COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 10, 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 : 186,343: 72,961 44,782 16,418 83,112 115,249 172,491 176,449: 13,852 9,894 Old : 101,439: 53,666 33,867 2,746 36,553 57,475 92,965 94,088: 8,474 7,351 Other: 84,904: 29,555 21,175 3,412 46,559 57,774 79,526 82,361: 5,378 2,543 : : : : : Changes in Commitments from: May 3, 2016 : : -7,081: -5,081 686 -316 -685 -7,018 -6,082 -6,648: -999 -433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 24.0 8.8 44.6 61.8 92.6 94.7: 7.4 5.3 Old : 100.0: 52.9 33.4 2.7 36.0 56.7 91.6 92.8: 8.4 7.2 Other: 100.0: 34.8 24.9 4.0 54.8 68.0 93.7 97.0: 6.3 3.0 : : : :# Traders : Number of Traders in Each Category : All : 283: 106 88 61 55 57 197 180: Old : 247: 94 82 20 36 43 138 137: Other: 188: 59 52 18 43 49 113 112: :---------------------------------------------------------------------------------------------------- : 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 : 17.5 28.7 27.5 37.6 17.5 26.2 27.0 34.6 Old : 16.6 28.8 27.3 40.3 16.6 26.6 26.7 38.1 Other: 26.8 35.6 39.3 48.2 26.8 33.0 38.3 45.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 10, 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 : 12,824: 3,742 539 302 6,904 11,160 10,948 12,001: 1,876 823 Old : 12,611: 3,695 539 302 6,765 10,961 10,762 11,802: 1,849 809 Other: 213: 47 0 0 139 199 186 199: 27 14 : : : : : Changes in Commitments from: May 3, 2016 : : 768: 193 -231 60 268 863 521 692: 247 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 4.2 2.4 53.8 87.0 85.4 93.6: 14.6 6.4 Old : 100.0: 29.3 4.3 2.4 53.6 86.9 85.3 93.6: 14.7 6.4 Other: 100.0: 22.1 0.0 0.0 65.3 93.4 87.3 93.4: 12.7 6.6 : : : :# Traders : Number of Traders in Each Category : All : 64: 26 7 10 21 13 50 28: Old : 64: 26 7 10 21 13 50 28: Other: 10: 4 0 0 3 3 7 3: :---------------------------------------------------------------------------------------------------- : 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 : 28.3 59.7 44.2 83.9 28.3 57.4 44.2 80.9 Old : 28.1 59.1 43.9 83.7 28.1 56.8 43.9 80.7 Other: 76.5 93.4 87.3 93.4 76.5 93.4 87.3 93.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 10, 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 : 245,287: 88,309 27,611 46,848 98,701 164,117 233,858 238,576: 11,429 6,711 Old : 155,119: 73,292 37,033 21,119 51,729 90,913 146,140 149,065: 8,979 6,054 Other: 90,168: 35,755 11,316 4,991 46,972 73,204 87,718 89,511: 2,450 657 : : : : : Changes in Commitments from: May 3, 2016 : : -5,617: -2,085 -3,015 -5,439 2,859 2,489 -4,665 -5,965: -952 348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 11.3 19.1 40.2 66.9 95.3 97.3: 4.7 2.7 Old : 100.0: 47.2 23.9 13.6 33.3 58.6 94.2 96.1: 5.8 3.9 Other: 100.0: 39.7 12.5 5.5 52.1 81.2 97.3 99.3: 2.7 0.7 : : : :# Traders : Number of Traders in Each Category : All : 234: 111 47 72 54 48 199 147: Old : 226: 107 52 50 48 43 177 128: Other: 125: 48 20 17 44 30 103 57: :---------------------------------------------------------------------------------------------------- : 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 : 15.5 34.6 25.4 48.0 14.1 29.9 22.1 40.7 Old : 14.1 26.0 23.6 39.9 13.0 23.0 21.3 35.5 Other: 31.8 50.2 49.1 67.0 30.1 43.3 45.2 58.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 10, 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 : 805,306: 297,398 65,622 77,492 346,692 625,433 721,582 768,547: 83,724 36,759 Old : 805,306: 297,398 65,622 77,492 346,692 625,433 721,582 768,547: 83,724 36,759 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : 16,163: 36,008 10,731 2,678 -12,253 4,830 26,433 18,239: -10,270 -2,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 8.1 9.6 43.1 77.7 89.6 95.4: 10.4 4.6 Old : 100.0: 36.9 8.1 9.6 43.1 77.7 89.6 95.4: 10.4 4.6 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 : 237: 96 42 80 73 72 201 168: Old : 237: 96 42 80 73 72 201 168: 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 : 13.6 32.9 21.2 46.7 13.6 30.6 21.2 41.8 Old : 13.6 32.9 21.2 46.7 13.6 30.6 21.2 41.8 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, May 10, 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 : 189,256: 44,806 35,896 37,303 94,987 109,145 177,096 182,344: 12,160 6,912 Old : 135,146: 47,180 36,833 19,059 59,788 73,218 126,027 129,110: 9,119 6,036 Other: 54,110: 11,814 13,251 4,056 35,199 35,927 51,069 53,234: 3,041 876 : : : : : Changes in Commitments from: May 3, 2016 : : -3,557: -741 -7,922 374 -1,763 4,475 -2,130 -3,073: -1,427 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 19.0 19.7 50.2 57.7 93.6 96.3: 6.4 3.7 Old : 100.0: 34.9 27.3 14.1 44.2 54.2 93.3 95.5: 6.7 4.5 Other: 100.0: 21.8 24.5 7.5 65.1 66.4 94.4 98.4: 5.6 1.6 : : : :# Traders : Number of Traders in Each Category : All : 382: 126 86 95 136 112 316 257: Old : 371: 123 90 60 119 102 275 226: Other: 223: 59 32 29 110 72 181 125: :---------------------------------------------------------------------------------------------------- : 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 : 13.8 16.0 22.9 26.7 10.6 12.0 16.7 19.4 Old : 17.7 15.3 28.2 25.6 14.4 14.2 21.9 22.2 Other: 19.0 33.4 29.1 48.2 18.1 30.8 27.5 42.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 10, 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 : 67,841: 42,834 30,717 2,697 14,291 31,195 59,822 64,609: 8,019 3,232 Old : 67,841: 42,834 30,717 2,697 14,291 31,195 59,822 64,609: 8,019 3,232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : -3,687: -1,544 -4,487 334 -1,419 857 -2,629 -3,296: -1,058 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.1 45.3 4.0 21.1 46.0 88.2 95.2: 11.8 4.8 Old : 100.0: 63.1 45.3 4.0 21.1 46.0 88.2 95.2: 11.8 4.8 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 : 135: 80 39 15 10 8 99 56: Old : 135: 80 39 15 10 8 99 56: 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 : 35.0 69.7 48.4 79.3 34.3 68.1 47.0 75.5 Old : 35.0 69.7 48.4 79.3 34.3 68.1 47.0 75.5 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, May 10, 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 : 386,938: 47,917 93,584 6,786 316,563 270,265 371,266 370,635: 15,672 16,303 Old : 386,938: 47,917 93,584 6,786 316,563 270,265 371,266 370,635: 15,672 16,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : 9,092: 6,275 2,937 -274 3,295 6,671 9,296 9,334: -204 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 24.2 1.8 81.8 69.8 95.9 95.8: 4.1 4.2 Old : 100.0: 12.4 24.2 1.8 81.8 69.8 95.9 95.8: 4.1 4.2 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 : 271: 43 52 10 100 112 149 168: Old : 271: 43 52 10 100 112 149 168: 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 : 40.9 33.3 52.0 41.7 40.0 33.1 49.9 41.2 Old : 40.9 33.3 52.0 41.7 40.0 33.1 49.9 41.2 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, May 10, 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 : 195,124: 43,503 5,924 2,962 141,894 181,586 188,359 190,472: 6,765 4,652 Old : 195,124: 43,503 5,924 2,962 141,894 181,586 188,359 190,472: 6,765 4,652 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : 2,850: 3,074 607 -26 283 1,036 3,331 1,617: -481 1,233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 3.0 1.5 72.7 93.1 96.5 97.6: 3.5 2.4 Old : 100.0: 22.3 3.0 1.5 72.7 93.1 96.5 97.6: 3.5 2.4 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 : 128: 24 12 5 62 49 87 65: Old : 128: 24 12 5 62 49 87 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 : 34.6 50.9 51.2 68.3 33.3 50.9 48.9 68.3 Old : 34.6 50.9 51.2 68.3 33.3 50.9 48.9 68.3 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, May 10, 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 : 624,325: 195,035 100,579 7,155 405,247 502,566 607,437 610,300: 16,888 14,025 Old : 624,325: 195,035 100,579 7,155 405,247 502,566 607,437 610,300: 16,888 14,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : -9,063: 5,550 -7,029 1,155 -13,583 -7,351 -6,878 -13,225: -2,185 4,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 16.1 1.1 64.9 80.5 97.3 97.8: 2.7 2.2 Old : 100.0: 31.2 16.1 1.1 64.9 80.5 97.3 97.8: 2.7 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 : 312: 99 51 21 123 86 231 149: Old : 312: 99 51 21 123 86 231 149: 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 : 27.0 39.3 37.2 53.2 19.6 39.2 27.5 49.2 Old : 27.0 39.3 37.2 53.2 19.6 39.2 27.5 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016