COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 223,102: 72,623 25,447 41,158 95,374 143,892 209,156 210,497: 13,946 12,606
Old : 218,245: 72,550 25,440 40,757 91,375 139,537 204,682 205,735: 13,563 12,511
Other: 4,857: 105 38 370 3,999 4,354 4,474 4,762: 383 95
: : :
: : Changes in Commitments from: August 25, 2015 :
: -4,484: -9,878 2,435 1,916 3,379 -10,475 -4,583 -6,123: 99 1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.4 18.4 42.7 64.5 93.7 94.3: 6.3 5.7
Old : 100.0: 33.2 11.7 18.7 41.9 63.9 93.8 94.3: 6.2 5.7
Other: 100.0: 2.2 0.8 7.6 82.3 89.6 92.1 98.0: 7.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 119 62 83 65 74 216 191:
Old : 272: 121 62 83 63 74 214 191:
Other: 45: 2 7 6 20 20 27 28:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 25.8 22.4 36.5 12.9 22.0 21.4 32.4
Old : 13.4 26.1 22.4 36.4 12.8 22.6 21.4 32.5
Other: 61.3 59.0 76.0 84.4 57.3 59.0 67.1 74.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 14,444: 2,640 2,416 1,319 8,797 9,740 12,756 13,475: 1,688 969
Old : 11,423: 2,705 2,309 750 6,593 7,458 10,048 10,517: 1,375 906
Other: 3,021: 69 242 435 2,204 2,281 2,708 2,958: 313 63
: : :
: : Changes in Commitments from: August 25, 2015 :
: 85: 361 -209 262 -336 407 286 460: -201 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.7 9.1 60.9 67.4 88.3 93.3: 11.7 6.7
Old : 100.0: 23.7 20.2 6.6 57.7 65.3 88.0 92.1: 12.0 7.9
Other: 100.0: 2.3 8.0 14.4 73.0 75.5 89.6 97.9: 10.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 25 15 10 22 9 50 31:
Old : 65: 22 17 9 22 9 50 29:
Other: 32: 8 5 8 14 7 23 19:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 54.8 46.0 72.8 28.3 50.4 46.0 67.0
Old : 29.9 53.4 46.9 72.9 29.9 51.9 46.9 70.1
Other: 47.4 68.8 68.8 86.5 41.9 58.3 51.6 67.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 223,284: 63,447 22,273 50,036 98,829 144,987 212,312 217,296: 10,972 5,988
Old : 216,049: 63,335 19,193 49,801 92,087 141,272 205,223 210,266: 10,826 5,783
Other: 7,235: 311 3,279 36 6,742 3,715 7,089 7,030: 146 205
: : :
: : Changes in Commitments from: August 25, 2015 :
: 5,815: 2,362 -399 1,824 1,743 3,926 5,929 5,351: -115 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.0 22.4 44.3 64.9 95.1 97.3: 4.9 2.7
Old : 100.0: 29.3 8.9 23.1 42.6 65.4 95.0 97.3: 5.0 2.7
Other: 100.0: 4.3 45.3 0.5 93.2 51.3 98.0 97.2: 2.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 91 55 70 54 51 185 143:
Old : 220: 92 57 70 52 51 183 143:
Other: 34: 5 3 2 15 15 21 19:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 31.1 27.9 42.6 15.3 22.3 22.5 31.8
Old : 17.2 29.4 26.7 41.2 13.7 20.8 21.1 30.1
Other: 82.0 86.4 90.3 94.2 80.9 86.4 89.1 94.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,039,532: 225,082 210,178 224,732 518,214 534,078 968,028 968,988: 71,504 70,544
Old : 1,039,532: 225,082 210,178 224,732 518,214 534,078 968,028 968,988: 71,504 70,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -12,855: -2,592 -33,042 -7,731 -2,589 30,186 -12,912 -10,588: 56 -2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.2 21.6 49.9 51.4 93.1 93.2: 6.9 6.8
Old : 100.0: 21.7 20.2 21.6 49.9 51.4 93.1 93.2: 6.9 6.8
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 : 261: 74 83 90 91 82 219 209:
Old : 261: 74 83 90 91 82 219 209:
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 16.0 20.1 26.2 9.4 11.4 16.4 18.9
Old : 11.4 16.0 20.1 26.2 9.4 11.4 16.4 18.9
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, September 01, 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 : 206,946: 37,101 53,375 49,087 107,255 93,217 193,444 195,679: 13,502 11,267
Old : 195,496: 37,547 55,309 44,364 101,082 85,055 182,993 184,728: 12,502 10,767
Other: 11,451: 3,404 1,915 874 6,173 8,162 10,451 10,951: 1,000 500
: : :
: : Changes in Commitments from: August 25, 2015 :
: 7,182: 464 5,318 1,121 3,259 -1,584 4,844 4,855: 2,339 2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.8 23.7 51.8 45.0 93.5 94.6: 6.5 5.4
Old : 100.0: 19.2 28.3 22.7 51.7 43.5 93.6 94.5: 6.4 5.5
Other: 100.0: 29.7 16.7 7.6 53.9 71.3 91.3 95.6: 8.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 117 107 116 135 114 308 298:
Old : 390: 115 113 111 134 112 304 294:
Other: 95: 16 10 9 51 36 68 54:
:----------------------------------------------------------------------------------------------------
: 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 15.5 20.3 25.2 9.1 10.5 15.5 18.4
Old : 12.4 15.8 21.0 25.4 9.6 10.5 16.5 18.9
Other: 41.7 40.0 52.8 60.1 41.0 39.7 49.3 56.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 100,629: 60,618 9,521 5,079 18,786 76,192 84,484 90,792: 16,145 9,836
Old : 100,629: 60,618 9,521 5,079 18,786 76,192 84,484 90,792: 16,145 9,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -718: -6,661 -5,670 1,120 -1,606 -3,131 -7,147 -7,681: 6,429 6,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 9.5 5.0 18.7 75.7 84.0 90.2: 16.0 9.8
Old : 100.0: 60.2 9.5 5.0 18.7 75.7 84.0 90.2: 16.0 9.8
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 : 142: 100 25 20 10 7 120 46:
Old : 142: 100 25 20 10 7 120 46:
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 : 38.9 75.9 50.8 81.8 35.8 72.1 46.1 75.8
Old : 38.9 75.9 50.8 81.8 35.8 72.1 46.1 75.8
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, September 01, 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 : 385,833: 32,241 74,123 3,453 335,529 289,247 371,223 366,823: 14,610 19,010
Old : 385,833: 32,241 74,123 3,453 335,529 289,247 371,223 366,823: 14,610 19,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 1,324: -1,746 -1,361 -692 6,904 2,980 4,466 928: -3,142 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.2 0.9 87.0 75.0 96.2 95.1: 3.8 4.9
Old : 100.0: 8.4 19.2 0.9 87.0 75.0 96.2 95.1: 3.8 4.9
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 : 269: 31 63 12 104 112 143 179:
Old : 269: 31 63 12 104 112 143 179:
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 : 40.8 34.3 54.1 43.3 39.3 34.3 51.3 43.3
Old : 40.8 34.3 54.1 43.3 39.3 34.3 51.3 43.3
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, September 01, 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 : 158,765: 41,788 3,625 5,348 104,419 145,844 151,555 154,817: 7,210 3,948
Old : 158,765: 41,788 3,625 5,348 104,419 145,844 151,555 154,817: 7,210 3,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 923: 3,987 147 559 -4,377 -142 169 564: 754 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.3 3.4 65.8 91.9 95.5 97.5: 4.5 2.5
Old : 100.0: 26.3 2.3 3.4 65.8 91.9 95.5 97.5: 4.5 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: 19 8 3 52 50 71 61:
Old : 109: 19 8 3 52 50 71 61:
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 : 37.5 45.7 53.4 66.0 34.2 45.7 50.0 65.8
Old : 37.5 45.7 53.4 66.0 34.2 45.7 50.0 65.8
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, September 01, 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 : 461,827: 123,335 88,461 7,400 314,564 350,500 445,299 446,361: 16,528 15,466
Old : 461,827: 123,335 88,461 7,400 314,564 350,500 445,299 446,361: 16,528 15,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 16,457: -1,170 -2,026 -3,045 14,350 18,229 10,135 13,158: 6,322 3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.2 1.6 68.1 75.9 96.4 96.7: 3.6 3.3
Old : 100.0: 26.7 19.2 1.6 68.1 75.9 96.4 96.7: 3.6 3.3
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 : 257: 62 52 16 95 88 166 147:
Old : 257: 62 52 16 95 88 166 147:
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 : 26.1 22.3 41.0 36.0 18.8 20.4 32.0 31.1
Old : 26.1 22.3 41.0 36.0 18.8 20.4 32.0 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015