COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 233,798: 64,801 38,665 48,290 107,183 129,659 220,274 216,614: 13,524 17,185
Old : 227,623: 64,764 38,663 47,659 102,000 124,260 214,423 210,582: 13,200 17,041
Other: 6,175: 135 100 533 5,183 5,399 5,851 6,032: 324 143
: : :
: : Changes in Commitments from: September 15, 2015 :
: 10,561: -4,943 10,993 5,939 9,642 -9,602 10,637 7,329: -76 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.5 20.7 45.8 55.5 94.2 92.6: 5.8 7.4
Old : 100.0: 28.5 17.0 20.9 44.8 54.6 94.2 92.5: 5.8 7.5
Other: 100.0: 2.2 1.6 8.6 83.9 87.4 94.8 97.7: 5.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 110 82 81 68 72 210 207:
Old : 280: 112 81 81 65 72 207 207:
Other: 57: 6 7 8 23 25 34 36:
:----------------------------------------------------------------------------------------------------
: 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 22.4 22.7 31.6 12.1 16.2 19.8 24.9
Old : 13.3 22.5 22.7 31.2 12.2 16.8 20.2 24.9
Other: 50.4 59.5 66.3 79.7 47.2 59.5 61.2 72.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 14,594: 2,281 3,265 1,426 9,083 8,496 12,790 13,187: 1,804 1,407
Old : 10,556: 2,403 3,220 706 6,065 5,384 9,174 9,310: 1,382 1,246
Other: 4,038: 77 245 521 3,018 3,111 3,617 3,878: 421 160
: : :
: : Changes in Commitments from: September 15, 2015 :
: 416: -137 713 40 461 -750 364 3: 52 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 22.4 9.8 62.2 58.2 87.6 90.4: 12.4 9.6
Old : 100.0: 22.8 30.5 6.7 57.5 51.0 86.9 88.2: 13.1 11.8
Other: 100.0: 1.9 6.1 12.9 74.7 77.1 89.6 96.0: 10.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 20 9 26 10 52 35:
Old : 69: 23 17 8 24 10 49 33:
Other: 36: 3 11 8 18 9 29 20:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 44.2 44.2 62.7 26.6 40.4 43.9 56.2
Old : 27.8 38.9 45.8 61.2 27.8 38.3 45.8 58.0
Other: 44.2 66.7 66.1 84.0 44.0 57.0 56.2 65.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 268,364: 75,228 23,589 67,939 110,918 170,107 254,085 261,635: 14,280 6,729
Old : 250,258: 74,775 17,933 66,042 95,698 159,840 236,515 243,814: 13,743 6,443
Other: 18,107: 1,996 7,199 354 15,219 10,267 17,570 17,821: 537 286
: : :
: : Changes in Commitments from: September 15, 2015 :
: 25,095: 3,740 2,613 9,627 10,622 12,230 23,989 24,469: 1,106 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.8 25.3 41.3 63.4 94.7 97.5: 5.3 2.5
Old : 100.0: 29.9 7.2 26.4 38.2 63.9 94.5 97.4: 5.5 2.6
Other: 100.0: 11.0 39.8 2.0 84.1 56.7 97.0 98.4: 3.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 103 58 72 58 51 205 147:
Old : 238: 104 60 72 57 51 204 146:
Other: 46: 7 11 5 18 16 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 : 17.9 33.1 27.2 43.7 12.1 20.2 17.6 28.2
Old : 16.9 31.1 26.0 42.1 10.6 19.9 16.5 27.9
Other: 76.5 69.9 89.6 83.5 74.9 65.5 83.3 78.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 934,280: 209,951 166,779 161,199 493,831 536,577 864,981 864,555: 69,299 69,726
Old : 934,280: 209,951 166,779 161,199 493,831 536,577 864,981 864,555: 69,299 69,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,167: -4,043 14,594 8,065 12,503 -24,615 16,525 -1,957: -13,358 5,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.9 17.3 52.9 57.4 92.6 92.5: 7.4 7.5
Old : 100.0: 22.5 17.9 17.3 52.9 57.4 92.6 92.5: 7.4 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 : 234: 71 64 76 87 81 200 186:
Old : 234: 71 64 76 87 81 200 186:
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 : 11.8 21.5 20.8 31.4 9.7 17.4 17.2 25.6
Old : 11.8 21.5 20.8 31.4 9.7 17.4 17.2 25.6
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, September 22, 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 : 224,764: 38,719 63,362 51,824 120,822 100,043 211,366 215,229: 13,398 9,535
Old : 211,635: 39,303 65,347 46,337 113,519 90,913 199,158 202,597: 12,477 9,038
Other: 13,130: 3,639 2,237 1,265 7,304 9,130 12,208 12,632: 922 498
: : :
: : Changes in Commitments from: September 15, 2015 :
: 8,427: 290 1,506 4,941 2,589 2,179 7,821 8,626: 607 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 28.2 23.1 53.8 44.5 94.0 95.8: 6.0 4.2
Old : 100.0: 18.6 30.9 21.9 53.6 43.0 94.1 95.7: 5.9 4.3
Other: 100.0: 27.7 17.0 9.6 55.6 69.5 93.0 96.2: 7.0 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 118 128 123 142 119 320 324:
Old : 414: 117 133 118 140 117 316 319:
Other: 108: 18 14 13 59 38 80 62:
:----------------------------------------------------------------------------------------------------
: 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 13.4 20.6 23.1 9.0 10.5 15.7 18.3
Old : 12.7 13.8 21.6 23.7 9.5 10.6 16.9 19.0
Other: 38.9 37.7 50.8 55.5 36.3 36.8 45.1 51.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 68,614: 51,488 10,811 1,442 6,217 54,608 59,147 66,861: 9,467 1,753
Old : 68,614: 51,488 10,811 1,442 6,217 54,608 59,147 66,861: 9,467 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,067: 1,636 593 2 59 2,225 1,697 2,821: 1,369 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 15.8 2.1 9.1 79.6 86.2 97.4: 13.8 2.6
Old : 100.0: 75.0 15.8 2.1 9.1 79.6 86.2 97.4: 13.8 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 : 152: 109 25 14 10 8 127 41:
Old : 152: 109 25 14 10 8 127 41:
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 : 36.1 80.4 47.0 88.4 35.4 80.4 46.3 88.1
Old : 36.1 80.4 47.0 88.4 35.4 80.4 46.3 88.1
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, September 22, 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 : 372,947: 42,758 70,613 4,840 310,098 280,420 357,696 355,873: 15,251 17,074
Old : 372,947: 42,758 70,613 4,840 310,098 280,420 357,696 355,873: 15,251 17,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -44,146: 6,043 -558 -110 -36,538 -32,441 -30,605 -33,109: -13,541 -11,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.9 1.3 83.1 75.2 95.9 95.4: 4.1 4.6
Old : 100.0: 11.5 18.9 1.3 83.1 75.2 95.9 95.4: 4.1 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 : 269: 31 68 12 96 108 135 180:
Old : 269: 31 68 12 96 108 135 180:
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 : 41.1 34.9 53.2 44.5 38.4 34.9 49.6 43.3
Old : 41.1 34.9 53.2 44.5 38.4 34.9 49.6 43.3
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, September 22, 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 : 149,536: 44,212 8,678 2,879 95,624 133,937 142,715 145,494: 6,821 4,042
Old : 149,536: 44,212 8,678 2,879 95,624 133,937 142,715 145,494: 6,821 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -15,433: 2,686 5,294 -7,785 -9,289 -12,000 -14,388 -14,491: -1,045 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 5.8 1.9 63.9 89.6 95.4 97.3: 4.6 2.7
Old : 100.0: 29.6 5.8 1.9 63.9 89.6 95.4 97.3: 4.6 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 : 112: 18 8 3 54 52 72 63:
Old : 112: 18 8 3 54 52 72 63:
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 45.2 53.5 61.9 37.0 45.0 51.5 61.8
Old : 38.9 45.2 53.5 61.9 37.0 45.0 51.5 61.8
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, September 22, 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 : 475,415: 122,165 103,634 10,072 330,271 348,166 462,508 461,872: 12,907 13,543
Old : 475,415: 122,165 103,634 10,072 330,271 348,166 462,508 461,872: 12,907 13,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -48,071: -2,181 7,856 -7,532 -32,343 -53,933 -42,056 -53,609: -6,015 5,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.8 2.1 69.5 73.2 97.3 97.2: 2.7 2.8
Old : 100.0: 25.7 21.8 2.1 69.5 73.2 97.3 97.2: 2.7 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 : 252: 60 52 20 87 87 157 149:
Old : 252: 60 52 20 87 87 157 149:
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 : 28.1 18.6 42.8 31.4 21.0 16.9 32.1 25.8
Old : 28.1 18.6 42.8 31.4 21.0 16.9 32.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015