COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 223,237: 69,744 27,672 42,351 97,541 139,261 209,637 209,284: 13,600 13,953
Old : 218,140: 69,598 27,682 41,971 93,408 134,659 204,977 204,312: 13,163 13,828
Other: 5,097: 170 14 356 4,133 4,602 4,660 4,972: 437 125
: : :
: : Changes in Commitments from: September 8, 2015 :
: -1,412: -2,002 -1,201 494 146 -2,349 -1,362 -3,056: -50 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 12.4 19.0 43.7 62.4 93.9 93.7: 6.1 6.3
Old : 100.0: 31.9 12.7 19.2 42.8 61.7 94.0 93.7: 6.0 6.3
Other: 100.0: 3.3 0.3 7.0 81.1 90.3 91.4 97.5: 8.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 110 60 74 65 73 201 184:
Old : 257: 110 61 74 63 73 199 184:
Other: 50: 6 5 6 20 23 29 31:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 25.6 21.9 35.9 12.7 21.0 20.9 30.8
Old : 13.5 25.8 22.4 35.9 13.0 21.8 21.3 31.1
Other: 59.6 58.4 72.4 82.1 54.6 58.4 63.3 73.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 14,178: 2,418 2,553 1,386 8,623 9,245 12,427 13,185: 1,752 994
Old : 10,793: 2,557 2,516 678 6,160 6,700 9,395 9,895: 1,398 898
Other: 3,385: 12 188 557 2,463 2,545 3,032 3,290: 353 95
: : :
: : Changes in Commitments from: September 8, 2015 :
: -519: -312 290 -28 -161 -932 -501 -670: -18 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.0 9.8 60.8 65.2 87.6 93.0: 12.4 7.0
Old : 100.0: 23.7 23.3 6.3 57.1 62.1 87.0 91.7: 13.0 8.3
Other: 100.0: 0.4 5.5 16.5 72.8 75.2 89.6 97.2: 10.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 19 10 26 10 52 34:
Old : 68: 22 17 9 25 10 51 32:
Other: 32: 4 7 8 17 9 26 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 : 26.6 50.1 44.2 68.6 26.6 45.9 44.1 61.9
Old : 28.9 47.9 46.0 69.1 28.9 46.4 46.0 65.7
Other: 46.6 65.4 66.7 84.1 42.4 54.9 51.7 63.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 243,270: 71,488 20,976 58,312 100,296 157,878 230,096 237,166: 13,174 6,104
Old : 233,180: 71,689 17,092 57,840 90,761 152,361 220,289 227,292: 12,891 5,888
Other: 10,089: 213 4,299 58 9,535 5,517 9,806 9,873: 283 216
: : :
: : Changes in Commitments from: September 8, 2015 :
: 11,328: 1,181 -1,983 6,446 2,510 6,331 10,136 10,793: 1,191 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.6 24.0 41.2 64.9 94.6 97.5: 5.4 2.5
Old : 100.0: 30.7 7.3 24.8 38.9 65.3 94.5 97.5: 5.5 2.5
Other: 100.0: 2.1 42.6 0.6 94.5 54.7 97.2 97.9: 2.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 103 51 72 57 50 199 142:
Old : 230: 105 53 72 55 50 197 142:
Other: 39: 5 8 5 15 15 22 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 32.1 25.6 43.0 13.4 22.3 19.7 30.8
Old : 15.7 30.6 24.5 42.0 11.9 21.6 18.4 30.4
Other: 86.1 72.3 91.9 85.0 79.7 72.3 85.2 80.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 931,113: 213,995 152,185 153,134 481,328 561,193 848,456 866,512: 82,657 64,602
Old : 931,113: 213,995 152,185 153,134 481,328 561,193 848,456 866,512: 82,657 64,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -120,562: -7,610 -16,818 -71,556 -44,435 -26,004 -123,601 -114,378: 3,038 -6,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.3 16.4 51.7 60.3 91.1 93.1: 8.9 6.9
Old : 100.0: 23.0 16.3 16.4 51.7 60.3 91.1 93.1: 8.9 6.9
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 : 240: 72 68 80 88 80 204 191:
Old : 240: 72 68 80 88 80 204 191:
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 : 11.3 22.1 21.0 32.8 10.1 17.1 17.6 26.2
Old : 11.3 22.1 21.0 32.8 10.1 17.1 17.6 26.2
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 15, 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 : 216,337: 38,429 61,856 46,883 118,233 97,864 203,546 206,603: 12,791 9,734
Old : 203,885: 39,011 64,053 41,646 111,469 88,910 192,127 194,609: 11,758 9,276
Other: 12,452: 3,621 2,006 1,034 6,764 8,954 11,419 11,994: 1,033 458
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,876: 1,365 4,293 -2,840 4,568 2,007 3,092 3,460: 1,784 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.6 21.7 54.7 45.2 94.1 95.5: 5.9 4.5
Old : 100.0: 19.1 31.4 20.4 54.7 43.6 94.2 95.5: 5.8 4.5
Other: 100.0: 29.1 16.1 8.3 54.3 71.9 91.7 96.3: 8.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 115 121 117 140 115 313 308:
Old : 401: 114 126 112 139 113 310 303:
Other: 98: 17 9 10 55 37 73 55:
:----------------------------------------------------------------------------------------------------
: 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 14.6 20.9 24.6 9.3 10.9 15.9 18.9
Old : 13.0 14.9 22.0 25.2 9.8 10.9 17.0 19.6
Other: 39.8 39.0 51.8 57.6 37.9 38.2 46.5 53.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 65,547: 49,852 10,218 1,440 6,158 52,382 57,450 64,040: 8,097 1,507
Old : 65,547: 49,852 10,218 1,440 6,158 52,382 57,450 64,040: 8,097 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -28,968: -13,391 274 -1,811 -12,452 -25,875 -27,654 -27,411: -1,314 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 15.6 2.2 9.4 79.9 87.6 97.7: 12.4 2.3
Old : 100.0: 76.1 15.6 2.2 9.4 79.9 87.6 97.7: 12.4 2.3
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 : 136: 96 25 14 9 7 112 40:
Old : 136: 96 25 14 9 7 112 40:
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 : 39.7 81.1 51.1 89.4 39.0 81.1 50.5 89.1
Old : 39.7 81.1 51.1 89.4 39.0 81.1 50.5 89.1
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 15, 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 : 417,093: 36,715 71,171 4,951 346,636 312,860 388,301 388,982: 28,792 28,111
Old : 417,093: 36,715 71,171 4,951 346,636 312,860 388,301 388,982: 28,792 28,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 35,878: 3,813 736 2,110 16,314 22,980 22,237 25,825: 13,641 10,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 17.1 1.2 83.1 75.0 93.1 93.3: 6.9 6.7
Old : 100.0: 8.8 17.1 1.2 83.1 75.0 93.1 93.3: 6.9 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 : 274: 32 66 14 109 121 149 194:
Old : 274: 32 66 14 109 121 149 194:
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 : 37.8 32.0 49.8 41.1 35.9 32.0 46.4 39.6
Old : 37.8 32.0 49.8 41.1 35.9 32.0 46.4 39.6
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 15, 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 : 164,969: 41,526 3,384 10,664 104,913 145,937 157,103 159,985: 7,866 4,984
Old : 164,969: 41,526 3,384 10,664 104,913 145,937 157,103 159,985: 7,866 4,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 5,038: 1,896 157 5,478 -2,988 -1,287 4,386 4,348: 652 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 2.1 6.5 63.6 88.5 95.2 97.0: 4.8 3.0
Old : 100.0: 25.2 2.1 6.5 63.6 88.5 95.2 97.0: 4.8 3.0
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 : 113: 18 10 8 57 52 77 68:
Old : 113: 18 10 8 57 52 77 68:
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 : 34.8 44.4 49.2 63.8 31.8 43.7 45.5 62.2
Old : 34.8 44.4 49.2 63.8 31.8 43.7 45.5 62.2
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 15, 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 : 523,486: 124,346 95,778 17,604 362,614 402,099 504,564 515,481: 18,922 8,005
Old : 523,486: 124,346 95,778 17,604 362,614 402,099 504,564 515,481: 18,922 8,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 31,999: 1,563 3,084 5,667 19,313 28,088 26,543 36,839: 5,456 -4,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.3 3.4 69.3 76.8 96.4 98.5: 3.6 1.5
Old : 100.0: 23.8 18.3 3.4 69.3 76.8 96.4 98.5: 3.6 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 : 261: 60 55 24 98 94 173 160:
Old : 261: 60 55 24 98 94 173 160:
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 : 24.3 19.9 38.4 33.6 17.2 17.4 28.1 26.8
Old : 24.3 19.9 38.4 33.6 17.2 17.4 28.1 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015