7 58.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 219,904: 69,912 24,020 41,433 96,243 147,352 207,589 212,805: 12,315 7,099
Old : 22,491: 8,908 11,835 1,030 10,703 7,646 20,641 20,511: 1,850 1,980
Other: 197,413: 64,029 15,210 37,378 85,540 139,706 186,948 192,294: 10,465 5,119
: : :
: : Changes in Commitments from: August 4, 2015 :
: -46,328: -11,711 1,225 -27,663 -5,179 -18,162 -44,553 -44,599: -1,775 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.9 18.8 43.8 67.0 94.4 96.8: 5.6 3.2
Old : 100.0: 39.6 52.6 4.6 47.6 34.0 91.8 91.2: 8.2 8.8
Other: 100.0: 32.4 7.7 18.9 43.3 70.8 94.7 97.4: 5.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 87 50 58 51 52 171 132:
Old : 97: 30 22 4 26 23 57 48:
Other: 200: 84 49 54 50 49 165 122:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 31.8 26.7 43.2 14.9 23.9 22.6 33.2
Old : 31.3 45.7 51.9 60.2 27.1 39.3 43.5 50.8
Other: 17.5 33.9 27.5 44.5 16.1 27.4 23.9 36.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,056,898: 228,679 238,622 226,055 526,616 513,129 981,351 977,806: 75,547 79,092
Old : 1,056,898: 228,679 238,622 226,055 526,616 513,129 981,351 977,806: 75,547 79,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 49,487: -1,270 6,809 28,188 24,445 15,031 51,363 50,029: -1,876 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.6 21.4 49.8 48.6 92.9 92.5: 7.1 7.5
Old : 100.0: 21.6 22.6 21.4 49.8 48.6 92.9 92.5: 7.1 7.5
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 : 267: 82 78 86 93 86 217 216:
Old : 267: 82 78 86 93 86 217 216:
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 : 11.0 13.0 19.8 22.6 9.5 9.8 16.6 16.7
Old : 11.0 13.0 19.8 22.6 9.5 9.8 16.6 16.7
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, August 11, 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 : 224,535: 44,655 45,449 57,195 109,606 110,264 211,456 212,908: 13,079 11,627
Old : 69,633: 31,472 21,131 8,574 24,464 34,903 64,510 64,608: 5,123 5,025
Other: 154,902: 27,364 38,499 34,440 85,142 75,361 146,946 148,300: 7,956 6,602
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,279: 3,696 -10,690 472 -7,015 6,742 -2,847 -3,475: 1,568 2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.2 25.5 48.8 49.1 94.2 94.8: 5.8 5.2
Old : 100.0: 45.2 30.3 12.3 35.1 50.1 92.6 92.8: 7.4 7.2
Other: 100.0: 17.7 24.9 22.2 55.0 48.7 94.9 95.7: 5.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 119 107 138 132 123 330 311:
Old : 322: 103 79 54 92 94 221 202:
Other: 344: 99 98 96 121 101 268 253:
:----------------------------------------------------------------------------------------------------
: 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 14.8 21.4 24.9 8.7 9.6 15.1 17.1
Old : 17.4 24.9 27.0 35.6 17.0 24.7 25.7 35.3
Other: 16.3 17.1 25.0 27.8 10.2 14.0 17.6 21.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 102,031: 71,765 6,272 3,638 11,066 90,114 86,469 100,025: 15,562 2,006
Old : 102,031: 71,765 6,272 3,638 11,066 90,114 86,469 100,025: 15,562 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,059: -867 -1,357 1,299 769 693 1,201 634: -142 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 6.1 3.6 10.8 88.3 84.7 98.0: 15.3 2.0
Old : 100.0: 70.3 6.1 3.6 10.8 88.3 84.7 98.0: 15.3 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 : 215: 178 13 20 17 9 203 37:
Old : 215: 178 13 20 17 9 203 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 : 27.9 90.3 36.0 94.8 27.4 89.5 35.3 92.3
Old : 27.9 90.3 36.0 94.8 27.4 89.5 35.3 92.3
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, August 11, 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 : 356,669: 35,694 73,908 4,718 298,160 261,751 338,572 340,377: 18,098 16,292
Old : 356,669: 35,694 73,908 4,718 298,160 261,751 338,572 340,377: 18,098 16,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 10,653: -540 9,492 1,128 10,437 -1,749 11,025 8,871: -372 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 20.7 1.3 83.6 73.4 94.9 95.4: 5.1 4.6
Old : 100.0: 10.0 20.7 1.3 83.6 73.4 94.9 95.4: 5.1 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 : 264: 43 53 10 102 105 154 159:
Old : 264: 43 53 10 102 105 154 159:
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 38.6 49.5 47.9 36.8 38.6 47.1 47.8
Old : 38.4 38.6 49.5 47.9 36.8 38.6 47.1 47.8
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, August 11, 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 : 154,920: 40,148 3,281 5,051 102,906 143,366 148,105 151,698: 6,815 3,222
Old : 154,920: 40,148 3,281 5,051 102,906 143,366 148,105 151,698: 6,815 3,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -256: 1,708 -1,324 48 -2,462 1,590 -706 314: 450 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.1 3.3 66.4 92.5 95.6 97.9: 4.4 2.1
Old : 100.0: 25.9 2.1 3.3 66.4 92.5 95.6 97.9: 4.4 2.1
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: 24 6 2 52 48 76 56:
Old : 111: 24 6 2 52 48 76 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 : 36.4 49.3 51.8 70.3 32.9 49.3 47.9 69.8
Old : 36.4 49.3 51.8 70.3 32.9 49.3 47.9 69.8
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, August 11, 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 : 425,185: 110,152 61,103 13,293 285,080 338,641 408,525 413,037: 16,660 12,148
Old : 425,185: 110,152 61,103 13,293 285,080 338,641 408,525 413,037: 16,660 12,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,164: 3,056 2,455 -1,186 -1,014 -357 856 912: 308 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.4 3.1 67.0 79.6 96.1 97.1: 3.9 2.9
Old : 100.0: 25.9 14.4 3.1 67.0 79.6 96.1 97.1: 3.9 2.9
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 : 243: 61 47 20 87 85 161 139:
Old : 243: 61 47 20 87 85 161 139:
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 : 26.0 23.9 42.2 37.5 19.9 21.9 35.0 33.8
Old : 26.0 23.9 42.2 37.5 19.9 21.9 35.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015