COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 21, 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 : 189,263: 85,977 40,752 8,696 79,429 132,607 174,102 182,055: 15,161 7,208
Old : 5,075: 1,965 628 0 2,484 3,976 4,449 4,604: 626 471
Other: 184,188: 84,433 40,545 8,275 76,945 128,631 169,653 177,451: 14,535 6,737
: : :
: : Changes in Commitments from: June 14, 2016 :
: -11,561: -1,978 -487 -4,399 -3,617 -5,154 -9,994 -10,040: -1,567 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 21.5 4.6 42.0 70.1 92.0 96.2: 8.0 3.8
Old : 100.0: 38.7 12.4 0.0 48.9 78.3 87.7 90.7: 12.3 9.3
Other: 100.0: 45.8 22.0 4.5 41.8 69.8 92.1 96.3: 7.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 124 62 40 51 61 197 144:
Old : 54: 13 4 0 14 25 27 29:
Other: 270: 125 61 40 50 60 195 142:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 31.4 27.0 42.3 16.9 30.1 27.0 40.3
Old : 51.9 49.2 71.4 70.5 51.9 49.2 71.4 70.5
Other: 17.4 31.4 27.8 42.6 17.4 30.1 27.8 40.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 21, 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 : 16,925: 7,625 1,166 233 6,019 14,177 13,877 15,576: 3,048 1,349
Old : 16,310: 7,623 1,111 217 5,504 13,664 13,344 14,992: 2,966 1,318
Other: 615: 18 71 0 515 513 533 584: 82 31
: : :
: : Changes in Commitments from: June 14, 2016 :
: -966: -190 -229 -46 -482 -617 -718 -892: -248 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 6.9 1.4 35.6 83.8 82.0 92.0: 18.0 8.0
Old : 100.0: 46.7 6.8 1.3 33.7 83.8 81.8 91.9: 18.2 8.1
Other: 100.0: 2.9 11.5 0.0 83.7 83.4 86.7 95.0: 13.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 28 10 4 19 18 50 31:
Old : 68: 29 9 4 19 18 50 31:
Other: 15: 1 3 0 7 5 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 33.8 54.4 47.2 77.1 33.8 52.0 47.2 74.5
Old : 33.2 53.5 46.6 76.8 33.2 52.2 46.6 74.2
Other: 82.1 88.5 86.7 95.0 82.1 88.1 86.3 94.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 21, 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 : 187,149: 68,036 23,835 23,754 85,045 133,659 176,835 181,248: 10,314 5,901
Old : 86,984: 46,628 32,941 1,977 31,059 47,283 79,664 82,201: 7,320 4,783
Other: 100,165: 39,855 9,341 3,330 53,986 86,376 97,171 99,047: 2,994 1,118
: : :
: : Changes in Commitments from: June 14, 2016 :
: -10,859: -1,911 -2,521 -1,127 -6,472 -6,571 -9,510 -10,219: -1,349 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 12.7 12.7 45.4 71.4 94.5 96.8: 5.5 3.2
Old : 100.0: 53.6 37.9 2.3 35.7 54.4 91.6 94.5: 8.4 5.5
Other: 100.0: 39.8 9.3 3.3 53.9 86.2 97.0 98.9: 3.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 92 43 59 54 45 177 127:
Old : 198: 79 53 16 34 39 119 102:
Other: 148: 64 22 23 47 31 125 64:
:----------------------------------------------------------------------------------------------------
: 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 32.2 29.7 45.3 18.7 27.8 26.6 39.1
Old : 18.7 23.5 31.0 39.5 18.4 23.5 29.8 38.9
Other: 29.7 46.1 42.6 61.3 29.5 40.6 42.0 55.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 21, 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 : 899,424: 349,725 32,409 62,485 392,812 767,114 805,022 862,008: 94,402 37,416
Old : 899,424: 349,725 32,409 62,485 392,812 767,114 805,022 862,008: 94,402 37,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -40,657: 20,896 -34,351 -30,048 -20,817 29,949 -29,969 -34,450: -10,688 -6,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.6 6.9 43.7 85.3 89.5 95.8: 10.5 4.2
Old : 100.0: 38.9 3.6 6.9 43.7 85.3 89.5 95.8: 10.5 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 : 250: 113 25 64 86 85 220 160:
Old : 250: 113 25 64 86 85 220 160:
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 : 14.2 34.6 21.3 50.0 13.1 32.0 19.7 45.2
Old : 14.2 34.6 21.3 50.0 13.1 32.0 19.7 45.2
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, June 21, 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 : 174,909: 55,652 23,271 27,586 79,542 116,900 162,780 167,757: 12,129 7,152
Old : 103,559: 56,601 26,097 2,964 35,465 69,303 95,030 98,364: 8,529 5,195
Other: 71,350: 19,454 17,577 4,219 44,077 47,597 67,750 69,393: 3,600 1,957
: : :
: : Changes in Commitments from: June 14, 2016 :
: -7,269: 5,505 -2,012 -2,815 -8,733 -1,409 -6,043 -6,236: -1,226 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.3 15.8 45.5 66.8 93.1 95.9: 6.9 4.1
Old : 100.0: 54.7 25.2 2.9 34.2 66.9 91.8 95.0: 8.2 5.0
Other: 100.0: 27.3 24.6 5.9 61.8 66.7 95.0 97.3: 5.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 160 76 88 127 117 332 248:
Old : 386: 149 81 21 74 106 229 203:
Other: 260: 80 45 37 110 84 211 148:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 17.2 23.2 29.4 12.0 14.7 19.5 23.3
Old : 18.7 19.3 30.9 30.6 17.7 19.2 27.2 30.5
Other: 18.1 26.2 28.4 43.0 16.2 22.6 24.7 34.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 21, 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 : 50,649: 34,097 24,725 3,218 7,157 20,352 44,472 48,295: 6,177 2,354
Old : 50,649: 34,097 24,725 3,218 7,157 20,352 44,472 48,295: 6,177 2,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 334: 2,073 -2,607 233 -1,200 2,561 1,106 187: -772 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 48.8 6.4 14.1 40.2 87.8 95.4: 12.2 4.6
Old : 100.0: 67.3 48.8 6.4 14.1 40.2 87.8 95.4: 12.2 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 : 124: 71 34 14 7 10 86 55:
Old : 124: 71 34 14 7 10 86 55:
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 : 42.8 56.4 54.8 69.8 40.8 55.8 51.8 69.0
Old : 42.8 56.4 54.8 69.8 40.8 55.8 51.8 69.0
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, June 21, 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 : 332,943: 56,489 75,660 6,227 252,618 236,581 315,334 318,468: 17,609 14,475
Old : 332,943: 56,489 75,660 6,227 252,618 236,581 315,334 318,468: 17,609 14,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -68,517: -11,215 -7,529 -1,312 -50,319 -55,909 -62,846 -64,750: -5,671 -3,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.7 1.9 75.9 71.1 94.7 95.7: 5.3 4.3
Old : 100.0: 17.0 22.7 1.9 75.9 71.1 94.7 95.7: 5.3 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 : 257: 43 46 13 99 106 149 158:
Old : 257: 43 46 13 99 106 149 158:
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 : 27.9 33.9 41.1 41.9 27.0 33.9 39.2 41.6
Old : 27.9 33.9 41.1 41.9 27.0 33.9 39.2 41.6
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, June 21, 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 : 196,468: 39,917 7,649 3,674 147,152 180,937 190,743 192,260: 5,725 4,208
Old : 196,468: 39,917 7,649 3,674 147,152 180,937 190,743 192,260: 5,725 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -13,057: 2,242 383 -526 -11,050 -10,724 -9,334 -10,867: -3,723 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.9 1.9 74.9 92.1 97.1 97.9: 2.9 2.1
Old : 100.0: 20.3 3.9 1.9 74.9 92.1 97.1 97.9: 2.9 2.1
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 : 124: 19 13 6 62 50 83 67:
Old : 124: 19 13 6 62 50 83 67:
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 : 33.9 48.1 49.8 64.2 32.4 48.1 48.0 64.0
Old : 33.9 48.1 49.8 64.2 32.4 48.1 48.0 64.0
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, June 21, 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 : 616,823: 192,282 69,964 10,396 396,016 525,686 598,694 606,046: 18,129 10,777
Old : 616,823: 192,282 69,964 10,396 396,016 525,686 598,694 606,046: 18,129 10,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -64,786: 3,373 -22,940 -2,681 -48,391 -22,705 -47,699 -48,326: -17,087 -16,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.3 1.7 64.2 85.2 97.1 98.3: 2.9 1.7
Old : 100.0: 31.2 11.3 1.7 64.2 85.2 97.1 98.3: 2.9 1.7
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 : 277: 93 41 24 106 76 209 131:
Old : 277: 93 41 24 106 76 209 131:
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 : 24.1 36.7 35.7 53.9 18.1 36.6 27.3 51.1
Old : 24.1 36.7 35.7 53.9 18.1 36.6 27.3 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016