COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 251,351: 73,289 45,993 53,184 111,489 137,313 237,962 236,491: 13,389 14,860
Old : 230,784: 71,880 44,395 50,226 96,495 122,821 218,602 217,442: 12,182 13,342
Other: 20,567: 2,687 2,876 1,680 14,993 14,493 19,360 19,049: 1,208 1,519
: : :
: : Changes in Commitments from: January 26, 2016 :
: 3,558: -861 2,960 837 3,718 86 3,694 3,883: -136 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.3 21.2 44.4 54.6 94.7 94.1: 5.3 5.9
Old : 100.0: 31.1 19.2 21.8 41.8 53.2 94.7 94.2: 5.3 5.8
Other: 100.0: 13.1 14.0 8.2 72.9 70.5 94.1 92.6: 5.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 116 92 95 68 70 220 226:
Old : 295: 116 92 89 65 68 213 220:
Other: 106: 24 22 17 41 33 76 62:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 22.7 22.1 32.1 9.9 13.2 16.7 19.8
Old : 11.7 23.8 21.7 33.1 9.9 15.6 17.3 22.6
Other: 47.4 38.3 56.7 54.5 46.9 37.3 54.7 52.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 16,208: 2,120 2,038 2,731 9,682 10,107 14,532 14,876: 1,676 1,332
Old : 16,197: 2,120 2,038 2,731 9,679 10,099 14,529 14,868: 1,668 1,329
Other: 11: 0 0 0 3 8 3 8: 8 3
: : :
: : Changes in Commitments from: January 26, 2016 :
: 27: 210 -675 144 -74 567 281 36: -253 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.6 16.8 59.7 62.4 89.7 91.8: 10.3 8.2
Old : 100.0: 13.1 12.6 16.9 59.8 62.4 89.7 91.8: 10.3 8.2
Other: 100.0: 0.0 0.0 0.0 27.3 72.7 27.3 72.7: 72.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 23 14 12 25 14 53 37:
Old : 68: 23 14 12 25 14 53 37:
Other: 2: 0 0 0 2 1 2 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 : 23.9 47.3 39.4 66.0 18.9 41.0 33.2 53.0
Old : 23.9 47.3 39.4 66.0 18.9 41.1 33.3 53.0
Other: 27.3 72.7 27.3 72.7 18.2 63.6 18.2 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 308,279: 61,273 38,397 97,727 137,689 162,610 296,688 298,735: 11,590 9,544
Old : 262,317: 55,907 35,312 85,282 110,471 132,580 251,661 253,174: 10,656 9,143
Other: 45,962: 10,132 7,852 7,678 27,218 30,031 45,028 45,561: 934 401
: : :
: : Changes in Commitments from: January 26, 2016 :
: 4,226: -2,195 2,670 6,250 -248 -4,983 3,807 3,936: 419 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 12.5 31.7 44.7 52.7 96.2 96.9: 3.8 3.1
Old : 100.0: 21.3 13.5 32.5 42.1 50.5 95.9 96.5: 4.1 3.5
Other: 100.0: 22.0 17.1 16.7 59.2 65.3 98.0 99.1: 2.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 92 66 93 54 50 200 170:
Old : 228: 85 74 87 53 47 191 164:
Other: 78: 22 14 17 33 23 64 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 29.7 30.6 40.8 11.6 14.4 16.0 22.9
Old : 18.6 24.6 27.9 37.2 8.8 15.8 14.0 22.8
Other: 59.9 60.2 71.7 76.3 50.0 49.0 58.7 64.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 1,165,724: 183,237 78,961 289,724 610,623 735,365 1,083,584 1,104,049: 82,140 61,675
Old : 1,165,724: 183,237 78,961 289,724 610,623 735,365 1,083,584 1,104,049: 82,140 61,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 1,344: -38,799 25,126 -1,932 45,531 -32,746 4,801 -9,552: -3,456 10,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.8 24.9 52.4 63.1 93.0 94.7: 7.0 5.3
Old : 100.0: 15.7 6.8 24.9 52.4 63.1 93.0 94.7: 7.0 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 : 242: 84 48 87 96 88 216 194:
Old : 242: 84 48 87 96 88 216 194:
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 : 12.2 21.8 20.2 35.9 6.3 17.1 10.8 23.2
Old : 12.2 21.8 20.2 35.9 6.3 17.1 10.8 23.2
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, February 02, 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 : 240,553: 35,571 44,904 66,173 126,803 119,675 228,548 230,752: 12,005 9,801
Old : 210,768: 35,562 48,508 56,079 109,036 97,168 200,677 201,756: 10,091 9,012
Other: 29,785: 6,977 3,363 3,127 17,767 22,507 27,870 28,997: 1,915 788
: : :
: : Changes in Commitments from: January 26, 2016 :
: -2,096: 2,611 -8,567 2,723 -7,222 3,612 -1,887 -2,231: -208 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.7 27.5 52.7 49.7 95.0 95.9: 5.0 4.1
Old : 100.0: 16.9 23.0 26.6 51.7 46.1 95.2 95.7: 4.8 4.3
Other: 100.0: 23.4 11.3 10.5 59.7 75.6 93.6 97.4: 6.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 135 113 135 138 119 339 315:
Old : 411: 136 115 130 133 112 333 304:
Other: 163: 31 22 26 93 57 136 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 : 14.1 13.8 22.8 22.7 8.6 8.5 13.1 14.9
Old : 14.9 12.2 23.4 21.5 10.9 8.8 16.2 16.4
Other: 32.7 37.4 43.9 53.6 31.3 35.2 41.6 47.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 76,408: 54,766 9,941 2,152 10,282 62,777 67,200 74,869: 9,208 1,539
Old : 76,408: 54,766 9,941 2,152 10,282 62,777 67,200 74,869: 9,208 1,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 307: 96 -563 177 -216 683 58 297: 249 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 13.0 2.8 13.5 82.2 87.9 98.0: 12.1 2.0
Old : 100.0: 71.7 13.0 2.8 13.5 82.2 87.9 98.0: 12.1 2.0
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 : 144: 103 23 14 8 10 118 43:
Old : 144: 103 23 14 8 10 118 43:
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 : 40.5 82.7 52.0 88.2 38.7 82.6 50.0 88.0
Old : 40.5 82.7 52.0 88.2 38.7 82.6 50.0 88.0
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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 419,551: 35,754 97,719 2,161 367,395 300,701 405,310 400,580: 14,241 18,971
Old : 419,551: 35,754 97,719 2,161 367,395 300,701 405,310 400,580: 14,241 18,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 4,438: -2,811 10,295 -328 9,728 -6,691 6,590 3,277: -2,151 1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 23.3 0.5 87.6 71.7 96.6 95.5: 3.4 4.5
Old : 100.0: 8.5 23.3 0.5 87.6 71.7 96.6 95.5: 3.4 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 : 279: 33 61 13 106 117 148 182:
Old : 279: 33 61 13 106 117 148 182:
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 : 38.4 35.2 53.3 44.0 37.5 35.2 49.9 43.1
Old : 38.4 35.2 53.3 44.0 37.5 35.2 49.9 43.1
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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 196,967: 52,095 6,106 2,669 135,616 182,124 190,380 190,899: 6,587 6,068
Old : 196,967: 52,095 6,106 2,669 135,616 182,124 190,380 190,899: 6,587 6,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 760: 281 -2,334 20 337 2,595 638 281: 122 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.1 1.4 68.9 92.5 96.7 96.9: 3.3 3.1
Old : 100.0: 26.4 3.1 1.4 68.9 92.5 96.7 96.9: 3.3 3.1
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 : 123: 24 14 4 53 51 78 68:
Old : 123: 24 14 4 53 51 78 68:
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 : 38.3 50.2 55.9 62.9 37.0 50.2 54.7 62.8
Old : 38.3 50.2 55.9 62.9 37.0 50.2 54.7 62.8
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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 523,662: 141,905 97,700 7,905 358,388 406,423 508,198 512,028: 15,464 11,634
Old : 523,662: 141,905 97,700 7,905 358,388 406,423 508,198 512,028: 15,464 11,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 480: -3,409 -2,471 -952 8,427 4,259 4,066 836: -3,586 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.7 1.5 68.4 77.6 97.0 97.8: 3.0 2.2
Old : 100.0: 27.1 18.7 1.5 68.4 77.6 97.0 97.8: 3.0 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 : 263: 63 59 20 96 90 173 155:
Old : 263: 63 59 20 96 90 173 155:
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 : 29.4 26.2 44.8 40.6 21.0 21.9 33.3 31.5
Old : 29.4 26.2 44.8 40.6 21.0 21.9 33.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2016