COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 242,656: 86,234 29,037 43,406 98,305 159,832 227,945 232,274: 14,710 10,382
Old : 238,120: 86,202 28,999 42,854 94,521 155,925 223,577 227,778: 14,543 10,342
Other: 4,536: 104 110 480 3,784 3,906 4,369 4,496: 167 40
: : :
: : Changes in Commitments from: August 11, 2015 :
: 11,150: 12,556 -10,258 -427 -1,913 26,446 10,216 15,761: 934 -4,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 12.0 17.9 40.5 65.9 93.9 95.7: 6.1 4.3
Old : 100.0: 36.2 12.2 18.0 39.7 65.5 93.9 95.7: 6.1 4.3
Other: 100.0: 2.3 2.4 10.6 83.4 86.1 96.3 99.1: 3.7 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 133 66 85 66 73 230 198:
Old : 291: 135 67 85 64 73 228 198:
Other: 47: 5 5 6 21 20 28 29:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 27.5 20.9 38.2 11.2 22.6 18.9 32.7
Old : 11.5 27.8 20.5 38.1 11.0 23.2 18.8 32.8
Other: 59.2 59.3 77.4 84.4 57.8 59.3 68.9 74.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 15,904: 3,064 2,474 1,846 8,856 10,451 13,766 14,771: 2,138 1,133
Old : 14,283: 3,040 2,404 1,546 7,718 9,258 12,305 13,208: 1,978 1,075
Other: 1,621: 31 76 293 1,137 1,193 1,461 1,562: 160 59
: : :
: : Changes in Commitments from: August 11, 2015 :
: 93: 237 -264 1 103 496 341 233: -249 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.6 11.6 55.7 65.7 86.6 92.9: 13.4 7.1
Old : 100.0: 21.3 16.8 10.8 54.0 64.8 86.2 92.5: 13.8 7.5
Other: 100.0: 1.9 4.7 18.1 70.2 73.6 90.1 96.4: 9.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 14 10 23 11 50 32:
Old : 64: 21 16 10 23 11 50 32:
Other: 23: 6 3 6 10 5 17 13:
:----------------------------------------------------------------------------------------------------
: 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 53.5 43.2 70.4 26.3 49.6 43.2 65.7
Old : 28.6 53.3 44.2 70.0 28.6 51.6 44.2 66.4
Other: 61.4 75.0 76.4 92.0 43.1 54.7 54.8 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 215,926: 65,681 24,684 41,793 96,688 143,389 204,162 209,867: 11,764 6,059
Old : 1,276: 804 7 0 472 1,130 1,276 1,137: 0 139
Other: 214,650: 65,688 25,488 40,982 96,216 142,259 202,886 208,730: 11,764 5,920
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,978: -4,231 664 360 445 -3,963 -3,427 -2,939: -552 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.4 19.4 44.8 66.4 94.6 97.2: 5.4 2.8
Old : 100.0: 63.0 0.5 0.0 37.0 88.6 100.0 89.1: 0.0 10.9
Other: 100.0: 30.6 11.9 19.1 44.8 66.3 94.5 97.2: 5.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 84 53 63 55 49 172 135:
Old : 8: 1 2 0 2 4 3 6:
Other: 207: 85 53 61 55 49 171 134:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 30.5 28.7 42.2 16.0 21.7 23.8 30.9
Old : 100.0 88.6 100.0 89.1 99.6 88.2 99.6 88.7
Other: 18.6 30.7 28.7 42.3 15.9 21.8 23.7 31.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,059,558: 233,508 246,292 229,362 524,883 510,762 987,753 986,417: 71,805 73,142
Old : 1,059,558: 233,508 246,292 229,362 524,883 510,762 987,753 986,417: 71,805 73,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,660: 4,829 7,670 3,307 -1,734 -2,367 6,402 8,610: -3,742 -5,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.2 21.6 49.5 48.2 93.2 93.1: 6.8 6.9
Old : 100.0: 22.0 23.2 21.6 49.5 48.2 93.2 93.1: 6.8 6.9
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 : 271: 82 80 90 93 86 219 221:
Old : 271: 82 80 90 93 86 219 221:
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 : 11.1 13.6 20.1 23.0 9.4 9.7 16.5 16.8
Old : 11.1 13.6 20.1 23.0 9.4 9.7 16.5 16.8
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, August 18, 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 : 195,201: 42,868 33,456 43,882 98,771 109,775 185,522 187,114: 9,679 8,087
Old : 20,498: 9,437 2,441 3 9,751 17,083 19,191 19,527: 1,307 971
Other: 174,703: 38,786 36,370 38,524 89,020 92,692 166,331 167,587: 8,372 7,116
: : :
: : Changes in Commitments from: August 11, 2015 :
: -29,334: -1,787 -11,993 -13,313 -10,834 -488 -25,934 -25,794: -3,399 -3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.1 22.5 50.6 56.2 95.0 95.9: 5.0 4.1
Old : 100.0: 46.0 11.9 0.0 47.6 83.3 93.6 95.3: 6.4 4.7
Other: 100.0: 22.2 20.8 22.1 51.0 53.1 95.2 95.9: 4.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 120 95 116 133 121 314 291:
Old : 146: 29 21 1 53 51 83 73:
Other: 377: 118 100 109 130 114 304 279:
:----------------------------------------------------------------------------------------------------
: 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 17.1 23.0 28.5 9.8 11.5 16.0 19.2
Old : 41.1 62.3 59.4 79.8 41.1 62.2 58.5 78.1
Other: 14.5 16.6 23.5 27.9 10.9 12.6 17.1 20.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 105,388: 74,053 11,230 2,615 14,484 89,581 91,152 103,426: 14,236 1,962
Old : 105,388: 74,053 11,230 2,615 14,484 89,581 91,152 103,426: 14,236 1,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3,356: 2,289 4,958 -1,024 3,418 -533 4,683 3,401: -1,327 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 10.7 2.5 13.7 85.0 86.5 98.1: 13.5 1.9
Old : 100.0: 70.3 10.7 2.5 13.7 85.0 86.5 98.1: 13.5 1.9
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 : 209: 170 16 20 16 8 195 39:
Old : 209: 170 16 20 16 8 195 39:
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 : 31.4 89.0 43.0 94.6 30.7 87.1 40.4 89.5
Old : 31.4 89.0 43.0 94.6 30.7 87.1 40.4 89.5
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 18, 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 : 371,595: 34,533 80,678 4,448 313,734 270,141 352,715 355,267: 18,879 16,327
Old : 371,595: 34,533 80,678 4,448 313,734 270,141 352,715 355,267: 18,879 16,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 14,925: -1,161 6,769 -269 15,574 8,390 14,144 14,890: 781 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 21.7 1.2 84.4 72.7 94.9 95.6: 5.1 4.4
Old : 100.0: 9.3 21.7 1.2 84.4 72.7 94.9 95.6: 5.1 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 : 263: 40 52 9 105 104 152 158:
Old : 263: 40 52 9 105 104 152 158:
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 : 39.0 38.2 50.7 47.5 37.1 38.2 47.8 47.2
Old : 39.0 38.2 50.7 47.5 37.1 38.2 47.8 47.2
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, August 18, 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 : 156,519: 40,535 3,071 5,240 104,011 144,355 149,786 152,666: 6,733 3,853
Old : 156,519: 40,535 3,071 5,240 104,011 144,355 149,786 152,666: 6,733 3,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,599: 387 -210 189 1,105 989 1,681 968: -82 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.0 3.3 66.5 92.2 95.7 97.5: 4.3 2.5
Old : 100.0: 25.9 2.0 3.3 66.5 92.2 95.7 97.5: 4.3 2.5
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 : 109: 22 6 3 55 48 77 57:
Old : 109: 22 6 3 55 48 77 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 : 36.6 49.2 51.1 69.9 33.3 49.2 47.5 69.3
Old : 36.6 49.2 51.1 69.9 33.3 49.2 47.5 69.3
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 18, 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 : 426,694: 117,581 70,017 12,910 285,276 332,690 415,767 415,617: 10,927 11,077
Old : 426,694: 117,581 70,017 12,910 285,276 332,690 415,767 415,617: 10,927 11,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,509: 7,429 8,914 -383 196 -5,951 7,242 2,580: -5,733 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.4 3.0 66.9 78.0 97.4 97.4: 2.6 2.6
Old : 100.0: 27.6 16.4 3.0 66.9 78.0 97.4 97.4: 2.6 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 : 246: 68 43 20 89 83 170 133:
Old : 246: 68 43 20 89 83 170 133:
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 25.2 42.1 40.4 19.3 24.1 34.0 36.7
Old : 26.0 25.2 42.1 40.4 19.3 24.1 34.0 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015