COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 219,879: 82,927 20,899 32,223 86,785 157,158 201,935 210,279: 17,944 9,599
Old : 218,265: 82,910 20,888 32,146 85,328 155,638 200,384 208,673: 17,882 9,592
Other: 1,613: 51 44 43 1,457 1,519 1,551 1,606: 62 7
: : :
: : Changes in Commitments from: June 30, 2015 :
: -6,346: -1,806 -6,724 -2,782 -2,376 2,727 -6,964 -6,780: 619 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 9.5 14.7 39.5 71.5 91.8 95.6: 8.2 4.4
Old : 100.0: 38.0 9.6 14.7 39.1 71.3 91.8 95.6: 8.2 4.4
Other: 100.0: 3.2 2.7 2.7 90.3 94.2 96.2 99.6: 3.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 127 52 70 61 68 220 163:
Old : 269: 127 53 70 61 68 220 163:
Other: 26: 3 2 2 9 14 12 18:
:----------------------------------------------------------------------------------------------------
: 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 31.1 21.0 42.7 11.5 27.1 20.2 38.2
Old : 11.9 31.3 20.9 42.7 11.6 27.7 20.4 38.6
Other: 84.3 75.1 95.1 87.9 81.5 75.1 90.3 87.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 14,417: 1,668 4,500 1,211 9,783 7,170 12,662 12,881: 1,755 1,536
Old : 13,621: 1,662 4,500 1,187 9,166 6,467 12,015 12,154: 1,606 1,466
Other: 796: 6 0 24 618 703 647 726: 149 70
: : :
: : Changes in Commitments from: June 30, 2015 :
: 279: 151 39 219 -76 161 295 420: -16 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 31.2 8.4 67.9 49.7 87.8 89.3: 12.2 10.7
Old : 100.0: 12.2 33.0 8.7 67.3 47.5 88.2 89.2: 11.8 10.8
Other: 100.0: 0.8 0.0 3.0 77.6 88.3 81.3 91.2: 18.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 23 9 29 12 49 42:
Old : 71: 17 23 9 29 12 49 42:
Other: 16: 3 0 3 11 5 14 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 : 24.9 45.6 43.8 63.1 24.9 44.2 43.7 57.8
Old : 25.7 45.8 43.6 61.7 25.7 44.8 43.5 57.1
Other: 60.4 85.3 75.2 91.2 60.4 82.3 72.8 83.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 265,491: 92,786 24,945 52,951 104,058 180,509 249,796 258,406: 15,695 7,085
Old : 129,086: 70,405 26,970 18,502 29,052 78,087 117,959 123,559: 11,127 5,527
Other: 136,405: 35,206 10,799 21,625 75,006 102,422 131,837 134,846: 4,567 1,558
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,899: -2,137 -3,621 -92 -104 -647 -2,333 -4,360: -566 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 9.4 19.9 39.2 68.0 94.1 97.3: 5.9 2.7
Old : 100.0: 54.5 20.9 14.3 22.5 60.5 91.4 95.7: 8.6 4.3
Other: 100.0: 25.8 7.9 15.9 55.0 75.1 96.7 98.9: 3.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 113 38 65 51 51 198 130:
Old : 221: 96 57 37 33 48 148 124:
Other: 149: 68 18 32 47 39 127 77:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 38.1 24.4 49.5 13.2 30.6 21.2 40.5
Old : 16.2 31.0 28.2 43.3 16.2 27.2 27.3 36.7
Other: 23.1 46.3 35.7 60.4 21.0 37.0 29.8 50.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 950,614: 233,380 200,592 166,110 477,841 507,651 877,331 874,353: 73,283 76,261
Old : 950,614: 233,380 200,592 166,110 477,841 507,651 877,331 874,353: 73,283 76,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -42,847: -3,678 -31,953 -8,335 -27,963 -4,855 -39,976 -45,144: -2,871 2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.1 17.5 50.3 53.4 92.3 92.0: 7.7 8.0
Old : 100.0: 24.6 21.1 17.5 50.3 53.4 92.3 92.0: 7.7 8.0
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 : 249: 78 70 75 85 81 210 186:
Old : 249: 78 70 75 85 81 210 186:
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 : 11.6 14.2 20.9 25.2 10.8 11.2 19.2 19.4
Old : 11.6 14.2 20.9 25.2 10.8 11.2 19.2 19.4
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 07, 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 : 211,179: 37,217 54,641 48,875 111,617 98,142 197,708 201,658: 13,470 9,521
Old : 117,751: 43,110 51,094 18,119 47,885 41,763 109,113 110,976: 8,638 6,775
Other: 93,428: 9,824 19,264 15,039 63,732 56,379 88,595 90,682: 4,833 2,746
: : :
: : Changes in Commitments from: June 30, 2015 :
: 12,189: -3,135 8,798 5,267 7,653 -2,168 9,785 11,897: 2,404 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 25.9 23.1 52.9 46.5 93.6 95.5: 6.4 4.5
Old : 100.0: 36.6 43.4 15.4 40.7 35.5 92.7 94.2: 7.3 5.8
Other: 100.0: 10.5 20.6 16.1 68.2 60.3 94.8 97.1: 5.2 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 114 116 118 139 122 317 310:
Old : 376: 118 108 61 114 101 256 246:
Other: 278: 63 69 58 119 92 216 191:
:----------------------------------------------------------------------------------------------------
: 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 13.1 21.4 23.5 10.0 10.8 17.8 19.3
Old : 15.1 20.2 26.2 31.4 13.3 15.2 22.7 26.3
Other: 17.3 19.8 29.3 33.5 13.9 16.8 22.2 25.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 89,638: 64,435 5,075 2,632 8,002 80,582 75,069 88,290: 14,569 1,348
Old : 89,638: 64,435 5,075 2,632 8,002 80,582 75,069 88,290: 14,569 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 6,095: 5,378 -2,633 -49 -195 9,264 5,134 6,583: 961 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 5.7 2.9 8.9 89.9 83.7 98.5: 16.3 1.5
Old : 100.0: 71.9 5.7 2.9 8.9 89.9 83.7 98.5: 16.3 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 : 213: 178 16 15 12 9 198 32:
Old : 213: 178 16 15 12 9 198 32:
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 : 30.0 86.6 38.6 93.2 29.5 86.5 38.0 92.7
Old : 30.0 86.6 38.6 93.2 29.5 86.5 38.0 92.7
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 07, 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 : 348,190: 48,454 54,656 4,314 274,237 275,732 327,005 334,703: 21,185 13,487
Old : 348,190: 48,454 54,656 4,314 274,237 275,732 327,005 334,703: 21,185 13,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -7,741: -10,144 1,668 -645 3,946 -9,096 -6,843 -8,073: -897 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.7 1.2 78.8 79.2 93.9 96.1: 6.1 3.9
Old : 100.0: 13.9 15.7 1.2 78.8 79.2 93.9 96.1: 6.1 3.9
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 : 258: 47 45 7 103 98 154 146:
Old : 258: 47 45 7 103 98 154 146:
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 40.8 47.5 49.9 35.5 40.8 44.8 49.7
Old : 37.7 40.8 47.5 49.9 35.5 40.8 44.8 49.7
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, July 07, 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 : 146,970: 38,636 2,637 3,487 98,588 137,104 140,711 143,228: 6,259 3,742
Old : 146,970: 38,636 2,637 3,487 98,588 137,104 140,711 143,228: 6,259 3,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,362: -1,826 -1,040 -122 1,045 -330 -903 -1,492: -459 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 1.8 2.4 67.1 93.3 95.7 97.5: 4.3 2.5
Old : 100.0: 26.3 1.8 2.4 67.1 93.3 95.7 97.5: 4.3 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 : 109: 22 5 2 53 51 75 58:
Old : 109: 22 5 2 53 51 75 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 : 40.4 48.8 55.9 67.6 37.9 48.8 53.0 67.5
Old : 40.4 48.8 55.9 67.6 37.9 48.8 53.0 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, July 07, 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 : 380,696: 98,959 50,709 18,704 240,975 297,059 358,638 366,472: 22,058 14,224
Old : 380,696: 98,959 50,709 18,704 240,975 297,059 358,638 366,472: 22,058 14,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 3,315: -4,610 73 2,600 2,158 -5,339 148 -2,666: 3,167 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.3 4.9 63.3 78.0 94.2 96.3: 5.8 3.7
Old : 100.0: 26.0 13.3 4.9 63.3 78.0 94.2 96.3: 5.8 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 : 237: 64 43 16 89 79 163 128:
Old : 237: 64 43 16 89 79 163 128:
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 25.2 43.8 41.0 20.1 23.8 32.1 36.0
Old : 29.0 25.2 43.8 41.0 20.1 23.8 32.1 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015