COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 219,427: 78,404 22,918 34,496 91,342 151,456 204,242 208,870: 15,185 10,557
Old : 217,677: 78,370 22,897 34,397 89,800 149,832 202,567 207,126: 15,110 10,551
Other: 1,750: 72 59 61 1,542 1,624 1,675 1,744: 75 6
: : :
: : Changes in Commitments from: July 21, 2015 :
: 2,028: 1,372 3,912 1,229 543 -3,643 3,143 1,498: -1,115 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.4 15.7 41.6 69.0 93.1 95.2: 6.9 4.8
Old : 100.0: 36.0 10.5 15.8 41.3 68.8 93.1 95.2: 6.9 4.8
Other: 100.0: 4.1 3.4 3.5 88.1 92.8 95.7 99.7: 4.3 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 117 62 74 64 66 216 173:
Old : 269: 119 62 74 63 66 215 173:
Other: 37: 3 3 2 13 20 16 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 : 12.4 29.1 21.5 40.7 11.9 24.4 20.4 35.1
Old : 12.4 29.3 21.3 40.7 12.0 24.9 20.5 35.5
Other: 72.3 74.6 85.4 86.2 69.8 74.6 82.9 86.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 14,625: 1,550 4,393 1,523 9,499 7,075 12,573 12,991: 2,052 1,634
Old : 13,282: 1,550 4,391 1,278 8,588 6,060 11,416 11,729: 1,867 1,554
Other: 1,343: 3 6 242 912 1,014 1,157 1,262: 186 81
: : :
: : Changes in Commitments from: July 21, 2015 :
: 524: -12 -381 267 -46 530 210 416: 314 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 30.0 10.4 65.0 48.4 86.0 88.8: 14.0 11.2
Old : 100.0: 11.7 33.1 9.6 64.7 45.6 85.9 88.3: 14.1 11.7
Other: 100.0: 0.2 0.4 18.0 67.9 75.5 86.2 94.0: 13.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 20 9 26 12 45 38:
Old : 64: 16 19 9 26 12 45 38:
Other: 17: 3 1 4 9 5 13 9:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 44.5 44.0 61.5 26.1 41.4 43.6 55.5
Old : 27.5 44.5 44.8 60.1 27.5 43.0 44.3 56.4
Other: 62.7 78.6 76.9 92.7 40.4 53.4 50.0 58.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 271,120: 87,245 22,775 68,374 102,534 172,597 258,152 263,746: 12,968 7,374
Old : 114,200: 60,131 34,646 21,186 25,192 53,005 106,509 108,837: 7,691 5,363
Other: 156,919: 44,476 5,491 29,825 77,341 119,592 151,643 154,909: 5,276 2,011
: : :
: : Changes in Commitments from: July 21, 2015 :
: -11,647: -8,512 -3,515 1,108 -1,518 -10,109 -8,923 -12,516: -2,725 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.4 25.2 37.8 63.7 95.2 97.3: 4.8 2.7
Old : 100.0: 52.7 30.3 18.6 22.1 46.4 93.3 95.3: 6.7 4.7
Other: 100.0: 28.3 3.5 19.0 49.3 76.2 96.6 98.7: 3.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 103 46 68 51 55 189 142:
Old : 206: 77 64 39 35 47 135 127:
Other: 167: 77 24 40 47 47 139 96:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 31.6 24.8 43.4 12.4 23.6 19.6 32.3
Old : 17.0 21.2 30.4 33.8 16.6 16.1 28.0 26.4
Other: 20.8 40.8 33.5 53.4 19.1 33.3 27.9 43.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 989,334: 235,819 230,916 186,285 492,958 494,025 915,062 911,226: 74,272 78,108
Old : 989,334: 235,819 230,916 186,285 492,958 494,025 915,062 911,226: 74,272 78,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 14,852: 1,754 15,724 11,435 2,418 -12,949 15,607 14,210: -755 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 23.3 18.8 49.8 49.9 92.5 92.1: 7.5 7.9
Old : 100.0: 23.8 23.3 18.8 49.8 49.9 92.5 92.1: 7.5 7.9
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 : 256: 77 76 79 91 84 209 204:
Old : 256: 77 76 79 91 84 209 204:
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 13.4 20.3 23.5 10.0 11.1 17.7 18.3
Old : 11.0 13.4 20.3 23.5 10.0 11.1 17.7 18.3
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, July 28, 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 : 226,066: 39,348 59,139 54,526 119,573 102,904 213,447 216,569: 12,619 9,497
Old : 109,130: 43,624 49,078 15,655 43,192 38,366 102,470 103,099: 6,660 6,031
Other: 116,936: 13,776 28,112 20,820 76,381 64,538 110,977 113,470: 5,959 3,466
: : :
: : Changes in Commitments from: July 21, 2015 :
: 15,022: 98 5,590 5,746 8,441 3,682 14,284 15,019: 738 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.2 24.1 52.9 45.5 94.4 95.8: 5.6 4.2
Old : 100.0: 40.0 45.0 14.3 39.6 35.2 93.9 94.5: 6.1 5.5
Other: 100.0: 11.8 24.0 17.8 65.3 55.2 94.9 97.0: 5.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 116 122 118 142 124 319 317:
Old : 371: 106 119 61 104 96 243 243:
Other: 301: 78 73 68 127 101 240 213:
:----------------------------------------------------------------------------------------------------
: 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 12.7 21.9 23.0 9.2 10.1 16.9 18.0
Old : 17.4 19.6 29.5 29.7 16.1 16.5 25.5 25.8
Other: 18.9 20.0 28.5 33.3 11.9 16.9 19.9 26.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 96,499: 69,743 8,686 1,625 9,729 84,238 81,097 94,549: 15,402 1,949
Old : 96,499: 69,743 8,686 1,625 9,729 84,238 81,097 94,549: 15,402 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -2,517: -1,198 -103 -425 508 -1,296 -1,115 -1,824: -1,403 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 9.0 1.7 10.1 87.3 84.0 98.0: 16.0 2.0
Old : 100.0: 72.3 9.0 1.7 10.1 87.3 84.0 98.0: 16.0 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 : 203: 170 14 15 15 7 194 28:
Old : 203: 170 14 15 15 7 194 28:
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 : 28.4 90.5 37.3 95.2 27.9 90.3 36.6 94.8
Old : 28.4 90.5 37.3 95.2 27.9 90.3 36.6 94.8
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, July 28, 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 : 350,464: 39,150 56,592 5,467 285,605 271,854 330,222 333,914: 20,241 16,550
Old : 350,464: 39,150 56,592 5,467 285,605 271,854 330,222 333,914: 20,241 16,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 4,758: -6,627 6,317 522 11,648 -4,903 5,543 1,936: -785 2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.1 1.6 81.5 77.6 94.2 95.3: 5.8 4.7
Old : 100.0: 11.2 16.1 1.6 81.5 77.6 94.2 95.3: 5.8 4.7
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 : 259: 44 46 10 101 104 152 153:
Old : 259: 44 46 10 101 104 152 153:
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 : 37.7 39.1 48.1 47.0 36.0 39.1 45.5 46.8
Old : 37.7 39.1 48.1 47.0 36.0 39.1 45.5 46.8
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, July 28, 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 : 152,605: 37,679 3,420 4,336 103,279 141,264 145,294 149,020: 7,311 3,585
Old : 152,605: 37,679 3,420 4,336 103,279 141,264 145,294 149,020: 7,311 3,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 3,676: 1,523 -745 -165 2,377 4,500 3,735 3,590: -59 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.2 2.8 67.7 92.6 95.2 97.7: 4.8 2.3
Old : 100.0: 24.7 2.2 2.8 67.7 92.6 95.2 97.7: 4.8 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 : 110: 21 6 2 54 51 75 59:
Old : 110: 21 6 2 54 51 75 59:
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 49.7 51.8 70.2 34.3 49.7 48.5 70.0
Old : 37.3 49.7 51.8 70.2 34.3 49.7 48.5 70.0
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, July 28, 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 : 393,845: 89,200 47,950 22,290 265,269 314,589 376,759 384,829: 17,086 9,016
Old : 393,845: 89,200 47,950 22,290 265,269 314,589 376,759 384,829: 17,086 9,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -14,382: -10,144 -3,877 3,300 -7,488 -13,149 -14,332 -13,726: -50 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 12.2 5.7 67.4 79.9 95.7 97.7: 4.3 2.3
Old : 100.0: 22.6 12.2 5.7 67.4 79.9 95.7 97.7: 4.3 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 : 237: 61 43 18 90 80 161 131:
Old : 237: 61 43 18 90 80 161 131:
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 : 27.0 25.7 41.5 41.2 18.7 24.4 31.1 34.7
Old : 27.0 25.7 41.5 41.2 18.7 24.4 31.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015