COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 246,750: 87,295 27,669 45,352 96,590 164,122 229,237 237,143: 17,513 9,607
Old : 33,773: 18,780 7,103 188 10,581 23,747 29,549 31,038: 4,224 2,735
Other: 212,977: 73,734 25,785 39,945 86,009 140,375 199,688 206,105: 13,289 6,872
: : :
: : Changes in Commitments from: June 7, 2016 :
: -35,397: -205 -177 -19,045 -13,816 -15,646 -33,066 -34,868: -2,332 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 11.2 18.4 39.1 66.5 92.9 96.1: 7.1 3.9
Old : 100.0: 55.6 21.0 0.6 31.3 70.3 87.5 91.9: 12.5 8.1
Other: 100.0: 34.6 12.1 18.8 40.4 65.9 93.8 96.8: 6.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 137 68 83 69 71 252 184:
Old : 136: 47 28 3 28 36 75 67:
Other: 285: 129 63 69 65 68 230 167:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 29.1 22.8 40.0 13.3 25.1 21.3 33.5
Old : 20.5 47.6 35.5 63.5 20.5 45.2 35.5 60.3
Other: 15.2 28.5 25.4 41.0 14.3 24.3 23.2 34.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 21,204: 7,772 567 2,594 7,422 16,408 17,789 19,569: 3,415 1,634
Old : 20,517: 7,746 565 2,407 7,030 15,931 17,183 18,903: 3,335 1,614
Other: 687: 56 32 157 393 477 606 667: 80 20
: : :
: : Changes in Commitments from: June 7, 2016 :
: 365: 408 58 61 -134 149 335 267: 30 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 2.7 12.2 35.0 77.4 83.9 92.3: 16.1 7.7
Old : 100.0: 37.8 2.8 11.7 34.3 77.6 83.7 92.1: 16.3 7.9
Other: 100.0: 8.2 4.7 22.9 57.2 69.5 88.3 97.1: 11.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 32 14 11 23 22 62 41:
Old : 76: 30 15 11 23 22 62 40:
Other: 18: 5 1 3 6 6 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 47.7 39.3 69.7 27.4 44.8 37.6 63.3
Old : 28.0 47.3 39.5 69.6 27.2 44.9 37.7 63.3
Other: 63.2 79.9 85.7 94.1 54.6 67.1 64.5 74.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 242,083: 61,259 26,091 54,836 114,027 154,217 230,122 235,143: 11,962 6,940
Old : 125,055: 44,179 32,297 21,761 50,555 65,436 116,495 119,494: 8,560 5,561
Other: 117,028: 33,106 9,820 17,049 63,472 88,781 113,626 115,649: 3,402 1,379
: : :
: : Changes in Commitments from: June 7, 2016 :
: -4,876: 4,529 -3,412 -214 -7,365 -235 -3,051 -3,861: -1,825 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.8 22.7 47.1 63.7 95.1 97.1: 4.9 2.9
Old : 100.0: 35.3 25.8 17.4 40.4 52.3 93.2 95.6: 6.8 4.4
Other: 100.0: 28.3 8.4 14.6 54.2 75.9 97.1 98.8: 2.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 92 55 74 59 50 189 149:
Old : 210: 90 50 51 41 47 147 132:
Other: 155: 62 29 32 51 34 133 76:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 28.2 30.4 39.7 14.2 17.6 20.3 26.3
Old : 20.6 21.3 30.1 34.0 12.4 18.1 21.0 28.3
Other: 28.3 40.6 40.2 53.6 24.8 29.3 35.0 41.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 1,289,638: 337,075 22,521 322,135 517,286 892,385 1,176,496 1,237,040: 113,142 52,598
Old : 1,289,638: 337,075 22,521 322,135 517,286 892,385 1,176,496 1,237,040: 113,142 52,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 65,208: 7,214 -2,462 23,043 30,720 40,587 60,977 61,169: 4,231 4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 1.7 25.0 40.1 69.2 91.2 95.9: 8.8 4.1
Old : 100.0: 26.1 1.7 25.0 40.1 69.2 91.2 95.9: 8.8 4.1
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 : 252: 114 29 87 91 92 236 184:
Old : 252: 114 29 87 91 92 236 184:
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 : 11.0 23.2 20.0 36.3 9.1 20.5 13.4 29.9
Old : 11.0 23.2 20.0 36.3 9.1 20.5 13.4 29.9
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 14, 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 : 226,804: 48,128 21,870 58,625 105,889 137,368 212,641 217,863: 14,163 8,942
Old : 140,164: 51,227 22,218 24,552 54,225 86,490 130,004 133,260: 10,160 6,904
Other: 86,640: 15,425 18,176 15,548 51,664 50,878 82,637 84,602: 4,003 2,038
: : :
: : Changes in Commitments from: June 7, 2016 :
: -14,414: 6,046 -10,793 -8,411 -11,594 4,924 -13,958 -14,280: -455 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.6 25.8 46.7 60.6 93.8 96.1: 6.2 3.9
Old : 100.0: 36.5 15.9 17.5 38.7 61.7 92.8 95.1: 7.2 4.9
Other: 100.0: 17.8 21.0 17.9 59.6 58.7 95.4 97.6: 4.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 165 90 134 134 122 372 289:
Old : 398: 158 83 96 111 115 314 256:
Other: 261: 79 51 52 112 86 219 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 18.1 21.4 28.9 8.2 10.4 14.0 17.2
Old : 16.1 19.6 26.3 30.6 11.5 14.8 18.3 23.6
Other: 18.5 23.5 29.3 39.7 12.8 18.3 19.4 26.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 50,623: 32,134 27,453 3,061 8,420 17,827 43,614 48,341: 7,008 2,282
Old : 50,623: 32,134 27,453 3,061 8,420 17,827 43,614 48,341: 7,008 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -19,793: -5,941 -830 -4,562 -8,656 -13,937 -19,159 -19,329: -634 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 54.2 6.0 16.6 35.2 86.2 95.5: 13.8 4.5
Old : 100.0: 63.5 54.2 6.0 16.6 35.2 86.2 95.5: 13.8 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 : 127: 72 39 16 7 10 88 59:
Old : 127: 72 39 16 7 10 88 59:
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 : 40.3 56.9 50.6 69.6 38.3 56.2 47.9 67.1
Old : 40.3 56.9 50.6 69.6 38.3 56.2 47.9 67.1
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, June 14, 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 : 402,785: 67,704 82,974 7,954 303,697 293,412 379,355 384,341: 23,430 18,444
Old : 402,785: 67,704 82,974 7,954 303,697 293,412 379,355 384,341: 23,430 18,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 3,996: 6,272 -3,327 3,005 -10,600 3,280 -1,323 2,957: 5,319 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.6 2.0 75.4 72.8 94.2 95.4: 5.8 4.6
Old : 100.0: 16.8 20.6 2.0 75.4 72.8 94.2 95.4: 5.8 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 : 270: 46 50 19 111 123 170 181:
Old : 270: 46 50 19 111 123 170 181:
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 : 31.5 30.1 42.8 38.9 30.5 30.1 41.1 38.6
Old : 31.5 30.1 42.8 38.9 30.5 30.1 41.1 38.6
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 14, 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 : 209,525: 37,675 7,266 4,200 158,202 191,661 200,077 203,127: 9,448 6,398
Old : 209,525: 37,675 7,266 4,200 158,202 191,661 200,077 203,127: 9,448 6,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 28,527: -462 981 815 26,270 24,110 26,623 25,906: 1,904 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 3.5 2.0 75.5 91.5 95.5 96.9: 4.5 3.1
Old : 100.0: 18.0 3.5 2.0 75.5 91.5 95.5 96.9: 4.5 3.1
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 : 124: 19 13 8 66 53 89 71:
Old : 124: 19 13 8 66 53 89 71:
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 : 31.5 47.1 45.2 62.2 30.0 44.4 42.7 59.3
Old : 31.5 47.1 45.2 62.2 30.0 44.4 42.7 59.3
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 14, 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 : 681,609: 188,909 92,904 13,077 444,407 548,391 646,393 654,372: 35,216 27,237
Old : 681,609: 188,909 92,904 13,077 444,407 548,391 646,393 654,372: 35,216 27,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 33,468: -5,796 -1,587 4,284 19,429 13,754 17,917 16,451: 15,551 17,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.6 1.9 65.2 80.5 94.8 96.0: 5.2 4.0
Old : 100.0: 27.7 13.6 1.9 65.2 80.5 94.8 96.0: 5.2 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 : 288: 92 42 31 122 87 227 150:
Old : 288: 92 42 31 122 87 227 150:
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 : 22.4 36.9 32.8 50.8 16.9 35.8 25.0 46.0
Old : 22.4 36.9 32.8 50.8 16.9 35.8 25.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016