COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 224,112: 68,836 75,962 36,764 105,471 93,225 211,070 205,950: 13,043 18,162
Old : 186,537: 64,911 70,154 30,546 80,333 70,419 175,790 171,120: 10,747 15,417
Other: 37,575: 7,137 9,020 3,005 25,138 22,805 35,280 34,830: 2,295 2,745
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,102: 1,769 4,476 2,184 -64 -4,532 3,889 2,128: -787 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 33.9 16.4 47.1 41.6 94.2 91.9: 5.8 8.1
Old : 100.0: 34.8 37.6 16.4 43.1 37.8 94.2 91.7: 5.8 8.3
Other: 100.0: 19.0 24.0 8.0 66.9 60.7 93.9 92.7: 6.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 102 120 86 62 62 203 234:
Old : 294: 96 118 75 58 58 188 219:
Other: 125: 33 27 18 46 43 85 82:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 15.5 24.4 22.8 12.4 8.0 20.4 14.5
Old : 14.1 14.7 24.4 22.6 11.5 10.0 20.5 17.7
Other: 34.3 34.9 49.8 51.7 34.3 34.6 49.5 50.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 13,450: 1,886 1,764 1,200 8,728 9,174 11,814 12,139: 1,636 1,311
Old : 13,439: 1,886 1,764 1,200 8,725 9,164 11,811 12,129: 1,628 1,310
Other: 11: 0 0 0 3 10 3 10: 8 1
: : :
: : Changes in Commitments from: February 16, 2016 :
: -2,249: -354 340 -1,447 -357 -1,189 -2,159 -2,297: -91 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.1 8.9 64.9 68.2 87.8 90.3: 12.2 9.7
Old : 100.0: 14.0 13.1 8.9 64.9 68.2 87.9 90.3: 12.1 9.7
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 : 61: 21 10 9 24 14 47 32:
Old : 61: 21 10 9 24 14 47 32:
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 : 22.7 51.5 41.7 66.7 22.7 49.1 40.6 62.7
Old : 22.8 51.5 41.7 66.7 22.8 49.1 40.6 62.7
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 23, 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 : 290,532: 57,697 34,329 81,294 140,287 165,876 279,278 281,498: 11,255 9,034
Old : 237,627: 50,586 30,446 65,992 110,999 132,613 227,577 229,051: 10,050 8,575
Other: 52,905: 12,889 9,661 9,524 29,288 33,262 51,701 52,446: 1,205 459
: : :
: : Changes in Commitments from: February 16, 2016 :
: 10,186: 565 -2,848 2,574 5,890 10,260 9,028 9,987: 1,158 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 11.8 28.0 48.3 57.1 96.1 96.9: 3.9 3.1
Old : 100.0: 21.3 12.8 27.8 46.7 55.8 95.8 96.4: 4.2 3.6
Other: 100.0: 24.4 18.3 18.0 55.4 62.9 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 91 55 82 52 44 186 148:
Old : 211: 90 57 76 51 42 178 142:
Other: 91: 26 17 21 40 21 80 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 : 23.6 30.3 35.0 42.9 13.3 13.6 18.1 22.5
Old : 23.3 25.6 32.7 38.9 11.9 17.3 18.8 26.5
Other: 51.2 58.9 66.2 75.3 43.0 49.3 56.1 65.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,006,310: 194,871 128,195 214,822 521,080 599,695 930,773 942,712: 75,537 63,598
Old : 1,006,310: 194,871 128,195 214,822 521,080 599,695 930,773 942,712: 75,537 63,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -5,743: 6,883 15,535 6,215 -15,354 -17,520 -2,256 4,229: -3,487 -9,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.7 21.3 51.8 59.6 92.5 93.7: 7.5 6.3
Old : 100.0: 19.4 12.7 21.3 51.8 59.6 92.5 93.7: 7.5 6.3
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 : 232: 78 51 78 89 83 205 182:
Old : 232: 78 51 78 89 83 205 182:
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 : 12.5 22.8 20.2 33.6 7.4 18.8 12.8 26.0
Old : 12.5 22.8 20.2 33.6 7.4 18.8 12.8 26.0
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 23, 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 : 213,875: 35,593 43,083 50,868 116,451 111,416 202,912 205,367: 10,962 8,508
Old : 178,300: 36,490 46,861 37,331 95,563 86,418 169,384 170,609: 8,917 7,691
Other: 35,574: 9,437 6,556 3,204 20,888 24,998 33,529 34,758: 2,046 817
: : :
: : Changes in Commitments from: February 16, 2016 :
: -4,341: 2,620 -980 -1,080 -5,113 -2,114 -3,573 -4,173: -768 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.1 23.8 54.4 52.1 94.9 96.0: 5.1 4.0
Old : 100.0: 20.5 26.3 20.9 53.6 48.5 95.0 95.7: 5.0 4.3
Other: 100.0: 26.5 18.4 9.0 58.7 70.3 94.2 97.7: 5.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 125 106 106 138 118 309 287:
Old : 384: 121 110 99 131 112 297 277:
Other: 174: 34 27 27 101 59 148 101:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 15.4 23.2 24.8 9.6 10.2 15.4 17.3
Old : 16.3 13.7 25.0 23.9 11.8 11.3 19.5 20.0
Other: 25.8 37.3 37.4 52.1 25.6 34.7 36.8 47.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 69,607: 44,987 15,644 1,742 16,937 49,791 63,666 67,177: 5,940 2,430
Old : 69,607: 44,987 15,644 1,742 16,937 49,791 63,666 67,177: 5,940 2,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -701: -1,689 242 446 1,476 -756 233 -69: -934 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 22.5 2.5 24.3 71.5 91.5 96.5: 8.5 3.5
Old : 100.0: 64.6 22.5 2.5 24.3 71.5 91.5 96.5: 8.5 3.5
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 : 115: 67 29 14 11 9 85 48:
Old : 115: 67 29 14 11 9 85 48:
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 : 39.0 76.9 56.7 84.8 37.3 76.9 54.7 83.1
Old : 39.0 76.9 56.7 84.8 37.3 76.9 54.7 83.1
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 23, 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 : 434,693: 41,075 99,406 2,885 376,951 309,733 420,912 412,024: 13,781 22,669
Old : 434,693: 41,075 99,406 2,885 376,951 309,733 420,912 412,024: 13,781 22,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -2,185: -1,885 5,143 -476 1,674 -10,360 -686 -5,692: -1,499 3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 0.7 86.7 71.3 96.8 94.8: 3.2 5.2
Old : 100.0: 9.4 22.9 0.7 86.7 71.3 96.8 94.8: 3.2 5.2
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: 39 53 15 98 109 145 169:
Old : 263: 39 53 15 98 109 145 169:
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 : 37.8 32.3 51.5 40.6 37.0 32.3 49.2 40.3
Old : 37.8 32.3 51.5 40.6 37.0 32.3 49.2 40.3
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 23, 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 : 203,124: 51,907 7,808 2,509 141,919 187,524 196,335 197,841: 6,789 5,283
Old : 203,124: 51,907 7,808 2,509 141,919 187,524 196,335 197,841: 6,789 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,153: 999 95 -35 -83 1,026 881 1,086: 272 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.8 1.2 69.9 92.3 96.7 97.4: 3.3 2.6
Old : 100.0: 25.6 3.8 1.2 69.9 92.3 96.7 97.4: 3.3 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 14 4 55 55 77 72:
Old : 127: 21 14 4 55 55 77 72:
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 : 36.9 50.1 53.7 63.5 35.8 50.1 52.5 63.3
Old : 36.9 50.1 53.7 63.5 35.8 50.1 52.5 63.3
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 546,106: 153,553 110,256 6,239 372,665 419,058 532,457 535,553: 13,649 10,553
Old : 546,106: 153,553 110,256 6,239 372,665 419,058 532,457 535,553: 13,649 10,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 336: 7,632 3,076 -1,890 -3,121 -611 2,621 575: -2,285 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.2 1.1 68.2 76.7 97.5 98.1: 2.5 1.9
Old : 100.0: 28.1 20.2 1.1 68.2 76.7 97.5 98.1: 2.5 1.9
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 : 281: 72 62 21 103 92 189 161:
Old : 281: 72 62 21 103 92 189 161:
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 : 29.5 25.4 45.8 38.8 22.8 20.3 35.5 29.9
Old : 29.5 25.4 45.8 38.8 22.8 20.3 35.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016