COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 221,010: 67,067 71,486 34,580 105,534 97,757 207,180 203,822: 13,830 17,188
Old : 186,692: 63,863 67,444 28,895 81,936 75,445 174,693 171,784: 11,998 14,908
Other: 34,319: 6,389 7,227 2,500 23,599 22,311 32,487 32,038: 1,832 2,281
: : :
: : Changes in Commitments from: February 9, 2016 :
: -41,599: -256 3,636 -25,740 -14,446 -19,314 -40,443 -41,419: -1,156 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 32.3 15.6 47.8 44.2 93.7 92.2: 6.3 7.8
Old : 100.0: 34.2 36.1 15.5 43.9 40.4 93.6 92.0: 6.4 8.0
Other: 100.0: 18.6 21.1 7.3 68.8 65.0 94.7 93.4: 5.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 92 109 75 64 64 186 222:
Old : 275: 87 106 69 62 60 176 211:
Other: 118: 25 26 17 41 42 77 76:
:----------------------------------------------------------------------------------------------------
: 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 16.1 23.8 24.3 12.4 9.6 20.0 16.2
Old : 13.3 16.0 23.6 24.5 11.6 10.9 20.8 18.7
Other: 39.0 34.3 53.3 52.0 38.8 33.9 52.9 50.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 15,700: 2,240 1,425 2,647 9,085 10,364 13,973 14,436: 1,727 1,264
Old : 15,689: 2,240 1,425 2,647 9,082 10,354 13,970 14,426: 1,719 1,263
Other: 11: 0 0 0 3 10 3 10: 8 1
: : :
: : Changes in Commitments from: February 9, 2016 :
: -556: 172 -273 -51 -826 -128 -705 -452: 149 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.1 16.9 57.9 66.0 89.0 92.0: 11.0 8.0
Old : 100.0: 14.3 9.1 16.9 57.9 66.0 89.0 92.0: 11.0 8.0
Other: 100.0: 0.0 0.0 0.0 27.3 90.9 27.3 90.9: 72.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 10 13 25 17 55 35:
Old : 65: 24 10 13 25 17 55 35:
Other: 3: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 47.3 37.6 66.1 19.6 44.0 34.5 55.2
Old : 21.4 47.3 37.6 66.1 19.6 44.0 34.6 55.3
Other: 27.3 90.9 27.3 90.9 18.2 81.8 18.2 81.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 280,346: 57,132 37,176 78,720 134,398 155,615 270,249 271,511: 10,097 8,835
Old : 228,583: 51,945 34,514 63,007 104,809 122,767 219,762 220,289: 8,821 8,294
Other: 51,763: 11,352 8,827 9,548 29,589 32,848 50,488 51,222: 1,276 541
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,421: -3,454 -1,705 3,377 2,415 431 2,337 2,103: -915 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.3 28.1 47.9 55.5 96.4 96.8: 3.6 3.2
Old : 100.0: 22.7 15.1 27.6 45.9 53.7 96.1 96.4: 3.9 3.6
Other: 100.0: 21.9 17.1 18.4 57.2 63.5 97.5 99.0: 2.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 85 65 81 52 43 182 154:
Old : 216: 87 66 76 51 42 176 149:
Other: 86: 24 17 20 38 21 74 47:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 29.7 34.6 42.3 12.9 13.2 17.8 22.2
Old : 22.7 25.0 32.4 37.9 12.4 17.3 19.4 27.0
Other: 53.7 58.6 68.0 75.2 44.8 48.8 57.8 64.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,012,053: 187,987 112,661 208,607 536,434 617,215 933,029 938,483: 79,024 73,570
Old : 1,012,053: 187,987 112,661 208,607 536,434 617,215 933,029 938,483: 79,024 73,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -144,211: 1,855 11,149 -79,891 -63,300 -76,313 -141,336 -145,055: -2,875 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.1 20.6 53.0 61.0 92.2 92.7: 7.8 7.3
Old : 100.0: 18.6 11.1 20.6 53.0 61.0 92.2 92.7: 7.8 7.3
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 : 230: 69 57 80 87 83 197 187:
Old : 230: 69 57 80 87 83 197 187:
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 : 11.6 22.9 19.1 35.2 6.9 18.1 12.2 24.2
Old : 11.6 22.9 19.1 35.2 6.9 18.1 12.2 24.2
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 16, 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 : 218,216: 32,973 44,063 51,948 121,564 113,529 206,485 209,540: 11,731 8,675
Old : 183,481: 32,710 46,974 40,276 100,868 88,556 173,855 175,806: 9,626 7,675
Other: 34,735: 8,827 5,654 3,107 20,696 24,973 32,631 33,734: 2,105 1,001
: : :
: : Changes in Commitments from: February 9, 2016 :
: -20,069: -1,610 3,707 -13,349 -4,698 -9,377 -19,658 -19,020: -411 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.2 23.8 55.7 52.0 94.6 96.0: 5.4 4.0
Old : 100.0: 17.8 25.6 22.0 55.0 48.3 94.8 95.8: 5.2 4.2
Other: 100.0: 25.4 16.3 8.9 59.6 71.9 93.9 97.1: 6.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 112 111 115 135 117 303 297:
Old : 379: 111 113 108 129 112 293 287:
Other: 169: 27 32 25 99 57 143 98:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 15.0 22.9 24.5 9.5 10.0 15.3 16.9
Old : 15.7 13.3 24.3 23.2 11.9 10.9 19.3 19.5
Other: 28.1 34.4 39.7 50.4 27.4 32.2 38.8 45.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 70,308: 46,676 15,402 1,296 15,462 50,547 63,434 67,245: 6,874 3,062
Old : 70,308: 46,676 15,402 1,296 15,462 50,547 63,434 67,245: 6,874 3,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -5,904: -4,002 -276 -589 -983 -5,423 -5,574 -6,289: -330 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 21.9 1.8 22.0 71.9 90.2 95.6: 9.8 4.4
Old : 100.0: 66.4 21.9 1.8 22.0 71.9 90.2 95.6: 9.8 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 : 116: 71 28 13 11 8 87 46:
Old : 116: 71 28 13 11 8 87 46:
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 : 39.3 77.2 58.2 84.6 38.6 77.2 56.4 83.3
Old : 39.3 77.2 58.2 84.6 38.6 77.2 56.4 83.3
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 16, 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 : 436,878: 42,960 94,263 3,361 375,277 320,092 421,598 417,716: 15,280 19,162
Old : 436,878: 42,960 94,263 3,361 375,277 320,092 421,598 417,716: 15,280 19,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -2,892: -816 847 962 -1,743 -4,774 -1,598 -2,966: -1,294 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.6 0.8 85.9 73.3 96.5 95.6: 3.5 4.4
Old : 100.0: 9.8 21.6 0.8 85.9 73.3 96.5 95.6: 3.5 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 : 272: 39 53 13 104 113 152 170:
Old : 272: 39 53 13 104 113 152 170:
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 : 37.7 33.5 51.1 41.9 36.3 33.5 48.4 41.2
Old : 37.7 33.5 51.1 41.9 36.3 33.5 48.4 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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 201,971: 50,908 7,713 2,544 142,002 186,498 195,454 196,755: 6,517 5,216
Old : 201,971: 50,908 7,713 2,544 142,002 186,498 195,454 196,755: 6,517 5,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -101: -2,685 625 -201 3,134 -490 248 -66: -349 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.8 1.3 70.3 92.3 96.8 97.4: 3.2 2.6
Old : 100.0: 25.2 3.8 1.3 70.3 92.3 96.8 97.4: 3.2 2.6
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 : 127: 21 15 4 56 53 78 71:
Old : 127: 21 15 4 56 53 78 71:
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 : 37.9 50.1 54.6 63.3 36.7 50.1 53.4 63.2
Old : 37.9 50.1 54.6 63.3 36.7 50.1 53.4 63.2
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, February 16, 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 : 545,770: 145,921 107,180 8,129 375,786 419,669 529,836 534,978: 15,934 10,792
Old : 545,770: 145,921 107,180 8,129 375,786 419,669 529,836 534,978: 15,934 10,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 7,130: 3,177 273 -279 3,634 7,970 6,532 7,964: 598 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.6 1.5 68.9 76.9 97.1 98.0: 2.9 2.0
Old : 100.0: 26.7 19.6 1.5 68.9 76.9 97.1 98.0: 2.9 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 : 276: 65 62 20 104 94 182 163:
Old : 276: 65 62 20 104 94 182 163:
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 : 29.7 24.0 46.2 37.6 23.7 19.9 35.8 29.7
Old : 29.7 24.0 46.2 37.6 23.7 19.9 35.8 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016