COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 17, 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 : 190,763: 73,173 44,491 19,442 83,861 117,206 176,476 181,139: 14,287 9,624
Old : 101,504: 54,041 36,215 2,589 36,160 55,315 92,790 94,119: 8,714 7,385
Other: 89,259: 32,478 21,622 3,507 47,701 61,891 83,686 87,020: 5,573 2,239
: : :
: : Changes in Commitments from: May 10, 2016 :
: 4,420: 212 -291 3,024 749 1,957 3,985 4,690: 435 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 23.3 10.2 44.0 61.4 92.5 95.0: 7.5 5.0
Old : 100.0: 53.2 35.7 2.6 35.6 54.5 91.4 92.7: 8.6 7.3
Other: 100.0: 36.4 24.2 3.9 53.4 69.3 93.8 97.5: 6.2 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 107 80 72 56 61 203 183:
Old : 244: 94 77 20 38 43 140 132:
Other: 190: 64 50 20 42 54 118 115:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 29.7 26.7 38.8 17.3 27.2 26.7 36.0
Old : 16.6 27.5 26.4 38.9 16.6 25.0 25.4 36.3
Other: 25.8 38.5 38.1 51.1 25.8 36.2 38.0 48.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 17, 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 : 13,167: 4,342 647 266 6,259 11,332 10,867 12,245: 2,300 922
Old : 12,954: 4,312 664 249 6,128 11,133 10,689 12,046: 2,265 908
Other: 213: 47 0 0 131 199 178 199: 35 14
: : :
: : Changes in Commitments from: May 10, 2016 :
: 343: 600 108 -36 -645 172 -81 244: 424 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 4.9 2.0 47.5 86.1 82.5 93.0: 17.5 7.0
Old : 100.0: 33.3 5.1 1.9 47.3 85.9 82.5 93.0: 17.5 7.0
Other: 100.0: 22.1 0.0 0.0 61.5 93.4 83.6 93.4: 16.4 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 27 11 8 19 15 51 29:
Old : 66: 27 11 8 19 15 51 29:
Other: 9: 4 0 0 2 3 6 3:
:----------------------------------------------------------------------------------------------------
: 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 59.0 44.6 82.7 29.2 58.9 44.6 81.5
Old : 29.0 58.4 44.3 82.5 29.0 58.4 44.3 81.3
Other: 76.5 93.4 83.6 93.4 76.5 93.4 83.6 93.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 17, 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 : 242,102: 83,141 28,776 45,795 100,349 159,727 229,285 234,298: 12,817 7,804
Old : 149,696: 71,458 43,827 16,444 52,335 82,503 140,237 142,774: 9,459 6,922
Other: 92,406: 35,929 9,195 5,105 48,014 77,224 89,048 91,524: 3,358 882
: : :
: : Changes in Commitments from: May 10, 2016 :
: -3,185: -5,168 1,165 -1,053 1,648 -4,390 -4,573 -4,278: 1,388 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.9 18.9 41.4 66.0 94.7 96.8: 5.3 3.2
Old : 100.0: 47.7 29.3 11.0 35.0 55.1 93.7 95.4: 6.3 4.6
Other: 100.0: 38.9 10.0 5.5 52.0 83.6 96.4 99.0: 3.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 102 49 65 54 46 188 141:
Old : 215: 98 53 40 45 42 160 122:
Other: 128: 53 18 16 44 28 106 54:
:----------------------------------------------------------------------------------------------------
: 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 32.2 27.1 44.0 15.3 26.2 23.2 36.9
Old : 15.2 21.5 26.8 34.6 14.6 18.4 24.2 29.9
Other: 31.8 51.0 49.8 67.7 31.8 46.1 47.9 62.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 17, 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 : 848,078: 310,859 58,525 83,855 356,834 663,360 751,548 805,740: 96,530 42,338
Old : 848,078: 310,859 58,525 83,855 356,834 663,360 751,548 805,740: 96,530 42,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 42,772: 13,461 -7,097 6,363 10,142 37,927 29,966 37,193: 12,806 5,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.9 9.9 42.1 78.2 88.6 95.0: 11.4 5.0
Old : 100.0: 36.7 6.9 9.9 42.1 78.2 88.6 95.0: 11.4 5.0
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 : 237: 95 40 75 73 74 203 161:
Old : 237: 95 40 75 73 74 203 161:
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 : 13.9 32.1 21.3 46.2 13.9 29.8 21.3 41.6
Old : 13.9 32.1 21.3 46.2 13.9 29.8 21.3 41.6
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 17, 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 : 187,484: 48,333 27,037 35,652 92,312 117,957 176,297 180,646: 11,187 6,838
Old : 132,868: 52,431 30,954 14,631 57,473 81,531 124,535 127,116: 8,333 5,752
Other: 54,616: 13,329 13,510 3,594 34,839 36,426 51,762 53,530: 2,854 1,086
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,772: 3,527 -8,859 -1,651 -2,675 8,812 -799 -1,698: -973 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 14.4 19.0 49.2 62.9 94.0 96.4: 6.0 3.6
Old : 100.0: 39.5 23.3 11.0 43.3 61.4 93.7 95.7: 6.3 4.3
Other: 100.0: 24.4 24.7 6.6 63.8 66.7 94.8 98.0: 5.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 125 89 101 133 112 325 254:
Old : 372: 122 89 69 109 104 273 230:
Other: 220: 56 32 29 111 72 181 124:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 15.3 23.6 25.1 10.7 12.4 17.6 20.1
Old : 18.8 15.0 29.8 25.9 16.2 14.9 24.1 23.9
Other: 20.8 28.9 30.6 43.6 19.2 24.9 28.2 36.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 17, 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 : 65,412: 38,926 28,480 3,471 15,346 30,729 57,743 62,680: 7,669 2,732
Old : 65,412: 38,926 28,480 3,471 15,346 30,729 57,743 62,680: 7,669 2,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -2,429: -3,908 -2,237 774 1,055 -466 -2,079 -1,929: -350 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 43.5 5.3 23.5 47.0 88.3 95.8: 11.7 4.2
Old : 100.0: 59.5 43.5 5.3 23.5 47.0 88.3 95.8: 11.7 4.2
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 : 132: 72 42 16 11 8 93 60:
Old : 132: 72 42 16 11 8 93 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 : 35.2 70.9 48.5 79.8 34.5 68.4 46.6 74.5
Old : 35.2 70.9 48.5 79.8 34.5 68.4 46.6 74.5
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, May 17, 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 : 390,294: 50,006 95,738 5,660 319,523 270,363 375,189 371,761: 15,105 18,533
Old : 390,294: 50,006 95,738 5,660 319,523 270,363 375,189 371,761: 15,105 18,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 3,356: 2,089 2,154 -1,126 2,960 98 3,923 1,126: -567 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 24.5 1.5 81.9 69.3 96.1 95.3: 3.9 4.7
Old : 100.0: 12.8 24.5 1.5 81.9 69.3 96.1 95.3: 3.9 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 : 262: 38 54 13 99 108 144 168:
Old : 262: 38 54 13 99 108 144 168:
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 : 41.9 33.7 52.6 42.2 40.9 33.7 50.6 41.6
Old : 41.9 33.7 52.6 42.2 40.9 33.7 50.6 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, May 17, 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 : 191,757: 41,682 6,661 2,875 140,918 177,889 185,475 187,425: 6,282 4,332
Old : 191,757: 41,682 6,661 2,875 140,918 177,889 185,475 187,425: 6,282 4,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -3,367: -1,821 737 -87 -976 -3,697 -2,884 -3,047: -483 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.5 1.5 73.5 92.8 96.7 97.7: 3.3 2.3
Old : 100.0: 21.7 3.5 1.5 73.5 92.8 96.7 97.7: 3.3 2.3
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 : 125: 22 12 4 57 53 79 69:
Old : 125: 22 12 4 57 53 79 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 : 36.1 49.2 52.7 66.7 34.7 49.2 50.8 66.7
Old : 36.1 49.2 52.7 66.7 34.7 49.2 50.8 66.7
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 - Futures Only, May 17, 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 : 620,903: 190,540 100,146 8,548 405,025 500,961 604,113 609,655: 16,790 11,248
Old : 620,903: 190,540 100,146 8,548 405,025 500,961 604,113 609,655: 16,790 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -3,422: -4,495 -433 1,393 -222 -1,605 -3,324 -645: -98 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 16.1 1.4 65.2 80.7 97.3 98.2: 2.7 1.8
Old : 100.0: 30.7 16.1 1.4 65.2 80.7 97.3 98.2: 2.7 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 : 304: 94 53 22 118 87 221 153:
Old : 304: 94 53 22 118 87 221 153:
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 : 27.1 39.0 37.4 52.9 19.6 39.0 27.6 49.0
Old : 27.1 39.0 37.4 52.9 19.6 39.0 27.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016