COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 22, 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 : 211,732: 64,003 90,040 26,757 108,403 78,227 199,163 195,024: 12,569 16,708
Old : 159,600: 60,839 79,580 18,267 70,726 47,923 149,832 145,770: 9,768 13,830
Other: 52,132: 9,917 17,213 1,737 37,677 30,304 49,331 49,254: 2,801 2,878
: : :
: : Changes in Commitments from: March 15, 2016 :
: -521: -961 -2,628 2,371 -1,488 478 -78 221: -443 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 42.5 12.6 51.2 36.9 94.1 92.1: 5.9 7.9
Old : 100.0: 38.1 49.9 11.4 44.3 30.0 93.9 91.3: 6.1 8.7
Other: 100.0: 19.0 33.0 3.3 72.3 58.1 94.6 94.5: 5.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 93 125 74 63 60 196 228:
Old : 288: 94 111 56 53 52 175 196:
Other: 144: 25 50 11 45 41 77 96:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 14.4 27.8 22.2 14.9 8.7 23.1 15.3
Old : 16.0 12.1 27.4 21.4 13.7 10.4 24.0 18.6
Other: 31.8 36.7 47.4 52.0 30.2 36.5 44.4 50.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 22, 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 : 12,814: 3,214 2,133 278 7,642 8,930 11,134 11,341: 1,680 1,473
Old : 12,736: 3,202 2,133 278 7,587 8,856 11,067 11,267: 1,669 1,469
Other: 78: 12 0 0 55 74 67 74: 11 4
: : :
: : Changes in Commitments from: March 15, 2016 :
: 618: 317 -294 136 47 652 500 494: 118 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.6 2.2 59.6 69.7 86.9 88.5: 13.1 11.5
Old : 100.0: 25.1 16.7 2.2 59.6 69.5 86.9 88.5: 13.1 11.5
Other: 100.0: 15.4 0.0 0.0 70.5 94.9 85.9 94.9: 14.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 11 6 22 11 45 26:
Old : 61: 19 11 6 21 11 44 26:
Other: 6: 2 0 0 4 2 6 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 : 25.8 52.1 44.8 73.0 25.0 52.1 43.6 73.0
Old : 26.0 52.4 44.7 73.4 25.2 52.4 44.0 73.4
Other: 82.1 94.9 85.9 94.9 82.1 91.0 82.1 91.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 22, 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 : 242,761: 66,628 25,465 54,814 108,063 154,919 229,505 235,198: 13,256 7,563
Old : 183,534: 57,809 24,635 37,088 77,868 114,737 172,765 176,460: 10,769 7,074
Other: 59,227: 19,604 11,615 6,941 30,195 40,182 56,740 58,738: 2,487 489
: : :
: : Changes in Commitments from: March 15, 2016 :
: 7,462: 1,464 -103 3,789 2,282 4,352 7,535 8,038: -73 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.5 22.6 44.5 63.8 94.5 96.9: 5.5 3.1
Old : 100.0: 31.5 13.4 20.2 42.4 62.5 94.1 96.1: 5.9 3.9
Other: 100.0: 33.1 19.6 11.7 51.0 67.8 95.8 99.2: 4.2 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 102 37 71 51 42 186 133:
Old : 208: 99 40 63 48 40 174 124:
Other: 96: 32 18 11 36 20 76 41:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 34.8 31.1 48.8 15.7 25.1 23.0 35.7
Old : 16.1 31.3 26.8 46.0 13.0 24.7 22.1 37.7
Other: 45.0 51.9 63.0 74.0 40.2 43.6 54.6 65.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 22, 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 : 827,890: 237,051 62,452 90,176 405,266 626,989 732,493 779,617: 95,397 48,273
Old : 827,890: 237,051 62,452 90,176 405,266 626,989 732,493 779,617: 95,397 48,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 59,300: 37,702 762 3,260 6,344 52,005 47,306 56,027: 11,994 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.5 10.9 49.0 75.7 88.5 94.2: 11.5 5.8
Old : 100.0: 28.6 7.5 10.9 49.0 75.7 88.5 94.2: 11.5 5.8
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 : 232: 97 36 74 75 72 204 158:
Old : 232: 97 36 74 75 72 204 158:
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 : 11.4 32.4 19.4 45.1 10.9 29.6 17.6 39.9
Old : 11.4 32.4 19.4 45.1 10.9 29.6 17.6 39.9
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 22, 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 : 196,145: 55,141 29,247 37,336 91,573 121,179 184,050 187,762: 12,095 8,383
Old : 152,376: 60,232 38,759 15,179 67,337 90,868 142,748 144,806: 9,628 7,570
Other: 43,769: 15,490 11,069 1,576 24,236 30,311 41,302 42,956: 2,467 813
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,067: 9,150 -3,302 -1,080 -3,624 11,103 4,446 6,721: 1,621 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.9 19.0 46.7 61.8 93.8 95.7: 6.2 4.3
Old : 100.0: 39.5 25.4 10.0 44.2 59.6 93.7 95.0: 6.3 5.0
Other: 100.0: 35.4 25.3 3.6 55.4 69.3 94.4 98.1: 5.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 122 92 105 137 122 322 266:
Old : 375: 125 92 91 122 111 300 245:
Other: 193: 39 27 12 103 68 148 104:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.4 23.8 27.0 10.2 12.9 16.9 20.3
Old : 18.0 15.1 27.4 26.0 14.9 14.5 24.0 23.2
Other: 26.9 39.5 39.2 52.9 26.9 39.3 39.1 51.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 22, 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 : 52,614: 35,761 18,087 1,463 8,968 30,252 46,192 49,802: 6,422 2,812
Old : 52,614: 35,761 18,087 1,463 8,968 30,252 46,192 49,802: 6,422 2,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,930: 2,183 2,020 523 -367 -728 2,339 1,815: 591 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 34.4 2.8 17.0 57.5 87.8 94.7: 12.2 5.3
Old : 100.0: 68.0 34.4 2.8 17.0 57.5 87.8 94.7: 12.2 5.3
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 : 123: 71 36 10 10 8 85 51:
Old : 123: 71 36 10 10 8 85 51:
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 : 43.1 68.3 56.4 75.9 42.1 67.7 55.4 75.2
Old : 43.1 68.3 56.4 75.9 42.1 67.7 55.4 75.2
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 22, 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 : 386,928: 39,740 100,501 3,955 327,762 264,201 371,457 368,657: 15,471 18,271
Old : 386,928: 39,740 100,501 3,955 327,762 264,201 371,457 368,657: 15,471 18,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -55,590: -1,300 -3,992 -4,115 -46,496 -45,157 -51,911 -53,264: -3,679 -2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 26.0 1.0 84.7 68.3 96.0 95.3: 4.0 4.7
Old : 100.0: 10.3 26.0 1.0 84.7 68.3 96.0 95.3: 4.0 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 : 265: 39 54 15 102 104 149 165:
Old : 265: 39 54 15 102 104 149 165:
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 35.3 50.0 44.7 37.1 35.2 48.2 44.3
Old : 37.9 35.3 50.0 44.7 37.1 35.2 48.2 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, March 22, 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 : 180,608: 39,522 5,594 4,963 129,877 164,820 174,362 175,377: 6,246 5,231
Old : 180,608: 39,522 5,594 4,963 129,877 164,820 174,362 175,377: 6,246 5,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -23,774: -3,588 -598 -58 -17,362 -22,268 -21,008 -22,924: -2,766 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.1 2.7 71.9 91.3 96.5 97.1: 3.5 2.9
Old : 100.0: 21.9 3.1 2.7 71.9 91.3 96.5 97.1: 3.5 2.9
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 : 123: 20 13 5 61 48 82 65:
Old : 123: 20 13 5 61 48 82 65:
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 : 37.1 47.4 51.7 65.7 34.6 47.4 49.1 65.6
Old : 37.1 47.4 51.7 65.7 34.6 47.4 49.1 65.6
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 22, 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 : 606,285: 166,330 112,818 6,482 417,084 475,971 589,896 595,271: 16,389 11,014
Old : 606,285: 166,330 112,818 6,482 417,084 475,971 589,896 595,271: 16,389 11,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -80,505: 8,384 16,660 -22,706 -34,299 -42,898 -48,621 -48,944: -31,884 -31,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.6 1.1 68.8 78.5 97.3 98.2: 2.7 1.8
Old : 100.0: 27.4 18.6 1.1 68.8 78.5 97.3 98.2: 2.7 1.8
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 : 271: 80 53 19 100 85 190 147:
Old : 271: 80 53 19 100 85 190 147:
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 : 26.0 29.9 40.9 44.6 23.8 29.9 35.7 42.6
Old : 26.0 29.9 40.9 44.6 23.8 29.9 35.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016