COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,594: 74,780 38,773 16,009 79,604 114,290 170,393 169,072: 12,201 13,522
Old : 169,545: 74,392 38,941 15,147 68,435 102,635 157,974 156,723: 11,571 12,822
Other: 13,049: 964 408 286 11,169 11,655 12,419 12,349: 630 700
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,529: -6,227 11,767 1,133 3,539 -17,918 -1,555 -5,018: -974 2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 21.2 8.8 43.6 62.6 93.3 92.6: 6.7 7.4
Old : 100.0: 43.9 23.0 8.9 40.4 60.5 93.2 92.4: 6.8 7.6
Other: 100.0: 7.4 3.1 2.2 85.6 89.3 95.2 94.6: 4.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 107 80 63 48 61 186 182:
Old : 270: 106 83 59 43 58 180 176:
Other: 77: 15 10 4 28 29 46 42:
:----------------------------------------------------------------------------------------------------
: 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 23.1 23.0 33.5 12.9 15.9 21.1 25.4
Old : 13.4 24.2 23.1 33.5 13.2 18.1 22.3 27.4
Other: 59.3 52.4 75.6 74.9 59.0 52.4 74.2 73.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,705: 4,012 2,006 295 6,319 9,368 10,626 11,669: 2,079 1,036
Old : 12,702: 4,012 2,006 295 6,316 9,368 10,623 11,669: 2,079 1,033
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,320: -1,464 -191 79 382 -1,508 -1,003 -1,620: -317 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 15.8 2.3 49.7 73.7 83.6 91.8: 16.4 8.2
Old : 100.0: 31.6 15.8 2.3 49.7 73.8 83.6 91.9: 16.4 8.1
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 13 9 25 11 53 28:
Old : 66: 23 13 9 25 11 53 28:
Other: 2: 0 0 0 2 0 2 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 : 24.5 54.8 42.1 74.7 24.5 54.3 42.1 73.8
Old : 24.5 54.8 42.1 74.7 24.5 54.3 42.1 73.9
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,892: 76,365 32,917 43,259 89,090 135,783 208,714 211,959: 11,178 7,933
Old : 180,036: 72,356 30,094 31,832 65,664 110,640 169,852 172,566: 10,184 7,470
Other: 39,856: 9,498 8,312 5,938 23,426 25,143 38,862 39,393: 994 463
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,594: -4,515 11,388 -1,715 4,537 -13,311 -1,693 -3,638: -901 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 15.0 19.7 40.5 61.7 94.9 96.4: 5.1 3.6
Old : 100.0: 40.2 16.7 17.7 36.5 61.5 94.3 95.9: 5.7 4.1
Other: 100.0: 23.8 20.9 14.9 58.8 63.1 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 91 52 70 50 46 180 143:
Old : 213: 88 57 65 50 45 175 137:
Other: 71: 19 13 7 28 22 50 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 35.2 29.8 45.5 14.8 24.7 22.4 34.5
Old : 13.2 30.9 23.3 41.9 12.8 26.8 22.1 36.6
Other: 62.7 58.6 75.1 76.2 51.4 45.5 59.1 59.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 852,726: 231,898 65,262 100,289 437,791 640,042 769,978 805,593: 82,748 47,133
Old : 852,726: 231,898 65,262 100,289 437,791 640,042 769,978 805,593: 82,748 47,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -15,971: -18,594 4,813 -1,933 6,798 -22,870 -13,729 -19,990: -2,242 4,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.7 11.8 51.3 75.1 90.3 94.5: 9.7 5.5
Old : 100.0: 27.2 7.7 11.8 51.3 75.1 90.3 94.5: 9.7 5.5
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 : 232: 84 44 69 84 72 204 156:
Old : 232: 84 44 69 84 72 204 156:
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 : 11.2 32.0 19.7 46.7 10.0 27.6 16.6 37.1
Old : 11.2 32.0 19.7 46.7 10.0 27.6 16.6 37.1
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 - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,471: 36,860 53,860 32,937 108,901 94,571 178,698 181,368: 11,773 9,103
Old : 167,546: 37,852 57,346 24,586 94,623 77,068 157,061 159,000: 10,485 8,546
Other: 22,925: 6,188 3,694 1,171 14,278 17,503 21,637 22,368: 1,288 557
: : :
: : Changes in Commitments from: January 5, 2016 :
: 17,934: 2,113 15,836 1,694 12,648 -807 16,455 16,723: 1,479 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.3 17.3 57.2 49.7 93.8 95.2: 6.2 4.8
Old : 100.0: 22.6 34.2 14.7 56.5 46.0 93.7 94.9: 6.3 5.1
Other: 100.0: 27.0 16.1 5.1 62.3 76.3 94.4 97.6: 5.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 120 123 88 130 100 292 275:
Old : 390: 120 124 80 125 93 284 262:
Other: 139: 21 21 8 82 46 107 73:
:----------------------------------------------------------------------------------------------------
: 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 13.4 24.7 24.2 11.3 10.6 17.4 18.8
Old : 17.0 12.3 25.4 23.0 13.7 11.1 20.6 20.5
Other: 41.2 41.9 51.7 56.3 38.8 41.5 48.6 54.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,868: 53,224 10,505 1,641 8,936 60,272 63,801 72,418: 10,067 1,450
Old : 73,868: 53,224 10,505 1,641 8,936 60,272 63,801 72,418: 10,067 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -607: -367 -2,377 -46 -451 2,004 -864 -419: 257 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 14.2 2.2 12.1 81.6 86.4 98.0: 13.6 2.0
Old : 100.0: 72.1 14.2 2.2 12.1 81.6 86.4 98.0: 13.6 2.0
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 : 149: 112 22 10 8 8 123 39:
Old : 149: 112 22 10 8 8 123 39:
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 : 43.9 84.4 51.5 89.4 42.0 84.3 49.6 88.8
Old : 43.9 84.4 51.5 89.4 42.0 84.3 49.6 88.8
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 - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,894: 41,553 96,596 3,071 345,544 286,917 390,168 386,584: 15,726 19,310
Old : 405,894: 41,553 96,596 3,071 345,544 286,917 390,168 386,584: 15,726 19,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 29,820: -573 4,029 365 30,299 23,693 30,091 28,087: -271 1,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 23.8 0.8 85.1 70.7 96.1 95.2: 3.9 4.8
Old : 100.0: 10.2 23.8 0.8 85.1 70.7 96.1 95.2: 3.9 4.8
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 : 254: 37 53 10 95 102 137 160:
Old : 254: 37 53 10 95 102 137 160:
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 : 39.1 35.3 53.7 44.9 37.4 35.3 50.3 44.2
Old : 39.1 35.3 53.7 44.9 37.4 35.3 50.3 44.2
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 - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,741: 42,548 8,115 2,746 134,358 170,498 179,652 181,359: 6,089 4,382
Old : 185,741: 42,548 8,115 2,746 134,358 170,498 179,652 181,359: 6,089 4,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 12,785: -367 3,741 -255 12,773 8,196 12,151 11,682: 634 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.4 1.5 72.3 91.8 96.7 97.6: 3.3 2.4
Old : 100.0: 22.9 4.4 1.5 72.3 91.8 96.7 97.6: 3.3 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 : 122: 18 15 2 57 50 75 67:
Old : 122: 18 15 2 57 50 75 67:
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 : 39.5 47.5 57.7 60.3 38.0 47.5 56.2 60.1
Old : 39.5 47.5 57.7 60.3 38.0 47.5 56.2 60.1
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 - Futures Only, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 481,271: 122,087 97,950 12,256 327,722 360,042 462,065 470,248: 19,206 11,023
Old : 481,271: 122,087 97,950 12,256 327,722 360,042 462,065 470,248: 19,206 11,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,099: -2,195 11,527 -406 4,894 -7,578 2,293 3,543: -194 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.4 2.5 68.1 74.8 96.0 97.7: 4.0 2.3
Old : 100.0: 25.4 20.4 2.5 68.1 74.8 96.0 97.7: 4.0 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 : 255: 65 53 21 96 87 174 148:
Old : 255: 65 53 21 96 87 174 148:
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 : 28.3 25.6 42.7 38.1 19.8 21.4 31.1 32.0
Old : 28.3 25.6 42.7 38.1 19.8 21.4 31.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016