COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 237,638: 72,816 37,456 47,598 103,821 139,051 224,234 224,104: 13,404 13,533
Old : 221,466: 72,649 37,027 45,640 90,597 126,193 208,887 208,859: 12,579 12,606
Other: 16,172: 699 962 1,425 13,223 12,859 15,347 15,245: 825 927
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,744: 4,961 -339 1,254 -1,295 4,511 4,920 5,426: -177 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 15.8 20.0 43.7 58.5 94.4 94.3: 5.6 5.7
Old : 100.0: 32.8 16.7 20.6 40.9 57.0 94.3 94.3: 5.7 5.7
Other: 100.0: 4.3 5.9 8.8 81.8 79.5 94.9 94.3: 5.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 122 81 85 64 69 222 206:
Old : 293: 121 83 84 61 67 218 204:
Other: 90: 20 12 14 38 33 64 53:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 23.2 21.4 32.6 9.9 14.1 16.5 21.9
Old : 11.7 24.4 21.3 33.3 10.0 16.0 17.4 23.9
Other: 51.3 44.7 65.3 63.1 50.9 44.2 62.4 59.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 15,202: 2,046 1,778 2,376 8,767 9,647 13,190 13,802: 2,013 1,401
Old : 15,199: 2,046 1,778 2,376 8,764 9,647 13,187 13,802: 2,013 1,398
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: January 12, 2016 :
: -311: -1,733 -88 355 1,208 -885 -170 -618: -141 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.7 15.6 57.7 63.5 86.8 90.8: 13.2 9.2
Old : 100.0: 13.5 11.7 15.6 57.7 63.5 86.8 90.8: 13.2 9.2
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 16 10 26 15 49 34:
Old : 62: 16 16 10 26 15 49 34:
Other: 2: 0 0 0 2 0 2 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 : 21.7 49.0 36.9 66.4 19.9 42.1 34.2 57.0
Old : 21.7 49.0 36.9 66.4 19.9 42.2 34.2 57.0
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 281,338: 63,293 32,570 85,065 121,246 154,433 269,604 272,067: 11,734 9,271
Old : 239,332: 58,658 29,547 72,775 97,078 128,218 228,510 230,539: 10,822 8,793
Other: 42,006: 9,580 7,968 7,345 24,169 26,215 41,094 41,528: 912 478
: : :
: : Changes in Commitments from: January 12, 2016 :
: 8,475: -3,582 831 4,305 7,713 2,388 8,436 7,524: 38 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 11.6 30.2 43.1 54.9 95.8 96.7: 4.2 3.3
Old : 100.0: 24.5 12.3 30.4 40.6 53.6 95.5 96.3: 4.5 3.7
Other: 100.0: 22.8 19.0 17.5 57.5 62.4 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 93 54 88 55 50 196 156:
Old : 216: 89 58 84 55 48 190 151:
Other: 73: 22 12 14 29 24 56 45:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 29.7 29.9 39.0 11.9 14.9 16.8 23.2
Old : 17.3 25.5 26.7 36.2 9.8 18.9 15.5 26.6
Other: 60.1 57.3 72.3 74.6 49.8 45.0 57.3 58.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,156,801: 245,221 39,275 276,991 542,184 795,533 1,064,397 1,111,799: 92,404 45,002
Old : 1,156,801: 245,221 39,275 276,991 542,184 795,533 1,064,397 1,111,799: 92,404 45,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 29,619: 16,959 -8,417 7,040 1,049 36,887 25,047 35,510: 4,572 -5,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.4 23.9 46.9 68.8 92.0 96.1: 8.0 3.9
Old : 100.0: 21.2 3.4 23.9 46.9 68.8 92.0 96.1: 8.0 3.9
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 : 242: 97 37 87 91 86 226 180:
Old : 242: 97 37 87 91 86 226 180:
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 : 12.8 26.8 20.2 40.4 7.0 22.5 11.7 30.2
Old : 12.8 26.8 20.2 40.4 7.0 22.5 11.7 30.2
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 238,170: 33,879 56,540 60,434 131,079 111,654 225,393 228,629: 12,777 9,541
Old : 211,400: 34,226 59,798 50,921 114,801 91,715 199,948 202,434: 11,452 8,967
Other: 26,769: 6,265 3,354 2,902 16,278 19,939 25,445 26,195: 1,325 574
: : :
: : Changes in Commitments from: January 12, 2016 :
: 10,292: -360 3,552 2,043 8,479 4,634 10,162 10,229: 129 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.7 25.4 55.0 46.9 94.6 96.0: 5.4 4.0
Old : 100.0: 16.2 28.3 24.1 54.3 43.4 94.6 95.8: 5.4 4.2
Other: 100.0: 23.4 12.5 10.8 60.8 74.5 95.1 97.9: 4.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 140 131 122 140 110 337 313:
Old : 425: 137 135 117 135 106 330 305:
Other: 153: 27 23 23 90 50 129 86:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 13.6 23.7 22.5 9.5 8.4 14.3 15.2
Old : 15.7 12.4 24.4 21.5 11.5 8.6 16.9 16.0
Other: 36.3 39.3 46.1 54.4 34.3 37.0 43.3 48.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 76,515: 55,086 12,380 1,778 10,612 60,775 67,476 74,933: 9,039 1,582
Old : 76,515: 55,086 12,380 1,778 10,612 60,775 67,476 74,933: 9,039 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,369: 1,863 1,802 44 1,556 471 3,463 2,317: -1,094 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 16.2 2.3 13.9 79.4 88.2 97.9: 11.8 2.1
Old : 100.0: 72.0 16.2 2.3 13.9 79.4 88.2 97.9: 11.8 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 : 149: 109 25 15 8 7 125 42:
Old : 149: 109 25 15 8 7 125 42:
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 : 43.0 82.3 52.7 87.8 41.3 82.1 51.0 87.4
Old : 43.0 82.3 52.7 87.8 41.3 82.1 51.0 87.4
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 423,044: 41,890 96,847 2,106 361,582 305,667 405,578 404,620: 17,466 18,425
Old : 423,044: 41,890 96,847 2,106 361,582 305,667 405,578 404,620: 17,466 18,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 16,997: 337 246 -1,002 16,027 18,746 15,362 17,990: 1,635 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.9 0.5 85.5 72.3 95.9 95.6: 4.1 4.4
Old : 100.0: 9.9 22.9 0.5 85.5 72.3 95.9 95.6: 4.1 4.4
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 : 263: 35 50 10 100 113 142 166:
Old : 263: 35 50 10 100 113 142 166:
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 : 38.9 35.5 52.7 44.7 37.4 35.5 49.4 44.2
Old : 38.9 35.5 52.7 44.7 37.4 35.5 49.4 44.2
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 188,820: 45,348 8,134 2,817 133,919 172,663 182,084 183,614: 6,736 5,206
Old : 188,820: 45,348 8,134 2,817 133,919 172,663 182,084 183,614: 6,736 5,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,079: 2,800 19 71 -439 2,165 2,432 2,255: 647 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.3 1.5 70.9 91.4 96.4 97.2: 3.6 2.8
Old : 100.0: 24.0 4.3 1.5 70.9 91.4 96.4 97.2: 3.6 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 : 120: 17 15 3 55 52 72 70:
Old : 120: 17 15 3 55 52 72 70:
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 : 40.1 47.0 57.9 60.4 38.7 47.0 56.5 60.2
Old : 40.1 47.0 57.9 60.4 38.7 47.0 56.5 60.2
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 504,204: 137,742 98,506 10,052 335,159 384,842 482,953 493,400: 21,251 10,804
Old : 504,204: 137,742 98,506 10,052 335,159 384,842 482,953 493,400: 21,251 10,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 22,933: 15,655 556 -2,204 7,437 24,800 20,888 23,152: 2,045 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.5 2.0 66.5 76.3 95.8 97.9: 4.2 2.1
Old : 100.0: 27.3 19.5 2.0 66.5 76.3 95.8 97.9: 4.2 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 : 256: 66 55 21 98 87 179 148:
Old : 256: 66 55 21 98 87 179 148:
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 : 27.8 26.1 41.8 39.9 18.4 21.0 29.8 31.5
Old : 27.8 26.1 41.8 39.9 18.4 21.0 29.8 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016