COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 223,349: 78,286 28,713 39,048 91,032 144,392 208,366 212,153: 14,983 11,195
Old : 221,054: 78,238 28,659 38,925 88,978 142,283 206,141 209,866: 14,913 11,187
Other: 2,295: 70 77 100 2,055 2,109 2,225 2,287: 70 8
: : :
: : Changes in Commitments from: July 28, 2015 :
: 3,921: -119 5,795 4,552 -309 -7,064 4,124 3,283: -203 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 12.9 17.5 40.8 64.6 93.3 95.0: 6.7 5.0
Old : 100.0: 35.4 13.0 17.6 40.3 64.4 93.3 94.9: 6.7 5.1
Other: 100.0: 3.1 3.4 4.4 89.5 91.9 96.9 99.7: 3.1 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 121 66 79 63 66 216 185:
Old : 275: 123 66 79 62 66 215 185:
Other: 35: 1 5 2 16 17 19 22:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 27.4 20.9 38.5 11.7 22.9 20.1 33.4
Old : 12.1 27.7 20.7 38.5 11.7 23.4 20.1 33.6
Other: 68.2 78.9 84.2 89.1 66.5 77.0 82.3 85.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 15,409: 1,993 3,836 1,691 9,021 8,324 12,704 13,850: 2,705 1,559
Old : 13,928: 1,984 3,831 1,399 8,077 7,214 11,460 12,444: 2,468 1,484
Other: 1,481: 18 13 283 944 1,110 1,245 1,406: 236 75
: : :
: : Changes in Commitments from: July 28, 2015 :
: 784: 442 -557 168 -479 1,249 132 859: 652 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.9 11.0 58.5 54.0 82.4 89.9: 17.6 10.1
Old : 100.0: 14.2 27.5 10.0 58.0 51.8 82.3 89.3: 17.7 10.7
Other: 100.0: 1.2 0.9 19.1 63.7 75.0 84.0 94.9: 16.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 20 16 8 22 10 44 32:
Old : 59: 19 17 8 22 10 44 32:
Other: 18: 5 1 5 8 5 13 11:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 50.0 42.0 65.0 25.3 44.7 41.6 59.0
Old : 26.7 49.1 42.7 63.9 26.7 44.9 42.5 59.2
Other: 61.1 77.4 75.5 92.4 37.1 52.4 46.3 57.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 266,232: 81,623 22,795 69,096 101,422 165,514 252,142 257,405: 14,090 8,827
Old : 93,935: 42,909 30,570 20,855 22,712 37,085 86,476 88,510: 7,460 5,426
Other: 172,296: 55,412 8,922 31,544 78,710 128,429 165,666 168,895: 6,630 3,402
: : :
: : Changes in Commitments from: July 28, 2015 :
: -4,888: -5,621 20 723 -1,112 -7,084 -6,010 -6,341: 1,122 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.6 26.0 38.1 62.2 94.7 96.7: 5.3 3.3
Old : 100.0: 45.7 32.5 22.2 24.2 39.5 92.1 94.2: 7.9 5.8
Other: 100.0: 32.2 5.2 18.3 45.7 74.5 96.2 98.0: 3.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 101 45 70 53 56 186 146:
Old : 192: 66 62 37 35 44 124 120:
Other: 178: 84 28 49 46 48 148 108:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 31.1 25.3 42.8 12.3 22.2 19.2 30.5
Old : 18.5 20.8 31.3 34.6 15.9 16.5 24.3 25.6
Other: 19.9 39.1 31.0 50.9 18.1 32.1 26.4 41.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,007,411: 229,949 231,812 197,868 502,172 498,098 929,988 927,777: 77,422 79,633
Old : 1,007,411: 229,949 231,812 197,868 502,172 498,098 929,988 927,777: 77,422 79,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 18,077: -5,870 897 11,582 9,214 4,073 14,927 16,551: 3,150 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.0 19.6 49.8 49.4 92.3 92.1: 7.7 7.9
Old : 100.0: 22.8 23.0 19.6 49.8 49.4 92.3 92.1: 7.7 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 : 253: 72 73 78 93 85 206 203:
Old : 253: 72 73 78 93 85 206 203:
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 12.9 19.8 22.5 9.7 10.1 17.3 17.3
Old : 11.0 12.9 19.8 22.5 9.7 10.1 17.3 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, August 04, 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 : 225,814: 40,960 56,139 56,723 116,620 103,522 214,303 216,383: 11,511 9,431
Old : 100,953: 44,737 47,425 11,469 38,753 36,560 94,959 95,454: 5,993 5,499
Other: 124,861: 18,739 31,230 22,737 77,868 66,962 119,343 120,929: 5,517 3,932
: : :
: : Changes in Commitments from: July 28, 2015 :
: -252: 1,612 -3,000 2,196 -2,952 618 856 -187: -1,108 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.9 25.1 51.6 45.8 94.9 95.8: 5.1 4.2
Old : 100.0: 44.3 47.0 11.4 38.4 36.2 94.1 94.6: 5.9 5.4
Other: 100.0: 15.0 25.0 18.2 62.4 53.6 95.6 96.9: 4.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 121 111 131 142 125 329 320:
Old : 367: 109 113 60 102 97 243 238:
Other: 321: 94 79 79 129 102 260 226:
:----------------------------------------------------------------------------------------------------
: 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 13.3 21.6 23.4 8.7 9.8 16.0 17.8
Old : 17.8 21.2 29.5 32.1 16.7 19.8 27.4 30.8
Other: 17.9 19.5 27.4 32.7 11.3 15.7 18.6 24.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 100,973: 72,632 7,630 2,340 10,297 89,421 85,268 99,391: 15,704 1,582
Old : 100,973: 72,632 7,630 2,340 10,297 89,421 85,268 99,391: 15,704 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 4,474: 2,889 -1,057 715 567 5,183 4,171 4,841: 303 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 7.6 2.3 10.2 88.6 84.4 98.4: 15.6 1.6
Old : 100.0: 71.9 7.6 2.3 10.2 88.6 84.4 98.4: 15.6 1.6
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 : 222: 184 16 19 17 7 212 32:
Old : 222: 184 16 19 17 7 212 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 : 28.0 90.6 36.0 94.9 27.5 90.5 35.6 94.5
Old : 28.0 90.6 36.0 94.9 27.5 90.5 35.6 94.5
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, August 04, 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 : 346,016: 36,234 64,417 3,590 287,723 263,500 327,547 331,506: 18,470 14,510
Old : 346,016: 36,234 64,417 3,590 287,723 263,500 327,547 331,506: 18,470 14,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: -4,447: -2,916 7,824 -1,878 2,118 -8,354 -2,676 -2,408: -1,772 -2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.6 1.0 83.2 76.2 94.7 95.8: 5.3 4.2
Old : 100.0: 10.5 18.6 1.0 83.2 76.2 94.7 95.8: 5.3 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 : 267: 43 50 10 104 109 155 161:
Old : 267: 43 50 10 104 109 155 161:
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 : 38.8 38.7 48.7 47.6 37.2 38.6 46.2 47.5
Old : 38.8 38.7 48.7 47.6 37.2 38.6 46.2 47.5
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, August 04, 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 : 155,176: 38,440 4,605 5,003 105,368 141,776 148,811 151,384: 6,365 3,792
Old : 155,176: 38,440 4,605 5,003 105,368 141,776 148,811 151,384: 6,365 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 2,571: 761 1,185 667 2,089 512 3,517 2,364: -946 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.0 3.2 67.9 91.4 95.9 97.6: 4.1 2.4
Old : 100.0: 24.8 3.0 3.2 67.9 91.4 95.9 97.6: 4.1 2.4
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 : 112: 22 7 2 54 50 76 59:
Old : 112: 22 7 2 54 50 76 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 : 36.4 48.6 51.3 69.3 33.1 48.6 47.7 68.8
Old : 36.4 48.6 51.3 69.3 33.1 48.6 47.7 68.8
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, August 04, 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 : 424,021: 107,096 58,648 14,479 286,094 338,998 407,669 412,125: 16,352 11,896
Old : 424,021: 107,096 58,648 14,479 286,094 338,998 407,669 412,125: 16,352 11,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 30,176: 17,896 10,698 -7,811 20,825 24,409 30,910 27,296: -734 2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.8 3.4 67.5 79.9 96.1 97.2: 3.9 2.8
Old : 100.0: 25.3 13.8 3.4 67.5 79.9 96.1 97.2: 3.9 2.8
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: 58 47 19 90 84 160 138:
Old : 243: 58 47 19 90 84 160 138:
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 : 26.4 23.1 41.6 36.7 20.4 21.8 34.2 33.5
Old : 26.4 23.1 41.6 36.7 20.4 21.8 34.2 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2015