COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 254,333: 63,973 88,223 52,742 122,549 94,840 239,264 235,806: 15,068 18,527
Old : 204,021: 61,664 79,880 41,076 90,179 67,641 192,920 188,598: 11,101 15,423
Other: 50,312: 8,988 15,022 4,986 32,369 27,199 46,344 47,208: 3,968 3,104
: : :
: : Changes in Commitments from: March 1, 2016 :
: 6,079: -5,652 3,819 4,039 6,262 -2,178 4,649 5,681: 1,429 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 34.7 20.7 48.2 37.3 94.1 92.7: 5.9 7.3
Old : 100.0: 30.2 39.2 20.1 44.2 33.2 94.6 92.4: 5.4 7.6
Other: 100.0: 17.9 29.9 9.9 64.3 54.1 92.1 93.8: 7.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 99 123 94 66 63 208 242:
Old : 295: 98 116 80 61 60 193 225:
Other: 142: 31 42 25 52 47 98 99:
:----------------------------------------------------------------------------------------------------
: 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 13.2 26.0 20.6 12.6 7.2 20.0 12.7
Old : 15.1 11.8 25.0 20.1 11.5 8.1 20.7 14.6
Other: 28.6 32.8 41.3 46.8 27.9 32.7 40.3 46.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 14,606: 2,041 2,296 1,549 9,250 9,320 12,840 13,164: 1,766 1,442
Old : 14,513: 2,042 2,296 1,534 9,184 9,251 12,760 13,081: 1,753 1,433
Other: 93: 2 3 12 66 69 80 84: 13 9
: : :
: : Changes in Commitments from: March 1, 2016 :
: 1,589: 104 897 356 894 -8 1,354 1,245: 235 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.7 10.6 63.3 63.8 87.9 90.1: 12.1 9.9
Old : 100.0: 14.1 15.8 10.6 63.3 63.7 87.9 90.1: 12.1 9.9
Other: 100.0: 2.3 3.2 12.5 71.2 74.1 86.0 89.8: 14.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 20 15 10 25 15 48 37:
Old : 66: 20 15 10 25 15 48 37:
Other: 6: 2 1 2 3 1 6 3:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 45.5 39.9 60.4 21.8 43.1 39.8 58.0
Old : 22.0 45.8 39.7 60.8 22.0 43.4 39.6 58.4
Other: 83.0 89.8 86.0 89.8 72.4 76.2 72.4 76.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 293,289: 55,302 26,510 88,911 136,448 169,661 280,662 285,083: 12,628 8,207
Old : 234,942: 49,101 24,119 70,515 104,949 132,814 224,564 227,448: 10,378 7,494
Other: 58,347: 14,764 10,954 9,834 31,500 36,847 56,097 57,634: 2,250 713
: : :
: : Changes in Commitments from: March 1, 2016 :
: -1,158: -3,474 -6,430 1,269 63 3,970 -2,142 -1,191: 984 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.0 30.3 46.5 57.8 95.7 97.2: 4.3 2.8
Old : 100.0: 20.9 10.3 30.0 44.7 56.5 95.6 96.8: 4.4 3.2
Other: 100.0: 25.3 18.8 16.9 54.0 63.2 96.1 98.8: 3.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 90 52 79 51 46 178 149:
Old : 206: 87 56 76 51 45 172 146:
Other: 90: 31 14 19 36 24 79 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 : 21.6 28.3 33.0 41.0 13.0 15.2 18.3 24.1
Old : 21.3 25.6 31.0 37.8 11.1 19.1 18.5 28.4
Other: 47.2 52.6 63.5 71.3 41.3 43.9 54.6 62.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 982,660: 187,458 53,722 236,567 477,157 638,403 901,183 928,692: 81,477 53,968
Old : 982,660: 187,458 53,722 236,567 477,157 638,403 901,183 928,692: 81,477 53,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 9,240: -815 -41,368 13,945 -13,411 36,476 -282 9,053: 9,522 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.5 24.1 48.6 65.0 91.7 94.5: 8.3 5.5
Old : 100.0: 19.1 5.5 24.1 48.6 65.0 91.7 94.5: 8.3 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 : 229: 84 45 88 89 85 215 181:
Old : 229: 84 45 88 89 85 215 181:
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 : 11.5 24.7 19.3 35.3 7.8 21.8 13.3 28.4
Old : 11.5 24.7 19.3 35.3 7.8 21.8 13.3 28.4
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 08, 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 : 236,324: 39,090 43,650 65,223 120,795 118,532 225,108 227,406: 11,216 8,918
Old : 192,868: 42,854 49,442 44,793 96,157 90,555 183,804 184,789: 9,064 8,079
Other: 43,456: 12,562 10,534 4,104 24,638 27,977 41,304 42,616: 2,152 840
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,868: 5,013 -8,414 4,483 -2,937 8,487 6,559 4,555: -1,691 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.5 27.6 51.1 50.2 95.3 96.2: 4.7 3.8
Old : 100.0: 22.2 25.6 23.2 49.9 47.0 95.3 95.8: 4.7 4.2
Other: 100.0: 28.9 24.2 9.4 56.7 64.4 95.0 98.1: 5.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 115 123 128 139 123 325 314:
Old : 400: 115 123 117 134 118 313 302:
Other: 187: 39 30 32 102 64 158 112:
:----------------------------------------------------------------------------------------------------
: 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 15.0 22.5 24.2 8.6 9.3 13.7 15.2
Old : 16.0 13.7 24.0 22.9 10.5 9.8 17.5 17.4
Other: 25.4 36.2 36.7 49.8 25.3 33.6 36.4 46.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 63,963: 40,372 14,096 1,984 15,959 45,989 58,315 62,069: 5,649 1,894
Old : 63,963: 40,372 14,096 1,984 15,959 45,989 58,315 62,069: 5,649 1,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -716: -1,113 -702 482 749 -163 117 -382: -833 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 22.0 3.1 24.9 71.9 91.2 97.0: 8.8 3.0
Old : 100.0: 63.1 22.0 3.1 24.9 71.9 91.2 97.0: 8.8 3.0
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 : 113: 62 32 17 11 10 83 53:
Old : 113: 62 32 17 11 10 83 53:
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 : 43.2 77.0 59.8 82.6 41.8 75.8 55.4 79.7
Old : 43.2 77.0 59.8 82.6 41.8 75.8 55.4 79.7
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 08, 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 : 426,910: 39,270 105,604 3,335 368,080 298,295 410,685 407,234: 16,225 19,676
Old : 426,910: 39,270 105,604 3,335 368,080 298,295 410,685 407,234: 16,225 19,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -3,584: -2,110 2,876 289 -3,558 -4,386 -5,379 -1,220: 1,795 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.7 0.8 86.2 69.9 96.2 95.4: 3.8 4.6
Old : 100.0: 9.2 24.7 0.8 86.2 69.9 96.2 95.4: 3.8 4.6
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 : 268: 37 57 16 97 115 143 179:
Old : 268: 37 57 16 97 115 143 179:
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 : 39.1 33.6 52.2 42.4 38.4 33.6 50.4 42.1
Old : 39.1 33.6 52.2 42.4 38.4 33.6 50.4 42.1
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, March 08, 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 : 195,993: 45,269 5,541 4,338 139,227 180,534 188,834 190,413: 7,159 5,580
Old : 195,993: 45,269 5,541 4,338 139,227 180,534 188,834 190,413: 7,159 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -5,845: -3,703 -501 1,580 -3,064 -7,012 -5,187 -5,933: -658 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.8 2.2 71.0 92.1 96.3 97.2: 3.7 2.8
Old : 100.0: 23.1 2.8 2.2 71.0 92.1 96.3 97.2: 3.7 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 : 130: 22 12 8 64 55 88 73:
Old : 130: 22 12 8 64 55 88 73:
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 : 34.8 52.4 49.5 67.2 32.9 52.4 47.6 66.9
Old : 34.8 52.4 49.5 67.2 32.9 52.4 47.6 66.9
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 08, 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 : 595,454: 159,810 107,115 6,407 411,541 469,725 577,758 583,247: 17,696 12,207
Old : 595,454: 159,810 107,115 6,407 411,541 469,725 577,758 583,247: 17,696 12,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 30,404: 3,508 4,833 387 30,354 25,411 34,249 30,631: -3,845 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.0 1.1 69.1 78.9 97.0 97.9: 3.0 2.1
Old : 100.0: 26.8 18.0 1.1 69.1 78.9 97.0 97.9: 3.0 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 : 281: 75 58 20 107 91 195 156:
Old : 281: 75 58 20 107 91 195 156:
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 : 24.6 25.9 38.5 42.4 22.1 23.9 33.0 33.9
Old : 24.6 25.9 38.5 42.4 22.1 23.9 33.0 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016