COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 26, 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 : 193,281: 79,863 44,605 20,826 80,260 113,332 180,949 178,763: 12,332 14,518
Old : 178,088: 79,090 43,648 19,335 68,233 101,801 166,658 164,784: 11,430 13,304
Other: 15,193: 1,954 2,138 310 12,027 11,531 14,291 13,979: 902 1,214
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,934: 1,684 5,685 2,231 1,814 -3,608 5,729 4,308: 205 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 23.1 10.8 41.5 58.6 93.6 92.5: 6.4 7.5
Old : 100.0: 44.4 24.5 10.9 38.3 57.2 93.6 92.5: 6.4 7.5
Other: 100.0: 12.9 14.1 2.0 79.2 75.9 94.1 92.0: 5.9 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 112 86 68 56 57 200 189:
Old : 280: 112 87 62 50 54 189 182:
Other: 88: 23 13 3 30 28 53 44:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 22.2 21.9 32.3 11.8 14.4 19.3 24.4
Old : 12.1 23.6 20.9 33.1 12.1 18.4 20.2 27.9
Other: 53.4 45.4 68.2 64.7 53.1 45.4 66.6 63.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 26, 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 : 12,835: 2,771 2,673 403 7,907 8,473 11,081 11,549: 1,754 1,286
Old : 12,824: 2,771 2,673 403 7,904 8,465 11,078 11,541: 1,746 1,283
Other: 11: 0 0 0 3 8 3 8: 8 3
: : :
: : Changes in Commitments from: January 19, 2016 :
: 767: 8 878 -8 912 -34 912 836: -145 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.8 3.1 61.6 66.0 86.3 90.0: 13.7 10.0
Old : 100.0: 21.6 20.8 3.1 61.6 66.0 86.4 90.0: 13.6 10.0
Other: 100.0: 0.0 0.0 0.0 27.3 72.7 27.3 72.7: 72.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 14 5 26 9 46 26:
Old : 62: 18 14 5 26 9 46 26:
Other: 2: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 54.2 41.5 73.2 23.3 49.7 40.9 68.6
Old : 23.3 54.2 41.5 73.2 23.3 49.6 40.9 68.6
Other: 27.3 72.7 27.3 72.7 18.2 63.6 18.2 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, January 26, 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 : 236,396: 76,882 38,196 42,512 106,355 146,695 225,749 227,403: 10,647 8,993
Old : 192,823: 72,360 34,459 31,409 79,438 118,429 183,207 184,297: 9,616 8,526
Other: 43,573: 9,732 8,947 5,893 26,917 28,266 42,542 43,106: 1,031 467
: : :
: : Changes in Commitments from: January 19, 2016 :
: 9,791: 4,571 3,539 -3,365 9,101 9,599 10,307 9,773: -516 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 16.2 18.0 45.0 62.1 95.5 96.2: 4.5 3.8
Old : 100.0: 37.5 17.9 16.3 41.2 61.4 95.0 95.6: 5.0 4.4
Other: 100.0: 22.3 20.5 13.5 61.8 64.9 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 97 56 77 53 47 190 153:
Old : 221: 93 60 69 51 44 181 144:
Other: 75: 19 16 10 31 19 55 40:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 36.9 31.7 47.1 15.8 23.7 23.0 33.8
Old : 17.0 32.3 27.0 44.0 12.9 24.5 21.8 35.0
Other: 62.6 60.1 75.1 76.6 52.3 48.3 61.1 62.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 26, 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 : 884,344: 224,652 70,033 121,616 457,093 646,359 803,361 838,008: 80,983 46,336
Old : 884,344: 224,652 70,033 121,616 457,093 646,359 803,361 838,008: 80,983 46,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 15,768: -11,809 8,950 15,929 18,467 -14,395 22,587 10,484: -6,819 5,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.9 13.8 51.7 73.1 90.8 94.8: 9.2 5.2
Old : 100.0: 25.4 7.9 13.8 51.7 73.1 90.8 94.8: 9.2 5.2
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 : 232: 87 40 68 86 74 203 160:
Old : 232: 87 40 68 86 74 203 160:
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 : 11.3 31.5 20.3 46.6 8.6 25.6 14.7 35.2
Old : 11.3 31.5 20.3 46.6 8.6 25.6 14.7 35.2
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 - Futures Only, January 26, 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 : 203,588: 35,634 54,316 37,613 118,914 102,455 192,161 194,384: 11,427 9,204
Old : 178,526: 36,163 57,367 29,492 103,004 83,177 168,659 170,036: 9,867 8,490
Other: 25,062: 6,496 3,974 1,096 15,910 19,278 23,502 24,348: 1,560 714
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,571: -877 -2,998 2,455 2,531 4,070 4,109 3,527: -538 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 26.7 18.5 58.4 50.3 94.4 95.5: 5.6 4.5
Old : 100.0: 20.3 32.1 16.5 57.7 46.6 94.5 95.2: 5.5 4.8
Other: 100.0: 25.9 15.9 4.4 63.5 76.9 93.8 97.2: 6.2 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 123 123 109 134 103 312 293:
Old : 402: 121 125 102 127 96 303 280:
Other: 152: 29 19 9 92 48 124 75:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 14.5 23.8 24.6 10.4 9.9 15.9 17.8
Old : 16.5 12.9 24.7 23.5 13.3 10.3 19.6 19.1
Other: 38.4 43.8 49.6 57.4 36.7 43.4 47.9 55.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 26, 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 : 75,839: 54,688 10,463 1,866 10,375 62,053 66,929 74,382: 8,910 1,457
Old : 75,839: 54,688 10,463 1,866 10,375 62,053 66,929 74,382: 8,910 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -367: -396 -1,846 190 -91 1,325 -297 -331: -70 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 13.8 2.5 13.7 81.8 88.3 98.1: 11.7 1.9
Old : 100.0: 72.1 13.8 2.5 13.7 81.8 88.3 98.1: 11.7 1.9
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 : 146: 103 27 11 8 9 118 42:
Old : 146: 103 27 11 8 9 118 42:
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 : 42.1 83.8 51.7 88.1 40.4 83.7 50.0 87.6
Old : 42.1 83.8 51.7 88.1 40.4 83.7 50.0 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 26, 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 : 414,569: 38,644 87,384 2,203 357,441 307,312 398,288 396,899: 16,281 17,670
Old : 414,569: 38,644 87,384 2,203 357,441 307,312 398,288 396,899: 16,281 17,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -8,176: -3,246 -9,390 154 -4,075 1,729 -7,167 -7,507: -1,009 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 21.1 0.5 86.2 74.1 96.1 95.7: 3.9 4.3
Old : 100.0: 9.3 21.1 0.5 86.2 74.1 96.1 95.7: 3.9 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 : 270: 36 53 11 102 112 145 169:
Old : 270: 36 53 11 102 112 145 169:
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 : 38.8 35.6 52.9 45.1 37.6 35.6 49.5 44.4
Old : 38.8 35.6 52.9 45.1 37.6 35.6 49.5 44.4
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 26, 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 : 196,207: 51,814 8,440 2,649 135,279 179,529 189,742 190,618: 6,465 5,589
Old : 196,207: 51,814 8,440 2,649 135,279 179,529 189,742 190,618: 6,465 5,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,387: 6,466 306 -168 1,360 6,866 7,658 7,004: -271 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.3 1.4 68.9 91.5 96.7 97.2: 3.3 2.8
Old : 100.0: 26.4 4.3 1.4 68.9 91.5 96.7 97.2: 3.3 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 : 122: 20 15 3 53 53 73 71:
Old : 122: 20 15 3 53 53 73 71:
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 : 40.5 48.2 57.7 60.7 39.2 48.2 56.5 60.5
Old : 40.5 48.2 57.7 60.7 39.2 48.2 56.5 60.5
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 26, 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 : 523,182: 145,314 100,171 8,857 349,961 402,164 504,132 511,192: 19,050 11,990
Old : 523,182: 145,314 100,171 8,857 349,961 402,164 504,132 511,192: 19,050 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 18,978: 7,572 1,665 -1,195 14,802 17,322 21,179 17,792: -2,201 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.1 1.7 66.9 76.9 96.4 97.7: 3.6 2.3
Old : 100.0: 27.8 19.1 1.7 66.9 76.9 96.4 97.7: 3.6 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 : 262: 67 58 23 99 84 182 149:
Old : 262: 67 58 23 99 84 182 149:
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 : 27.7 27.0 41.8 40.8 19.0 22.9 31.5 33.4
Old : 27.7 27.0 41.8 40.8 19.0 22.9 31.5 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016