COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 233,046: 70,755 47,458 41,556 105,528 132,293 217,839 221,307: 15,208 11,740
Old : 146,770: 60,474 42,340 18,418 57,489 77,361 136,381 138,118: 10,389 8,652
Other: 86,276: 19,627 14,464 13,793 48,038 54,932 81,458 83,188: 4,819 3,088
: : :
: : Changes in Commitments from: April 12, 2016 :
: -31,394: 5,876 -20,767 -17,654 -18,855 10,647 -30,634 -27,774: -760 -3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 20.4 17.8 45.3 56.8 93.5 95.0: 6.5 5.0
Old : 100.0: 41.2 28.8 12.5 39.2 52.7 92.9 94.1: 7.1 5.9
Other: 100.0: 22.7 16.8 16.0 55.7 63.7 94.4 96.4: 5.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 114 85 81 67 69 221 199:
Old : 262: 106 76 54 55 59 187 163:
Other: 182: 58 46 34 52 55 122 125:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 28.0 25.0 37.6 14.8 21.9 22.3 29.0
Old : 13.5 27.2 23.2 38.3 12.1 20.4 20.8 30.3
Other: 25.7 36.0 38.8 47.9 25.7 33.4 35.7 42.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 14,364: 4,938 587 890 6,453 11,827 12,282 13,305: 2,082 1,059
Old : 14,241: 4,955 587 862 6,352 11,739 12,170 13,188: 2,071 1,053
Other: 123: 0 18 11 101 88 112 117: 11 6
: : :
: : Changes in Commitments from: April 12, 2016 :
: -1,212: 3 -60 -763 -226 -372 -986 -1,196: -225 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 4.1 6.2 44.9 82.3 85.5 92.6: 14.5 7.4
Old : 100.0: 34.8 4.1 6.1 44.6 82.4 85.5 92.6: 14.5 7.4
Other: 100.0: 0.0 14.3 9.0 82.0 71.6 91.0 95.0: 9.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 26 9 7 23 19 53 31:
Old : 67: 26 9 7 23 19 53 31:
Other: 7: 0 3 3 4 1 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 : 23.9 58.0 38.4 75.5 23.9 55.3 38.4 70.4
Old : 23.9 58.5 38.1 75.5 23.9 55.8 38.1 71.0
Other: 87.7 95.0 91.0 95.0 81.2 85.1 81.2 85.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 277,732: 67,697 33,963 74,616 123,575 162,278 265,888 270,857: 11,843 6,875
Old : 200,893: 55,582 38,704 48,554 87,220 107,428 191,356 194,686: 9,537 6,207
Other: 76,839: 24,310 7,454 13,868 36,355 54,849 74,533 76,171: 2,306 667
: : :
: : Changes in Commitments from: April 12, 2016 :
: 13,288: 5,367 -126 3,566 3,383 10,877 12,316 14,318: 972 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 12.2 26.9 44.5 58.4 95.7 97.5: 4.3 2.5
Old : 100.0: 27.7 19.3 24.2 43.4 53.5 95.3 96.9: 4.7 3.1
Other: 100.0: 31.6 9.7 18.0 47.3 71.4 97.0 99.1: 3.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 98 50 76 55 47 191 144:
Old : 213: 95 54 68 53 45 181 135:
Other: 117: 43 22 20 41 28 97 57:
:----------------------------------------------------------------------------------------------------
: 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 32.1 31.3 44.3 13.2 18.0 20.2 27.7
Old : 19.6 25.7 29.7 39.1 10.7 16.1 19.2 27.1
Other: 35.4 49.5 52.9 69.0 31.0 37.2 44.3 54.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 996,259: 240,446 51,212 189,370 467,954 702,987 897,770 943,569: 98,488 52,689
Old : 996,259: 240,446 51,212 189,370 467,954 702,987 897,770 943,569: 98,488 52,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -86,451: -3,648 -2,347 -47,311 -40,750 -37,481 -91,709 -87,139: 5,258 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.1 19.0 47.0 70.6 90.1 94.7: 9.9 5.3
Old : 100.0: 24.1 5.1 19.0 47.0 70.6 90.1 94.7: 9.9 5.3
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 : 219: 83 39 74 84 78 200 164:
Old : 219: 83 39 74 84 78 200 164:
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 : 10.5 25.9 18.1 39.1 8.2 22.0 13.8 30.3
Old : 10.5 25.9 18.1 39.1 8.2 22.0 13.8 30.3
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 19, 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 : 227,310: 47,436 32,771 58,315 108,927 128,840 214,678 219,926: 12,633 7,384
Old : 170,108: 52,093 37,209 34,005 74,195 92,446 160,294 163,661: 9,815 6,447
Other: 57,202: 12,387 12,606 7,265 34,732 36,394 54,384 56,265: 2,818 937
: : :
: : Changes in Commitments from: April 12, 2016 :
: -6,564: 2,873 -330 -5,184 -3,913 -38 -6,225 -5,552: -339 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 14.4 25.7 47.9 56.7 94.4 96.8: 5.6 3.2
Old : 100.0: 30.6 21.9 20.0 43.6 54.3 94.2 96.2: 5.8 3.8
Other: 100.0: 21.7 22.0 12.7 60.7 63.6 95.1 98.4: 4.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 135 89 112 138 125 332 279:
Old : 382: 137 88 94 127 118 309 259:
Other: 210: 46 38 38 106 72 176 125:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 16.2 20.6 24.6 8.2 10.0 14.3 16.8
Old : 14.6 15.3 23.5 25.0 10.5 12.2 17.9 20.2
Other: 17.4 29.7 28.3 43.7 17.3 25.7 27.4 36.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 62,891: 41,931 28,617 2,015 10,566 29,144 54,513 59,775: 8,378 3,116
Old : 62,891: 41,931 28,617 2,015 10,566 29,144 54,513 59,775: 8,378 3,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,465: 2,492 2,922 219 261 341 2,972 3,483: 493 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 45.5 3.2 16.8 46.3 86.7 95.0: 13.3 5.0
Old : 100.0: 66.7 45.5 3.2 16.8 46.3 86.7 95.0: 13.3 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 : 133: 73 42 18 11 8 95 60:
Old : 133: 73 42 18 11 8 95 60:
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 : 39.6 69.6 51.5 77.8 39.0 69.1 50.8 75.7
Old : 39.6 69.6 51.5 77.8 39.0 69.1 50.8 75.7
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, April 19, 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 : 374,944: 37,227 93,982 4,118 317,229 259,991 358,574 358,091: 16,370 16,853
Old : 374,944: 37,227 93,982 4,118 317,229 259,991 358,574 358,091: 16,370 16,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -6,770: 6,045 -4,167 373 -13,093 -3,328 -6,675 -7,121: -95 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.1 1.1 84.6 69.3 95.6 95.5: 4.4 4.5
Old : 100.0: 9.9 25.1 1.1 84.6 69.3 95.6 95.5: 4.4 4.5
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 : 267: 42 54 13 101 111 150 171:
Old : 267: 42 54 13 101 111 150 171:
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 : 41.3 36.0 52.2 44.0 40.4 35.7 50.4 43.5
Old : 41.3 36.0 52.2 44.0 40.4 35.7 50.4 43.5
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, April 19, 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 : 197,955: 41,863 7,411 3,036 145,996 183,050 190,895 193,497: 7,060 4,458
Old : 197,955: 41,863 7,411 3,036 145,996 183,050 190,895 193,497: 7,060 4,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,397: -2,372 507 97 5,016 3,658 2,741 4,262: 656 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.7 1.5 73.8 92.5 96.4 97.7: 3.6 2.3
Old : 100.0: 21.1 3.7 1.5 73.8 92.5 96.4 97.7: 3.6 2.3
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 : 129: 19 14 5 61 54 81 72:
Old : 129: 19 14 5 61 54 81 72:
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 : 35.2 48.1 52.3 64.8 33.8 48.1 49.9 64.7
Old : 35.2 48.1 52.3 64.8 33.8 48.1 49.9 64.7
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 19, 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 : 629,081: 187,471 103,390 8,448 413,834 507,820 609,753 619,658: 19,328 9,423
Old : 629,081: 187,471 103,390 8,448 413,834 507,820 609,753 619,658: 19,328 9,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 28,706: 9,492 2,288 240 18,116 29,411 27,848 31,939: 858 -3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.4 1.3 65.8 80.7 96.9 98.5: 3.1 1.5
Old : 100.0: 29.8 16.4 1.3 65.8 80.7 96.9 98.5: 3.1 1.5
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 : 297: 101 45 20 115 85 225 141:
Old : 297: 101 45 20 115 85 225 141:
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 : 26.1 37.6 36.6 51.4 20.7 37.5 29.6 48.5
Old : 26.1 37.6 36.6 51.4 20.7 37.5 29.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016