COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 258,587: 58,817 84,768 56,155 129,541 100,301 244,513 241,224: 14,074 17,363
Old : 199,456: 56,024 75,474 43,252 89,362 66,483 188,637 185,209: 10,819 14,248
Other: 59,130: 10,080 16,580 5,617 40,179 33,818 55,876 56,015: 3,255 3,115
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,368: -632 -2,838 1,956 -2,290 266 -966 -617: -402 -751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 32.8 21.7 50.1 38.8 94.6 93.3: 5.4 6.7
Old : 100.0: 28.1 37.8 21.7 44.8 33.3 94.6 92.9: 5.4 7.1
Other: 100.0: 17.0 28.0 9.5 67.9 57.2 94.5 94.7: 5.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 97 124 92 70 70 216 246:
Old : 297: 95 114 79 62 66 197 224:
Other: 153: 34 47 27 53 50 100 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 15.1 27.5 22.0 12.4 7.2 20.0 13.2
Old : 16.5 12.7 27.1 21.0 11.6 8.5 20.6 15.4
Other: 28.1 33.7 41.8 47.8 26.6 33.4 39.1 45.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 14,680: 2,542 2,116 1,563 8,801 9,437 12,906 13,115: 1,774 1,565
Old : 14,588: 2,541 2,117 1,551 8,733 9,363 12,824 13,031: 1,763 1,557
Other: 93: 3 0 11 68 74 82 85: 11 8
: : :
: : Changes in Commitments from: March 15, 2016 :
: 289: 349 -307 -97 -75 524 176 119: 113 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.4 10.6 60.0 64.3 87.9 89.3: 12.1 10.7
Old : 100.0: 17.4 14.5 10.6 59.9 64.2 87.9 89.3: 12.1 10.7
Other: 100.0: 2.9 0.0 11.5 73.7 79.9 88.1 91.4: 11.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 14 11 24 15 49 35:
Old : 64: 18 14 11 24 15 49 35:
Other: 7: 3 0 2 4 2 7 4:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 45.8 42.8 64.0 22.9 43.3 41.0 61.6
Old : 24.9 46.0 42.6 64.4 23.5 43.6 41.3 62.0
Other: 83.4 91.4 88.1 91.4 73.4 76.7 73.4 76.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 297,913: 61,085 24,301 88,864 134,343 176,836 284,292 290,001: 13,621 7,912
Old : 235,891: 51,750 23,056 69,513 103,501 135,915 224,763 228,485: 11,128 7,406
Other: 62,021: 18,873 10,783 9,812 30,843 40,921 59,528 61,516: 2,493 506
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,022: 3,766 -572 -123 -1,593 3,304 2,050 2,609: -28 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.2 29.8 45.1 59.4 95.4 97.3: 4.6 2.7
Old : 100.0: 21.9 9.8 29.5 43.9 57.6 95.3 96.9: 4.7 3.1
Other: 100.0: 30.4 17.4 15.8 49.7 66.0 96.0 99.2: 4.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 100 47 87 53 45 196 149:
Old : 213: 100 47 83 51 44 186 144:
Other: 97: 31 20 17 37 24 81 48:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 30.6 32.4 43.1 12.6 16.7 17.7 25.5
Old : 21.3 27.7 30.6 39.8 9.4 19.0 16.3 28.0
Other: 43.0 50.0 60.2 71.1 38.3 41.9 52.0 62.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,116,369: 252,575 37,131 267,246 492,232 755,714 1,012,053 1,060,091: 104,316 56,278
Old : 1,116,369: 252,575 37,131 267,246 492,232 755,714 1,012,053 1,060,091: 104,316 56,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 105,508: 40,441 -10,711 34,163 16,100 76,860 90,704 100,311: 14,805 5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.3 23.9 44.1 67.7 90.7 95.0: 9.3 5.0
Old : 100.0: 22.6 3.3 23.9 44.1 67.7 90.7 95.0: 9.3 5.0
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 : 237: 110 30 87 83 80 223 173:
Old : 237: 110 30 87 83 80 223 173:
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 : 11.1 25.6 18.5 37.7 7.4 22.6 12.3 30.2
Old : 11.1 25.6 18.5 37.7 7.4 22.6 12.3 30.2
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, March 22, 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 : 254,701: 53,757 25,064 76,038 112,143 144,507 241,939 245,609: 12,762 9,092
Old : 203,990: 59,191 35,277 49,462 85,142 111,054 193,796 195,794: 10,195 8,197
Other: 50,711: 15,318 10,539 5,824 27,001 33,453 48,143 49,816: 2,568 895
: : :
: : Changes in Commitments from: March 15, 2016 :
: 18,253: 9,033 -4,796 8,032 -530 15,476 16,535 18,713: 1,718 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.8 29.9 44.0 56.7 95.0 96.4: 5.0 3.6
Old : 100.0: 29.0 17.3 24.2 41.7 54.4 95.0 96.0: 5.0 4.0
Other: 100.0: 30.2 20.8 11.5 53.2 66.0 94.9 98.2: 5.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 132 97 130 140 131 340 299:
Old : 389: 132 98 118 130 125 323 284:
Other: 201: 48 27 30 104 74 164 121:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 16.8 23.1 26.5 7.8 9.7 13.6 15.9
Old : 16.9 16.3 24.9 25.9 11.5 10.9 18.0 17.8
Other: 23.3 34.2 34.7 48.7 23.1 31.1 33.6 43.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 53,003: 35,655 18,145 1,694 9,178 30,328 46,528 50,167: 6,476 2,836
Old : 53,003: 35,655 18,145 1,694 9,178 30,328 46,528 50,167: 6,476 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,015: 2,155 2,032 580 -325 -718 2,410 1,894: 605 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 34.2 3.2 17.3 57.2 87.8 94.6: 12.2 5.4
Old : 100.0: 67.3 34.2 3.2 17.3 57.2 87.8 94.6: 12.2 5.4
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 : 124: 70 38 15 10 8 88 54:
Old : 124: 70 38 15 10 8 88 54:
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 : 42.7 67.8 56.0 75.3 41.8 67.2 55.0 74.7
Old : 42.7 67.8 56.0 75.3 41.8 67.2 55.0 74.7
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 22, 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 : 387,420: 39,740 100,666 4,029 328,121 264,370 371,890 369,065: 15,530 18,354
Old : 387,420: 39,740 100,666 4,029 328,121 264,370 371,890 369,065: 15,530 18,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -56,081: -1,300 -4,001 -4,237 -46,657 -45,357 -52,194 -53,596: -3,888 -2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 26.0 1.0 84.7 68.2 96.0 95.3: 4.0 4.7
Old : 100.0: 10.3 26.0 1.0 84.7 68.2 96.0 95.3: 4.0 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 : 266: 39 55 16 102 106 150 168:
Old : 266: 39 55 16 102 106 150 168:
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 35.2 50.0 44.6 37.1 35.1 48.1 44.3
Old : 37.9 35.2 50.0 44.6 37.1 35.1 48.1 44.3
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, March 22, 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 : 180,608: 39,522 5,594 4,963 129,877 164,820 174,362 175,377: 6,246 5,231
Old : 180,608: 39,522 5,594 4,963 129,877 164,820 174,362 175,377: 6,246 5,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -23,774: -3,588 -598 -58 -17,362 -22,268 -21,008 -22,924: -2,766 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.1 2.7 71.9 91.3 96.5 97.1: 3.5 2.9
Old : 100.0: 21.9 3.1 2.7 71.9 91.3 96.5 97.1: 3.5 2.9
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 : 123: 20 13 5 61 48 82 65:
Old : 123: 20 13 5 61 48 82 65:
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 : 37.1 47.4 51.7 65.7 34.6 47.4 49.1 65.6
Old : 37.1 47.4 51.7 65.7 34.6 47.4 49.1 65.6
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 22, 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 : 606,285: 166,330 112,818 6,482 417,084 475,971 589,896 595,271: 16,389 11,014
Old : 606,285: 166,330 112,818 6,482 417,084 475,971 589,896 595,271: 16,389 11,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -80,505: 8,384 16,660 -22,706 -34,299 -42,898 -48,621 -48,944: -31,884 -31,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.6 1.1 68.8 78.5 97.3 98.2: 2.7 1.8
Old : 100.0: 27.4 18.6 1.1 68.8 78.5 97.3 98.2: 2.7 1.8
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 : 271: 80 53 19 100 85 190 147:
Old : 271: 80 53 19 100 85 190 147:
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 : 26.0 29.9 40.9 44.6 23.8 29.9 35.7 42.6
Old : 26.0 29.9 40.9 44.6 23.8 29.9 35.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016