COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 16, 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 : 188,677: 69,751 73,718 17,478 88,945 81,057 176,174 172,253: 12,503 16,424 Old : 158,832: 66,191 69,469 14,088 67,590 60,948 147,869 144,505: 10,963 14,327 Other: 29,845: 6,337 7,026 613 21,355 20,109 28,305 27,748: 1,540 2,097 : : : : : Changes in Commitments from: February 9, 2016 : : -11,531: -8,946 4,739 -3,635 2,518 -12,521 -10,063 -11,417: -1,468 -114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 39.1 9.3 47.1 43.0 93.4 91.3: 6.6 8.7 Old : 100.0: 41.7 43.7 8.9 42.6 38.4 93.1 91.0: 6.9 9.0 Other: 100.0: 21.2 23.5 2.1 71.6 67.4 94.8 93.0: 5.2 7.0 : : : :# Traders : Number of Traders in Each Category : All : 280: 90 111 59 59 55 176 202: Old : 270: 87 106 51 56 49 166 186: Other: 109: 25 22 5 34 34 63 59: :---------------------------------------------------------------------------------------------------- : 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 : 13.7 15.4 23.6 24.9 13.7 11.4 21.9 19.1 Old : 12.5 15.5 23.4 25.1 12.4 12.0 22.6 21.2 Other: 44.9 38.6 61.3 57.6 44.7 38.5 61.0 57.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 16, 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 : 12,275: 2,760 1,324 482 7,418 9,285 10,660 11,091: 1,615 1,184 Old : 12,264: 2,760 1,324 482 7,415 9,275 10,657 11,081: 1,607 1,183 Other: 11: 0 0 0 3 10 3 10: 8 1 : : : : : Changes in Commitments from: February 9, 2016 : : -531: 168 -252 -53 -813 -116 -698 -421: 167 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 10.8 3.9 60.4 75.6 86.8 90.4: 13.2 9.6 Old : 100.0: 22.5 10.8 3.9 60.5 75.6 86.9 90.4: 13.1 9.6 Other: 100.0: 0.0 0.0 0.0 27.3 90.9 27.3 90.9: 72.7 9.1 : : : :# Traders : Number of Traders in Each Category : All : 61: 23 8 8 23 14 49 28: Old : 61: 23 8 8 23 14 49 28: Other: 3: 0 0 0 2 2 2 2: :---------------------------------------------------------------------------------------------------- : 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 : 24.2 57.9 43.2 76.2 24.2 57.7 43.2 72.1 Old : 24.3 57.9 43.2 76.2 24.3 57.7 43.2 72.1 Other: 27.3 90.9 27.3 90.9 18.2 81.8 18.2 81.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 16, 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 : 227,359: 66,657 37,137 41,151 109,931 140,548 217,739 218,836: 9,620 8,523 Old : 177,425: 61,624 34,436 26,811 80,645 108,175 169,080 169,422: 8,345 8,003 Other: 49,934: 11,935 9,603 7,438 29,286 32,373 48,659 49,414: 1,275 520 : : : : : Changes in Commitments from: February 9, 2016 : : 2,005: -3,548 -1,614 3,060 3,472 1,136 2,984 2,582: -979 -577 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 16.3 18.1 48.4 61.8 95.8 96.3: 4.2 3.7 Old : 100.0: 34.7 19.4 15.1 45.5 61.0 95.3 95.5: 4.7 4.5 Other: 100.0: 23.9 19.2 14.9 58.6 64.8 97.4 99.0: 2.6 1.0 : : : :# Traders : Number of Traders in Each Category : All : 212: 85 57 61 52 41 170 136: Old : 208: 87 58 53 50 39 163 127: Other: 83: 22 16 14 37 17 68 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 : 21.0 34.6 33.9 48.5 16.3 20.7 23.7 32.5 Old : 17.5 29.7 29.0 44.7 13.1 20.8 22.4 33.8 Other: 55.7 60.4 70.5 77.6 46.5 50.4 60.0 67.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 16, 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 : 822,756: 193,540 115,283 92,968 461,623 543,848 748,131 752,099: 74,625 70,657 Old : 822,756: 193,540 115,283 92,968 461,623 543,848 748,131 752,099: 74,625 70,657 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -40,095: -1,882 3,867 -17,300 -19,056 -29,113 -38,238 -42,546: -1,857 2,451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 14.0 11.3 56.1 66.1 90.9 91.4: 9.1 8.6 Old : 100.0: 23.5 14.0 11.3 56.1 66.1 90.9 91.4: 9.1 8.6 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 : 224: 72 49 67 82 75 184 169: Old : 224: 72 49 67 82 75 184 169: 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 : 11.6 27.4 19.1 39.9 8.9 22.3 15.4 30.1 Old : 11.6 27.4 19.1 39.9 8.9 22.3 15.4 30.1 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, February 16, 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 : 188,424: 34,590 45,509 33,132 109,546 101,559 177,268 180,200: 11,156 8,224 Old : 157,414: 34,223 48,113 23,589 90,495 78,465 148,307 150,167: 9,107 7,247 Other: 31,010: 9,040 6,069 870 19,051 23,094 28,961 30,033: 2,049 977 : : : : : Changes in Commitments from: February 9, 2016 : : -8,807: -2,154 3,237 -4,819 -1,733 -6,159 -8,706 -7,741: -101 -1,066 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 24.2 17.6 58.1 53.9 94.1 95.6: 5.9 4.4 Old : 100.0: 21.7 30.6 15.0 57.5 49.8 94.2 95.4: 5.8 4.6 Other: 100.0: 29.2 19.6 2.8 61.4 74.5 93.4 96.8: 6.6 3.2 : : : :# Traders : Number of Traders in Each Category : All : 369: 101 108 99 134 105 286 274: Old : 367: 99 112 88 127 97 274 258: Other: 164: 30 24 6 98 52 130 81: :---------------------------------------------------------------------------------------------------- : 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 : 15.2 15.5 24.5 26.3 11.1 11.5 17.5 19.5 Old : 17.0 13.8 26.4 24.8 13.8 12.5 22.6 22.5 Other: 31.4 38.0 44.2 53.9 30.7 37.7 43.5 52.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 16, 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 : 69,926: 46,770 15,428 1,044 15,278 50,454 63,092 66,926: 6,834 3,000 Old : 69,926: 46,770 15,428 1,044 15,278 50,454 63,092 66,926: 6,834 3,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -5,927: -3,965 -294 -612 -1,017 -5,421 -5,594 -6,327: -333 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 22.1 1.5 21.8 72.2 90.2 95.7: 9.8 4.3 Old : 100.0: 66.9 22.1 1.5 21.8 72.2 90.2 95.7: 9.8 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 : 115: 70 28 9 11 8 86 42: Old : 115: 70 28 9 11 8 86 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 : 39.5 77.6 58.2 84.9 38.8 77.6 56.5 83.8 Old : 39.5 77.6 58.2 84.9 38.8 77.6 56.5 83.8 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, February 16, 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 : 436,136: 42,867 94,049 3,197 374,907 319,871 420,971 417,117: 15,165 19,019 Old : 436,136: 42,867 94,049 3,197 374,907 319,871 420,971 417,117: 15,165 19,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -2,956: -896 828 1,001 -1,775 -4,813 -1,670 -2,984: -1,286 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 21.6 0.7 86.0 73.3 96.5 95.6: 3.5 4.4 Old : 100.0: 9.8 21.6 0.7 86.0 73.3 96.5 95.6: 3.5 4.4 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 : 271: 38 53 12 102 111 148 168: Old : 271: 38 53 12 102 111 148 168: 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 33.5 51.2 41.9 36.4 33.5 48.5 41.3 Old : 37.8 33.5 51.2 41.9 36.4 33.5 48.5 41.3 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, February 16, 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 : 201,971: 50,908 7,713 2,544 142,002 186,498 195,454 196,755: 6,517 5,216 Old : 201,971: 50,908 7,713 2,544 142,002 186,498 195,454 196,755: 6,517 5,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -101: -2,685 625 -201 3,134 -490 248 -66: -349 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 3.8 1.3 70.3 92.3 96.8 97.4: 3.2 2.6 Old : 100.0: 25.2 3.8 1.3 70.3 92.3 96.8 97.4: 3.2 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 : 127: 21 15 4 56 53 78 71: Old : 127: 21 15 4 56 53 78 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 : 37.9 50.1 54.6 63.3 36.7 50.1 53.4 63.2 Old : 37.9 50.1 54.6 63.3 36.7 50.1 53.4 63.2 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, February 16, 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 : 545,770: 145,921 107,180 8,129 375,786 419,669 529,836 534,978: 15,934 10,792 Old : 545,770: 145,921 107,180 8,129 375,786 419,669 529,836 534,978: 15,934 10,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 7,130: 3,177 273 -279 3,634 7,970 6,532 7,964: 598 -834 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 19.6 1.5 68.9 76.9 97.1 98.0: 2.9 2.0 Old : 100.0: 26.7 19.6 1.5 68.9 76.9 97.1 98.0: 2.9 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 : 276: 65 62 20 104 94 182 163: Old : 276: 65 62 20 104 94 182 163: 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 : 29.7 24.0 46.2 37.6 23.7 19.9 35.8 29.7 Old : 29.7 24.0 46.2 37.6 23.7 19.9 35.8 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016