COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 259,955: 59,449 87,606 54,200 131,831 100,035 245,479 241,841: 14,476 18,114
Old : 203,343: 57,763 78,150 42,346 92,035 67,831 192,144 188,327: 11,199 15,016
Other: 56,611: 8,326 16,097 5,213 39,796 32,204 53,335 53,514: 3,276 3,097
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,622: -4,525 -617 1,457 9,282 5,195 6,215 6,035: -593 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.7 20.8 50.7 38.5 94.4 93.0: 5.6 7.0
Old : 100.0: 28.4 38.4 20.8 45.3 33.4 94.5 92.6: 5.5 7.4
Other: 100.0: 14.7 28.4 9.2 70.3 56.9 94.2 94.5: 5.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 91 125 87 69 68 206 239:
Old : 291: 95 113 76 63 63 192 220:
Other: 148: 30 47 28 53 50 99 109:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 14.3 27.5 21.9 12.0 6.9 19.8 12.4
Old : 16.4 12.3 26.7 20.6 12.2 8.0 20.7 14.9
Other: 29.1 32.7 44.7 46.2 28.9 31.9 41.7 44.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 14,391: 2,193 2,423 1,660 8,876 8,913 12,729 12,996: 1,662 1,395
Old : 14,302: 2,192 2,423 1,648 8,811 8,844 12,651 12,914: 1,651 1,388
Other: 89: 2 1 11 65 69 78 82: 11 8
: : :
: : Changes in Commitments from: March 8, 2016 :
: -215: 152 128 111 -374 -407 -111 -168: -104 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.8 11.5 61.7 61.9 88.5 90.3: 11.5 9.7
Old : 100.0: 15.3 16.9 11.5 61.6 61.8 88.5 90.3: 11.5 9.7
Other: 100.0: 2.7 1.7 12.5 72.5 77.2 87.7 91.3: 12.3 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 15 12 25 15 50 38:
Old : 66: 21 15 12 25 15 50 38:
Other: 7: 2 1 2 4 1 7 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 : 22.0 44.2 40.0 61.1 22.0 41.7 39.6 58.6
Old : 22.1 44.4 39.8 61.5 22.1 42.0 39.4 59.0
Other: 83.7 91.3 87.7 91.3 73.2 77.7 74.1 77.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 295,891: 57,319 24,873 88,986 135,936 173,532 282,242 287,391: 13,649 8,499
Old : 235,725: 48,544 22,426 70,756 105,168 134,768 224,469 227,951: 11,256 7,774
Other: 60,166: 17,157 10,828 9,849 30,768 38,764 57,773 59,441: 2,393 725
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,602: 2,017 -1,637 75 -512 3,871 1,580 2,309: 1,021 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.4 30.1 45.9 58.6 95.4 97.1: 4.6 2.9
Old : 100.0: 20.6 9.5 30.0 44.6 57.2 95.2 96.7: 4.8 3.3
Other: 100.0: 28.5 18.0 16.4 51.1 64.4 96.0 98.8: 4.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 95 47 81 54 46 191 146:
Old : 213: 95 51 78 53 45 183 143:
Other: 92: 31 15 17 37 24 80 44:
:----------------------------------------------------------------------------------------------------
: 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 29.4 33.1 42.5 12.9 15.9 18.0 24.4
Old : 22.3 26.6 31.9 39.3 10.7 19.2 17.7 27.9
Other: 44.3 51.8 60.5 71.0 39.2 43.7 52.0 62.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,010,861: 212,134 47,842 233,083 476,132 678,855 921,349 959,780: 89,511 51,081
Old : 1,010,861: 212,134 47,842 233,083 476,132 678,855 921,349 959,780: 89,511 51,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 28,201: 24,676 -5,880 -3,484 -1,025 40,452 20,167 31,088: 8,034 -2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.7 23.1 47.1 67.2 91.1 94.9: 8.9 5.1
Old : 100.0: 21.0 4.7 23.1 47.1 67.2 91.1 94.9: 8.9 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 : 228: 93 36 82 87 83 215 172:
Old : 228: 93 36 82 87 83 215 172:
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 25.1 19.3 36.9 7.5 22.2 12.8 29.7
Old : 11.7 25.1 19.3 36.9 7.5 22.2 12.8 29.7
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 15, 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 : 236,448: 44,725 29,860 68,006 112,674 129,031 225,404 226,897: 11,044 9,552
Old : 189,210: 50,480 38,798 43,398 86,726 98,454 180,605 180,650: 8,605 8,560
Other: 47,238: 13,999 10,816 4,853 25,947 30,577 44,799 46,247: 2,439 991
: : :
: : Changes in Commitments from: March 8, 2016 :
: 124: 5,635 -13,790 2,782 -8,121 10,499 296 -509: -172 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.6 28.8 47.7 54.6 95.3 96.0: 4.7 4.0
Old : 100.0: 26.7 20.5 22.9 45.8 52.0 95.5 95.5: 4.5 4.5
Other: 100.0: 29.6 22.9 10.3 54.9 64.7 94.8 97.9: 5.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 126 102 121 141 126 334 292:
Old : 388: 128 100 110 135 120 320 279:
Other: 191: 44 27 28 102 67 158 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 16.7 23.5 26.4 8.3 9.9 14.1 15.5
Old : 17.3 16.0 25.7 24.5 10.7 11.0 17.8 17.3
Other: 24.7 34.6 35.2 49.7 24.5 31.7 34.2 45.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 49,989: 33,500 16,113 1,115 9,503 31,046 44,118 48,274: 5,871 1,715
Old : 49,989: 33,500 16,113 1,115 9,503 31,046 44,118 48,274: 5,871 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -13,975: -6,872 2,017 -869 -6,455 -14,943 -14,197 -13,796: 222 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 32.2 2.2 19.0 62.1 88.3 96.6: 11.7 3.4
Old : 100.0: 67.0 32.2 2.2 19.0 62.1 88.3 96.6: 11.7 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 : 111: 64 33 10 8 7 78 45:
Old : 111: 64 33 10 8 7 78 45:
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 : 44.7 70.5 58.0 79.6 43.7 70.5 57.0 79.6
Old : 44.7 70.5 58.0 79.6 43.7 70.5 57.0 79.6
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 15, 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 : 443,501: 41,040 104,667 8,266 374,777 309,728 424,084 422,661: 19,417 20,840
Old : 443,501: 41,040 104,667 8,266 374,777 309,728 424,084 422,661: 19,417 20,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 16,591: 1,770 -937 4,931 6,697 11,433 13,399 15,427: 3,192 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 23.6 1.9 84.5 69.8 95.6 95.3: 4.4 4.7
Old : 100.0: 9.3 23.6 1.9 84.5 69.8 95.6 95.3: 4.4 4.7
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 : 275: 37 56 24 112 127 161 196:
Old : 275: 37 56 24 112 127 161 196:
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 : 37.6 32.8 49.0 41.9 36.9 32.8 47.5 41.5
Old : 37.6 32.8 49.0 41.9 36.9 32.8 47.5 41.5
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 15, 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 : 204,382: 43,110 6,192 5,021 147,239 187,088 195,370 198,301: 9,012 6,081
Old : 204,382: 43,110 6,192 5,021 147,239 187,088 195,370 198,301: 9,012 6,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 8,389: -2,159 651 683 8,012 6,554 6,536 7,888: 1,853 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.0 2.5 72.0 91.5 95.6 97.0: 4.4 3.0
Old : 100.0: 21.1 3.0 2.5 72.0 91.5 95.6 97.0: 4.4 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 : 128: 20 15 7 66 57 90 76:
Old : 128: 20 15 7 66 57 90 76:
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 : 33.0 48.2 46.2 65.3 30.8 47.2 43.9 61.3
Old : 33.0 48.2 46.2 65.3 30.8 47.2 43.9 61.3
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, March 15, 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 : 686,790: 157,946 96,158 29,188 451,383 518,869 638,517 644,215: 48,273 42,575
Old : 686,790: 157,946 96,158 29,188 451,383 518,869 638,517 644,215: 48,273 42,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 91,336: -1,864 -10,957 22,781 39,842 49,144 60,759 60,968: 30,577 30,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.0 4.2 65.7 75.5 93.0 93.8: 7.0 6.2
Old : 100.0: 23.0 14.0 4.2 65.7 75.5 93.0 93.8: 7.0 6.2
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 : 278: 83 54 31 106 90 205 161:
Old : 278: 83 54 31 106 90 205 161:
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 : 21.6 25.7 35.9 40.0 18.9 24.0 30.2 33.4
Old : 21.6 25.7 35.9 40.0 18.9 24.0 30.2 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016