COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 03, 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 : 193,424: 78,042 44,096 16,734 83,797 122,267 178,573 183,097: 14,851 10,327 Old : 112,922: 60,813 35,069 2,278 40,447 68,772 103,538 106,119: 9,384 6,803 Other: 80,502: 28,423 20,221 3,262 43,350 53,495 75,035 76,978: 5,467 3,524 : : : : : Changes in Commitments from: April 26, 2016 : : 1,708: -440 -1,618 580 2,085 3,543 2,225 2,505: -517 -797 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 22.8 8.7 43.3 63.2 92.3 94.7: 7.7 5.3 Old : 100.0: 53.9 31.1 2.0 35.8 60.9 91.7 94.0: 8.3 6.0 Other: 100.0: 35.3 25.1 4.1 53.8 66.5 93.2 95.6: 6.8 4.4 : : : :# Traders : Number of Traders in Each Category : All : 292: 118 83 59 53 60 205 179: Old : 259: 109 77 20 32 46 149 136: Other: 180: 53 50 16 44 48 109 106: :---------------------------------------------------------------------------------------------------- : 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 : 17.4 29.5 26.9 38.5 16.7 27.3 26.0 35.8 Old : 15.6 31.4 27.9 42.9 15.6 29.2 27.7 40.7 Other: 28.4 34.2 40.9 47.7 28.4 32.1 39.8 45.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 03, 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 : 12,056: 3,549 770 242 6,636 10,297 10,427 11,309: 1,629 747 Old : 11,906: 3,507 770 242 6,554 10,156 10,303 11,168: 1,603 738 Other: 150: 42 0 0 82 141 124 141: 26 9 : : : : : Changes in Commitments from: April 26, 2016 : : -848: -492 -59 -9 -140 -548 -641 -616: -207 -232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 6.4 2.0 55.0 85.4 86.5 93.8: 13.5 6.2 Old : 100.0: 29.5 6.5 2.0 55.0 85.3 86.5 93.8: 13.5 6.2 Other: 100.0: 28.0 0.0 0.0 54.7 94.0 82.7 94.0: 17.3 6.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 24 5 7 20 12 47 22: Old : 58: 24 5 7 20 12 47 22: Other: 7: 4 0 0 3 1 7 1: :---------------------------------------------------------------------------------------------------- : 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 : 29.2 57.0 46.0 83.9 29.2 54.6 46.0 81.5 Old : 29.3 56.5 45.9 83.8 29.3 54.5 45.9 81.4 Other: 74.0 94.0 82.7 94.0 74.0 93.3 82.0 93.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 03, 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 : 250,904: 90,394 30,626 52,287 95,842 161,628 238,523 244,541: 12,381 6,363 Old : 161,340: 75,415 40,313 21,129 54,785 94,146 151,329 155,588: 10,011 5,752 Other: 89,564: 35,067 10,401 11,070 41,057 67,482 87,194 88,953: 2,370 611 : : : : : Changes in Commitments from: April 26, 2016 : : 11,881: 8,061 799 4,929 -1,323 6,227 11,667 11,955: 214 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 12.2 20.8 38.2 64.4 95.1 97.5: 4.9 2.5 Old : 100.0: 46.7 25.0 13.1 34.0 58.4 93.8 96.4: 6.2 3.6 Other: 100.0: 39.2 11.6 12.4 45.8 75.3 97.4 99.3: 2.6 0.7 : : : :# Traders : Number of Traders in Each Category : All : 236: 113 45 71 55 48 205 141: Old : 227: 107 52 50 48 45 181 125: Other: 126: 50 20 15 42 27 99 55: :---------------------------------------------------------------------------------------------------- : 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 : 16.5 36.9 26.2 49.9 14.1 28.8 22.0 40.2 Old : 13.5 28.5 23.3 42.7 13.2 23.2 22.6 37.0 Other: 33.1 52.3 50.0 70.0 27.4 40.6 39.9 56.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 03, 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 : 789,143: 261,390 54,891 74,814 358,945 620,603 695,149 750,308: 93,994 38,835 Old : 789,143: 261,390 54,891 74,814 358,945 620,603 695,149 750,308: 93,994 38,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : 16,693: 20,266 3,748 -78 -7,384 15,822 12,804 19,492: 3,889 -2,799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 7.0 9.5 45.5 78.6 88.1 95.1: 11.9 4.9 Old : 100.0: 33.1 7.0 9.5 45.5 78.6 88.1 95.1: 11.9 4.9 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 : 224: 84 43 71 73 70 189 158: Old : 224: 84 43 71 73 70 189 158: 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 : 13.3 34.2 21.0 47.9 13.3 31.3 20.9 42.2 Old : 13.3 34.2 21.0 47.9 13.3 31.3 20.9 42.2 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 - Futures Only, May 03, 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 : 192,813: 45,547 43,818 36,929 96,750 104,670 179,226 185,417: 13,587 7,396 Old : 140,018: 48,171 45,230 19,449 61,636 68,731 129,256 133,410: 10,762 6,608 Other: 52,795: 11,750 12,962 3,106 35,114 35,939 49,970 52,007: 2,825 788 : : : : : Changes in Commitments from: April 26, 2016 : : 13,889: -71 11,484 7,375 5,320 -6,114 12,624 12,745: 1,265 1,144 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 22.7 19.2 50.2 54.3 93.0 96.2: 7.0 3.8 Old : 100.0: 34.4 32.3 13.9 44.0 49.1 92.3 95.3: 7.7 4.7 Other: 100.0: 22.3 24.6 5.9 66.5 68.1 94.6 98.5: 5.4 1.5 : : : :# Traders : Number of Traders in Each Category : All : 387: 118 101 91 136 111 302 270: Old : 375: 115 104 60 121 98 265 237: Other: 220: 58 32 26 108 73 181 120: :---------------------------------------------------------------------------------------------------- : 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 : 12.8 13.8 21.8 24.2 10.0 11.2 16.2 19.1 Old : 16.1 14.4 25.8 25.7 14.0 13.6 21.4 22.6 Other: 18.2 35.3 28.8 49.3 17.7 31.1 27.9 44.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 03, 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 : 71,528: 44,378 35,204 2,363 15,710 30,338 62,451 67,905: 9,077 3,623 Old : 71,528: 44,378 35,204 2,363 15,710 30,338 62,451 67,905: 9,077 3,623 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : 7,494: 3,854 6,010 274 2,554 478 6,682 6,762: 812 732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 49.2 3.3 22.0 42.4 87.3 94.9: 12.7 5.1 Old : 100.0: 62.0 49.2 3.3 22.0 42.4 87.3 94.9: 12.7 5.1 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 : 147: 87 42 15 10 7 106 60: Old : 147: 87 42 15 10 7 106 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 : 35.4 66.1 48.8 75.6 34.8 65.1 46.7 73.8 Old : 35.4 66.1 48.8 75.6 34.8 65.1 46.7 73.8 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 - Futures Only, May 03, 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 : 377,846: 41,642 90,647 7,060 313,268 263,594 361,970 361,301: 15,876 16,545 Old : 377,846: 41,642 90,647 7,060 313,268 263,594 361,970 361,301: 15,876 16,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : 6,124: 3,918 -2,564 2,405 2,033 4,619 8,356 4,460: -2,232 1,664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 24.0 1.9 82.9 69.8 95.8 95.6: 4.2 4.4 Old : 100.0: 11.0 24.0 1.9 82.9 69.8 95.8 95.6: 4.2 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 : 265: 43 50 11 99 110 149 164: Old : 265: 43 50 11 99 110 149 164: 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 : 41.4 34.1 51.9 42.8 40.5 33.8 49.8 42.3 Old : 41.4 34.1 51.9 42.8 40.5 33.8 49.8 42.3 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 - Futures Only, May 03, 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 : 192,274: 40,429 5,317 2,988 141,611 180,550 185,028 188,855: 7,246 3,419 Old : 192,274: 40,429 5,317 2,988 141,611 180,550 185,028 188,855: 7,246 3,419 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : -4,223: 691 -1,561 -725 -3,195 -1,491 -3,229 -3,777: -994 -446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 2.8 1.6 73.7 93.9 96.2 98.2: 3.8 1.8 Old : 100.0: 21.0 2.8 1.6 73.7 93.9 96.2 98.2: 3.8 1.8 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 : 129: 23 12 5 60 53 84 69: Old : 129: 23 12 5 60 53 84 69: 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 : 34.4 51.8 51.2 68.6 33.1 51.8 49.0 68.6 Old : 34.4 51.8 51.2 68.6 33.1 51.8 49.0 68.6 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 - Futures Only, May 03, 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 : 633,388: 189,485 107,608 6,000 418,830 509,917 614,315 623,525: 19,073 9,863 Old : 633,388: 189,485 107,608 6,000 418,830 509,917 614,315 623,525: 19,073 9,863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : -593: 941 -1,973 -2,117 3,341 2,974 2,165 -1,116: -2,758 523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 17.0 0.9 66.1 80.5 97.0 98.4: 3.0 1.6 Old : 100.0: 29.9 17.0 0.9 66.1 80.5 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 : 303: 98 50 20 117 85 222 148: Old : 303: 98 50 20 117 85 222 148: 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 : 26.4 39.4 35.9 53.2 20.6 39.4 28.8 50.3 Old : 26.4 39.4 35.9 53.2 20.6 39.4 28.8 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016