COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 237,621: 65,280 39,163 49,261 109,608 131,398 224,150 219,823: 13,471 17,798
Old : 230,965: 65,236 39,252 48,405 104,187 125,637 217,829 213,294: 13,136 17,671
Other: 6,656: 229 96 672 5,421 5,762 6,321 6,529: 335 127
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,823: 480 499 971 2,425 1,739 3,876 3,209: -53 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.5 20.7 46.1 55.3 94.3 92.5: 5.7 7.5
Old : 100.0: 28.2 17.0 21.0 45.1 54.4 94.3 92.3: 5.7 7.7
Other: 100.0: 3.4 1.4 10.1 81.4 86.6 95.0 98.1: 5.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 109 84 82 68 73 209 211:
Old : 281: 111 84 82 65 73 206 211:
Other: 58: 9 6 8 21 25 34 35:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 22.2 23.3 30.9 11.7 15.0 19.5 23.2
Old : 14.1 22.2 23.4 30.5 11.9 15.4 19.8 23.2
Other: 48.8 56.2 66.0 77.1 46.4 56.2 62.0 70.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 18,056: 1,677 6,043 1,762 12,097 8,100 15,535 15,905: 2,521 2,151
Old : 11,158: 1,395 5,898 831 7,172 2,672 9,398 9,401: 1,760 1,757
Other: 6,898: 429 292 785 4,924 5,427 6,138 6,504: 760 395
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,462: -604 2,778 336 3,013 -396 2,745 2,718: 717 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 33.5 9.8 67.0 44.9 86.0 88.1: 14.0 11.9
Old : 100.0: 12.5 52.9 7.4 64.3 23.9 84.2 84.3: 15.8 15.7
Other: 100.0: 6.2 4.2 11.4 71.4 78.7 89.0 94.3: 11.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 25 24 7 26 9 51 40:
Old : 71: 20 24 7 25 7 45 38:
Other: 45: 12 8 7 22 9 39 19:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 34.5 42.8 53.0 25.5 28.2 41.0 45.1
Old : 26.3 33.2 44.0 50.2 26.3 33.2 41.3 49.1
Other: 35.8 60.5 55.4 80.1 35.8 51.1 52.5 65.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 268,336: 73,139 20,852 69,932 111,386 170,031 254,457 260,815: 13,880 7,522
Old : 247,238: 71,818 16,252 66,945 94,943 156,785 233,707 239,983: 13,532 7,256
Other: 21,098: 4,164 7,443 143 16,443 13,246 20,750 20,832: 348 266
: : :
: : Changes in Commitments from: September 22, 2015 :
: -28: -2,088 -2,737 1,993 468 -76 372 -821: -400 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.8 26.1 41.5 63.4 94.8 97.2: 5.2 2.8
Old : 100.0: 29.0 6.6 27.1 38.4 63.4 94.5 97.1: 5.5 2.9
Other: 100.0: 19.7 35.3 0.7 77.9 62.8 98.4 98.7: 1.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 100 58 75 58 51 199 152:
Old : 233: 99 61 75 57 51 198 151:
Other: 46: 10 8 5 18 16 29 28:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 32.9 28.5 42.7 11.8 17.8 17.4 25.5
Old : 18.5 30.5 27.2 40.7 10.5 19.2 16.6 26.4
Other: 78.9 72.7 91.5 86.5 77.5 67.8 85.5 81.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 941,763: 218,521 130,447 178,707 475,704 575,829 872,932 884,983: 68,831 56,779
Old : 941,763: 218,521 130,447 178,707 475,704 575,829 872,932 884,983: 68,831 56,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 7,482: 8,569 -36,332 17,508 -18,127 39,252 7,951 20,429: -468 -12,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.9 19.0 50.5 61.1 92.7 94.0: 7.3 6.0
Old : 100.0: 23.2 13.9 19.0 50.5 61.1 92.7 94.0: 7.3 6.0
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 : 230: 76 59 77 81 78 194 181:
Old : 230: 76 59 77 81 78 194 181:
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 : 12.0 24.5 21.1 36.1 9.6 19.9 17.1 28.8
Old : 12.0 24.5 21.1 36.1 9.6 19.9 17.1 28.8
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, September 29, 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 : 228,081: 39,639 60,012 53,576 122,591 105,347 215,806 218,935: 12,275 9,146
Old : 214,055: 40,320 62,237 47,611 114,847 95,650 202,778 205,497: 11,277 8,558
Other: 14,027: 3,696 2,153 1,587 7,744 9,698 13,028 13,438: 999 589
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,317: 919 -3,350 1,752 1,769 5,304 4,440 3,706: -1,123 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.3 23.5 53.7 46.2 94.6 96.0: 5.4 4.0
Old : 100.0: 18.8 29.1 22.2 53.7 44.7 94.7 96.0: 5.3 4.0
Other: 100.0: 26.4 15.4 11.3 55.2 69.1 92.9 95.8: 7.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 119 118 129 142 118 320 320:
Old : 405: 122 120 124 140 116 316 315:
Other: 109: 17 14 12 60 37 81 59:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 13.7 21.2 24.0 8.9 10.7 15.3 18.3
Old : 13.0 14.1 21.5 24.4 9.4 10.7 16.5 18.9
Other: 38.8 36.1 51.3 53.5 35.1 35.6 44.4 49.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 71,748: 54,511 8,905 1,734 6,292 58,639 62,538 69,278: 9,210 2,470
Old : 71,748: 54,511 8,905 1,734 6,292 58,639 62,538 69,278: 9,210 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,134: 3,024 -1,906 291 75 4,031 3,390 2,417: -257 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 12.4 2.4 8.8 81.7 87.2 96.6: 12.8 3.4
Old : 100.0: 76.0 12.4 2.4 8.8 81.7 87.2 96.6: 12.8 3.4
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 : 134: 97 21 13 10 7 113 36:
Old : 134: 97 21 13 10 7 113 36:
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 : 40.3 83.6 51.3 89.6 39.5 83.4 50.5 89.4
Old : 40.3 83.6 51.3 89.6 39.5 83.4 50.5 89.4
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, September 29, 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 : 385,194: 43,878 73,071 3,245 321,095 294,465 368,218 370,781: 16,976 14,414
Old : 385,194: 43,878 73,071 3,245 321,095 294,465 368,218 370,781: 16,976 14,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 12,247: 1,121 2,458 -1,596 10,997 14,045 10,522 14,908: 1,725 -2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 19.0 0.8 83.4 76.4 95.6 96.3: 4.4 3.7
Old : 100.0: 11.4 19.0 0.8 83.4 76.4 95.6 96.3: 4.4 3.7
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 : 262: 34 61 11 92 109 133 174:
Old : 262: 34 61 11 92 109 133 174:
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 : 43.1 34.3 54.8 43.7 40.5 34.3 51.3 42.9
Old : 43.1 34.3 54.8 43.7 40.5 34.3 51.3 42.9
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 29, 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 : 157,198: 45,648 9,189 2,726 101,373 140,499 149,747 152,414: 7,451 4,784
Old : 157,198: 45,648 9,189 2,726 101,373 140,499 149,747 152,414: 7,451 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 7,662: 1,436 511 -153 5,749 6,562 7,032 6,920: 630 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.8 1.7 64.5 89.4 95.3 97.0: 4.7 3.0
Old : 100.0: 29.0 5.8 1.7 64.5 89.4 95.3 97.0: 4.7 3.0
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 : 113: 18 11 3 49 54 68 67:
Old : 113: 18 11 3 49 54 68 67:
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 : 39.3 43.2 56.0 59.9 37.8 43.1 54.4 59.8
Old : 39.3 43.2 56.0 59.9 37.8 43.1 54.4 59.8
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 29, 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 : 470,532: 128,639 107,502 10,110 318,043 341,796 456,792 459,408: 13,740 11,124
Old : 470,532: 128,639 107,502 10,110 318,043 341,796 456,792 459,408: 13,740 11,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -4,883: 6,474 3,868 38 -12,228 -6,370 -5,716 -2,464: 833 -2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 22.8 2.1 67.6 72.6 97.1 97.6: 2.9 2.4
Old : 100.0: 27.3 22.8 2.1 67.6 72.6 97.1 97.6: 2.9 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 : 250: 59 53 18 88 84 157 145:
Old : 250: 59 53 18 88 84 157 145:
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 : 28.7 18.9 41.9 31.8 20.9 16.3 31.6 26.5
Old : 28.7 18.9 41.9 31.8 20.9 16.3 31.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015