COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 29, 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 : 216,510: 64,315 92,813 29,014 110,934 77,895 204,263 199,722: 12,247 16,788
Old : 162,728: 62,138 83,204 19,157 71,930 46,646 153,225 149,007: 9,503 13,721
Other: 53,782: 10,349 17,781 1,685 39,004 31,249 51,038 50,715: 2,744 3,067
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,778: 312 2,773 2,257 2,531 -332 5,100 4,698: -322 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 42.9 13.4 51.2 36.0 94.3 92.2: 5.7 7.8
Old : 100.0: 38.2 51.1 11.8 44.2 28.7 94.2 91.6: 5.8 8.4
Other: 100.0: 19.2 33.1 3.1 72.5 58.1 94.9 94.3: 5.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 95 131 79 64 59 204 235:
Old : 298: 102 114 59 54 50 184 201:
Other: 153: 27 56 12 47 40 84 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 13.6 27.5 21.3 14.6 8.5 22.2 15.1
Old : 16.1 11.2 27.3 20.6 13.7 10.3 24.1 18.3
Other: 31.1 35.5 45.8 51.1 29.4 35.5 43.2 49.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 29, 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 : 13,232: 3,543 1,629 301 7,619 10,060 11,463 11,990: 1,769 1,242
Old : 13,156: 3,531 1,629 301 7,566 9,987 11,398 11,917: 1,758 1,239
Other: 76: 12 0 0 53 73 65 73: 11 3
: : :
: : Changes in Commitments from: March 22, 2016 :
: 418: 329 -504 23 -23 1,130 329 649: 89 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.3 2.3 57.6 76.0 86.6 90.6: 13.4 9.4
Old : 100.0: 26.8 12.4 2.3 57.5 75.9 86.6 90.6: 13.4 9.4
Other: 100.0: 15.8 0.0 0.0 69.7 96.1 85.5 96.1: 14.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 10 7 20 12 47 26:
Old : 63: 22 10 7 20 12 47 26:
Other: 5: 2 0 0 3 1 5 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 : 29.0 55.5 47.0 76.6 28.1 55.5 46.1 76.6
Old : 29.2 55.8 47.2 77.0 28.8 55.8 46.9 77.0
Other: 84.2 96.1 85.5 96.1 84.2 94.7 84.2 94.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 29, 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 : 238,510: 66,391 25,586 50,822 109,238 153,773 226,451 230,181: 12,059 8,329
Old : 178,579: 57,505 24,234 32,783 78,595 113,800 168,883 170,817: 9,696 7,762
Other: 59,931: 20,129 12,595 6,796 30,643 39,973 57,568 59,364: 2,363 567
: : :
: : Changes in Commitments from: March 22, 2016 :
: -4,251: -237 121 -3,992 1,175 -1,146 -3,054 -5,017: -1,197 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.7 21.3 45.8 64.5 94.9 96.5: 5.1 3.5
Old : 100.0: 32.2 13.6 18.4 44.0 63.7 94.6 95.7: 5.4 4.3
Other: 100.0: 33.6 21.0 11.3 51.1 66.7 96.1 99.1: 3.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 98 37 66 53 45 180 132:
Old : 202: 94 42 57 50 43 167 124:
Other: 94: 32 17 11 35 20 75 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 : 18.8 35.4 31.5 49.2 15.6 25.0 23.2 35.2
Old : 16.3 32.1 27.1 46.6 12.8 24.5 22.4 37.1
Other: 44.6 51.4 62.0 73.2 39.9 43.1 53.8 64.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 29, 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 : 865,776: 258,383 69,263 101,852 408,621 649,698 768,856 820,813: 96,920 44,963
Old : 865,776: 258,383 69,263 101,852 408,621 649,698 768,856 820,813: 96,920 44,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 37,886: 21,332 6,811 11,676 3,355 22,709 36,363 41,196: 1,523 -3,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.0 11.8 47.2 75.0 88.8 94.8: 11.2 5.2
Old : 100.0: 29.8 8.0 11.8 47.2 75.0 88.8 94.8: 11.2 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 : 237: 92 41 79 75 74 206 167:
Old : 237: 92 41 79 75 74 206 167:
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 31.4 19.0 45.1 10.9 28.0 17.4 38.3
Old : 11.4 31.4 19.0 45.1 10.9 28.0 17.4 38.3
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 29, 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 : 198,274: 56,230 30,427 38,124 92,489 122,556 186,843 191,107: 11,431 7,167
Old : 152,736: 62,035 40,082 14,511 67,145 91,837 143,691 146,430: 9,045 6,306
Other: 45,538: 15,871 12,021 1,937 25,344 30,719 43,152 44,677: 2,386 861
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,129: 1,089 1,180 788 916 1,377 2,793 3,345: -664 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.3 19.2 46.6 61.8 94.2 96.4: 5.8 3.6
Old : 100.0: 40.6 26.2 9.5 44.0 60.1 94.1 95.9: 5.9 4.1
Other: 100.0: 34.9 26.4 4.3 55.7 67.5 94.8 98.1: 5.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 118 91 107 138 121 319 271:
Old : 376: 120 96 92 124 111 295 253:
Other: 195: 39 27 18 101 71 149 112:
:----------------------------------------------------------------------------------------------------
: 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 16.8 23.5 27.3 9.8 12.6 16.6 20.4
Old : 18.2 15.9 27.7 26.9 14.8 14.6 23.7 24.1
Other: 26.3 37.8 39.1 51.4 26.3 37.5 39.0 50.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 29, 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 : 53,669: 37,537 19,787 1,627 8,329 29,184 47,493 50,598: 6,176 3,071
Old : 53,669: 37,537 19,787 1,627 8,329 29,184 47,493 50,598: 6,176 3,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,055: 1,776 1,700 164 -639 -1,068 1,301 796: -246 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 36.9 3.0 15.5 54.4 88.5 94.3: 11.5 5.7
Old : 100.0: 69.9 36.9 3.0 15.5 54.4 88.5 94.3: 11.5 5.7
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 : 117: 70 32 8 10 7 83 45:
Old : 117: 70 32 8 10 7 83 45:
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 : 44.3 72.0 55.9 79.0 43.4 71.4 54.9 78.2
Old : 44.3 72.0 55.9 79.0 43.4 71.4 54.9 78.2
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 29, 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 : 387,356: 39,739 103,402 4,236 327,118 262,119 371,093 369,757: 16,263 17,599
Old : 387,356: 39,739 103,402 4,236 327,118 262,119 371,093 369,757: 16,263 17,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 428: -1 2,901 281 -644 -2,082 -364 1,100: 792 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 26.7 1.1 84.4 67.7 95.8 95.5: 4.2 4.5
Old : 100.0: 10.3 26.7 1.1 84.4 67.7 95.8 95.5: 4.2 4.5
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 : 267: 41 55 15 101 107 148 171:
Old : 267: 41 55 15 101 107 148 171:
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 : 39.9 35.7 51.3 44.6 39.0 35.4 49.4 44.1
Old : 39.9 35.7 51.3 44.6 39.0 35.4 49.4 44.1
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 29, 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 : 182,111: 41,171 5,124 5,026 129,660 166,865 175,857 177,015: 6,254 5,096
Old : 182,111: 41,171 5,124 5,026 129,660 166,865 175,857 177,015: 6,254 5,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,503: 1,649 -470 63 -217 2,045 1,495 1,638: 8 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 2.8 71.2 91.6 96.6 97.2: 3.4 2.8
Old : 100.0: 22.6 2.8 2.8 71.2 91.6 96.6 97.2: 3.4 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: 22 12 5 60 47 83 63:
Old : 122: 22 12 5 60 47 83 63:
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 : 36.7 46.9 51.3 65.9 34.1 46.9 48.5 65.8
Old : 36.7 46.9 51.3 65.9 34.1 46.9 48.5 65.8
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 29, 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 : 584,976: 169,772 102,058 6,999 389,828 464,616 566,599 573,673: 18,377 11,303
Old : 584,976: 169,772 102,058 6,999 389,828 464,616 566,599 573,673: 18,377 11,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -21,309: 3,442 -10,760 517 -27,256 -11,355 -23,297 -21,598: 1,988 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 17.4 1.2 66.6 79.4 96.9 98.1: 3.1 1.9
Old : 100.0: 29.0 17.4 1.2 66.6 79.4 96.9 98.1: 3.1 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 : 278: 84 50 22 103 89 198 150:
Old : 278: 84 50 22 103 89 198 150:
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 : 27.6 31.1 39.7 45.7 23.9 31.1 33.5 43.2
Old : 27.6 31.1 39.7 45.7 23.9 31.1 33.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016