COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 24, 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 : 193,936: 75,247 43,500 19,033 84,896 121,802 179,176 184,335: 14,760 9,601
Old : 96,796: 50,836 35,042 1,863 35,038 53,064 87,737 89,969: 9,059 6,827
Other: 97,140: 37,447 21,494 4,134 49,858 68,738 91,439 94,366: 5,701 2,774
: : :
: : Changes in Commitments from: May 17, 2016 :
: 3,173: 2,074 -991 -409 1,035 4,596 2,700 3,196: 473 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 22.4 9.8 43.8 62.8 92.4 95.0: 7.6 5.0
Old : 100.0: 52.5 36.2 1.9 36.2 54.8 90.6 92.9: 9.4 7.1
Other: 100.0: 38.5 22.1 4.3 51.3 70.8 94.1 97.1: 5.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 109 78 69 54 63 204 181:
Old : 247: 92 82 18 38 44 139 135:
Other: 202: 83 43 25 41 56 134 116:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 30.6 26.4 39.6 17.2 28.0 26.3 36.7
Old : 17.3 27.6 27.5 39.8 17.3 25.0 27.3 37.2
Other: 24.1 39.2 36.0 51.4 24.1 37.0 36.0 49.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 24, 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 : 14,296: 5,258 693 303 6,261 12,092 11,822 13,088: 2,474 1,208
Old : 14,036: 5,229 700 291 6,091 11,851 11,611 12,842: 2,425 1,194
Other: 260: 41 5 0 170 241 211 246: 49 14
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,129: 916 46 37 2 760 955 843: 174 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.8 2.1 43.8 84.6 82.7 91.6: 17.3 8.4
Old : 100.0: 37.3 5.0 2.1 43.4 84.4 82.7 91.5: 17.3 8.5
Other: 100.0: 15.8 1.9 0.0 65.4 92.7 81.2 94.6: 18.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 9 7 19 17 53 30:
Old : 69: 29 10 6 19 17 52 30:
Other: 11: 3 1 0 2 5 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 56.7 43.5 80.5 29.6 56.6 43.5 79.4
Old : 29.2 56.3 43.4 80.2 29.2 56.2 43.4 79.2
Other: 77.7 89.2 81.2 94.6 77.7 89.2 81.2 94.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 24, 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 : 237,330: 71,189 33,758 45,000 108,517 150,379 224,706 229,137: 12,624 8,193
Old : 147,412: 59,259 46,204 20,240 58,732 73,590 138,231 140,034: 9,181 7,378
Other: 89,918: 33,240 8,864 3,450 49,785 76,789 86,475 89,103: 3,443 815
: : :
: : Changes in Commitments from: May 17, 2016 :
: -4,772: -11,952 4,982 -795 8,168 -9,348 -4,579 -5,161: -193 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.2 19.0 45.7 63.4 94.7 96.5: 5.3 3.5
Old : 100.0: 40.2 31.3 13.7 39.8 49.9 93.8 95.0: 6.2 5.0
Other: 100.0: 37.0 9.9 3.8 55.4 85.4 96.2 99.1: 3.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 96 51 66 58 46 186 143:
Old : 214: 91 54 42 51 43 162 123:
Other: 128: 45 21 15 45 27 101 55:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 30.0 27.8 41.7 15.6 22.9 24.2 33.5
Old : 16.8 18.5 30.3 31.2 16.5 16.4 24.9 26.7
Other: 32.3 51.5 47.7 67.5 32.3 47.5 45.8 62.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 24, 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 : 868,549: 309,409 59,055 90,782 373,264 674,558 773,455 824,395: 95,094 44,154
Old : 868,549: 309,409 59,055 90,782 373,264 674,558 773,455 824,395: 95,094 44,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 20,471: -1,450 530 6,927 16,430 11,198 21,907 18,655: -1,436 1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 6.8 10.5 43.0 77.7 89.1 94.9: 10.9 5.1
Old : 100.0: 35.6 6.8 10.5 43.0 77.7 89.1 94.9: 10.9 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 : 240: 92 40 72 79 74 206 160:
Old : 240: 92 40 72 79 74 206 160:
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 : 14.0 31.3 21.3 46.3 14.0 29.3 21.2 41.3
Old : 14.0 31.3 21.3 46.3 14.0 29.3 21.2 41.3
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, May 24, 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 : 186,763: 41,990 31,768 35,469 96,610 112,268 174,069 179,505: 12,694 7,258
Old : 129,201: 47,492 36,734 12,947 59,038 73,289 119,477 122,970: 9,724 6,231
Other: 57,562: 13,794 14,330 3,226 37,572 38,979 54,592 56,535: 2,970 1,027
: : :
: : Changes in Commitments from: May 17, 2016 :
: -721: -6,343 4,731 -183 4,298 -5,689 -2,228 -1,141: 1,507 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.0 19.0 51.7 60.1 93.2 96.1: 6.8 3.9
Old : 100.0: 36.8 28.4 10.0 45.7 56.7 92.5 95.2: 7.5 4.8
Other: 100.0: 24.0 24.9 5.6 65.3 67.7 94.8 98.2: 5.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 108 103 111 138 115 320 273:
Old : 372: 107 101 79 116 105 270 247:
Other: 232: 59 40 27 110 76 185 130:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 13.5 22.6 23.3 10.2 11.1 17.1 18.1
Old : 17.9 13.9 28.9 24.1 14.7 13.7 24.4 22.2
Other: 19.4 27.7 28.8 43.6 18.1 23.1 27.0 36.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 24, 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 : 61,266: 34,618 23,440 4,228 15,061 31,208 53,907 58,876: 7,359 2,390
Old : 61,266: 34,618 23,440 4,228 15,061 31,208 53,907 58,876: 7,359 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -4,146: -4,308 -5,040 757 -285 479 -3,836 -3,804: -310 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 38.3 6.9 24.6 50.9 88.0 96.1: 12.0 3.9
Old : 100.0: 56.5 38.3 6.9 24.6 50.9 88.0 96.1: 12.0 3.9
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 : 130: 76 36 16 12 8 98 54:
Old : 130: 76 36 16 12 8 98 54:
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 : 37.7 71.3 51.4 79.9 36.0 67.2 48.3 73.8
Old : 37.7 71.3 51.4 79.9 36.0 67.2 48.3 73.8
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 24, 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 : 401,175: 58,715 95,771 4,595 321,481 284,091 384,791 384,457: 16,384 16,718
Old : 401,175: 58,715 95,771 4,595 321,481 284,091 384,791 384,457: 16,384 16,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 10,881: 8,709 33 -1,065 1,958 13,728 9,602 12,696: 1,279 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.9 1.1 80.1 70.8 95.9 95.8: 4.1 4.2
Old : 100.0: 14.6 23.9 1.1 80.1 70.8 95.9 95.8: 4.1 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 : 275: 43 55 13 99 115 148 177:
Old : 275: 43 55 13 99 115 148 177:
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 : 41.6 33.1 52.5 42.6 40.7 33.1 50.7 42.2
Old : 41.6 33.1 52.5 42.6 40.7 33.1 50.7 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, May 24, 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 : 185,265: 40,765 5,871 2,875 134,760 172,548 178,400 181,294: 6,865 3,971
Old : 185,265: 40,765 5,871 2,875 134,760 172,548 178,400 181,294: 6,865 3,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -6,492: -917 -790 0 -6,158 -5,341 -7,075 -6,131: 583 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.2 1.6 72.7 93.1 96.3 97.9: 3.7 2.1
Old : 100.0: 22.0 3.2 1.6 72.7 93.1 96.3 97.9: 3.7 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 : 121: 19 12 4 60 51 79 67:
Old : 121: 19 12 4 60 51 79 67:
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 : 36.6 49.9 52.6 67.1 35.2 49.9 50.2 67.1
Old : 36.6 49.9 52.6 67.1 35.2 49.9 50.2 67.1
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 24, 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 : 617,170: 193,073 99,226 9,494 397,088 495,803 599,655 604,523: 17,515 12,647
Old : 617,170: 193,073 99,226 9,494 397,088 495,803 599,655 604,523: 17,515 12,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -3,733: 2,533 -920 946 -7,937 -5,158 -4,458 -5,132: 725 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.1 1.5 64.3 80.3 97.2 98.0: 2.8 2.0
Old : 100.0: 31.3 16.1 1.5 64.3 80.3 97.2 98.0: 2.8 2.0
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 : 300: 94 51 24 110 90 212 157:
Old : 300: 94 51 24 110 90 212 157:
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 : 26.2 37.9 37.9 52.6 20.4 37.8 28.7 47.9
Old : 26.2 37.9 37.9 52.6 20.4 37.8 28.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016