COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 270,648: 59,505 83,820 61,441 134,674 107,907 255,619 253,168: 15,029 17,480
Old : 202,559: 57,021 72,346 46,077 88,066 70,072 191,165 188,495: 11,394 14,064
Other: 68,089: 12,062 21,052 5,785 46,607 37,835 64,454 64,673: 3,635 3,416
: : :
: : Changes in Commitments from: March 29, 2016 :
: 6,620: 59 -4,442 1,788 3,319 9,163 5,166 6,509: 1,454 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 31.0 22.7 49.8 39.9 94.4 93.5: 5.6 6.5
Old : 100.0: 28.2 35.7 22.7 43.5 34.6 94.4 93.1: 5.6 6.9
Other: 100.0: 17.7 30.9 8.5 68.5 55.6 94.7 95.0: 5.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 91 123 93 72 69 218 242:
Old : 294: 96 108 75 66 66 200 217:
Other: 171: 40 58 26 55 51 109 121:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.8 26.4 24.9 12.8 8.7 20.1 14.5
Old : 14.6 15.0 26.1 23.8 11.2 8.4 18.7 15.5
Other: 27.9 32.4 41.3 44.8 27.1 31.8 39.5 43.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 16,291: 5,002 708 1,628 7,483 12,789 14,114 15,126: 2,176 1,165
Old : 16,205: 4,999 708 1,621 7,422 12,716 14,042 15,046: 2,163 1,159
Other: 86: 4 0 7 62 73 73 80: 13 6
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,049: 2,074 -904 -49 -1,276 2,186 748 1,233: 300 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.3 10.0 45.9 78.5 86.6 92.9: 13.4 7.1
Old : 100.0: 30.8 4.4 10.0 45.8 78.5 86.6 92.8: 13.4 7.2
Other: 100.0: 4.4 0.0 8.3 72.2 85.1 84.8 93.4: 15.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 33 9 13 21 18 57 37:
Old : 72: 33 9 13 21 18 57 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 : 23.8 51.8 38.4 72.0 21.6 48.9 35.2 64.1
Old : 23.9 52.0 38.4 72.0 21.7 49.2 35.1 64.5
Other: 82.6 93.4 84.8 93.4 75.1 83.9 75.4 83.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 269,758: 60,374 30,006 73,558 125,036 157,073 258,968 260,636: 10,790 9,121
Old : 204,682: 49,747 32,005 51,076 95,279 112,977 196,101 196,058: 8,581 8,625
Other: 65,076: 20,474 7,847 12,636 29,757 44,096 62,867 64,579: 2,209 497
: : :
: : Changes in Commitments from: March 29, 2016 :
: -18,719: 91 5,706 -9,566 -7,662 -15,338 -17,137 -19,198: -1,582 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 11.1 27.3 46.4 58.2 96.0 96.6: 4.0 3.4
Old : 100.0: 24.3 15.6 25.0 46.5 55.2 95.8 95.8: 4.2 4.2
Other: 100.0: 31.5 12.1 19.4 45.7 67.8 96.6 99.2: 3.4 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 90 57 83 56 46 192 153:
Old : 213: 86 60 75 55 44 180 145:
Other: 104: 35 20 18 37 27 85 53:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 31.2 31.8 44.4 13.6 17.4 20.5 27.0
Old : 20.6 25.6 30.2 40.1 11.2 18.1 20.0 27.9
Other: 40.3 48.5 58.4 70.8 34.1 39.8 47.3 57.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 1,112,048: 269,335 50,500 248,257 494,703 761,584 1,012,294 1,060,340: 99,754 51,708
Old : 1,112,048: 269,335 50,500 248,257 494,703 761,584 1,012,294 1,060,340: 99,754 51,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -22,229: -1,278 10,955 -20,806 4,802 -11,527 -17,281 -21,378: -4,948 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.5 22.3 44.5 68.5 91.0 95.4: 9.0 4.6
Old : 100.0: 24.2 4.5 22.3 44.5 68.5 91.0 95.4: 9.0 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 : 239: 102 44 88 82 79 227 172:
Old : 239: 102 44 88 82 79 227 172:
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 : 11.3 25.1 19.3 38.6 8.0 21.4 12.8 28.7
Old : 11.3 25.1 19.3 38.6 8.0 21.4 12.8 28.7
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, April 05, 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 : 247,318: 46,993 29,020 70,160 116,487 139,393 233,641 238,572: 13,677 8,745
Old : 194,132: 53,192 37,311 43,848 86,225 105,180 183,265 186,339: 10,867 7,793
Other: 53,186: 13,751 11,658 6,363 30,262 34,213 50,376 52,233: 2,810 952
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,840: -7,894 2,408 -1,711 5,204 -4,507 -4,402 -3,810: 1,561 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.7 28.4 47.1 56.4 94.5 96.5: 5.5 3.5
Old : 100.0: 27.4 19.2 22.6 44.4 54.2 94.4 96.0: 5.6 4.0
Other: 100.0: 25.9 21.9 12.0 56.9 64.3 94.7 98.2: 5.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 128 95 127 139 127 333 295:
Old : 383: 124 101 115 131 120 318 278:
Other: 205: 46 32 37 104 75 171 126:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 16.0 21.3 25.5 7.7 9.6 13.3 16.4
Old : 15.6 16.0 24.0 25.5 10.3 11.2 17.3 18.8
Other: 20.8 32.1 32.6 46.9 20.7 29.6 32.4 41.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 56,780: 39,870 22,670 2,030 7,623 29,198 49,523 53,898: 7,257 2,882
Old : 56,780: 39,870 22,670 2,030 7,623 29,198 49,523 53,898: 7,257 2,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 2,701: 2,447 2,868 134 -905 -76 1,676 2,927: 1,024 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 39.9 3.6 13.4 51.4 87.2 94.9: 12.8 5.1
Old : 100.0: 70.2 39.9 3.6 13.4 51.4 87.2 94.9: 12.8 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 : 144: 85 42 15 10 8 106 56:
Old : 144: 85 42 15 10 8 106 56:
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 : 39.4 70.8 50.8 77.9 38.5 70.3 49.9 77.1
Old : 39.4 70.8 50.8 77.9 38.5 70.3 49.9 77.1
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, April 05, 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 : 376,814: 34,306 97,779 3,983 323,555 257,713 361,844 359,475: 14,969 17,339
Old : 376,814: 34,306 97,779 3,983 323,555 257,713 361,844 359,475: 14,969 17,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -11,096: -5,433 -5,774 -329 -3,971 -4,624 -9,733 -10,727: -1,363 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 25.9 1.1 85.9 68.4 96.0 95.4: 4.0 4.6
Old : 100.0: 9.1 25.9 1.1 85.9 68.4 96.0 95.4: 4.0 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 : 265: 41 55 15 97 108 146 170:
Old : 265: 41 55 15 97 108 146 170:
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 : 41.0 36.6 52.6 45.4 40.0 36.3 50.6 44.9
Old : 41.0 36.6 52.6 45.4 40.0 36.3 50.6 44.9
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, April 05, 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 : 190,842: 43,682 7,098 2,889 137,322 175,976 183,893 185,963: 6,949 4,879
Old : 190,842: 43,682 7,098 2,889 137,322 175,976 183,893 185,963: 6,949 4,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 8,731: 2,511 1,974 -2,137 7,662 9,111 8,036 8,948: 695 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.7 1.5 72.0 92.2 96.4 97.4: 3.6 2.6
Old : 100.0: 22.9 3.7 1.5 72.0 92.2 96.4 97.4: 3.6 2.6
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 : 125: 20 13 6 62 50 83 68:
Old : 125: 20 13 6 62 50 83 68:
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 : 35.4 47.8 50.6 66.3 34.1 47.8 48.2 66.3
Old : 35.4 47.8 50.6 66.3 34.1 47.8 48.2 66.3
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, April 05, 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 : 593,509: 176,907 98,286 8,355 390,508 476,495 575,770 583,136: 17,739 10,373
Old : 593,509: 176,907 98,286 8,355 390,508 476,495 575,770 583,136: 17,739 10,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 8,533: 7,135 -3,772 1,356 680 11,879 9,171 9,463: -638 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.6 1.4 65.8 80.3 97.0 98.3: 3.0 1.7
Old : 100.0: 29.8 16.6 1.4 65.8 80.3 97.0 98.3: 3.0 1.7
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 : 281: 90 48 21 105 83 205 142:
Old : 281: 90 48 21 105 83 205 142:
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 : 26.4 34.6 37.7 49.0 22.0 34.6 31.1 46.4
Old : 26.4 34.6 37.7 49.0 22.0 34.6 31.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016