COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 264,027: 59,446 88,262 59,653 131,354 98,743 250,453 246,658: 13,574 17,369
Old : 202,935: 57,613 79,801 45,243 89,703 63,749 192,560 188,794: 10,376 14,142
Other: 61,092: 10,589 17,217 5,653 41,651 34,994 57,893 57,864: 3,199 3,228
: : :
: : Changes in Commitments from: March 22, 2016 :
: 5,441: 629 3,494 3,498 1,813 -1,558 5,940 5,434: -499 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 33.4 22.6 49.8 37.4 94.9 93.4: 5.1 6.6
Old : 100.0: 28.4 39.3 22.3 44.2 31.4 94.9 93.0: 5.1 7.0
Other: 100.0: 17.3 28.2 9.3 68.2 57.3 94.8 94.7: 5.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 98 133 96 71 69 223 255:
Old : 308: 102 118 80 63 65 204 230:
Other: 163: 40 50 28 54 49 107 116:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 14.3 26.6 21.5 12.3 6.9 19.5 12.5
Old : 15.8 11.8 26.6 19.8 11.7 8.2 20.6 14.9
Other: 27.4 32.4 40.4 46.3 25.9 32.3 38.0 45.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 15,242: 2,928 1,612 1,678 8,760 10,604 13,366 13,893: 1,876 1,349
Old : 15,154: 2,924 1,612 1,669 8,695 10,531 13,288 13,811: 1,865 1,342
Other: 88: 4 0 9 64 73 77 82: 11 6
: : :
: : Changes in Commitments from: March 22, 2016 :
: 562: 386 -504 115 -41 1,167 460 778: 102 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.6 11.0 57.5 69.6 87.7 91.2: 12.3 8.8
Old : 100.0: 19.3 10.6 11.0 57.4 69.5 87.7 91.1: 12.3 8.9
Other: 100.0: 4.6 0.0 10.2 72.7 82.6 87.6 92.8: 12.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 11 13 23 17 52 37:
Old : 66: 23 11 13 23 17 52 37:
Other: 6: 3 0 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 : 27.3 48.5 43.8 66.9 25.9 45.8 42.3 64.1
Old : 27.5 48.8 43.8 67.2 26.5 46.1 42.8 64.5
Other: 85.2 92.8 87.6 92.8 74.9 81.4 76.2 81.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 288,477: 60,283 24,300 83,124 132,698 172,411 276,105 279,834: 12,371 8,643
Old : 225,508: 50,545 22,146 63,553 101,409 131,752 215,506 217,451: 10,002 8,058
Other: 62,968: 19,072 11,487 10,237 31,289 40,659 60,599 62,383: 2,370 585
: : :
: : Changes in Commitments from: March 22, 2016 :
: -9,436: -802 -1 -5,740 -1,645 -4,425 -8,187 -10,167: -1,250 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.4 28.8 46.0 59.8 95.7 97.0: 4.3 3.0
Old : 100.0: 22.4 9.8 28.2 45.0 58.4 95.6 96.4: 4.4 3.6
Other: 100.0: 30.3 18.2 16.3 49.7 64.6 96.2 99.1: 3.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 90 53 79 54 47 189 145:
Old : 207: 88 55 72 52 46 177 139:
Other: 96: 32 19 17 36 24 80 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 : 21.1 31.0 32.3 43.6 12.7 17.0 18.2 25.7
Old : 20.8 28.4 30.0 40.2 9.4 19.2 16.8 28.1
Other: 42.5 49.3 59.0 70.1 37.8 41.3 51.1 62.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 1,134,277: 270,612 39,545 269,063 489,901 773,111 1,029,576 1,081,718: 104,701 52,559
Old : 1,134,277: 270,612 39,545 269,063 489,901 773,111 1,029,576 1,081,718: 104,701 52,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 17,908: 18,037 2,414 1,817 -2,332 17,396 17,522 21,627: 386 -3,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.5 23.7 43.2 68.2 90.8 95.4: 9.2 4.6
Old : 100.0: 23.9 3.5 23.7 43.2 68.2 90.8 95.4: 9.2 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 : 243: 102 41 92 82 83 225 182:
Old : 243: 102 41 92 82 83 225 182:
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 : 10.8 25.3 18.2 38.1 7.7 22.1 12.5 30.1
Old : 10.8 25.3 18.2 38.1 7.7 22.1 12.5 30.1
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 29, 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 : 250,158: 54,887 26,611 71,872 111,284 143,900 238,042 242,382: 12,116 7,776
Old : 198,020: 61,159 37,216 43,928 83,306 110,034 188,393 191,178: 9,628 6,842
Other: 52,138: 15,722 11,390 5,949 27,978 33,865 49,650 51,204: 2,488 934
: : :
: : Changes in Commitments from: March 22, 2016 :
: -4,543: 1,130 1,547 -4,166 -860 -608 -3,896 -3,227: -647 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.6 28.7 44.5 57.5 95.2 96.9: 4.8 3.1
Old : 100.0: 30.9 18.8 22.2 42.1 55.6 95.1 96.5: 4.9 3.5
Other: 100.0: 30.2 21.8 11.4 53.7 65.0 95.2 98.2: 4.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 132 96 130 141 131 341 302:
Old : 393: 134 98 118 133 125 326 287:
Other: 203: 46 29 36 102 77 165 129:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 17.0 22.1 26.7 7.8 9.8 13.2 16.3
Old : 16.6 16.9 24.7 26.6 11.3 11.3 17.7 18.9
Other: 23.0 33.2 34.3 47.9 22.9 30.4 34.0 43.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 54,079: 37,422 19,802 1,896 8,529 29,274 47,847 50,971: 6,232 3,108
Old : 54,079: 37,422 19,802 1,896 8,529 29,274 47,847 50,971: 6,232 3,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,076: 1,767 1,657 201 -649 -1,055 1,319 804: -243 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 36.6 3.5 15.8 54.1 88.5 94.3: 11.5 5.7
Old : 100.0: 69.2 36.6 3.5 15.8 54.1 88.5 94.3: 11.5 5.7
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 : 118: 69 34 13 10 7 86 48:
Old : 118: 69 34 13 10 7 86 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 : 44.0 71.4 55.4 78.4 43.0 70.9 54.5 77.6
Old : 44.0 71.4 55.4 78.4 43.0 70.9 54.5 77.6
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 29, 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 : 387,909: 39,739 103,553 4,312 327,526 262,336 371,577 370,201: 16,332 17,708
Old : 387,909: 39,739 103,553 4,312 327,526 262,336 371,577 370,201: 16,332 17,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 490: -1 2,887 283 -595 -2,034 -313 1,136: 802 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 26.7 1.1 84.4 67.6 95.8 95.4: 4.2 4.6
Old : 100.0: 10.2 26.7 1.1 84.4 67.6 95.8 95.4: 4.2 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: 41 56 17 103 107 152 172:
Old : 268: 41 56 17 103 107 152 172:
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 : 39.8 35.7 51.2 44.5 38.9 35.4 49.3 44.1
Old : 39.8 35.7 51.2 44.5 38.9 35.4 49.3 44.1
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 29, 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 : 182,111: 41,171 5,124 5,026 129,660 166,865 175,857 177,015: 6,254 5,096
Old : 182,111: 41,171 5,124 5,026 129,660 166,865 175,857 177,015: 6,254 5,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,503: 1,649 -470 63 -217 2,045 1,495 1,638: 8 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 2.8 71.2 91.6 96.6 97.2: 3.4 2.8
Old : 100.0: 22.6 2.8 2.8 71.2 91.6 96.6 97.2: 3.4 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 : 122: 22 12 5 60 47 83 63:
Old : 122: 22 12 5 60 47 83 63:
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 : 36.7 46.9 51.3 65.9 34.1 46.9 48.5 65.8
Old : 36.7 46.9 51.3 65.9 34.1 46.9 48.5 65.8
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 29, 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 : 584,976: 169,772 102,058 6,999 389,828 464,616 566,599 573,673: 18,377 11,303
Old : 584,976: 169,772 102,058 6,999 389,828 464,616 566,599 573,673: 18,377 11,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -21,309: 3,442 -10,760 517 -27,256 -11,355 -23,297 -21,598: 1,988 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 17.4 1.2 66.6 79.4 96.9 98.1: 3.1 1.9
Old : 100.0: 29.0 17.4 1.2 66.6 79.4 96.9 98.1: 3.1 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 : 278: 84 50 22 103 89 198 150:
Old : 278: 84 50 22 103 89 198 150:
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 : 27.6 31.1 39.7 45.7 23.9 31.1 33.5 43.2
Old : 27.6 31.1 39.7 45.7 23.9 31.1 33.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016