COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 08, 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 : 208,512: 68,608 91,884 24,808 101,634 74,205 195,050 190,897: 13,462 17,615
Old : 164,859: 65,983 82,645 17,324 71,397 49,944 154,704 149,913: 10,155 14,946
Other: 43,653: 8,853 15,467 1,256 30,237 24,261 40,346 40,984: 3,307 2,669
: : :
: : Changes in Commitments from: March 1, 2016 :
: 5,649: -4,523 4,581 3,201 5,896 -2,365 4,574 5,417: 1,075 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 44.1 11.9 48.7 35.6 93.5 91.6: 6.5 8.4
Old : 100.0: 40.0 50.1 10.5 43.3 30.3 93.8 90.9: 6.2 9.1
Other: 100.0: 20.3 35.4 2.9 69.3 55.6 92.4 93.9: 7.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 95 124 74 58 54 190 221:
Old : 286: 95 114 55 50 47 171 195:
Other: 136: 27 43 9 45 39 78 85:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 12.5 26.7 20.8 14.4 8.6 22.6 15.0
Old : 15.2 11.4 26.0 20.4 13.8 9.6 24.5 17.4
Other: 33.0 36.4 47.6 51.0 32.1 36.4 46.5 50.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 08, 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 : 12,416: 2,786 2,331 138 7,877 8,560 10,801 11,029: 1,615 1,387
Old : 12,343: 2,774 2,331 138 7,829 8,491 10,741 10,960: 1,602 1,383
Other: 73: 12 0 0 48 69 60 69: 13 4
: : :
: : Changes in Commitments from: March 1, 2016 :
: 1,355: 222 901 130 776 -37 1,128 994: 227 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 18.8 1.1 63.4 68.9 87.0 88.8: 13.0 11.2
Old : 100.0: 22.5 18.9 1.1 63.4 68.8 87.0 88.8: 13.0 11.2
Other: 100.0: 16.4 0.0 0.0 65.8 94.5 82.2 94.5: 17.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 18 15 4 24 11 45 27:
Old : 63: 18 15 4 24 11 45 27:
Other: 5: 2 0 0 3 1 5 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 52.7 44.0 70.2 24.4 52.2 44.0 69.8
Old : 24.6 53.0 43.9 70.6 24.6 52.6 43.9 70.2
Other: 80.8 94.5 82.2 94.5 80.8 93.2 80.8 93.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 08, 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 : 236,257: 63,713 27,322 51,774 108,505 149,328 223,992 228,424: 12,265 7,833
Old : 180,683: 58,188 25,455 34,779 77,700 113,310 170,667 173,544: 10,016 7,139
Other: 55,574: 15,379 11,721 7,141 30,805 36,018 53,325 54,880: 2,249 694
: : :
: : Changes in Commitments from: March 1, 2016 :
: -2,504: -3,464 -5,159 1,732 -1,726 978 -3,458 -2,449: 954 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.6 21.9 45.9 63.2 94.8 96.7: 5.2 3.3
Old : 100.0: 32.2 14.1 19.2 43.0 62.7 94.5 96.0: 5.5 4.0
Other: 100.0: 27.7 21.1 12.8 55.4 64.8 96.0 98.8: 4.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 92 43 65 49 44 168 135:
Old : 200: 87 49 58 48 42 161 127:
Other: 89: 31 13 13 35 20 74 39:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.0 31.6 46.8 16.6 23.8 24.2 35.0
Old : 15.6 29.1 26.9 43.7 13.7 24.1 23.3 37.8
Other: 49.5 54.6 66.6 74.2 43.5 45.6 57.4 64.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 08, 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 : 751,073: 174,952 62,593 97,050 403,068 542,426 675,070 702,069: 76,003 49,004
Old : 751,073: 174,952 62,593 97,050 403,068 542,426 675,070 702,069: 76,003 49,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -1,189: -9,745 -35,592 5,926 -7,248 28,664 -11,067 -1,002: 9,878 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 8.3 12.9 53.7 72.2 89.9 93.5: 10.1 6.5
Old : 100.0: 23.3 8.3 12.9 53.7 72.2 89.9 93.5: 10.1 6.5
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 : 222: 77 45 74 78 75 191 164:
Old : 222: 77 45 74 78 75 191 164:
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 : 11.7 31.1 19.9 42.4 10.7 28.1 18.0 37.3
Old : 11.7 31.1 19.9 42.4 10.7 28.1 18.0 37.3
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, March 08, 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 : 193,513: 42,520 45,490 38,016 102,461 101,636 182,997 185,142: 10,516 8,371
Old : 154,718: 45,136 50,400 21,046 80,106 75,708 146,288 147,154: 8,430 7,564
Other: 38,795: 13,102 10,808 1,252 22,355 25,928 36,709 37,988: 2,086 807
: : :
: : Changes in Commitments from: March 1, 2016 :
: -1,726: 5,967 -8,387 57 -6,061 6,465 -37 -1,865: -1,689 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.5 19.6 52.9 52.5 94.6 95.7: 5.4 4.3
Old : 100.0: 29.2 32.6 13.6 51.8 48.9 94.6 95.1: 5.4 4.9
Other: 100.0: 33.8 27.9 3.2 57.6 66.8 94.6 97.9: 5.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 116 107 107 134 111 306 284:
Old : 388: 117 110 93 128 101 293 265:
Other: 183: 40 25 14 100 60 145 97:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 15.3 23.6 26.1 10.5 11.6 16.7 18.9
Old : 17.2 13.5 26.1 24.2 13.4 12.3 22.0 21.8
Other: 28.3 40.5 41.0 54.2 28.3 40.3 40.8 53.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 08, 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 : 63,702: 40,447 14,069 1,831 15,801 45,920 58,079 61,820: 5,623 1,882
Old : 63,702: 40,447 14,069 1,831 15,801 45,920 58,079 61,820: 5,623 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -595: -1,124 -717 553 797 -117 226 -281: -821 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 22.1 2.9 24.8 72.1 91.2 97.0: 8.8 3.0
Old : 100.0: 63.5 22.1 2.9 24.8 72.1 91.2 97.0: 8.8 3.0
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 : 113: 63 30 14 11 10 82 51:
Old : 113: 63 30 14 11 10 82 51:
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 : 43.4 77.3 59.8 82.7 42.0 76.1 55.5 80.0
Old : 43.4 77.3 59.8 82.7 42.0 76.1 55.5 80.0
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, March 08, 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 : 425,933: 39,270 105,396 3,149 367,530 297,955 409,949 406,500: 15,984 19,433
Old : 425,933: 39,270 105,396 3,149 367,530 297,955 409,949 406,500: 15,984 19,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -3,670: -1,948 2,939 238 -3,827 -4,724 -5,537 -1,547: 1,867 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.7 0.7 86.3 70.0 96.2 95.4: 3.8 4.6
Old : 100.0: 9.2 24.7 0.7 86.3 70.0 96.2 95.4: 3.8 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 : 268: 37 57 14 96 114 140 178:
Old : 268: 37 57 14 96 114 140 178:
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 : 39.2 33.7 52.3 42.5 38.5 33.7 50.5 42.2
Old : 39.2 33.7 52.3 42.5 38.5 33.7 50.5 42.2
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, March 08, 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 : 195,993: 45,269 5,541 4,338 139,227 180,534 188,834 190,413: 7,159 5,580
Old : 195,993: 45,269 5,541 4,338 139,227 180,534 188,834 190,413: 7,159 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -5,845: -3,703 -501 1,580 -3,064 -7,012 -5,187 -5,933: -658 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.8 2.2 71.0 92.1 96.3 97.2: 3.7 2.8
Old : 100.0: 23.1 2.8 2.2 71.0 92.1 96.3 97.2: 3.7 2.8
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 : 130: 22 12 8 64 55 88 73:
Old : 130: 22 12 8 64 55 88 73:
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 : 34.8 52.4 49.5 67.2 32.9 52.4 47.6 66.9
Old : 34.8 52.4 49.5 67.2 32.9 52.4 47.6 66.9
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, March 08, 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 : 595,454: 159,810 107,115 6,407 411,541 469,725 577,758 583,247: 17,696 12,207
Old : 595,454: 159,810 107,115 6,407 411,541 469,725 577,758 583,247: 17,696 12,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 30,404: 3,508 4,833 387 30,354 25,411 34,249 30,631: -3,845 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.0 1.1 69.1 78.9 97.0 97.9: 3.0 2.1
Old : 100.0: 26.8 18.0 1.1 69.1 78.9 97.0 97.9: 3.0 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 : 281: 75 58 20 107 91 195 156:
Old : 281: 75 58 20 107 91 195 156:
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 : 24.6 25.9 38.5 42.4 22.1 23.9 33.0 33.9
Old : 24.6 25.9 38.5 42.4 22.1 23.9 33.0 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016