COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 237,104: 80,507 43,607 47,146 92,092 134,543 219,746 225,296: 17,358 11,808
Old : 125,348: 56,744 46,849 17,986 40,356 52,877 115,086 117,712: 10,262 7,637
Other: 111,756: 37,162 10,156 15,762 51,736 81,666 104,660 107,584: 7,096 4,172
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,643: -4,515 10,025 3,354 3,524 -10,895 2,364 2,485: -721 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 18.4 19.9 38.8 56.7 92.7 95.0: 7.3 5.0
Old : 100.0: 45.3 37.4 14.3 32.2 42.2 91.8 93.9: 8.2 6.1
Other: 100.0: 33.3 9.1 14.1 46.3 73.1 93.7 96.3: 6.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 103 79 85 58 67 204 197:
Old : 243: 87 82 50 48 57 155 169:
Other: 189: 73 36 41 56 63 151 122:
:----------------------------------------------------------------------------------------------------
: 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 24.2 22.0 33.8 11.8 19.9 19.9 27.4
Old : 14.1 27.1 26.2 38.1 13.6 21.0 24.4 32.1
Other: 16.5 29.3 26.9 46.6 15.8 25.9 25.6 41.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 17,070: 1,756 7,006 1,608 11,724 6,388 15,088 15,002: 1,982 2,068
Old : 16,692: 1,764 7,006 1,592 11,451 6,092 14,808 14,690: 1,884 2,002
Other: 378: 0 9 7 273 296 280 312: 98 66
: : :
: : Changes in Commitments from: May 19, 2015 :
: -234: -54 30 -67 -147 -123 -268 -160: 34 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.0 9.4 68.7 37.4 88.4 87.9: 11.6 12.1
Old : 100.0: 10.6 42.0 9.5 68.6 36.5 88.7 88.0: 11.3 12.0
Other: 100.0: 0.0 2.3 2.0 72.1 78.2 74.1 82.5: 25.9 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 20 29 11 28 12 53 47:
Old : 80: 20 29 11 28 12 53 47:
Other: 10: 0 2 2 7 4 9 6:
:----------------------------------------------------------------------------------------------------
: 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 30.8 44.1 46.5 27.4 25.3 43.7 38.5
Old : 28.0 31.0 44.4 45.8 28.0 25.8 43.8 38.8
Other: 65.3 78.2 73.4 82.5 59.4 68.9 61.0 69.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 273,683: 86,731 23,434 60,519 110,284 181,729 257,535 265,682: 16,148 8,001
Old : 171,444: 71,767 16,982 40,445 45,870 107,404 158,082 164,832: 13,362 6,613
Other: 102,238: 20,723 12,211 14,316 64,414 74,324 99,453 100,850: 2,785 1,388
: : :
: : Changes in Commitments from: May 19, 2015 :
: 8,409: 4,520 1,391 2,830 -328 3,823 7,022 8,045: 1,387 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.6 22.1 40.3 66.4 94.1 97.1: 5.9 2.9
Old : 100.0: 41.9 9.9 23.6 26.8 62.6 92.2 96.1: 7.8 3.9
Other: 100.0: 20.3 11.9 14.0 63.0 72.7 97.3 98.6: 2.7 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 106 42 58 52 54 191 131:
Old : 219: 105 44 53 40 51 170 126:
Other: 119: 42 15 23 48 37 101 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 36.3 25.4 47.4 13.9 26.8 20.7 36.8
Old : 14.0 30.8 23.2 40.9 11.6 23.7 19.4 32.9
Other: 31.5 48.8 43.6 64.6 27.6 39.6 38.0 52.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 1,061,312: 240,864 224,831 198,075 538,311 556,862 977,251 979,768: 84,062 81,544
Old : 1,061,312: 240,864 224,831 198,075 538,311 556,862 977,251 979,768: 84,062 81,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 43,959: 1,483 40,224 17,373 21,376 -22,507 40,233 35,091: 3,727 8,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.2 18.7 50.7 52.5 92.1 92.3: 7.9 7.7
Old : 100.0: 22.7 21.2 18.7 50.7 52.5 92.1 92.3: 7.9 7.7
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 : 243: 78 68 81 80 76 204 188:
Old : 243: 78 68 81 80 76 204 188:
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 : 10.9 15.8 19.3 26.9 9.5 10.9 16.9 17.3
Old : 10.9 15.8 19.3 26.9 9.5 10.9 16.9 17.3
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 26, 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 : 228,704: 41,569 54,310 58,479 116,875 106,313 216,923 219,103: 11,781 9,601
Old : 157,018: 44,862 56,130 34,589 68,526 58,092 147,976 148,811: 9,042 8,207
Other: 71,686: 10,235 11,709 10,361 48,349 48,221 68,946 70,292: 2,739 1,394
: : :
: : Changes in Commitments from: May 19, 2015 :
: 16,116: -870 13,903 6,917 9,047 -5,601 15,094 15,220: 1,022 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.7 25.6 51.1 46.5 94.8 95.8: 5.2 4.2
Old : 100.0: 28.6 35.7 22.0 43.6 37.0 94.2 94.8: 5.8 5.2
Other: 100.0: 14.3 16.3 14.5 67.4 67.3 96.2 98.1: 3.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 129 115 138 134 122 337 325:
Old : 400: 134 115 106 125 112 305 292:
Other: 239: 55 51 47 107 76 191 152:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 12.0 20.1 21.4 8.9 10.3 15.9 18.7
Old : 14.4 13.3 24.4 24.0 11.8 12.3 21.3 21.6
Other: 15.5 23.9 28.4 41.0 14.2 20.7 22.7 29.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 103,824: 69,853 17,521 3,085 14,601 80,628 87,539 101,234: 16,286 2,590
Old : 103,824: 69,853 17,521 3,085 14,601 80,628 87,539 101,234: 16,286 2,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 5,235: 5,475 6,635 -698 -1,310 2,040 3,467 7,978: 1,768 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 16.9 3.0 14.1 77.7 84.3 97.5: 15.7 2.5
Old : 100.0: 67.3 16.9 3.0 14.1 77.7 84.3 97.5: 15.7 2.5
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 : 205: 158 26 18 15 8 183 44:
Old : 205: 158 26 18 15 8 183 44:
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 : 29.0 79.2 40.5 87.8 28.6 78.8 40.1 85.8
Old : 29.0 79.2 40.5 87.8 28.6 78.8 40.1 85.8
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, May 26, 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 : 364,654: 39,891 72,573 5,436 298,841 270,690 344,168 348,699: 20,486 15,955
Old : 364,654: 39,891 72,573 5,436 298,841 270,690 344,168 348,699: 20,486 15,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 16,565: 684 5,313 -480 15,137 10,877 15,341 15,711: 1,224 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 19.9 1.5 82.0 74.2 94.4 95.6: 5.6 4.4
Old : 100.0: 10.9 19.9 1.5 82.0 74.2 94.4 95.6: 5.6 4.4
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 : 268: 41 54 10 104 105 150 164:
Old : 268: 41 54 10 104 105 150 164:
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 : 35.6 36.0 46.7 45.6 33.5 36.0 44.3 45.2
Old : 35.6 36.0 46.7 45.6 33.5 36.0 44.3 45.2
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 26, 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 : 153,599: 39,658 12,223 2,960 103,195 135,368 145,813 150,551: 7,786 3,048
Old : 153,599: 39,658 12,223 2,960 103,195 135,368 145,813 150,551: 7,786 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -1,637: -370 -201 -734 -612 -945 -1,716 -1,880: 79 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.0 1.9 67.2 88.1 94.9 98.0: 5.1 2.0
Old : 100.0: 25.8 8.0 1.9 67.2 88.1 94.9 98.0: 5.1 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 : 108: 22 5 3 54 49 76 57:
Old : 108: 22 5 3 54 49 76 57:
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 : 41.8 40.9 56.2 67.5 39.8 40.9 53.9 67.3
Old : 41.8 40.9 56.2 67.5 39.8 40.9 53.9 67.3
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 26, 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 : 383,234: 106,939 56,352 11,814 245,562 309,790 364,315 377,956: 18,919 5,278
Old : 383,234: 106,939 56,352 11,814 245,562 309,790 364,315 377,956: 18,919 5,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -1,315: -535 -163 -752 -161 1,640 -1,448 725: 133 -2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.7 3.1 64.1 80.8 95.1 98.6: 4.9 1.4
Old : 100.0: 27.9 14.7 3.1 64.1 80.8 95.1 98.6: 4.9 1.4
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 : 231: 68 35 19 92 70 170 114:
Old : 231: 68 35 19 92 70 170 114:
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 : 26.3 32.6 41.0 48.5 21.5 31.9 33.5 45.6
Old : 26.3 32.6 41.0 48.5 21.5 31.9 33.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015