COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 262,609: 67,322 67,850 60,320 119,981 117,071 247,623 245,241: 14,986 17,368
Old : 233,410: 64,885 65,617 54,877 100,113 97,376 219,875 217,871: 13,535 15,539
Other: 29,199: 5,916 5,711 1,965 19,868 19,695 27,748 27,370: 1,451 1,829
: : :
: : Changes in Commitments from: February 2, 2016 :
: 11,258: -5,967 21,857 7,136 8,492 -20,243 9,661 8,750: 1,597 2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.8 23.0 45.7 44.6 94.3 93.4: 5.7 6.6
Old : 100.0: 27.8 28.1 23.5 42.9 41.7 94.2 93.3: 5.8 6.7
Other: 100.0: 20.3 19.6 6.7 68.0 67.4 95.0 93.7: 5.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 104 119 96 68 63 213 243:
Old : 302: 104 116 87 65 60 200 234:
Other: 116: 25 29 16 42 38 78 72:
:----------------------------------------------------------------------------------------------------
: 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 17.2 23.0 26.3 9.7 8.7 16.5 14.3
Old : 13.9 17.3 23.3 26.4 9.3 10.5 16.5 16.9
Other: 39.6 38.2 54.0 53.7 39.3 36.9 53.5 52.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 16,256: 2,068 1,697 2,699 9,912 10,491 14,678 14,888: 1,578 1,369
Old : 16,245: 2,068 1,697 2,699 9,909 10,483 14,675 14,880: 1,570 1,366
Other: 11: 0 0 0 3 8 3 8: 8 3
: : :
: : Changes in Commitments from: February 2, 2016 :
: 48: -52 -340 -32 230 384 146 11: -98 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.4 16.6 61.0 64.5 90.3 91.6: 9.7 8.4
Old : 100.0: 12.7 10.4 16.6 61.0 64.5 90.3 91.6: 9.7 8.4
Other: 100.0: 0.0 0.0 0.0 27.3 72.7 27.3 72.7: 72.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 22 13 13 26 18 55 39:
Old : 67: 22 13 13 26 18 55 39:
Other: 2: 0 0 0 2 1 2 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 : 24.4 47.3 40.2 66.6 19.1 42.3 33.5 53.0
Old : 24.4 47.3 40.2 66.6 19.1 42.3 33.6 53.0
Other: 27.3 72.7 27.3 72.7 18.2 63.6 18.2 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 278,925: 60,587 38,881 75,343 131,983 155,184 267,912 269,408: 11,012 9,517
Old : 228,979: 55,126 36,648 60,757 103,159 122,521 219,043 219,926: 9,937 9,053
Other: 49,945: 11,230 8,002 8,816 28,824 32,663 48,870 49,481: 1,076 464
: : :
: : Changes in Commitments from: February 2, 2016 :
: -29,354: -686 484 -22,384 -5,706 -7,427 -28,776 -29,327: -578 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 13.9 27.0 47.3 55.6 96.1 96.6: 3.9 3.4
Old : 100.0: 24.1 16.0 26.5 45.1 53.5 95.7 96.0: 4.3 4.0
Other: 100.0: 22.5 16.0 17.7 57.7 65.4 97.8 99.1: 2.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 90 55 76 53 46 183 147:
Old : 208: 83 62 72 52 44 175 142:
Other: 84: 26 14 19 36 22 71 47:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 30.5 32.8 41.7 12.7 14.6 17.5 23.8
Old : 21.5 25.2 31.1 37.3 9.8 17.9 16.5 25.7
Other: 55.4 59.8 69.1 75.4 45.9 49.4 57.0 64.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 1,156,264: 186,132 101,511 288,498 599,734 693,528 1,074,365 1,083,538: 81,899 72,726
Old : 1,156,264: 186,132 101,511 288,498 599,734 693,528 1,074,365 1,083,538: 81,899 72,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -9,461: 2,895 22,550 -1,225 -10,889 -41,837 -9,219 -20,512: -242 11,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.8 25.0 51.9 60.0 92.9 93.7: 7.1 6.3
Old : 100.0: 16.1 8.8 25.0 51.9 60.0 92.9 93.7: 7.1 6.3
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 : 244: 80 56 88 91 87 212 198:
Old : 244: 80 56 88 91 87 212 198:
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 : 12.3 21.7 19.8 33.5 6.1 16.6 10.7 22.3
Old : 12.3 21.7 19.8 33.5 6.1 16.6 10.7 22.3
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, February 09, 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 : 238,285: 34,583 40,356 65,297 126,263 122,907 226,143 228,560: 12,142 9,725
Old : 205,725: 33,350 43,449 55,104 107,102 98,149 195,555 196,702: 10,170 9,023
Other: 32,560: 8,411 4,084 3,016 19,161 24,757 30,588 31,858: 1,972 702
: : :
: : Changes in Commitments from: February 2, 2016 :
: -2,268: -988 -4,548 -876 -540 3,232 -2,404 -2,192: 137 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.9 27.4 53.0 51.6 94.9 95.9: 5.1 4.1
Old : 100.0: 16.2 21.1 26.8 52.1 47.7 95.1 95.6: 4.9 4.4
Other: 100.0: 25.8 12.5 9.3 58.8 76.0 93.9 97.8: 6.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 126 117 131 137 118 331 311:
Old : 405: 124 122 126 132 113 324 303:
Other: 168: 27 30 23 99 60 141 98:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 14.6 22.9 22.9 8.8 8.7 13.4 14.9
Old : 15.9 12.8 23.9 21.5 11.3 9.0 16.9 16.7
Other: 29.4 36.1 41.1 52.2 28.3 33.4 39.4 46.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 76,211: 50,677 15,678 1,886 16,444 55,970 69,008 73,534: 7,204 2,677
Old : 76,211: 50,677 15,678 1,886 16,444 55,970 69,008 73,534: 7,204 2,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -196: -4,089 5,737 -266 6,162 -6,806 1,808 -1,335: -2,004 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 20.6 2.5 21.6 73.4 90.5 96.5: 9.5 3.5
Old : 100.0: 66.5 20.6 2.5 21.6 73.4 90.5 96.5: 9.5 3.5
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 : 131: 85 30 14 11 7 101 48:
Old : 131: 85 30 14 11 7 101 48:
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 : 37.2 78.3 56.6 84.7 36.6 78.2 55.0 83.7
Old : 37.2 78.3 56.6 84.7 36.6 78.2 55.0 83.7
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, February 09, 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 : 439,770: 43,776 93,416 2,399 377,021 324,867 423,196 420,682: 16,574 19,088
Old : 439,770: 43,776 93,416 2,399 377,021 324,867 423,196 420,682: 16,574 19,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 20,219: 8,022 -4,302 238 9,626 24,166 17,886 20,102: 2,332 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 21.2 0.5 85.7 73.9 96.2 95.7: 3.8 4.3
Old : 100.0: 10.0 21.2 0.5 85.7 73.9 96.2 95.7: 3.8 4.3
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: 39 52 12 105 117 152 173:
Old : 275: 39 52 12 105 117 152 173:
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 : 38.7 33.3 52.6 42.4 37.4 33.3 49.4 41.5
Old : 38.7 33.3 52.6 42.4 37.4 33.3 49.4 41.5
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, February 09, 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 : 202,072: 53,593 7,088 2,745 138,868 186,988 195,206 196,821: 6,866 5,251
Old : 202,072: 53,593 7,088 2,745 138,868 186,988 195,206 196,821: 6,866 5,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 5,105: 1,498 982 76 3,252 4,864 4,826 5,922: 279 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.5 1.4 68.7 92.5 96.6 97.4: 3.4 2.6
Old : 100.0: 26.5 3.5 1.4 68.7 92.5 96.6 97.4: 3.4 2.6
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 : 129: 26 14 4 56 52 83 69:
Old : 129: 26 14 4 56 52 83 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 : 37.4 50.1 54.5 63.7 36.1 50.1 53.2 63.7
Old : 37.4 50.1 54.5 63.7 36.1 50.1 53.2 63.7
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, February 09, 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 : 538,640: 142,744 106,907 8,408 372,152 411,699 523,304 527,014: 15,336 11,626
Old : 538,640: 142,744 106,907 8,408 372,152 411,699 523,304 527,014: 15,336 11,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 14,978: 839 9,207 503 13,764 5,276 15,106 14,986: -128 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.8 1.6 69.1 76.4 97.2 97.8: 2.8 2.2
Old : 100.0: 26.5 19.8 1.6 69.1 76.4 97.2 97.8: 2.8 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 : 271: 66 59 21 103 89 183 155:
Old : 271: 66 59 21 103 89 183 155:
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 : 29.5 24.5 45.3 39.7 22.3 20.3 33.5 30.5
Old : 29.5 24.5 45.3 39.7 22.3 20.3 33.5 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016