COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, February 23, 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 : 187,997: 71,410 77,481 17,383 87,474 75,771 176,267 170,635: 11,730 17,362
Old : 155,380: 67,134 71,463 13,975 64,514 55,153 145,623 140,591: 9,757 14,789
Other: 32,617: 7,038 8,780 646 22,960 20,618 30,644 30,044: 1,973 2,573
: : :
: : Changes in Commitments from: February 16, 2016 :
: -680: 1,659 3,763 -95 -1,471 -5,286 93 -1,618: -773 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 41.2 9.2 46.5 40.3 93.8 90.8: 6.2 9.2
Old : 100.0: 43.2 46.0 9.0 41.5 35.5 93.7 90.5: 6.3 9.5
Other: 100.0: 21.6 26.9 2.0 70.4 63.2 94.0 92.1: 6.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 100 117 62 54 49 184 204:
Old : 282: 97 112 50 47 44 167 186:
Other: 118: 28 27 7 38 36 71 66:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 14.9 24.7 23.5 13.6 10.2 22.5 17.7
Old : 13.7 14.3 24.9 23.4 12.9 11.5 23.1 20.4
Other: 39.6 39.4 57.3 57.3 39.5 39.4 57.1 56.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, February 23, 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 : 11,608: 2,485 1,544 76 7,550 8,734 10,111 10,354: 1,497 1,254
Old : 11,597: 2,485 1,544 76 7,547 8,724 10,108 10,344: 1,489 1,253
Other: 11: 0 0 0 3 10 3 10: 8 1
: : :
: : Changes in Commitments from: February 16, 2016 :
: -667: -275 220 -406 132 -551 -549 -737: -118 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 13.3 0.7 65.0 75.2 87.1 89.2: 12.9 10.8
Old : 100.0: 21.4 13.3 0.7 65.1 75.2 87.2 89.2: 12.8 10.8
Other: 100.0: 0.0 0.0 0.0 27.3 90.9 27.3 90.9: 72.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 20 9 3 22 12 43 24:
Old : 58: 20 9 3 22 12 43 24:
Other: 3: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 58.5 45.5 75.7 25.4 58.5 45.4 74.3
Old : 25.4 58.6 45.6 75.7 25.4 58.6 45.4 74.4
Other: 27.3 90.9 27.3 90.9 18.2 81.8 18.2 81.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, February 23, 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 : 236,692: 67,297 34,299 44,032 114,570 149,621 225,899 227,952: 10,793 8,740
Old : 185,804: 61,431 31,386 29,208 85,576 116,908 176,215 177,502: 9,589 8,302
Other: 50,888: 13,436 10,483 7,254 28,994 32,713 49,684 50,450: 1,204 438
: : :
: : Changes in Commitments from: February 16, 2016 :
: 9,333: 640 -2,838 2,881 4,639 9,073 8,160 9,116: 1,173 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 14.5 18.6 48.4 63.2 95.4 96.3: 4.6 3.7
Old : 100.0: 33.1 16.9 15.7 46.1 62.9 94.8 95.5: 5.2 4.5
Other: 100.0: 26.4 20.6 14.3 57.0 64.3 97.6 99.1: 2.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 94 45 64 51 43 175 133:
Old : 205: 93 47 54 49 40 166 122:
Other: 90: 24 18 16 39 17 75 41:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 34.8 34.2 49.1 16.6 21.4 23.6 33.1
Old : 18.2 30.2 29.6 45.5 13.3 20.5 22.3 33.7
Other: 53.3 60.9 68.8 78.0 44.8 51.1 58.4 67.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, February 23, 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 : 798,205: 195,073 128,425 95,742 437,529 514,994 728,344 739,161: 69,861 59,044
Old : 798,205: 195,073 128,425 95,742 437,529 514,994 728,344 739,161: 69,861 59,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -24,551: 1,533 13,142 2,774 -24,094 -28,854 -19,787 -12,938: -4,764 -11,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.1 12.0 54.8 64.5 91.2 92.6: 8.8 7.4
Old : 100.0: 24.4 16.1 12.0 54.8 64.5 91.2 92.6: 8.8 7.4
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 : 224: 77 44 64 81 73 188 160:
Old : 224: 77 44 64 81 73 188 160:
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 : 12.2 27.7 19.7 39.3 9.0 23.8 16.0 33.3
Old : 12.2 27.7 19.7 39.3 9.0 23.8 16.0 33.3
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 - Futures Only, February 23, 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 : 181,121: 37,899 45,170 30,050 102,804 97,790 170,753 173,010: 10,368 8,111
Old : 149,420: 38,579 48,600 18,816 83,647 74,685 141,042 142,101: 8,378 7,319
Other: 31,701: 9,723 6,973 831 19,157 23,105 29,711 30,909: 1,990 792
: : :
: : Changes in Commitments from: February 16, 2016 :
: -7,303: 3,309 -339 -3,082 -6,742 -3,769 -6,515 -7,190: -788 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.9 16.6 56.8 54.0 94.3 95.5: 5.7 4.5
Old : 100.0: 25.8 32.5 12.6 56.0 50.0 94.4 95.1: 5.6 4.9
Other: 100.0: 30.7 22.0 2.6 60.4 72.9 93.7 97.5: 6.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 110 109 85 134 106 288 260:
Old : 372: 111 109 72 125 96 272 242:
Other: 171: 34 24 8 100 55 136 86:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 15.7 24.8 26.7 11.4 12.0 18.0 20.4
Old : 17.6 14.1 27.5 25.5 14.3 13.2 23.5 23.7
Other: 28.9 41.3 41.5 55.7 28.7 41.0 41.3 54.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, February 23, 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 : 69,258: 45,107 15,682 1,484 16,761 49,708 63,352 66,874: 5,906 2,384
Old : 69,258: 45,107 15,682 1,484 16,761 49,708 63,352 66,874: 5,906 2,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -668: -1,663 254 440 1,483 -746 260 -52: -928 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 22.6 2.1 24.2 71.8 91.5 96.6: 8.5 3.4
Old : 100.0: 65.1 22.6 2.1 24.2 71.8 91.5 96.6: 8.5 3.4
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 : 113: 66 28 11 11 9 83 45:
Old : 113: 66 28 11 11 9 83 45:
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 : 38.9 77.3 56.7 85.1 37.5 77.3 54.8 83.5
Old : 38.9 77.3 56.7 85.1 37.5 77.3 54.8 83.5
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, February 23, 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 : 433,999: 40,996 99,181 2,771 376,683 309,731 420,450 411,683: 13,549 22,316
Old : 433,999: 40,996 99,181 2,771 376,683 309,731 420,450 411,683: 13,549 22,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -2,137: -1,871 5,132 -426 1,776 -10,140 -521 -5,434: -1,616 3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 0.6 86.8 71.4 96.9 94.9: 3.1 5.1
Old : 100.0: 9.4 22.9 0.6 86.8 71.4 96.9 94.9: 3.1 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 : 262: 38 53 14 98 108 143 168:
Old : 262: 38 53 14 98 108 143 168:
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 : 37.9 32.4 51.6 40.7 37.0 32.4 49.3 40.3
Old : 37.9 32.4 51.6 40.7 37.0 32.4 49.3 40.3
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, February 23, 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 : 203,124: 51,907 7,808 2,509 141,919 187,524 196,335 197,841: 6,789 5,283
Old : 203,124: 51,907 7,808 2,509 141,919 187,524 196,335 197,841: 6,789 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,153: 999 95 -35 -83 1,026 881 1,086: 272 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.8 1.2 69.9 92.3 96.7 97.4: 3.3 2.6
Old : 100.0: 25.6 3.8 1.2 69.9 92.3 96.7 97.4: 3.3 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 : 127: 21 14 4 55 55 77 72:
Old : 127: 21 14 4 55 55 77 72:
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 : 36.9 50.1 53.7 63.5 35.8 50.1 52.5 63.3
Old : 36.9 50.1 53.7 63.5 35.8 50.1 52.5 63.3
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 - Futures Only, February 23, 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 : 546,106: 153,553 110,256 6,239 372,665 419,058 532,457 535,553: 13,649 10,553
Old : 546,106: 153,553 110,256 6,239 372,665 419,058 532,457 535,553: 13,649 10,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 336: 7,632 3,076 -1,890 -3,121 -611 2,621 575: -2,285 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.2 1.1 68.2 76.7 97.5 98.1: 2.5 1.9
Old : 100.0: 28.1 20.2 1.1 68.2 76.7 97.5 98.1: 2.5 1.9
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 : 281: 72 62 21 103 92 189 161:
Old : 281: 72 62 21 103 92 189 161:
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 25.4 45.8 38.8 22.8 20.3 35.5 29.9
Old : 29.5 25.4 45.8 38.8 22.8 20.3 35.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016