COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 282,148: 87,500 27,846 64,398 110,406 179,768 262,303 272,011: 19,844 10,136 Old : 102,625: 40,489 22,819 19,130 33,108 56,371 92,727 98,320: 9,898 4,305 Other: 179,523: 59,244 17,260 33,034 77,298 123,396 169,576 173,691: 9,946 5,832 : : : : : Changes in Commitments from: May 31, 2016 : : 18,720: 8,653 149 3,769 4,427 16,065 16,849 19,983: 1,871 -1,262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 9.9 22.8 39.1 63.7 93.0 96.4: 7.0 3.6 Old : 100.0: 39.5 22.2 18.6 32.3 54.9 90.4 95.8: 9.6 4.2 Other: 100.0: 33.0 9.6 18.4 43.1 68.7 94.5 96.8: 5.5 3.2 : : : :# Traders : Number of Traders in Each Category : All : 311: 144 67 87 68 75 258 191: Old : 240: 92 66 47 52 63 166 154: Other: 261: 125 48 56 58 67 208 148: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 29.4 23.5 38.4 11.8 22.5 18.9 29.2 Old : 16.0 28.7 24.6 39.8 11.8 21.9 18.8 31.9 Other: 16.1 32.7 26.7 45.4 15.0 27.1 24.3 37.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 20,839: 7,364 509 2,534 7,556 16,259 17,454 19,302: 3,385 1,537 Old : 20,274: 7,338 549 2,358 7,261 15,855 16,957 18,762: 3,318 1,512 Other: 564: 67 0 136 295 404 497 540: 67 24 : : : : : Changes in Commitments from: May 31, 2016 : : 3,581: 1,711 -135 803 527 2,696 3,041 3,364: 540 217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 2.4 12.2 36.3 78.0 83.8 92.6: 16.2 7.4 Old : 100.0: 36.2 2.7 11.6 35.8 78.2 83.6 92.5: 16.4 7.5 Other: 100.0: 11.8 0.0 24.1 52.2 71.6 88.1 95.7: 11.9 4.3 : : : :# Traders : Number of Traders in Each Category : All : 76: 35 9 12 23 23 63 40: Old : 76: 34 10 12 23 23 63 40: Other: 16: 5 0 3 5 6 10 9: :---------------------------------------------------------------------------------------------------- : 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 : 25.2 47.4 37.1 69.9 24.9 45.7 35.6 63.5 Old : 25.5 47.0 37.6 69.6 24.9 45.5 36.0 63.4 Other: 64.1 83.4 87.2 94.3 51.7 68.6 63.5 71.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 246,959: 56,730 29,502 55,050 121,392 154,452 233,173 239,004: 13,787 7,956 Old : 137,499: 43,833 36,642 24,595 59,119 69,747 127,546 130,983: 9,953 6,516 Other: 109,460: 28,537 8,499 14,816 62,274 84,705 105,627 108,020: 3,834 1,440 : : : : : Changes in Commitments from: May 31, 2016 : : -23,071: 78 -3,922 -12,207 -12,294 -7,670 -24,424 -23,799: 1,353 728 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 11.9 22.3 49.2 62.5 94.4 96.8: 5.6 3.2 Old : 100.0: 31.9 26.6 17.9 43.0 50.7 92.8 95.3: 7.2 4.7 Other: 100.0: 26.1 7.8 13.5 56.9 77.4 96.5 98.7: 3.5 1.3 : : : :# Traders : Number of Traders in Each Category : All : 215: 87 54 72 63 49 186 146: Old : 206: 85 52 56 53 48 158 138: Other: 139: 52 25 26 48 34 117 69: :---------------------------------------------------------------------------------------------------- : 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 : 21.7 27.5 31.2 38.8 14.0 16.1 19.9 25.0 Old : 20.8 18.7 30.7 31.5 15.1 16.7 22.8 26.9 Other: 30.5 42.9 42.7 56.7 26.6 32.4 36.1 44.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 1,224,430: 329,860 24,982 299,092 486,566 851,797 1,115,518 1,175,872: 108,912 48,558 Old : 1,224,430: 329,860 24,982 299,092 486,566 851,797 1,115,518 1,175,872: 108,912 48,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 43,291: 2,249 -10,030 25,992 10,244 27,256 38,484 43,217: 4,807 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 2.0 24.4 39.7 69.6 91.1 96.0: 8.9 4.0 Old : 100.0: 26.9 2.0 24.4 39.7 69.6 91.1 96.0: 8.9 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 : 249: 111 31 90 88 86 231 183: Old : 249: 111 31 90 88 86 231 183: 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 25.0 20.1 37.0 9.9 22.1 14.4 31.6 Old : 11.9 25.0 20.1 37.0 9.9 22.1 14.4 31.6 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, June 07, 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 : 241,218: 42,081 32,663 67,036 117,483 132,444 226,600 232,143: 14,618 9,075 Old : 162,677: 45,457 32,002 36,822 69,363 86,420 151,641 155,244: 11,036 7,433 Other: 78,541: 13,881 17,918 12,957 48,121 46,024 74,958 76,898: 3,582 1,642 : : : : : Changes in Commitments from: May 31, 2016 : : -2,819: 4,535 -4,796 -1,540 -4,836 2,709 -1,841 -3,628: -978 809 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 13.5 27.8 48.7 54.9 93.9 96.2: 6.1 3.8 Old : 100.0: 27.9 19.7 22.6 42.6 53.1 93.2 95.4: 6.8 4.6 Other: 100.0: 17.7 22.8 16.5 61.3 58.6 95.4 97.9: 4.6 2.1 : : : :# Traders : Number of Traders in Each Category : All : 420: 153 97 131 144 128 371 294: Old : 402: 152 88 105 127 118 327 268: Other: 255: 71 51 53 113 83 215 158: :---------------------------------------------------------------------------------------------------- : 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 : 13.7 16.5 21.3 26.2 7.7 9.1 12.4 14.8 Old : 15.6 17.2 25.2 26.9 10.5 11.5 15.9 18.9 Other: 18.7 21.6 28.5 38.4 13.6 19.7 20.4 27.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 70,416: 38,075 28,282 7,623 17,076 31,764 62,774 67,669: 7,642 2,746 Old : 70,416: 38,075 28,282 7,623 17,076 31,764 62,774 67,669: 7,642 2,746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 7,799: 4,001 4,102 3,317 1,320 -50 8,638 7,369: -839 430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 40.2 10.8 24.3 45.1 89.1 96.1: 10.9 3.9 Old : 100.0: 54.1 40.2 10.8 24.3 45.1 89.1 96.1: 10.9 3.9 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 : 131: 79 36 20 10 9 102 55: Old : 131: 79 36 20 10 9 102 55: 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 : 34.2 68.7 52.6 79.2 31.9 63.9 46.0 69.4 Old : 34.2 68.7 52.6 79.2 31.9 63.9 46.0 69.4 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, June 07, 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 : 398,789: 61,432 86,301 4,949 314,297 290,133 380,678 381,383: 18,111 17,406 Old : 398,789: 61,432 86,301 4,949 314,297 290,133 380,678 381,383: 18,111 17,406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 3,292: 164 -5,874 -384 2,789 9,771 2,569 3,513: 723 -221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 21.6 1.2 78.8 72.8 95.5 95.6: 4.5 4.4 Old : 100.0: 15.4 21.6 1.2 78.8 72.8 95.5 95.6: 4.5 4.4 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 : 268: 42 51 12 105 118 155 173: Old : 268: 42 51 12 105 118 155 173: 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 : 37.0 31.7 47.8 41.7 36.1 31.7 46.4 41.3 Old : 37.0 31.7 47.8 41.7 36.1 31.7 46.4 41.3 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, June 07, 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 : 180,998: 38,137 6,285 3,385 131,932 167,551 173,454 177,221: 7,544 3,777 Old : 180,998: 38,137 6,285 3,385 131,932 167,551 173,454 177,221: 7,544 3,777 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -2,130: -569 280 -48 -1,904 -1,697 -2,521 -1,465: 391 -665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 3.5 1.9 72.9 92.6 95.8 97.9: 4.2 2.1 Old : 100.0: 21.1 3.5 1.9 72.9 92.6 95.8 97.9: 4.2 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: 21 12 6 57 51 80 67: Old : 121: 21 12 6 57 51 80 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 : 35.8 51.5 51.7 68.4 34.1 51.5 49.0 68.3 Old : 35.8 51.5 51.7 68.4 34.1 51.5 49.0 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, June 07, 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 : 648,141: 194,705 94,491 8,793 424,978 534,637 628,476 637,921: 19,665 10,220 Old : 648,141: 194,705 94,491 8,793 424,978 534,637 628,476 637,921: 19,665 10,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 35,115: 7,031 -2,264 -1,321 29,127 41,837 34,837 38,252: 278 -3,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 14.6 1.4 65.6 82.5 97.0 98.4: 3.0 1.6 Old : 100.0: 30.0 14.6 1.4 65.6 82.5 97.0 98.4: 3.0 1.6 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 : 286: 93 40 25 121 89 223 145: Old : 286: 93 40 25 121 89 223 145: 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 : 23.3 38.4 34.6 53.1 17.5 37.8 25.7 47.4 Old : 23.3 38.4 34.6 53.1 17.5 37.8 25.7 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016