COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 197,322: 67,271 37,361 28,511 88,345 121,532 184,126 187,404: 13,195 9,918
Old : 393: 0 0 0 354 228 354 228: 39 165
Other: 196,929: 67,271 37,361 28,511 87,991 121,304 183,772 187,176: 13,156 9,753
: : :
: : Changes in Commitments from: June 16, 2015 :
: -3,593: 2,152 4,289 -2,968 -16 -3,228 -833 -1,908: -2,760 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.9 14.4 44.8 61.6 93.3 95.0: 6.7 5.0
Old : 100.0: 0.0 0.0 0.0 90.1 58.0 90.1 58.0: 9.9 42.0
Other: 100.0: 34.2 19.0 14.5 44.7 61.6 93.3 95.0: 6.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 85 79 59 63 68 178 180:
Old : 7: 0 0 0 3 4 3 4:
Other: 252: 85 79 59 63 68 178 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 24.4 24.2 34.9 13.2 20.3 22.7 29.6
Old : 90.1 58.0 90.1 58.0 90.1 58.0 90.1 58.0
Other: 13.9 24.3 24.1 34.9 13.3 20.4 22.7 29.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 15,444: 1,634 4,892 1,013 10,646 7,905 13,293 13,810: 2,152 1,634
Old : 14,790: 1,633 4,892 986 10,184 7,379 12,802 13,257: 1,988 1,532
Other: 655: 3 1 26 462 526 491 553: 164 102
: : :
: : Changes in Commitments from: June 16, 2015 :
: -1,210: -147 -49 -862 -331 -254 -1,341 -1,165: 131 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 31.7 6.6 68.9 51.2 86.1 89.4: 13.9 10.6
Old : 100.0: 11.0 33.1 6.7 68.9 49.9 86.6 89.6: 13.4 10.4
Other: 100.0: 0.5 0.2 3.9 70.6 80.4 74.9 84.5: 25.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 23 7 30 13 48 42:
Old : 71: 17 23 7 30 13 48 42:
Other: 13: 2 1 3 7 5 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 44.6 44.5 61.6 26.4 43.6 44.5 56.4
Old : 27.5 45.1 44.7 60.7 27.5 44.3 44.3 56.7
Other: 62.5 80.0 73.4 84.5 60.6 73.6 64.3 73.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 259,736: 94,720 31,621 46,615 102,651 176,082 243,986 254,317: 15,751 5,419
Old : 130,494: 70,602 28,623 17,878 30,263 79,598 118,743 126,099: 11,751 4,396
Other: 129,242: 33,384 12,265 19,469 72,389 96,484 125,242 128,219: 4,000 1,023
: : :
: : Changes in Commitments from: June 16, 2015 :
: 7,530: 3,414 833 2,540 1,499 5,103 7,452 8,476: 78 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 12.2 17.9 39.5 67.8 93.9 97.9: 6.1 2.1
Old : 100.0: 54.1 21.9 13.7 23.2 61.0 91.0 96.6: 9.0 3.4
Other: 100.0: 25.8 9.5 15.1 56.0 74.7 96.9 99.2: 3.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 121 34 60 53 51 201 126:
Old : 225: 107 49 36 36 47 158 117:
Other: 148: 64 19 32 47 40 122 80:
:----------------------------------------------------------------------------------------------------
: 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 38.1 24.3 49.5 13.5 31.0 20.8 41.4
Old : 14.5 31.3 26.4 44.5 14.5 27.6 25.6 39.3
Other: 24.2 45.9 35.9 60.7 21.5 36.2 31.4 49.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,016,713: 240,224 267,472 171,310 520,405 495,050 931,940 933,832: 84,773 82,881
Old : 1,016,713: 240,224 267,472 171,310 520,405 495,050 931,940 933,832: 84,773 82,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,010: -1,892 5,103 6,746 -3,727 -8,134 1,127 3,714: -117 -2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 26.3 16.8 51.2 48.7 91.7 91.8: 8.3 8.2
Old : 100.0: 23.6 26.3 16.8 51.2 48.7 91.7 91.8: 8.3 8.2
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 : 263: 86 80 84 88 81 217 206:
Old : 263: 86 80 84 88 81 217 206:
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 14.3 20.3 24.9 10.2 10.1 17.9 17.3
Old : 11.4 14.3 20.3 24.9 10.2 10.1 17.9 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, June 23, 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 : 203,609: 42,088 49,649 40,760 109,927 104,939 192,775 195,348: 10,834 8,261
Old : 120,285: 45,092 45,878 15,766 52,319 52,557 113,178 114,202: 7,107 6,083
Other: 83,324: 9,310 16,084 12,680 57,607 52,383 79,597 81,147: 3,727 2,177
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,507: 971 5,370 -4,881 6,859 3,346 2,948 3,835: -441 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 24.4 20.0 54.0 51.5 94.7 95.9: 5.3 4.1
Old : 100.0: 37.5 38.1 13.1 43.5 43.7 94.1 94.9: 5.9 5.1
Other: 100.0: 11.2 19.3 15.2 69.1 62.9 95.5 97.4: 4.5 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 117 104 115 132 120 308 294:
Old : 363: 122 94 62 110 103 251 240:
Other: 264: 58 68 49 113 88 202 178:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 14.8 21.2 26.0 9.6 11.9 16.6 21.3
Old : 13.9 20.4 25.6 32.5 12.7 17.7 22.3 28.1
Other: 17.1 21.6 29.8 34.9 14.4 18.7 22.2 27.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 86,188: 63,671 11,397 1,944 7,500 71,087 73,115 84,427: 13,073 1,761
Old : 86,188: 63,671 11,397 1,944 7,500 71,087 73,115 84,427: 13,073 1,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -325: -264 830 684 -460 -1,897 -41 -383: -285 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 13.2 2.3 8.7 82.5 84.8 98.0: 15.2 2.0
Old : 100.0: 73.9 13.2 2.3 8.7 82.5 84.8 98.0: 15.2 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 : 182: 147 19 16 13 5 167 34:
Old : 182: 147 19 16 13 5 167 34:
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 : 32.7 84.0 42.6 92.9 32.1 83.9 42.0 92.8
Old : 32.7 84.0 42.6 92.9 32.1 83.9 42.0 92.8
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, June 23, 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 : 347,950: 57,636 47,466 4,377 264,126 280,668 326,140 332,511: 21,811 15,439
Old : 347,950: 57,636 47,466 4,377 264,126 280,668 326,140 332,511: 21,811 15,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -53,988: 2,114 -10,904 -996 -52,221 -38,910 -51,103 -50,810: -2,884 -3,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.6 1.3 75.9 80.7 93.7 95.6: 6.3 4.4
Old : 100.0: 16.6 13.6 1.3 75.9 80.7 93.7 95.6: 6.3 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 : 285: 52 53 12 101 113 159 172:
Old : 285: 52 53 12 101 113 159 172:
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 : 36.4 40.3 46.0 49.1 34.0 40.3 43.1 48.5
Old : 36.4 40.3 46.0 49.1 34.0 40.3 43.1 48.5
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, June 23, 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 : 146,411: 39,572 5,921 3,024 97,433 133,677 140,029 142,622: 6,382 3,789
Old : 146,411: 39,572 5,921 3,024 97,433 133,677 140,029 142,622: 6,382 3,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -9,796: 2,172 -5,853 -941 -10,147 -3,239 -8,916 -10,033: -880 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.0 2.1 66.5 91.3 95.6 97.4: 4.4 2.6
Old : 100.0: 27.0 4.0 2.1 66.5 91.3 95.6 97.4: 4.4 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 : 107: 24 6 2 50 50 74 58:
Old : 107: 24 6 2 50 50 74 58:
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 : 42.1 47.4 57.3 65.8 40.0 47.4 54.9 65.6
Old : 42.1 47.4 57.3 65.8 40.0 47.4 54.9 65.6
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, June 23, 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 : 373,467: 106,652 56,179 13,972 233,954 294,977 354,578 365,128: 18,889 8,339
Old : 373,467: 106,652 56,179 13,972 233,954 294,977 354,578 365,128: 18,889 8,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -47,029: 230 -1,512 -3,868 -26,147 -31,513 -29,785 -36,893: -17,244 -10,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 15.0 3.7 62.6 79.0 94.9 97.8: 5.1 2.2
Old : 100.0: 28.6 15.0 3.7 62.6 79.0 94.9 97.8: 5.1 2.2
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 : 234: 68 40 16 87 75 163 123:
Old : 234: 68 40 16 87 75 163 123:
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 : 26.5 24.9 42.3 41.6 19.3 23.8 30.6 37.5
Old : 26.5 24.9 42.3 41.6 19.3 23.8 30.6 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015