COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 19, 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 : 187,347: 78,179 38,920 18,595 78,446 116,940 175,220 174,455: 12,127 12,892
Old : 173,609: 77,830 38,564 17,729 66,602 105,291 162,161 161,584: 11,448 12,025
Other: 13,738: 1,011 1,018 204 11,844 11,649 13,059 12,871: 679 867
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,753: 3,399 147 2,586 -1,158 2,650 4,827 5,383: -74 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 20.8 9.9 41.9 62.4 93.5 93.1: 6.5 6.9
Old : 100.0: 44.8 22.2 10.2 38.4 60.6 93.4 93.1: 6.6 6.9
Other: 100.0: 7.4 7.4 1.5 86.2 84.8 95.1 93.7: 4.9 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 112 84 63 50 60 195 182:
Old : 279: 111 87 60 44 57 187 178:
Other: 81: 17 12 2 30 29 48 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 : 12.9 23.1 22.1 34.0 12.4 16.3 20.1 26.7
Old : 12.7 24.4 21.5 34.4 12.7 19.2 21.4 29.3
Other: 60.4 49.9 75.7 70.3 60.1 49.9 73.8 69.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 19, 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 : 12,068: 2,763 1,795 411 6,995 8,507 10,169 10,713: 1,899 1,355
Old : 12,065: 2,763 1,795 411 6,992 8,507 10,166 10,713: 1,899 1,352
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: January 12, 2016 :
: -637: -1,249 -211 116 676 -861 -457 -956: -180 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.9 3.4 58.0 70.5 84.3 88.8: 15.7 11.2
Old : 100.0: 22.9 14.9 3.4 58.0 70.5 84.3 88.8: 15.7 11.2
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 : 58: 18 11 6 25 10 46 24:
Old : 58: 18 11 6 25 10 46 24:
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 : 23.6 57.0 41.7 76.3 23.6 53.4 41.7 72.6
Old : 23.6 57.0 41.7 76.3 23.6 53.4 41.7 72.6
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 19, 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 : 226,605: 72,311 34,657 45,877 97,254 137,096 215,442 217,630: 11,163 8,975
Old : 185,616: 68,140 31,869 33,895 73,329 111,337 175,364 177,101: 10,252 8,515
Other: 40,989: 9,832 8,449 6,321 23,925 25,759 40,078 40,529: 911 460
: : :
: : Changes in Commitments from: January 12, 2016 :
: 6,713: -4,054 1,740 2,618 8,164 1,313 6,728 5,671: -15 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 15.3 20.2 42.9 60.5 95.1 96.0: 4.9 4.0
Old : 100.0: 36.7 17.2 18.3 39.5 60.0 94.5 95.4: 5.5 4.6
Other: 100.0: 24.0 20.6 15.4 58.4 62.8 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 92 52 72 54 46 184 144:
Old : 213: 89 55 66 54 44 178 137:
Other: 72: 20 13 9 28 20 51 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 : 17.6 35.0 29.5 45.5 15.2 23.6 22.4 33.9
Old : 14.1 30.6 24.4 42.9 13.0 25.5 21.9 36.2
Other: 61.6 58.3 74.1 75.9 51.0 45.9 58.7 59.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 19, 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 : 868,576: 236,461 61,083 105,687 438,626 660,754 780,774 827,524: 87,802 41,052
Old : 868,576: 236,461 61,083 105,687 438,626 660,754 780,774 827,524: 87,802 41,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 15,850: 4,563 -4,179 5,398 835 20,712 10,796 21,931: 5,054 -6,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.0 12.2 50.5 76.1 89.9 95.3: 10.1 4.7
Old : 100.0: 27.2 7.0 12.2 50.5 76.1 89.9 95.3: 10.1 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 : 234: 92 36 67 86 73 207 155:
Old : 234: 92 36 67 86 73 207 155:
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 : 11.5 33.6 20.1 48.0 9.3 28.6 15.6 38.5
Old : 11.5 33.6 20.1 48.0 9.3 28.6 15.6 38.5
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 19, 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 : 200,017: 36,511 57,314 35,158 116,383 98,385 188,052 190,857: 11,965 9,160
Old : 176,197: 37,364 60,698 26,808 101,358 80,103 165,530 167,609: 10,667 8,588
Other: 23,820: 6,361 3,830 1,136 15,025 18,282 22,522 23,248: 1,298 572
: : :
: : Changes in Commitments from: January 12, 2016 :
: 9,546: -349 3,454 2,221 7,482 3,814 9,354 9,489: 192 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.7 17.6 58.2 49.2 94.0 95.4: 6.0 4.6
Old : 100.0: 21.2 34.4 15.2 57.5 45.5 93.9 95.1: 6.1 4.9
Other: 100.0: 26.7 16.1 4.8 63.1 76.8 94.6 97.6: 5.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 119 127 96 135 100 303 283:
Old : 399: 118 129 88 130 94 295 271:
Other: 149: 25 20 10 89 48 119 76:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 13.7 24.3 23.8 11.3 10.0 16.9 18.1
Old : 16.9 12.4 25.3 22.6 13.9 10.5 20.3 19.5
Other: 40.8 43.4 51.2 57.4 38.6 43.0 48.6 55.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 19, 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 : 76,206: 55,084 12,309 1,676 10,466 60,728 67,226 74,713: 8,980 1,493
Old : 76,206: 55,084 12,309 1,676 10,466 60,728 67,226 74,713: 8,980 1,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,338: 1,860 1,804 35 1,530 456 3,425 2,295: -1,087 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 16.2 2.2 13.7 79.7 88.2 98.0: 11.8 2.0
Old : 100.0: 72.3 16.2 2.2 13.7 79.7 88.2 98.0: 11.8 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 : 148: 109 24 11 8 7 122 40:
Old : 148: 109 24 11 8 7 122 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 : 43.2 82.5 52.9 88.0 41.5 82.4 51.2 87.6
Old : 43.2 82.5 52.9 88.0 41.5 82.4 51.2 87.6
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 19, 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 : 422,745: 41,890 96,774 2,049 361,516 305,583 405,455 404,406: 17,290 18,339
Old : 422,745: 41,890 96,774 2,049 361,516 305,583 405,455 404,406: 17,290 18,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 16,851: 337 178 -1,022 15,972 18,666 15,287 17,822: 1,564 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.9 0.5 85.5 72.3 95.9 95.7: 4.1 4.3
Old : 100.0: 9.9 22.9 0.5 85.5 72.3 95.9 95.7: 4.1 4.3
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 : 263: 35 50 9 100 111 141 164:
Old : 263: 35 50 9 100 111 141 164:
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 : 39.0 35.5 52.7 44.7 37.5 35.5 49.4 44.3
Old : 39.0 35.5 52.7 44.7 37.5 35.5 49.4 44.3
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 - Futures Only, January 19, 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 : 188,820: 45,348 8,134 2,817 133,919 172,663 182,084 183,614: 6,736 5,206
Old : 188,820: 45,348 8,134 2,817 133,919 172,663 182,084 183,614: 6,736 5,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,079: 2,800 19 71 -439 2,165 2,432 2,255: 647 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.3 1.5 70.9 91.4 96.4 97.2: 3.6 2.8
Old : 100.0: 24.0 4.3 1.5 70.9 91.4 96.4 97.2: 3.6 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 : 120: 17 15 3 55 52 72 70:
Old : 120: 17 15 3 55 52 72 70:
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 : 40.1 47.0 57.9 60.4 38.7 47.0 56.5 60.2
Old : 40.1 47.0 57.9 60.4 38.7 47.0 56.5 60.2
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 - Futures Only, January 19, 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 : 504,204: 137,742 98,506 10,052 335,159 384,842 482,953 493,400: 21,251 10,804
Old : 504,204: 137,742 98,506 10,052 335,159 384,842 482,953 493,400: 21,251 10,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 22,933: 15,655 556 -2,204 7,437 24,800 20,888 23,152: 2,045 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.5 2.0 66.5 76.3 95.8 97.9: 4.2 2.1
Old : 100.0: 27.3 19.5 2.0 66.5 76.3 95.8 97.9: 4.2 2.1
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: 66 55 21 98 87 179 148:
Old : 256: 66 55 21 98 87 179 148:
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 : 27.8 26.1 41.8 39.9 18.4 21.0 29.8 31.5
Old : 27.8 26.1 41.8 39.9 18.4 21.0 29.8 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016