COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 31, 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 : 202,777: 81,548 41,255 19,897 84,674 131,356 186,119 192,508: 16,658 10,269
Old : 92,677: 49,376 31,163 1,893 31,334 53,309 82,603 86,365: 10,074 6,312
Other: 110,100: 46,222 24,142 3,954 53,340 78,047 103,516 106,143: 6,584 3,957
: : :
: : Changes in Commitments from: May 24, 2016 :
: 8,841: 6,301 -2,245 864 -222 9,554 6,943 8,173: 1,898 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 20.3 9.8 41.8 64.8 91.8 94.9: 8.2 5.1
Old : 100.0: 53.3 33.6 2.0 33.8 57.5 89.1 93.2: 10.9 6.8
Other: 100.0: 42.0 21.9 3.6 48.4 70.9 94.0 96.4: 6.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 114 70 61 53 65 198 175:
Old : 239: 92 73 16 34 45 131 129:
Other: 205: 83 44 20 41 57 135 112:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 30.8 26.1 40.0 16.4 28.2 26.1 37.1
Old : 18.3 28.7 29.0 41.6 18.3 26.5 28.9 39.5
Other: 22.3 39.2 33.9 51.1 22.3 36.9 33.9 48.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 31, 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 : 15,081: 5,628 1,027 272 6,444 12,568 12,344 13,867: 2,737 1,214
Old : 14,771: 5,601 1,033 258 6,221 12,280 12,080 13,571: 2,691 1,200
Other: 310: 41 8 0 223 288 264 296: 46 14
: : :
: : Changes in Commitments from: May 24, 2016 :
: 785: 370 334 -31 183 476 522 779: 263 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 6.8 1.8 42.7 83.3 81.9 92.0: 18.1 8.0
Old : 100.0: 37.9 7.0 1.7 42.1 83.1 81.8 91.9: 18.2 8.1
Other: 100.0: 13.2 2.6 0.0 71.9 92.9 85.2 95.5: 14.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 29 12 9 20 18 55 33:
Old : 72: 29 12 8 20 18 54 33:
Other: 13: 3 1 0 4 5 7 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 : 30.8 56.8 44.3 79.1 30.8 56.7 44.3 78.2
Old : 30.6 56.3 44.4 78.9 30.6 56.1 44.4 77.9
Other: 76.8 90.0 85.2 95.5 76.8 90.0 85.2 95.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 31, 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 : 220,225: 66,841 34,780 31,379 109,932 147,185 208,152 213,344: 12,073 6,881
Old : 132,408: 52,895 43,207 13,033 57,474 70,188 123,402 126,428: 9,006 5,980
Other: 87,817: 29,190 6,817 3,102 52,458 76,997 84,750 86,916: 3,067 901
: : :
: : Changes in Commitments from: May 24, 2016 :
: -17,105: -4,348 1,022 -13,621 1,415 -3,194 -16,554 -15,793: -551 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.8 14.2 49.9 66.8 94.5 96.9: 5.5 3.1
Old : 100.0: 39.9 32.6 9.8 43.4 53.0 93.2 95.5: 6.8 4.5
Other: 100.0: 33.2 7.8 3.5 59.7 87.7 96.5 99.0: 3.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 95 49 73 59 46 187 148:
Old : 212: 86 56 56 51 43 160 137:
Other: 127: 49 16 16 46 28 104 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 30.5 27.3 42.9 16.4 23.8 25.1 34.5
Old : 16.3 19.6 27.8 31.8 15.3 17.2 23.6 27.2
Other: 33.4 51.2 48.3 67.4 33.4 47.7 47.2 63.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 31, 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 : 895,498: 311,304 55,945 97,628 389,376 700,608 798,308 854,181: 97,190 41,317
Old : 895,498: 311,304 55,945 97,628 389,376 700,608 798,308 854,181: 97,190 41,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 26,949: 1,895 -3,110 6,846 16,112 26,050 24,853 29,786: 2,096 -2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.2 10.9 43.5 78.2 89.1 95.4: 10.9 4.6
Old : 100.0: 34.8 6.2 10.9 43.5 78.2 89.1 95.4: 10.9 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 : 242: 102 35 73 75 72 209 156:
Old : 242: 102 35 73 75 72 209 156:
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 : 13.7 31.3 20.9 46.4 13.7 29.4 20.9 40.5
Old : 13.7 31.3 20.9 46.4 13.7 29.4 20.9 40.5
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 31, 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 : 196,842: 40,334 39,096 39,549 102,226 110,446 182,109 189,091: 14,733 7,751
Old : 136,875: 44,554 42,510 17,479 63,246 70,297 125,279 130,286: 11,596 6,589
Other: 59,967: 14,765 15,571 3,085 38,980 40,149 56,830 58,805: 3,137 1,162
: : :
: : Changes in Commitments from: May 24, 2016 :
: 10,079: -1,656 7,328 4,080 5,616 -1,822 8,040 9,586: 2,039 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.9 20.1 51.9 56.1 92.5 96.1: 7.5 3.9
Old : 100.0: 32.6 31.1 12.8 46.2 51.4 91.5 95.2: 8.5 4.8
Other: 100.0: 24.6 26.0 5.1 65.0 67.0 94.8 98.1: 5.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 119 102 103 137 113 320 269:
Old : 380: 116 103 67 119 100 272 239:
Other: 228: 59 38 29 109 74 184 129:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 12.5 21.4 22.1 9.4 10.2 15.5 16.8
Old : 16.4 13.0 27.6 21.8 13.8 12.2 21.6 20.7
Other: 18.6 26.9 27.9 43.3 17.4 23.1 26.2 36.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 31, 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 : 62,195: 34,099 24,193 4,029 15,663 31,709 53,791 59,931: 8,404 2,264
Old : 62,195: 34,099 24,193 4,029 15,663 31,709 53,791 59,931: 8,404 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 929: -519 753 -199 602 501 -116 1,055: 1,045 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 38.9 6.5 25.2 51.0 86.5 96.4: 13.5 3.6
Old : 100.0: 54.8 38.9 6.5 25.2 51.0 86.5 96.4: 13.5 3.6
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 : 129: 75 37 16 12 8 96 55:
Old : 129: 75 37 16 12 8 96 55:
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 : 37.0 71.1 49.9 79.0 35.0 67.8 46.9 73.9
Old : 37.0 71.1 49.9 79.0 35.0 67.8 46.9 73.9
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 31, 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 : 394,574: 61,268 92,274 5,075 310,921 279,757 377,264 377,106: 17,310 17,468
Old : 394,574: 61,268 92,274 5,075 310,921 279,757 377,264 377,106: 17,310 17,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -6,601: 2,553 -3,497 480 -10,560 -4,334 -7,527 -7,351: 926 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.4 1.3 78.8 70.9 95.6 95.6: 4.4 4.4
Old : 100.0: 15.5 23.4 1.3 78.8 70.9 95.6 95.6: 4.4 4.4
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 : 267: 44 49 13 99 112 148 169:
Old : 267: 44 49 13 99 112 148 169:
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 : 39.6 33.1 50.4 43.0 38.7 33.1 48.6 42.5
Old : 39.6 33.1 50.4 43.0 38.7 33.1 48.6 42.5
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 31, 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 : 183,128: 38,706 6,005 3,433 133,836 169,248 175,975 178,686: 7,153 4,442
Old : 183,128: 38,706 6,005 3,433 133,836 169,248 175,975 178,686: 7,153 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -2,137: -2,059 134 558 -924 -3,300 -2,425 -2,608: 288 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.3 1.9 73.1 92.4 96.1 97.6: 3.9 2.4
Old : 100.0: 21.1 3.3 1.9 73.1 92.4 96.1 97.6: 3.9 2.4
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 : 120: 19 12 5 59 50 79 66:
Old : 120: 19 12 5 59 50 79 66:
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 : 35.3 50.7 51.3 67.4 33.5 50.7 48.9 67.4
Old : 35.3 50.7 51.3 67.4 33.5 50.7 48.9 67.4
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 31, 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 : 613,026: 187,674 96,755 10,114 395,851 492,800 593,639 599,669: 19,387 13,357
Old : 613,026: 187,674 96,755 10,114 395,851 492,800 593,639 599,669: 19,387 13,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -4,144: -5,399 -2,471 620 -1,237 -3,003 -6,016 -4,854: 1,872 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 15.8 1.6 64.6 80.4 96.8 97.8: 3.2 2.2
Old : 100.0: 30.6 15.8 1.6 64.6 80.4 96.8 97.8: 3.2 2.2
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 : 283: 87 46 23 115 84 212 143:
Old : 283: 87 46 23 115 84 212 143:
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 : 24.9 38.6 36.7 53.4 19.1 38.6 27.6 48.7
Old : 24.9 38.6 36.7 53.4 19.1 38.6 27.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016