COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 248,254: 69,625 84,404 48,703 116,287 97,018 234,615 230,125: 13,639 18,129 Old : 203,673: 66,369 75,193 40,465 86,318 72,338 193,152 187,997: 10,521 15,676 Other: 44,581: 7,695 13,650 3,799 29,969 24,680 41,463 42,129: 3,118 2,453 : : : : : Changes in Commitments from: February 23, 2016 : : 24,142: 790 8,442 11,939 10,816 3,794 23,545 24,175: 597 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 34.0 19.6 46.8 39.1 94.5 92.7: 5.5 7.3 Old : 100.0: 32.6 36.9 19.9 42.4 35.5 94.8 92.3: 5.2 7.7 Other: 100.0: 17.3 30.6 8.5 67.2 55.4 93.0 94.5: 7.0 5.5 : : : :# Traders : Number of Traders in Each Category : All : 305: 105 117 90 64 63 205 238: Old : 296: 103 113 78 59 62 191 227: Other: 133: 30 37 25 49 44 92 93: :---------------------------------------------------------------------------------------------------- : 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 : 14.5 13.7 24.4 21.8 12.0 7.4 19.5 13.2 Old : 14.3 13.1 24.1 21.0 11.0 8.6 20.0 15.6 Other: 32.6 33.9 47.6 48.8 32.4 33.7 47.4 48.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 13,017: 1,937 1,399 1,193 8,356 9,328 11,486 11,919: 1,531 1,098 Old : 13,005: 1,937 1,399 1,193 8,355 9,320 11,485 11,911: 1,520 1,094 Other: 12: 0 0 0 1 8 1 8: 11 4 : : : : : Changes in Commitments from: February 23, 2016 : : -433: 51 -366 -7 -372 153 -328 -220: -105 -213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 10.7 9.2 64.2 71.7 88.2 91.6: 11.8 8.4 Old : 100.0: 14.9 10.8 9.2 64.2 71.7 88.3 91.6: 11.7 8.4 Other: 100.0: 0.0 0.0 0.0 8.3 66.7 8.3 66.7: 91.7 33.3 : : : :# Traders : Number of Traders in Each Category : All : 62: 21 10 8 24 15 47 31: Old : 62: 21 10 8 24 15 47 31: Other: 1: 0 0 0 1 1 1 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 : 23.4 52.6 42.0 67.9 23.4 50.0 41.5 64.8 Old : 23.4 52.7 42.0 67.9 23.4 50.0 41.5 64.9 Other: 8.3 66.7 8.3 66.7 0.0 58.3 0.0 58.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 294,447: 58,777 32,941 87,642 136,385 165,692 282,803 286,274: 11,644 8,173 Old : 238,705: 50,424 28,944 71,850 106,401 130,307 228,674 231,101: 10,031 7,604 Other: 55,742: 14,123 9,766 10,022 29,985 35,385 54,129 55,173: 1,613 569 : : : : : Changes in Commitments from: February 23, 2016 : : 3,915: 1,080 -1,388 6,348 -3,902 -184 3,526 4,776: 389 -861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 11.2 29.8 46.3 56.3 96.0 97.2: 4.0 2.8 Old : 100.0: 21.1 12.1 30.1 44.6 54.6 95.8 96.8: 4.2 3.2 Other: 100.0: 25.3 17.5 18.0 53.8 63.5 97.1 99.0: 2.9 1.0 : : : :# Traders : Number of Traders in Each Category : All : 216: 89 54 80 53 47 182 152: Old : 210: 90 55 76 52 46 174 148: Other: 92: 29 16 20 39 21 81 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 : 21.9 28.2 33.3 40.7 13.4 14.4 18.2 23.5 Old : 20.8 24.0 30.7 36.7 11.6 17.9 18.9 27.4 Other: 49.6 53.8 64.7 73.8 43.0 44.7 55.1 64.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 973,420: 188,274 95,090 222,622 490,569 601,926 901,465 919,639: 71,955 53,781 Old : 973,420: 188,274 95,090 222,622 490,569 601,926 901,465 919,639: 71,955 53,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -32,890: -6,597 -33,105 7,800 -30,511 2,231 -29,308 -23,074: -3,582 -9,817 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 9.8 22.9 50.4 61.8 92.6 94.5: 7.4 5.5 Old : 100.0: 19.3 9.8 22.9 50.4 61.8 92.6 94.5: 7.4 5.5 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 : 223: 76 47 80 87 82 203 176: Old : 223: 76 47 80 87 82 203 176: 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 : 11.7 24.4 19.8 34.7 8.0 20.8 13.7 27.6 Old : 11.7 24.4 19.8 34.7 8.0 20.8 13.7 27.6 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, March 01, 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 : 231,456: 34,077 52,065 60,740 123,732 110,045 218,549 222,850: 12,907 8,605 Old : 191,088: 36,988 57,320 42,457 100,858 83,458 180,303 183,235: 10,784 7,852 Other: 40,368: 11,872 9,528 3,499 22,874 26,588 38,246 39,615: 2,123 753 : : : : : Changes in Commitments from: February 23, 2016 : : 17,581: -1,516 8,982 9,872 7,281 -1,370 15,636 17,483: 1,945 98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 22.5 26.2 53.5 47.5 94.4 96.3: 5.6 3.7 Old : 100.0: 19.4 30.0 22.2 52.8 43.7 94.4 95.9: 5.6 4.1 Other: 100.0: 29.4 23.6 8.7 56.7 65.9 94.7 98.1: 5.3 1.9 : : : :# Traders : Number of Traders in Each Category : All : 418: 116 137 123 141 120 321 327: Old : 415: 119 135 112 137 114 311 313: Other: 184: 32 35 32 105 61 158 109: :---------------------------------------------------------------------------------------------------- : 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 : 14.3 14.9 22.3 23.9 8.7 9.3 13.7 16.1 Old : 16.0 13.0 24.0 23.0 11.2 10.2 18.2 18.7 Other: 26.8 37.7 38.6 51.3 26.6 35.6 38.2 47.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 64,679: 41,486 14,798 1,502 15,210 46,152 58,197 62,451: 6,482 2,228 Old : 64,679: 41,486 14,798 1,502 15,210 46,152 58,197 62,451: 6,482 2,228 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -4,927: -3,501 -846 -240 -1,727 -3,639 -5,469 -4,725: 542 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 22.9 2.3 23.5 71.4 90.0 96.6: 10.0 3.4 Old : 100.0: 64.1 22.9 2.3 23.5 71.4 90.0 96.6: 10.0 3.4 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 : 114: 67 29 17 12 10 87 50: Old : 114: 67 29 17 12 10 87 50: 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 75.8 60.3 82.7 41.6 74.8 56.0 80.0 Old : 43.0 75.8 60.3 82.7 41.6 74.8 56.0 80.0 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, March 01, 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 : 430,494: 41,380 102,727 3,046 371,638 302,681 416,064 408,454: 14,430 22,040 Old : 430,494: 41,380 102,727 3,046 371,638 302,681 416,064 408,454: 14,430 22,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -4,198: 305 3,321 161 -5,313 -7,052 -4,848 -3,570: 649 -628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 23.9 0.7 86.3 70.3 96.6 94.9: 3.4 5.1 Old : 100.0: 9.6 23.9 0.7 86.3 70.3 96.6 94.9: 3.4 5.1 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 : 274: 42 55 13 99 113 148 174: Old : 274: 42 55 13 99 113 148 174: 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 : 38.2 32.8 51.8 41.4 37.7 32.8 49.7 40.9 Old : 38.2 32.8 51.8 41.4 37.7 32.8 49.7 40.9 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, March 01, 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 : 201,838: 48,972 6,042 2,758 142,291 187,546 194,021 196,346: 7,817 5,492 Old : 201,838: 48,972 6,042 2,758 142,291 187,546 194,021 196,346: 7,817 5,492 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : -1,286: -2,935 -1,766 249 372 22 -2,314 -1,495: 1,028 209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 3.0 1.4 70.5 92.9 96.1 97.3: 3.9 2.7 Old : 100.0: 24.3 3.0 1.4 70.5 92.9 96.1 97.3: 3.9 2.7 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 : 133: 24 12 6 62 55 87 72: Old : 133: 24 12 6 62 55 87 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 : 36.0 52.1 50.8 66.1 34.8 52.1 49.6 65.9 Old : 36.0 52.1 50.8 66.1 34.8 52.1 49.6 65.9 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, March 01, 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 : 565,050: 156,302 102,282 6,020 381,187 444,314 543,509 552,616: 21,541 12,434 Old : 565,050: 156,302 102,282 6,020 381,187 444,314 543,509 552,616: 21,541 12,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2016 : : 18,944: 2,749 -7,974 -219 8,522 25,256 11,052 17,063: 7,892 1,881 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 18.1 1.1 67.5 78.6 96.2 97.8: 3.8 2.2 Old : 100.0: 27.7 18.1 1.1 67.5 78.6 96.2 97.8: 3.8 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 : 277: 72 56 22 108 92 192 158: Old : 277: 72 56 22 108 92 192 158: 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 : 26.5 25.4 42.1 38.0 20.4 20.2 32.0 29.7 Old : 26.5 25.4 42.1 38.0 20.4 20.2 32.0 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016