COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 224,648: 71,746 28,873 41,857 97,395 141,611 210,998 212,341: 13,650 12,308
Old : 219,772: 71,684 28,880 41,414 93,391 137,230 206,489 207,524: 13,283 12,248
Other: 4,876: 122 53 383 4,004 4,380 4,509 4,816: 367 60
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,546: -877 3,426 699 2,021 -2,281 1,842 1,844: -296 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 12.9 18.6 43.4 63.0 93.9 94.5: 6.1 5.5
Old : 100.0: 32.6 13.1 18.8 42.5 62.4 94.0 94.4: 6.0 5.6
Other: 100.0: 2.5 1.1 7.9 82.1 89.8 92.5 98.8: 7.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 118 64 83 64 73 212 194:
Old : 271: 119 65 83 62 73 210 194:
Other: 47: 4 7 6 20 20 28 29:
:----------------------------------------------------------------------------------------------------
: 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 25.2 22.1 35.4 13.0 21.2 21.2 31.1
Old : 13.8 25.4 22.5 35.2 13.3 21.9 21.6 31.4
Other: 62.3 59.6 75.0 84.2 57.2 59.6 66.2 74.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 14,698: 2,730 2,263 1,415 8,784 10,178 12,928 13,855: 1,770 843
Old : 11,466: 2,833 2,227 700 6,490 7,773 10,023 10,700: 1,444 766
Other: 3,231: 42 181 569 2,294 2,405 2,905 3,155: 326 77
: : :
: : Changes in Commitments from: September 1, 2015 :
: 253: 90 -154 95 -13 438 172 379: 82 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.4 9.6 59.8 69.2 88.0 94.3: 12.0 5.7
Old : 100.0: 24.7 19.4 6.1 56.6 67.8 87.4 93.3: 12.6 6.7
Other: 100.0: 1.3 5.6 17.6 71.0 74.4 89.9 97.6: 10.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 15 10 25 10 53 32:
Old : 67: 24 15 9 23 10 51 30:
Other: 33: 7 5 8 17 8 27 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 : 27.3 54.6 44.3 72.6 27.3 50.6 44.3 66.5
Old : 29.2 53.8 45.3 73.8 29.2 52.7 45.3 71.1
Other: 45.6 65.9 67.4 84.7 40.5 54.3 49.2 63.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 231,942: 70,307 22,960 51,866 97,786 151,547 219,960 226,373: 11,982 5,569
Old : 223,956: 70,317 19,447 51,535 90,348 147,711 212,200 218,694: 11,756 5,262
Other: 7,986: 184 3,706 137 7,438 3,835 7,760 7,679: 226 307
: : :
: : Changes in Commitments from: September 1, 2015 :
: 8,658: 6,860 687 1,830 -1,043 6,560 7,648 9,077: 1,010 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.9 22.4 42.2 65.3 94.8 97.6: 5.2 2.4
Old : 100.0: 31.4 8.7 23.0 40.3 66.0 94.8 97.7: 5.2 2.3
Other: 100.0: 2.3 46.4 1.7 93.1 48.0 97.2 96.2: 2.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 99 50 72 56 52 194 143:
Old : 226: 101 52 72 55 52 193 143:
Other: 37: 4 7 3 14 15 20 23:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 32.3 26.3 43.6 14.1 23.2 21.0 32.2
Old : 16.1 30.8 25.2 42.5 12.6 21.9 19.7 31.2
Other: 84.3 79.1 91.3 87.6 83.4 79.1 90.3 87.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,051,676: 221,605 169,003 224,690 525,763 587,196 972,057 980,890: 79,619 70,786
Old : 1,051,676: 221,605 169,003 224,690 525,763 587,196 972,057 980,890: 79,619 70,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 12,144: -3,477 -41,175 -42 7,549 53,119 4,029 11,902: 8,115 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 16.1 21.4 50.0 55.8 92.4 93.3: 7.6 6.7
Old : 100.0: 21.1 16.1 21.4 50.0 55.8 92.4 93.3: 7.6 6.7
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 : 252: 77 68 88 93 82 216 201:
Old : 252: 77 68 88 93 82 216 201:
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 18.5 20.6 29.0 9.2 13.3 15.9 20.8
Old : 11.6 18.5 20.6 29.0 9.2 13.3 15.9 20.8
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 08, 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 : 211,461: 37,065 57,563 49,723 113,665 95,857 200,453 203,143: 11,008 8,318
Old : 199,885: 37,729 59,583 44,773 107,309 87,633 189,811 191,988: 10,074 7,897
Other: 11,576: 3,380 2,024 907 6,356 8,224 10,642 11,155: 934 421
: : :
: : Changes in Commitments from: September 1, 2015 :
: 4,515: -37 4,188 636 6,410 2,640 7,009 7,464: -2,494 -2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 27.2 23.5 53.8 45.3 94.8 96.1: 5.2 3.9
Old : 100.0: 18.9 29.8 22.4 53.7 43.8 95.0 96.0: 5.0 4.0
Other: 100.0: 29.2 17.5 7.8 54.9 71.0 91.9 96.4: 8.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 114 119 119 137 113 309 309:
Old : 398: 113 124 115 136 111 306 305:
Other: 95: 14 11 9 53 36 69 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 : 12.3 15.1 21.0 24.8 9.3 10.5 15.7 18.1
Old : 12.9 15.3 21.8 25.0 9.8 10.5 16.8 18.7
Other: 41.4 40.2 52.5 59.9 40.5 40.0 49.1 56.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 94,515: 63,243 9,943 3,251 18,610 78,257 85,104 91,452: 9,411 3,063
Old : 94,515: 63,243 9,943 3,251 18,610 78,257 85,104 91,452: 9,411 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,114: 2,625 422 -1,828 -177 2,065 620 659: -6,734 -6,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 10.5 3.4 19.7 82.8 90.0 96.8: 10.0 3.2
Old : 100.0: 66.9 10.5 3.4 19.7 82.8 90.0 96.8: 10.0 3.2
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 : 141: 95 29 17 11 7 118 45:
Old : 141: 95 29 17 11 7 118 45:
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 : 38.5 82.4 52.8 89.2 35.6 78.8 47.5 83.0
Old : 38.5 82.4 52.8 89.2 35.6 78.8 47.5 83.0
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 08, 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 : 381,215: 32,902 70,435 2,840 330,322 289,881 366,064 363,156: 15,151 18,058
Old : 381,215: 32,902 70,435 2,840 330,322 289,881 366,064 363,156: 15,151 18,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,618: 661 -3,688 -612 -5,207 634 -5,159 -3,666: 541 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 18.5 0.7 86.6 76.0 96.0 95.3: 4.0 4.7
Old : 100.0: 8.6 18.5 0.7 86.6 76.0 96.0 95.3: 4.0 4.7
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 : 269: 33 63 11 103 113 142 181:
Old : 269: 33 63 11 103 113 142 181:
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 : 41.3 35.4 55.0 44.2 40.2 35.4 52.2 44.1
Old : 41.3 35.4 55.0 44.2 40.2 35.4 52.2 44.1
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 08, 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 : 159,931: 39,630 3,227 5,186 107,901 147,224 152,717 155,637: 7,214 4,294
Old : 159,931: 39,630 3,227 5,186 107,901 147,224 152,717 155,637: 7,214 4,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,166: -2,158 -398 -162 3,482 1,380 1,162 820: 4 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.0 3.2 67.5 92.1 95.5 97.3: 4.5 2.7
Old : 100.0: 24.8 2.0 3.2 67.5 92.1 95.5 97.3: 4.5 2.7
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 : 111: 17 9 4 53 53 71 65:
Old : 111: 17 9 4 53 53 71 65:
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 : 36.6 46.2 52.3 65.9 33.4 46.2 49.0 65.7
Old : 36.6 46.2 52.3 65.9 33.4 46.2 49.0 65.7
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 08, 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 : 491,487: 122,783 92,694 11,937 343,301 374,011 478,021 478,642: 13,466 12,845
Old : 491,487: 122,783 92,694 11,937 343,301 374,011 478,021 478,642: 13,466 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 29,660: -552 4,233 4,537 28,737 23,511 32,722 32,281: -3,062 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.9 2.4 69.8 76.1 97.3 97.4: 2.7 2.6
Old : 100.0: 25.0 18.9 2.4 69.8 76.1 97.3 97.4: 2.7 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 : 256: 62 52 20 93 90 165 152:
Old : 256: 62 52 20 93 90 165 152:
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 : 25.5 21.1 40.3 33.7 19.2 19.2 31.3 29.0
Old : 25.5 21.1 40.3 33.7 19.2 19.2 31.3 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015