COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 01, 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 : 202,863: 73,131 87,303 21,607 95,738 76,570 190,476 185,480: 12,387 17,383 Old : 164,577: 70,115 77,967 16,830 68,000 54,671 154,945 149,468: 9,632 15,109 Other: 38,286: 7,197 13,517 596 27,738 21,899 35,531 36,012: 2,755 2,274 : : : : : Changes in Commitments from: February 23, 2016 : : 14,866: 1,721 9,822 4,224 8,264 799 14,209 14,845: 657 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 43.0 10.7 47.2 37.7 93.9 91.4: 6.1 8.6 Old : 100.0: 42.6 47.4 10.2 41.3 33.2 94.1 90.8: 5.9 9.2 Other: 100.0: 18.8 35.3 1.6 72.4 57.2 92.8 94.1: 7.2 5.9 : : : :# Traders : Number of Traders in Each Category : All : 298: 97 122 72 58 52 190 216: Old : 288: 99 114 55 51 47 173 196: Other: 125: 25 38 10 41 36 72 78: :---------------------------------------------------------------------------------------------------- : 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 : 15.0 12.7 24.9 21.5 13.5 8.9 22.3 15.8 Old : 14.2 12.1 25.1 21.3 12.8 10.4 23.7 18.7 Other: 38.0 37.6 55.4 53.5 37.8 37.6 55.2 53.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 01, 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 : 11,061: 2,564 1,430 8 7,101 8,597 9,673 10,035: 1,388 1,026 Old : 11,049: 2,564 1,430 8 7,100 8,589 9,672 10,027: 1,377 1,022 Other: 12: 0 0 0 1 8 1 8: 11 4 : : : : : Changes in Commitments from: February 23, 2016 : : -547: 79 -114 -68 -449 -137 -438 -319: -109 -228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 12.9 0.1 64.2 77.7 87.5 90.7: 12.5 9.3 Old : 100.0: 23.2 12.9 0.1 64.3 77.7 87.5 90.8: 12.5 9.2 Other: 100.0: 0.0 0.0 0.0 8.3 66.7 8.3 66.7: 91.7 33.3 : : : :# Traders : Number of Traders in Each Category : All : 59: 20 9 1 23 11 43 21: Old : 59: 20 9 1 23 11 43 21: Other: 1: 0 0 0 1 1 1 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 : 26.4 60.7 47.2 78.1 26.4 60.3 47.1 77.8 Old : 26.4 60.7 47.3 78.2 26.4 60.4 47.2 77.9 Other: 8.3 66.7 8.3 66.7 0.0 58.3 0.0 58.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 01, 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 : 238,761: 67,177 32,481 50,042 110,231 148,350 227,450 230,873: 11,311 7,888 Old : 185,691: 59,977 29,537 35,057 80,958 113,758 175,992 178,352: 9,699 7,339 Other: 53,070: 14,803 10,547 7,382 29,273 34,592 51,458 52,521: 1,612 549 : : : : : Changes in Commitments from: February 23, 2016 : : 2,069: -120 -1,818 6,010 -4,339 -1,271 1,551 2,921: 518 -852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 13.6 21.0 46.2 62.1 95.3 96.7: 4.7 3.3 Old : 100.0: 32.3 15.9 18.9 43.6 61.3 94.8 96.0: 5.2 4.0 Other: 100.0: 27.9 19.9 13.9 55.2 65.2 97.0 99.0: 3.0 1.0 : : : :# Traders : Number of Traders in Each Category : All : 210: 92 44 65 51 45 172 137: Old : 204: 88 50 58 49 43 163 129: Other: 91: 29 15 15 38 17 76 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 : 19.7 33.1 32.4 47.1 16.8 21.9 23.9 33.5 Old : 15.7 27.7 27.5 43.4 13.4 21.7 22.8 35.0 Other: 52.1 56.3 68.0 76.8 45.3 46.8 58.0 67.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 01, 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 : 752,262: 184,697 98,185 91,124 410,316 513,762 686,137 703,071: 66,125 49,191 Old : 752,262: 184,697 98,185 91,124 410,316 513,762 686,137 703,071: 66,125 49,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -45,943: -10,376 -30,240 -4,618 -27,213 -1,232 -42,207 -36,090: -3,736 -9,853 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 13.1 12.1 54.5 68.3 91.2 93.5: 8.8 6.5 Old : 100.0: 24.6 13.1 12.1 54.5 68.3 91.2 93.5: 8.8 6.5 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 : 217: 74 42 65 78 73 183 157: Old : 217: 74 42 65 78 73 183 157: 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 30.6 20.2 41.5 10.2 26.8 17.7 35.9 Old : 11.6 30.6 20.2 41.5 10.2 26.8 17.7 35.9 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, March 01, 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 : 195,239: 36,553 53,877 37,959 108,522 95,171 183,034 187,007: 12,205 8,232 Old : 159,030: 39,041 58,933 22,144 87,703 70,453 148,888 151,530: 10,142 7,500 Other: 36,209: 12,402 9,834 925 20,819 24,718 34,146 35,477: 2,063 732 : : : : : Changes in Commitments from: February 23, 2016 : : 14,118: -1,346 8,707 7,909 5,718 -2,619 12,281 13,997: 1,837 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 27.6 19.4 55.6 48.7 93.7 95.8: 6.3 4.2 Old : 100.0: 24.5 37.1 13.9 55.1 44.3 93.6 95.3: 6.4 4.7 Other: 100.0: 34.3 27.2 2.6 57.5 68.3 94.3 98.0: 5.7 2.0 : : : :# Traders : Number of Traders in Each Category : All : 405: 109 130 101 138 106 301 296: Old : 403: 110 133 84 132 96 288 274: Other: 179: 35 28 10 103 57 144 91: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 14.9 23.5 25.4 10.3 11.0 16.0 19.0 Old : 17.3 12.9 26.2 24.3 14.2 12.1 22.2 22.3 Other: 29.8 42.1 42.8 55.1 29.6 41.8 42.6 54.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 01, 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 : 64,297: 41,571 14,786 1,278 15,004 46,037 57,853 62,101: 6,444 2,196 Old : 64,297: 41,571 14,786 1,278 15,004 46,037 57,853 62,101: 6,444 2,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -4,961: -3,536 -896 -206 -1,757 -3,671 -5,499 -4,773: 538 -188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 23.0 2.0 23.3 71.6 90.0 96.6: 10.0 3.4 Old : 100.0: 64.7 23.0 2.0 23.3 71.6 90.0 96.6: 10.0 3.4 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 : 112: 66 28 14 12 10 85 47: Old : 112: 66 28 14 12 10 85 47: 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 : 43.3 76.3 60.3 83.0 41.9 75.2 56.2 80.5 Old : 43.3 76.3 60.3 83.0 41.9 75.2 56.2 80.5 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, March 01, 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 : 429,603: 41,218 102,457 2,911 371,357 302,679 415,486 408,047: 14,117 21,556 Old : 429,603: 41,218 102,457 2,911 371,357 302,679 415,486 408,047: 14,117 21,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -4,396: 222 3,276 140 -5,326 -7,052 -4,964 -3,636: 568 -760 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 23.8 0.7 86.4 70.5 96.7 95.0: 3.3 5.0 Old : 100.0: 9.6 23.8 0.7 86.4 70.5 96.7 95.0: 3.3 5.0 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 : 273: 41 55 12 99 112 146 173: Old : 273: 41 55 12 99 112 146 173: 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 : 38.3 32.9 51.9 41.5 37.8 32.9 49.8 41.0 Old : 38.3 32.9 51.9 41.5 37.8 32.9 49.8 41.0 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, March 01, 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 : 201,838: 48,972 6,042 2,758 142,291 187,546 194,021 196,346: 7,817 5,492 Old : 201,838: 48,972 6,042 2,758 142,291 187,546 194,021 196,346: 7,817 5,492 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -1,286: -2,935 -1,766 249 372 22 -2,314 -1,495: 1,028 209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 3.0 1.4 70.5 92.9 96.1 97.3: 3.9 2.7 Old : 100.0: 24.3 3.0 1.4 70.5 92.9 96.1 97.3: 3.9 2.7 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 : 133: 24 12 6 62 55 87 72: Old : 133: 24 12 6 62 55 87 72: 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 : 36.0 52.1 50.8 66.1 34.8 52.1 49.6 65.9 Old : 36.0 52.1 50.8 66.1 34.8 52.1 49.6 65.9 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, March 01, 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 : 565,050: 156,302 102,282 6,020 381,187 444,314 543,509 552,616: 21,541 12,434 Old : 565,050: 156,302 102,282 6,020 381,187 444,314 543,509 552,616: 21,541 12,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : 18,944: 2,749 -7,974 -219 8,522 25,256 11,052 17,063: 7,892 1,881 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 18.1 1.1 67.5 78.6 96.2 97.8: 3.8 2.2 Old : 100.0: 27.7 18.1 1.1 67.5 78.6 96.2 97.8: 3.8 2.2 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 : 277: 72 56 22 108 92 192 158: Old : 277: 72 56 22 108 92 192 158: 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 : 26.5 25.4 42.1 38.0 20.4 20.2 32.0 29.7 Old : 26.5 25.4 42.1 38.0 20.4 20.2 32.0 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016