COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 246,989: 97,363 32,904 42,886 88,244 159,885 228,493 235,674: 18,496 11,315
Old : 156,472: 76,922 35,252 20,119 46,709 93,005 143,749 148,375: 12,722 8,096
Other: 90,518: 31,330 8,540 11,879 41,535 66,880 84,743 87,299: 5,774 3,219
: : :
: : Changes in Commitments from: April 28, 2015 :
: 19,169: 12,880 3,552 3,417 2,207 12,409 18,504 19,378: 665 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 13.3 17.4 35.7 64.7 92.5 95.4: 7.5 4.6
Old : 100.0: 49.2 22.5 12.9 29.9 59.4 91.9 94.8: 8.1 5.2
Other: 100.0: 34.6 9.4 13.1 45.9 73.9 93.6 96.4: 6.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 123 77 78 60 70 225 188:
Old : 268: 117 75 50 45 61 180 168:
Other: 178: 68 32 33 55 61 142 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 30.3 20.6 40.2 11.2 25.6 18.6 34.5
Old : 11.1 36.9 21.3 45.5 10.9 32.2 20.4 40.3
Other: 17.8 27.9 30.5 47.2 17.8 25.3 28.5 42.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 15,952: 1,615 5,466 1,592 10,911 7,115 14,117 14,173: 1,835 1,779
Old : 15,780: 1,626 5,466 1,578 10,787 7,025 13,991 14,069: 1,790 1,711
Other: 172: 0 11 2 124 90 127 104: 45 68
: : :
: : Changes in Commitments from: April 28, 2015 :
: -576: 123 -8 113 -622 -664 -385 -558: -190 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 34.3 10.0 68.4 44.6 88.5 88.8: 11.5 11.2
Old : 100.0: 10.3 34.6 10.0 68.4 44.5 88.7 89.2: 11.3 10.8
Other: 100.0: 0.0 6.5 1.4 72.4 52.4 73.8 60.3: 26.2 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 22 10 25 11 48 42:
Old : 73: 22 22 10 25 11 48 42:
Other: 8: 0 2 2 4 2 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 35.5 46.4 51.5 27.4 28.5 44.7 42.2
Old : 27.7 35.6 46.7 51.5 27.7 28.5 44.7 42.7
Other: 72.4 60.3 73.8 60.3 72.4 58.9 72.4 58.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 230,837: 63,090 23,419 45,789 109,071 154,194 217,950 223,402: 12,887 7,434
Old : 143,970: 53,297 18,316 27,458 53,010 92,095 133,765 137,868: 10,205 6,102
Other: 86,867: 17,597 12,907 10,527 56,061 62,100 84,185 85,534: 2,682 1,333
: : :
: : Changes in Commitments from: April 28, 2015 :
: 4,381: -1,201 513 2,053 2,603 1,908 3,456 4,475: 925 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.1 19.8 47.3 66.8 94.4 96.8: 5.6 3.2
Old : 100.0: 37.0 12.7 19.1 36.8 64.0 92.9 95.8: 7.1 4.2
Other: 100.0: 20.3 14.9 12.1 64.5 71.5 96.9 98.5: 3.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 76 44 52 52 48 159 122:
Old : 191: 72 52 48 45 45 145 119:
Other: 100: 39 9 21 42 30 88 53:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 35.7 30.1 47.3 16.8 23.6 23.8 34.1
Old : 16.3 29.7 27.2 42.4 12.3 21.9 21.1 31.5
Other: 35.8 51.4 46.8 69.3 30.5 41.5 40.8 56.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 966,974: 228,561 198,357 180,413 484,511 519,628 893,486 898,398: 73,489 68,576
Old : 966,974: 228,561 198,357 180,413 484,511 519,628 893,486 898,398: 73,489 68,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -22,824: -1,039 11,049 8,545 -24,141 -44,246 -16,635 -24,651: -6,190 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.5 18.7 50.1 53.7 92.4 92.9: 7.6 7.1
Old : 100.0: 23.6 20.5 18.7 50.1 53.7 92.4 92.9: 7.6 7.1
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 : 242: 78 68 76 82 76 205 183:
Old : 242: 78 68 76 82 76 205 183:
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 : 11.4 15.4 20.5 26.5 10.2 11.5 18.3 18.3
Old : 11.4 15.4 20.5 26.5 10.2 11.5 18.3 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, May 5, 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 : 219,672: 43,696 46,938 53,968 112,477 110,709 210,142 211,616: 9,530 8,056
Old : 161,192: 45,684 45,609 37,028 71,294 71,803 154,007 154,440: 7,186 6,752
Other: 58,480: 5,652 8,969 9,301 41,183 38,906 56,135 57,176: 2,344 1,304
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5,891: -1,162 1,086 4,431 1,527 -744 4,797 4,773: 1,095 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.4 24.6 51.2 50.4 95.7 96.3: 4.3 3.7
Old : 100.0: 28.3 28.3 23.0 44.2 44.5 95.5 95.8: 4.5 4.2
Other: 100.0: 9.7 15.3 15.9 70.4 66.5 96.0 97.8: 4.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 108 109 120 133 123 306 303:
Old : 370: 111 109 93 129 116 286 275:
Other: 213: 49 40 41 102 71 177 132:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 14.5 21.2 23.8 9.1 11.3 16.8 19.5
Old : 15.4 12.8 24.8 23.6 12.6 11.9 20.5 21.1
Other: 18.4 26.6 31.0 42.8 18.1 23.2 26.9 34.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 102,742: 72,717 13,799 2,399 11,696 82,186 86,811 98,384: 15,930 4,358
Old : 102,742: 72,717 13,799 2,399 11,696 82,186 86,811 98,384: 15,930 4,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -10,455: -5,468 180 -1,205 3,216 -6,110 -3,456 -7,136: -6,998 -3,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 13.4 2.3 11.4 80.0 84.5 95.8: 15.5 4.2
Old : 100.0: 70.8 13.4 2.3 11.4 80.0 84.5 95.8: 15.5 4.2
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 : 202: 166 14 18 13 10 187 37:
Old : 202: 166 14 18 13 10 187 37:
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 : 30.2 82.5 40.1 90.5 29.8 82.3 39.7 88.3
Old : 30.2 82.5 40.1 90.5 29.8 82.3 39.7 88.3
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, May 5, 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 : 330,625: 30,142 56,981 7,146 271,356 251,162 308,644 315,289: 21,982 15,336
Old : 330,625: 30,142 56,981 7,146 271,356 251,162 308,644 315,289: 21,982 15,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 18,488: -14,166 7,186 1,433 32,524 9,064 19,791 17,684: -1,304 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.2 2.2 82.1 76.0 93.4 95.4: 6.6 4.6
Old : 100.0: 9.1 17.2 2.2 82.1 76.0 93.4 95.4: 6.6 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 : 251: 36 49 11 101 99 143 153:
Old : 251: 36 49 11 101 99 143 153:
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 : 34.8 37.5 46.3 47.3 32.3 37.5 43.8 46.7
Old : 34.8 37.5 46.3 47.3 32.3 37.5 43.8 46.7
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, May 5, 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 : 147,868: 38,081 10,938 3,608 98,870 130,326 140,559 144,872: 7,309 2,996
Old : 147,868: 38,081 10,938 3,608 98,870 130,326 140,559 144,872: 7,309 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,305: -1,314 -1,049 378 2,871 1,758 1,935 1,087: -630 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.4 2.4 66.9 88.1 95.1 98.0: 4.9 2.0
Old : 100.0: 25.8 7.4 2.4 66.9 88.1 95.1 98.0: 4.9 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 : 102: 22 3 3 52 45 74 51:
Old : 102: 22 3 3 52 45 74 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 : 42.9 42.1 56.9 67.6 40.5 42.1 54.3 67.5
Old : 42.9 42.1 56.9 67.6 40.5 42.1 54.3 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, May 5, 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 : 377,785: 105,061 59,242 10,364 245,336 302,695 360,761 372,301: 17,024 5,484
Old : 377,785: 105,061 59,242 10,364 245,336 302,695 360,761 372,301: 17,024 5,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 252: -2,277 -450 5,408 -2,662 -3,491 469 1,467: -217 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.7 2.7 64.9 80.1 95.5 98.5: 4.5 1.5
Old : 100.0: 27.8 15.7 2.7 64.9 80.1 95.5 98.5: 4.5 1.5
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 : 230: 73 35 12 92 63 171 104:
Old : 230: 73 35 12 92 63 171 104:
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 33.8 41.2 48.6 22.8 33.8 33.6 46.8
Old : 27.0 33.8 41.2 48.6 22.8 33.8 33.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015