COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 227,587: 82,502 23,011 39,242 91,995 154,367 213,739 216,620: 13,848 10,967
Old : 222,831: 82,478 22,971 38,728 87,994 150,205 209,200 211,904: 13,631 10,927
Other: 4,756: 95 112 443 4,001 4,161 4,539 4,716: 217 40
: : :
: : Changes in Commitments from: August 18, 2015 :
: -15,069: -3,732 -6,025 -4,164 -6,310 -5,465 -14,206 -15,654: -863 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 10.1 17.2 40.4 67.8 93.9 95.2: 6.1 4.8
Old : 100.0: 37.0 10.3 17.4 39.5 67.4 93.9 95.1: 6.1 4.9
Other: 100.0: 2.0 2.3 9.3 84.1 87.5 95.4 99.2: 4.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 118 66 74 66 77 217 189:
Old : 277: 121 66 74 64 77 215 189:
Other: 46: 3 7 6 20 20 27 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 : 12.8 26.7 21.7 37.7 12.2 23.1 20.2 33.8
Old : 12.6 27.0 21.6 37.6 12.0 23.7 20.1 34.0
Other: 61.1 56.4 77.5 85.3 58.8 56.3 69.4 74.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 14,359: 2,280 2,625 1,057 9,133 9,333 12,470 13,015: 1,889 1,344
Old : 12,365: 2,362 2,519 659 7,719 7,950 10,740 11,127: 1,626 1,239
Other: 1,994: 29 218 287 1,414 1,384 1,730 1,889: 264 105
: : :
: : Changes in Commitments from: August 18, 2015 :
: -1,544: -785 151 -788 278 -1,118 -1,296 -1,755: -249 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.3 7.4 63.6 65.0 86.8 90.6: 13.2 9.4
Old : 100.0: 19.1 20.4 5.3 62.4 64.3 86.9 90.0: 13.1 10.0
Other: 100.0: 1.4 10.9 14.4 70.9 69.4 86.8 94.7: 13.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 18 18 8 24 10 47 31:
Old : 62: 19 16 7 23 10 46 29:
Other: 29: 2 9 6 14 7 21 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 51.9 49.3 70.1 29.8 49.5 49.3 65.0
Old : 33.4 52.4 51.7 70.2 33.4 52.2 51.4 66.7
Other: 50.1 68.9 66.5 85.0 39.8 51.5 52.5 63.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 217,469: 61,085 22,672 48,212 97,086 141,061 206,383 211,945: 11,087 5,525
Old : 562: 393 3 0 168 425 561 428: 1 134
Other: 216,907: 61,087 23,064 47,817 96,918 140,636 205,822 211,517: 11,086 5,391
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,544: -4,596 -2,012 6,419 398 -2,329 2,221 2,078: -677 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.4 22.2 44.6 64.9 94.9 97.5: 5.1 2.5
Old : 100.0: 69.9 0.5 0.0 29.9 75.6 99.8 76.2: 0.2 23.8
Other: 100.0: 28.2 10.6 22.0 44.7 64.8 94.9 97.5: 5.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 84 52 66 54 51 175 138:
Old : 8: 1 2 0 2 3 3 5:
Other: 210: 85 52 65 54 51 174 138:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 30.0 28.6 42.0 15.9 21.3 23.6 30.8
Old : 99.8 76.0 99.8 76.2 99.8 76.0 99.8 76.2
Other: 18.8 30.1 28.6 42.1 15.9 21.3 23.6 30.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,052,387: 227,673 243,220 232,463 520,803 503,892 980,939 979,576: 71,448 72,811
Old : 1,052,387: 227,673 243,220 232,463 520,803 503,892 980,939 979,576: 71,448 72,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -7,171: -5,835 -3,071 3,101 -4,080 -6,870 -6,814 -6,841: -357 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.1 22.1 49.5 47.9 93.2 93.1: 6.8 6.9
Old : 100.0: 21.6 23.1 22.1 49.5 47.9 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 : 264: 72 84 89 94 85 217 216:
Old : 264: 72 84 89 94 85 217 216:
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 : 11.1 14.6 19.9 24.5 9.4 10.5 16.5 17.6
Old : 11.1 14.6 19.9 24.5 9.4 10.5 16.5 17.6
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 25, 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 : 199,764: 36,638 48,056 47,966 103,996 94,801 188,600 190,824: 11,164 8,940
Old : 143: 0 0 0 140 104 140 104: 3 39
Other: 199,621: 36,638 48,056 47,966 103,856 94,697 188,460 190,720: 11,161 8,901
: : :
: : Changes in Commitments from: August 18, 2015 :
: 4,563: -6,230 14,600 4,084 5,225 -14,974 3,079 3,710: 1,484 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.1 24.0 52.1 47.5 94.4 95.5: 5.6 4.5
Old : 100.0: 0.0 0.0 0.0 97.9 72.7 97.9 72.7: 2.1 27.3
Other: 100.0: 18.4 24.1 24.0 52.0 47.4 94.4 95.5: 5.6 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 114 107 114 133 115 302 299:
Old : 11: 0 0 0 4 8 4 8:
Other: 386: 114 107 114 133 113 302 297:
:----------------------------------------------------------------------------------------------------
: 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 16.7 20.9 26.6 9.9 11.0 15.8 19.0
Old : 97.9 68.5 97.9 72.7 86.7 59.4 86.7 61.5
Other: 12.3 16.7 20.9 26.6 9.9 11.1 15.8 19.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 101,347: 67,279 15,191 3,960 20,392 79,323 91,631 98,473: 9,716 2,874
Old : 101,347: 67,279 15,191 3,960 20,392 79,323 91,631 98,473: 9,716 2,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -4,040: -6,774 3,961 1,345 5,909 -10,259 479 -4,953: -4,519 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 15.0 3.9 20.1 78.3 90.4 97.2: 9.6 2.8
Old : 100.0: 66.4 15.0 3.9 20.1 78.3 90.4 97.2: 9.6 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 : 161: 114 26 21 14 9 136 51:
Old : 161: 114 26 21 14 9 136 51:
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 : 42.3 82.2 54.5 88.9 38.7 79.3 48.9 82.8
Old : 42.3 82.2 54.5 88.9 38.7 79.3 48.9 82.8
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 25, 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 : 384,509: 33,987 75,484 4,145 328,625 286,266 366,757 365,895: 17,752 18,614
Old : 384,509: 33,987 75,484 4,145 328,625 286,266 366,757 365,895: 17,752 18,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 12,914: -546 -5,194 -304 14,891 16,125 14,041 10,628: -1,127 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.6 1.1 85.5 74.4 95.4 95.2: 4.6 4.8
Old : 100.0: 8.8 19.6 1.1 85.5 74.4 95.4 95.2: 4.6 4.8
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 : 274: 38 64 14 102 114 149 183:
Old : 274: 38 64 14 102 114 149 183:
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 : 39.8 34.6 52.9 43.6 38.4 34.6 50.1 43.4
Old : 39.8 34.6 52.9 43.6 38.4 34.6 50.1 43.4
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, August 25, 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 : 157,842: 37,801 3,478 4,789 108,796 145,986 151,386 154,253: 6,456 3,589
Old : 157,842: 37,801 3,478 4,789 108,796 145,986 151,386 154,253: 6,456 3,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,323: -2,734 407 -451 4,785 1,631 1,600 1,587: -277 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 2.2 3.0 68.9 92.5 95.9 97.7: 4.1 2.3
Old : 100.0: 23.9 2.2 3.0 68.9 92.5 95.9 97.7: 4.1 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 : 111: 20 7 2 53 49 73 58:
Old : 111: 20 7 2 53 49 73 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 : 37.3 46.9 53.8 67.5 34.2 46.9 50.5 67.5
Old : 37.3 46.9 53.8 67.5 34.2 46.9 50.5 67.5
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 25, 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 : 445,370: 124,505 90,487 10,445 300,214 332,271 435,164 433,203: 10,206 12,167
Old : 445,370: 124,505 90,487 10,445 300,214 332,271 435,164 433,203: 10,206 12,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 18,676: 6,924 20,470 -2,465 14,938 -419 19,397 17,586: -721 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.3 2.3 67.4 74.6 97.7 97.3: 2.3 2.7
Old : 100.0: 28.0 20.3 2.3 67.4 74.6 97.7 97.3: 2.3 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 : 249: 63 49 19 93 80 167 137:
Old : 249: 63 49 19 93 80 167 137:
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 : 25.2 24.1 40.7 37.2 18.6 20.9 32.8 31.6
Old : 25.2 24.1 40.7 37.2 18.6 20.9 32.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015