COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 238,906: 73,006 35,867 50,219 100,568 141,827 223,793 227,914: 15,113 10,992
Old : 127,486: 52,284 32,260 20,641 45,587 66,602 118,511 119,502: 8,975 7,984
Other: 111,420: 29,801 12,685 20,500 54,981 75,226 105,282 108,411: 6,138 3,008
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,397: -3,730 2,685 -35 -489 -7,552 -4,254 -4,903: -1,143 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 15.0 21.0 42.1 59.4 93.7 95.4: 6.3 4.6
Old : 100.0: 41.0 25.3 16.2 35.8 52.2 93.0 93.7: 7.0 6.3
Other: 100.0: 26.7 11.4 18.4 49.3 67.5 94.5 97.3: 5.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 113 90 83 66 68 229 199:
Old : 258: 98 83 52 52 55 178 162:
Other: 204: 76 45 43 55 58 150 131:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 28.7 24.5 37.5 13.7 22.2 21.4 29.0
Old : 14.5 26.5 23.9 37.2 13.1 20.4 21.0 29.3
Other: 20.4 35.9 32.5 47.8 20.4 31.0 29.5 40.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 14,681: 3,728 517 1,474 7,527 11,792 12,730 13,784: 1,951 897
Old : 14,409: 3,741 518 1,415 7,329 11,593 12,485 13,526: 1,924 883
Other: 272: 18 30 29 198 199 245 258: 27 14
: : :
: : Changes in Commitments from: May 3, 2016 :
: 699: 370 -266 17 134 882 521 634: 178 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 3.5 10.0 51.3 80.3 86.7 93.9: 13.3 6.1
Old : 100.0: 26.0 3.6 9.8 50.9 80.5 86.6 93.9: 13.4 6.1
Other: 100.0: 6.8 11.2 10.5 72.8 73.2 90.1 94.9: 9.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 26 8 13 23 18 54 35:
Old : 66: 26 8 13 23 18 54 35:
Other: 10: 2 2 3 3 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 54.1 39.6 75.4 24.5 50.6 39.4 71.2
Old : 24.6 53.7 39.0 75.4 24.3 50.1 38.8 71.1
Other: 81.6 88.4 90.1 94.9 79.4 81.9 79.6 84.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 295,519: 81,077 26,057 79,656 123,211 182,730 283,943 288,444: 11,576 7,075
Old : 195,041: 69,605 35,836 45,446 70,867 107,366 185,918 188,647: 9,123 6,394
Other: 100,478: 32,515 11,265 13,167 52,344 75,365 98,025 99,797: 2,453 681
: : :
: : Changes in Commitments from: May 3, 2016 :
: -10,724: -3,197 -4,246 -6,427 -156 -320 -9,779 -10,993: -945 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.8 27.0 41.7 61.8 96.1 97.6: 3.9 2.4
Old : 100.0: 35.7 18.4 23.3 36.3 55.0 95.3 96.7: 4.7 3.3
Other: 100.0: 32.4 11.2 13.1 52.1 75.0 97.6 99.3: 2.4 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 115 48 84 54 50 209 155:
Old : 229: 114 48 70 48 46 191 140:
Other: 131: 47 26 23 44 34 108 67:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 32.0 26.5 43.7 11.7 21.5 18.3 30.5
Old : 17.2 25.0 26.8 37.2 10.3 15.6 16.7 25.2
Other: 28.6 45.7 45.4 61.4 26.9 35.0 40.4 49.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,039,218: 313,726 51,677 214,668 421,159 730,996 949,553 997,341: 89,665 41,877
Old : 1,039,218: 313,726 51,677 214,668 421,159 730,996 949,553 997,341: 89,665 41,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 23,775: 30,319 7,034 14,126 -9,737 6,131 34,708 27,291: -10,933 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.0 20.7 40.5 70.3 91.4 96.0: 8.6 4.0
Old : 100.0: 30.2 5.0 20.7 40.5 70.3 91.4 96.0: 8.6 4.0
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 : 240: 104 39 91 82 79 221 178:
Old : 240: 104 39 91 82 79 221 178:
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 : 11.8 27.0 19.4 39.3 10.3 24.4 15.7 33.3
Old : 11.8 27.0 19.4 39.3 10.3 24.4 15.7 33.3
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, May 10, 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 : 238,412: 42,098 35,308 66,524 116,936 129,023 225,558 230,855: 12,854 7,557
Old : 172,892: 45,664 36,712 40,980 76,624 88,646 163,269 166,338: 9,623 6,554
Other: 65,520: 11,098 13,260 10,879 40,312 40,377 62,289 64,516: 3,231 1,003
: : :
: : Changes in Commitments from: May 3, 2016 :
: 910: 1,071 -8,273 2,018 -633 7,530 2,456 1,276: -1,545 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.8 27.9 49.0 54.1 94.6 96.8: 5.4 3.2
Old : 100.0: 26.4 21.2 23.7 44.3 51.3 94.4 96.2: 5.6 3.8
Other: 100.0: 16.9 20.2 16.6 61.5 61.6 95.1 98.5: 4.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 135 104 124 141 124 350 292:
Old : 390: 125 106 98 128 115 312 266:
Other: 233: 63 39 43 111 75 195 139:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.1 22.5 26.3 8.4 9.4 13.2 15.2
Old : 16.9 15.7 26.2 25.6 10.7 11.1 16.6 17.3
Other: 18.4 29.3 28.1 43.7 14.9 23.3 22.7 32.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 68,339: 42,849 30,735 3,034 14,388 31,303 60,271 65,072: 8,068 3,267
Old : 68,339: 42,849 30,735 3,034 14,388 31,303 60,271 65,072: 8,068 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,739: -1,438 -4,470 288 -1,511 849 -2,662 -3,333: -1,077 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 45.0 4.4 21.1 45.8 88.2 95.2: 11.8 4.8
Old : 100.0: 62.7 45.0 4.4 21.1 45.8 88.2 95.2: 11.8 4.8
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 : 139: 83 40 20 10 8 103 61:
Old : 139: 83 40 20 10 8 103 61:
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 : 34.7 69.2 48.2 78.7 34.0 67.6 46.6 74.9
Old : 34.7 69.2 48.2 78.7 34.0 67.6 46.6 74.9
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, May 10, 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 : 387,592: 47,917 93,570 6,969 316,845 270,591 371,731 371,130: 15,862 16,463
Old : 387,592: 47,917 93,570 6,969 316,845 270,591 371,731 371,130: 15,862 16,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 9,136: 6,275 2,895 -278 3,300 6,715 9,297 9,332: -161 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.1 1.8 81.7 69.8 95.9 95.8: 4.1 4.2
Old : 100.0: 12.4 24.1 1.8 81.7 69.8 95.9 95.8: 4.1 4.2
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 : 271: 43 52 13 101 113 153 169:
Old : 271: 43 52 13 101 113 153 169:
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 : 40.8 33.3 51.9 41.7 39.9 33.1 49.8 41.1
Old : 40.8 33.3 51.9 41.7 39.9 33.1 49.8 41.1
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, May 10, 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 : 195,124: 43,503 5,924 2,962 141,894 181,586 188,359 190,472: 6,765 4,652
Old : 195,124: 43,503 5,924 2,962 141,894 181,586 188,359 190,472: 6,765 4,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,850: 3,074 607 -26 283 1,036 3,331 1,617: -481 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.0 1.5 72.7 93.1 96.5 97.6: 3.5 2.4
Old : 100.0: 22.3 3.0 1.5 72.7 93.1 96.5 97.6: 3.5 2.4
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 : 128: 24 12 5 62 49 87 65:
Old : 128: 24 12 5 62 49 87 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 : 34.6 50.9 51.2 68.3 33.3 50.9 48.9 68.3
Old : 34.6 50.9 51.2 68.3 33.3 50.9 48.9 68.3
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, May 10, 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 : 624,325: 195,035 100,579 7,155 405,247 502,566 607,437 610,300: 16,888 14,025
Old : 624,325: 195,035 100,579 7,155 405,247 502,566 607,437 610,300: 16,888 14,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -9,063: 5,550 -7,029 1,155 -13,583 -7,351 -6,878 -13,225: -2,185 4,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.1 1.1 64.9 80.5 97.3 97.8: 2.7 2.2
Old : 100.0: 31.2 16.1 1.1 64.9 80.5 97.3 97.8: 2.7 2.2
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 : 312: 99 51 21 123 86 231 149:
Old : 312: 99 51 21 123 86 231 149:
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 : 27.0 39.3 37.2 53.2 19.6 39.2 27.5 49.2
Old : 27.0 39.3 37.2 53.2 19.6 39.2 27.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016