COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 249,855: 73,083 31,817 56,399 104,346 150,946 233,828 239,162: 16,027 10,693
Old : 122,311: 48,451 32,746 19,344 44,966 62,923 112,761 115,013: 9,550 7,298
Other: 127,544: 37,229 11,668 24,458 59,381 88,023 121,067 124,149: 6,476 3,395
: : :
: : Changes in Commitments from: May 17, 2016 :
: 4,188: 1,085 -3,163 2,096 521 5,216 3,702 4,148: 486 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 12.7 22.6 41.8 60.4 93.6 95.7: 6.4 4.3
Old : 100.0: 39.6 26.8 15.8 36.8 51.4 92.2 94.0: 7.8 6.0
Other: 100.0: 29.2 9.1 19.2 46.6 69.0 94.9 97.3: 5.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 122 76 86 69 73 237 198:
Old : 259: 93 86 47 56 59 179 162:
Other: 215: 101 33 49 55 62 170 132:
:----------------------------------------------------------------------------------------------------
: 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 29.7 23.8 38.7 13.3 23.9 20.7 30.5
Old : 16.0 24.4 24.8 35.1 13.7 17.6 21.6 27.8
Other: 18.7 37.8 30.5 49.9 18.3 33.8 27.8 43.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 16,270: 5,342 597 1,480 6,884 12,902 13,706 14,979: 2,564 1,291
Old : 15,912: 5,319 598 1,419 6,658 12,619 13,396 14,636: 2,515 1,275
Other: 358: 35 11 49 225 282 309 342: 49 16
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,209: 943 33 7 99 880 1,049 919: 160 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 3.7 9.1 42.3 79.3 84.2 92.1: 15.8 7.9
Old : 100.0: 33.4 3.8 8.9 41.8 79.3 84.2 92.0: 15.8 8.0
Other: 100.0: 9.7 3.0 13.8 62.9 78.8 86.3 95.6: 13.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 10 10 22 20 59 35:
Old : 72: 31 10 10 22 20 59 35:
Other: 11: 3 1 3 2 5 6 8:
:----------------------------------------------------------------------------------------------------
: 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 52.3 38.5 73.9 25.8 50.8 38.3 70.9
Old : 25.8 51.9 38.3 73.8 25.5 50.4 38.1 70.8
Other: 79.3 82.7 86.3 95.6 72.5 76.3 72.5 81.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 286,310: 59,842 32,536 80,053 133,421 165,206 273,316 277,796: 12,994 8,515
Old : 182,095: 50,661 44,483 45,450 76,468 84,515 172,578 174,448: 9,517 7,647
Other: 104,215: 29,147 8,018 14,638 56,953 80,691 100,738 103,347: 3,477 868
: : :
: : Changes in Commitments from: May 17, 2016 :
: -2,940: -12,153 4,636 1,293 7,991 -9,298 -2,868 -3,369: -72 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.4 28.0 46.6 57.7 95.5 97.0: 4.5 3.0
Old : 100.0: 27.8 24.4 25.0 42.0 46.4 94.8 95.8: 5.2 4.2
Other: 100.0: 28.0 7.7 14.0 54.6 77.4 96.7 99.2: 3.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 97 53 81 60 47 194 156:
Old : 217: 93 55 65 53 45 173 142:
Other: 132: 45 26 26 45 32 105 70:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 27.4 29.8 37.1 12.5 14.9 18.8 23.5
Old : 20.1 18.0 31.5 28.4 14.0 13.7 21.1 22.2
Other: 29.6 46.1 44.1 60.3 27.9 36.7 39.6 49.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 1,124,471: 323,677 41,330 246,004 452,347 785,805 1,022,028 1,073,139: 102,443 51,332
Old : 1,124,471: 323,677 41,330 246,004 452,347 785,805 1,022,028 1,073,139: 102,443 51,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 28,571: -3,505 -1,587 14,449 18,442 12,973 29,385 25,835: -814 2,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.7 21.9 40.2 69.9 90.9 95.4: 9.1 4.6
Old : 100.0: 28.8 3.7 21.9 40.2 69.9 90.9 95.4: 9.1 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: 106 31 90 90 81 226 179:
Old : 243: 106 31 90 90 81 226 179:
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 : 11.9 25.6 19.4 38.6 10.3 23.3 15.3 32.7
Old : 11.9 25.6 19.4 38.6 10.3 23.3 15.3 32.7
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, May 24, 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 : 231,392: 39,815 29,515 63,185 115,008 130,936 218,008 223,636: 13,384 7,756
Old : 161,753: 45,875 34,538 33,330 72,304 87,266 151,510 155,133: 10,244 6,620
Other: 69,638: 13,291 14,329 10,502 42,704 43,671 66,498 68,502: 3,141 1,136
: : :
: : Changes in Commitments from: May 17, 2016 :
: -5,722: -6,639 5,536 -2,700 2,114 -8,751 -7,225 -5,916: 1,504 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 27.3 49.7 56.6 94.2 96.6: 5.8 3.4
Old : 100.0: 28.4 21.4 20.6 44.7 53.9 93.7 95.9: 6.3 4.1
Other: 100.0: 19.1 20.6 15.1 61.3 62.7 95.5 98.4: 4.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 132 102 134 143 127 353 301:
Old : 388: 121 102 108 128 117 311 274:
Other: 245: 69 43 44 112 79 204 146:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 15.9 21.3 24.7 8.3 9.1 13.9 14.8
Old : 16.1 15.7 25.4 25.0 11.8 11.4 18.4 18.3
Other: 18.5 24.7 28.4 40.5 15.0 18.6 22.3 28.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 61,676: 34,639 23,450 4,473 15,150 31,306 54,262 59,230: 7,414 2,446
Old : 61,676: 34,639 23,450 4,473 15,150 31,306 54,262 59,230: 7,414 2,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -4,150: -4,309 -5,050 756 -298 477 -3,851 -3,817: -298 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 38.0 7.3 24.6 50.8 88.0 96.0: 12.0 4.0
Old : 100.0: 56.2 38.0 7.3 24.6 50.8 88.0 96.0: 12.0 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 : 132: 78 36 21 12 8 103 56:
Old : 132: 78 36 21 12 8 103 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 : 37.6 70.9 51.2 79.4 35.8 66.8 47.9 73.3
Old : 37.6 70.9 51.2 79.4 35.8 66.8 47.9 73.3
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 24, 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 : 401,864: 58,715 95,712 4,796 321,908 284,494 385,420 385,002: 16,444 16,862
Old : 401,864: 58,715 95,712 4,796 321,908 284,494 385,420 385,002: 16,444 16,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 10,891: 8,709 -56 -989 2,105 13,753 9,825 12,708: 1,066 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.8 1.2 80.1 70.8 95.9 95.8: 4.1 4.2
Old : 100.0: 14.6 23.8 1.2 80.1 70.8 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 : 275: 43 55 15 102 115 153 177:
Old : 275: 43 55 15 102 115 153 177:
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 : 41.5 33.0 52.4 42.5 40.6 33.0 50.6 42.1
Old : 41.5 33.0 52.4 42.5 40.6 33.0 50.6 42.1
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 24, 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 : 185,265: 40,765 5,871 2,875 134,760 172,548 178,400 181,294: 6,865 3,971
Old : 185,265: 40,765 5,871 2,875 134,760 172,548 178,400 181,294: 6,865 3,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -6,492: -917 -790 0 -6,158 -5,341 -7,075 -6,131: 583 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.2 1.6 72.7 93.1 96.3 97.9: 3.7 2.1
Old : 100.0: 22.0 3.2 1.6 72.7 93.1 96.3 97.9: 3.7 2.1
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 : 121: 19 12 4 60 51 79 67:
Old : 121: 19 12 4 60 51 79 67:
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 : 36.6 49.9 52.6 67.1 35.2 49.9 50.2 67.1
Old : 36.6 49.9 52.6 67.1 35.2 49.9 50.2 67.1
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 24, 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 : 617,170: 193,073 99,226 9,494 397,088 495,803 599,655 604,523: 17,515 12,647
Old : 617,170: 193,073 99,226 9,494 397,088 495,803 599,655 604,523: 17,515 12,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -3,733: 2,533 -920 946 -7,937 -5,158 -4,458 -5,132: 725 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.1 1.5 64.3 80.3 97.2 98.0: 2.8 2.0
Old : 100.0: 31.3 16.1 1.5 64.3 80.3 97.2 98.0: 2.8 2.0
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 : 300: 94 51 24 110 90 212 157:
Old : 300: 94 51 24 110 90 212 157:
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 : 26.2 37.9 37.9 52.6 20.4 37.8 28.7 47.9
Old : 26.2 37.9 37.9 52.6 20.4 37.8 28.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016