COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 15, 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 : 212,253: 64,964 92,668 24,386 109,891 77,749 199,241 194,803: 13,012 17,450
Old : 162,619: 62,888 81,992 16,965 72,591 49,095 152,444 148,052: 10,175 14,567
Other: 49,634: 8,189 16,789 1,308 37,300 28,654 46,797 46,751: 2,837 2,883
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,741: -3,644 784 -422 8,257 3,544 4,191 3,906: -450 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 43.7 11.5 51.8 36.6 93.9 91.8: 6.1 8.2
Old : 100.0: 38.7 50.4 10.4 44.6 30.2 93.7 91.0: 6.3 9.0
Other: 100.0: 16.5 33.8 2.6 75.2 57.7 94.3 94.2: 5.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 87 124 68 61 59 186 219:
Old : 280: 92 110 55 53 50 171 192:
Other: 140: 25 47 11 45 41 77 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 13.3 28.1 21.3 14.4 8.4 22.8 15.1
Old : 16.6 11.5 27.1 20.7 14.2 9.8 24.4 18.3
Other: 33.2 35.8 51.0 50.3 33.0 35.1 47.6 48.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 15, 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 : 12,196: 2,897 2,427 142 7,595 8,278 10,634 10,847: 1,562 1,349
Old : 12,124: 2,885 2,427 142 7,546 8,209 10,573 10,778: 1,551 1,346
Other: 72: 12 0 0 49 69 61 69: 11 3
: : :
: : Changes in Commitments from: March 8, 2016 :
: -220: 111 96 4 -282 -282 -167 -182: -53 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 19.9 1.2 62.3 67.9 87.2 88.9: 12.8 11.1
Old : 100.0: 23.8 20.0 1.2 62.2 67.7 87.2 88.9: 12.8 11.1
Other: 100.0: 16.7 0.0 0.0 68.1 95.8 84.7 95.8: 15.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 20 14 3 23 10 45 25:
Old : 63: 20 14 3 22 10 44 25:
Other: 6: 2 0 0 4 1 6 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 : 24.8 51.7 44.4 71.7 24.8 51.7 44.4 71.7
Old : 24.7 52.0 44.3 72.1 24.7 52.0 44.3 72.1
Other: 81.9 95.8 84.7 95.8 81.9 94.4 83.3 94.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 15, 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 : 235,299: 65,164 25,568 51,025 105,781 150,567 221,970 227,160: 13,329 8,139
Old : 177,999: 56,834 23,476 34,552 75,676 112,541 167,062 170,569: 10,937 7,430
Other: 57,300: 17,924 11,686 6,879 30,105 38,026 54,908 56,591: 2,392 709
: : :
: : Changes in Commitments from: March 8, 2016 :
: -958: 1,451 -1,754 -749 -2,724 1,239 -2,022 -1,264: 1,064 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.9 21.7 45.0 64.0 94.3 96.5: 5.7 3.5
Old : 100.0: 31.9 13.2 19.4 42.5 63.2 93.9 95.8: 6.1 4.2
Other: 100.0: 31.3 20.4 12.0 52.5 66.4 95.8 98.8: 4.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 95 39 63 52 44 178 131:
Old : 207: 94 44 56 50 42 168 124:
Other: 91: 31 14 11 36 20 75 37:
:----------------------------------------------------------------------------------------------------
: 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 34.5 31.3 48.4 16.8 25.7 24.2 36.4
Old : 16.0 30.6 27.3 45.6 14.1 25.8 23.5 39.0
Other: 46.5 53.9 63.6 74.1 41.3 45.6 54.8 65.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 15, 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 : 768,590: 199,349 61,690 86,916 398,922 574,984 685,187 723,590: 83,403 45,000
Old : 768,590: 199,349 61,690 86,916 398,922 574,984 685,187 723,590: 83,403 45,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 17,517: 24,397 -903 -10,134 -4,146 32,558 10,117 21,521: 7,400 -4,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.0 11.3 51.9 74.8 89.1 94.1: 10.9 5.9
Old : 100.0: 25.9 8.0 11.3 51.9 74.8 89.1 94.1: 10.9 5.9
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 : 222: 88 32 70 78 74 199 152:
Old : 222: 88 32 70 78 74 199 152:
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 : 11.5 31.5 19.6 44.1 10.7 28.8 17.9 39.0
Old : 11.5 31.5 19.6 44.1 10.7 28.8 17.9 39.0
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 15, 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 : 190,078: 45,991 32,549 38,416 95,197 110,076 179,604 181,041: 10,474 9,037
Old : 148,697: 51,638 40,954 17,202 71,741 82,455 140,581 140,611: 8,116 8,086
Other: 41,381: 14,278 11,520 1,289 23,456 27,621 39,023 40,430: 2,358 951
: : :
: : Changes in Commitments from: March 8, 2016 :
: -3,435: 3,471 -12,941 400 -7,264 8,440 -3,393 -4,101: -42 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.1 20.2 50.1 57.9 94.5 95.2: 5.5 4.8
Old : 100.0: 34.7 27.5 11.6 48.2 55.5 94.5 94.6: 5.5 5.4
Other: 100.0: 34.5 27.8 3.1 56.7 66.7 94.3 97.7: 5.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 114 100 97 137 116 310 266:
Old : 376: 116 100 80 129 104 292 244:
Other: 184: 38 26 11 101 63 143 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 : 15.2 17.0 24.9 27.7 10.4 12.6 17.4 19.2
Old : 18.5 15.2 28.2 25.5 13.7 13.9 23.0 21.9
Other: 28.0 39.3 39.2 53.7 28.0 39.1 39.1 53.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 15, 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 : 49,684: 33,578 16,067 940 9,335 30,980 43,853 47,987: 5,831 1,697
Old : 49,684: 33,578 16,067 940 9,335 30,980 43,853 47,987: 5,831 1,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -14,018: -6,869 1,998 -891 -6,466 -14,940 -14,226 -13,833: 208 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 32.3 1.9 18.8 62.4 88.3 96.6: 11.7 3.4
Old : 100.0: 67.6 32.3 1.9 18.8 62.4 88.3 96.6: 11.7 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 : 110: 65 31 5 8 7 75 42:
Old : 110: 65 31 5 8 7 75 42:
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 : 45.0 70.9 58.4 80.1 44.0 70.9 57.4 80.1
Old : 45.0 70.9 58.4 80.1 44.0 70.9 57.4 80.1
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 - Futures Only, March 15, 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 : 442,518: 41,040 104,493 8,070 374,258 309,358 423,368 421,921: 19,150 20,597
Old : 442,518: 41,040 104,493 8,070 374,258 309,358 423,368 421,921: 19,150 20,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 16,585: 1,770 -903 4,921 6,728 11,403 13,419 15,421: 3,166 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 23.6 1.8 84.6 69.9 95.7 95.3: 4.3 4.7
Old : 100.0: 9.3 23.6 1.8 84.6 69.9 95.7 95.3: 4.3 4.7
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: 37 56 22 112 125 159 194:
Old : 275: 37 56 22 112 125 159 194:
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 : 37.6 32.9 49.1 42.0 37.0 32.9 47.6 41.6
Old : 37.6 32.9 49.1 42.0 37.0 32.9 47.6 41.6
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 - Futures Only, March 15, 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 : 204,382: 43,110 6,192 5,021 147,239 187,088 195,370 198,301: 9,012 6,081
Old : 204,382: 43,110 6,192 5,021 147,239 187,088 195,370 198,301: 9,012 6,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 8,389: -2,159 651 683 8,012 6,554 6,536 7,888: 1,853 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.0 2.5 72.0 91.5 95.6 97.0: 4.4 3.0
Old : 100.0: 21.1 3.0 2.5 72.0 91.5 95.6 97.0: 4.4 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 : 128: 20 15 7 66 57 90 76:
Old : 128: 20 15 7 66 57 90 76:
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 : 33.0 48.2 46.2 65.3 30.8 47.2 43.9 61.3
Old : 33.0 48.2 46.2 65.3 30.8 47.2 43.9 61.3
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, March 15, 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 : 686,790: 157,946 96,158 29,188 451,383 518,869 638,517 644,215: 48,273 42,575
Old : 686,790: 157,946 96,158 29,188 451,383 518,869 638,517 644,215: 48,273 42,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 91,336: -1,864 -10,957 22,781 39,842 49,144 60,759 60,968: 30,577 30,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.0 4.2 65.7 75.5 93.0 93.8: 7.0 6.2
Old : 100.0: 23.0 14.0 4.2 65.7 75.5 93.0 93.8: 7.0 6.2
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 : 278: 83 54 31 106 90 205 161:
Old : 278: 83 54 31 106 90 205 161:
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 : 21.6 25.7 35.9 40.0 18.9 24.0 30.2 33.4
Old : 21.6 25.7 35.9 40.0 18.9 24.0 30.2 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016