COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 07, 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 : 211,393: 90,214 43,678 16,714 85,937 142,019 192,865 202,411: 18,528 8,982
Old : 75,165: 42,428 25,395 618 22,607 45,264 65,653 71,277: 9,512 3,888
Other: 136,228: 59,427 29,924 4,455 63,330 96,755 127,212 131,134: 9,016 5,094
: : :
: : Changes in Commitments from: May 31, 2016 :
: 8,616: 8,666 2,423 -3,183 1,263 10,663 6,746 9,903: 1,870 -1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 20.7 7.9 40.7 67.2 91.2 95.8: 8.8 4.2
Old : 100.0: 56.4 33.8 0.8 30.1 60.2 87.3 94.8: 12.7 5.2
Other: 100.0: 43.6 22.0 3.3 46.5 71.0 93.4 96.3: 6.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 130 65 63 53 70 218 175:
Old : 228: 84 68 17 34 48 124 128:
Other: 244: 111 48 28 46 61 170 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 31.5 24.7 40.7 15.7 29.8 24.7 38.1
Old : 16.1 34.3 25.7 47.1 16.1 34.2 25.6 46.7
Other: 19.7 35.6 31.2 48.0 19.7 33.6 31.1 45.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 07, 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 : 17,560: 7,397 1,319 310 6,576 14,580 14,283 16,209: 3,277 1,351
Old : 17,174: 7,379 1,307 280 6,303 14,253 13,962 15,840: 3,212 1,334
Other: 386: 48 42 0 273 327 321 369: 65 17
: : :
: : Changes in Commitments from: May 31, 2016 :
: 2,479: 1,769 292 38 132 2,012 1,939 2,342: 540 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 7.5 1.8 37.4 83.0 81.3 92.3: 18.7 7.7
Old : 100.0: 43.0 7.6 1.6 36.7 83.0 81.3 92.2: 18.7 7.8
Other: 100.0: 12.4 10.9 0.0 70.7 84.7 83.2 95.6: 16.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 29 14 8 20 19 55 36:
Old : 74: 29 14 7 20 19 54 36:
Other: 14: 2 2 0 5 5 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 50.8 42.6 75.2 29.9 50.1 42.6 73.0
Old : 29.9 50.2 42.8 74.9 29.9 49.5 42.8 72.7
Other: 69.9 86.5 83.2 95.6 69.9 86.5 83.2 95.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 07, 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 : 206,203: 65,104 29,986 26,508 101,152 142,145 192,764 198,639: 13,439 7,564
Old : 113,896: 47,874 37,085 8,544 47,835 62,046 104,253 107,675: 9,643 6,221
Other: 92,307: 32,913 8,584 2,281 53,317 80,099 88,511 90,964: 3,796 1,343
: : :
: : Changes in Commitments from: May 31, 2016 :
: -14,022: -1,737 -4,794 -4,871 -8,780 -5,040 -15,388 -14,705: 1,366 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 14.5 12.9 49.1 68.9 93.5 96.3: 6.5 3.7
Old : 100.0: 42.0 32.6 7.5 42.0 54.5 91.5 94.5: 8.5 5.5
Other: 100.0: 35.7 9.3 2.5 57.8 86.8 95.9 98.5: 4.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 91 43 61 62 47 180 133:
Old : 200: 80 51 35 52 45 147 118:
Other: 133: 56 15 17 48 31 113 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 30.1 28.5 43.0 17.0 24.1 24.7 34.7
Old : 16.8 19.6 28.2 34.1 15.2 18.4 24.1 30.7
Other: 31.7 48.6 43.7 64.6 31.5 44.1 42.5 58.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 07, 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 : 899,793: 318,851 63,177 89,892 389,573 706,893 798,316 859,962: 101,477 39,831
Old : 899,793: 318,851 63,177 89,892 389,573 706,893 798,316 859,962: 101,477 39,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,295: 7,547 7,232 -7,736 197 6,285 8 5,781: 4,287 -1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.0 10.0 43.3 78.6 88.7 95.6: 11.3 4.4
Old : 100.0: 35.4 7.0 10.0 43.3 78.6 88.7 95.6: 11.3 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 : 246: 104 32 73 78 77 210 165:
Old : 246: 104 32 73 78 77 210 165:
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 : 14.5 31.6 21.8 45.6 14.5 29.2 21.6 41.5
Old : 14.5 31.6 21.8 45.6 14.5 29.2 21.6 41.5
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, June 07, 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 : 188,825: 44,011 35,471 35,570 95,520 109,568 175,101 180,609: 13,724 8,216
Old : 125,237: 46,106 34,892 14,963 53,811 68,658 114,880 118,513: 10,357 6,724
Other: 63,588: 15,112 17,786 3,400 41,709 40,910 60,221 62,096: 3,367 1,492
: : :
: : Changes in Commitments from: May 31, 2016 :
: -8,017: 3,677 -3,625 -3,979 -6,706 -878 -7,008 -8,482: -1,009 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.8 18.8 50.6 58.0 92.7 95.6: 7.3 4.4
Old : 100.0: 36.8 27.9 11.9 43.0 54.8 91.7 94.6: 8.3 5.4
Other: 100.0: 23.8 28.0 5.3 65.6 64.3 94.7 97.7: 5.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 135 89 105 137 117 338 261:
Old : 382: 135 86 73 110 106 281 235:
Other: 238: 67 39 34 111 76 194 135:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.1 21.7 24.5 9.9 11.6 16.2 18.7
Old : 16.3 14.9 27.6 25.5 13.6 14.5 21.7 24.0
Other: 18.6 25.9 28.4 42.7 16.8 24.3 25.3 34.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 07, 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 : 70,139: 37,987 28,188 7,526 17,029 31,733 62,542 67,447: 7,597 2,692
Old : 70,139: 37,987 28,188 7,526 17,029 31,733 62,542 67,447: 7,597 2,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 7,944: 3,888 3,995 3,497 1,366 24 8,751 7,516: -807 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 40.2 10.7 24.3 45.2 89.2 96.2: 10.8 3.8
Old : 100.0: 54.2 40.2 10.7 24.3 45.2 89.2 96.2: 10.8 3.8
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: 78 36 18 10 9 100 54:
Old : 130: 78 36 18 10 9 100 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 : 34.2 69.0 52.7 79.6 32.0 64.1 46.2 69.6
Old : 34.2 69.0 52.7 79.6 32.0 64.1 46.2 69.6
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, June 07, 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 : 397,562: 61,432 86,520 4,531 313,555 289,303 379,518 380,354: 18,044 17,208
Old : 397,562: 61,432 86,520 4,531 313,555 289,303 379,518 380,354: 18,044 17,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 2,988: 164 -5,754 -544 2,634 9,546 2,254 3,248: 734 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.8 1.1 78.9 72.8 95.5 95.7: 4.5 4.3
Old : 100.0: 15.5 21.8 1.1 78.9 72.8 95.5 95.7: 4.5 4.3
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 : 268: 42 51 10 103 118 151 173:
Old : 268: 42 51 10 103 118 151 173:
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 : 37.1 31.8 47.9 41.8 36.2 31.8 46.5 41.4
Old : 37.1 31.8 47.9 41.8 36.2 31.8 46.5 41.4
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, June 07, 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 : 180,998: 38,137 6,285 3,385 131,932 167,551 173,454 177,221: 7,544 3,777
Old : 180,998: 38,137 6,285 3,385 131,932 167,551 173,454 177,221: 7,544 3,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,130: -569 280 -48 -1,904 -1,697 -2,521 -1,465: 391 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.5 1.9 72.9 92.6 95.8 97.9: 4.2 2.1
Old : 100.0: 21.1 3.5 1.9 72.9 92.6 95.8 97.9: 4.2 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: 21 12 6 57 51 80 67:
Old : 121: 21 12 6 57 51 80 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 : 35.8 51.5 51.7 68.4 34.1 51.5 49.0 68.3
Old : 35.8 51.5 51.7 68.4 34.1 51.5 49.0 68.3
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, June 07, 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 : 648,141: 194,705 94,491 8,793 424,978 534,637 628,476 637,921: 19,665 10,220
Old : 648,141: 194,705 94,491 8,793 424,978 534,637 628,476 637,921: 19,665 10,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 35,115: 7,031 -2,264 -1,321 29,127 41,837 34,837 38,252: 278 -3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.6 1.4 65.6 82.5 97.0 98.4: 3.0 1.6
Old : 100.0: 30.0 14.6 1.4 65.6 82.5 97.0 98.4: 3.0 1.6
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 : 286: 93 40 25 121 89 223 145:
Old : 286: 93 40 25 121 89 223 145:
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 : 23.3 38.4 34.6 53.1 17.5 37.8 25.7 47.4
Old : 23.3 38.4 34.6 53.1 17.5 37.8 25.7 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016