COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 14, 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 : 200,824: 87,955 41,239 13,095 83,046 137,761 184,096 192,095: 16,728 8,729
Old : 33,773: 18,780 7,103 188 10,581 23,747 29,549 31,038: 4,224 2,735
Other: 167,051: 74,235 39,196 7,847 72,465 114,014 154,547 161,057: 12,504 5,994
: : :
: : Changes in Commitments from: June 7, 2016 :
: -10,569: -2,259 -2,439 -3,619 -2,891 -4,258 -8,769 -10,316: -1,800 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.5 6.5 41.4 68.6 91.7 95.7: 8.3 4.3
Old : 100.0: 55.6 21.0 0.6 31.3 70.3 87.5 91.9: 12.5 8.1
Other: 100.0: 44.4 23.5 4.7 43.4 68.3 92.5 96.4: 7.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 125 69 53 59 64 216 162:
Old : 136: 47 28 3 28 36 75 67:
Other: 268: 115 65 37 53 60 191 142:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 30.2 25.6 40.4 16.0 28.2 25.6 37.8
Old : 20.5 47.6 35.5 63.5 20.5 45.2 35.5 60.3
Other: 17.9 29.6 29.0 41.7 17.9 28.3 28.9 39.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 14, 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 : 17,891: 7,815 1,395 279 6,501 14,794 14,595 16,468: 3,296 1,423
Old : 17,426: 7,797 1,332 279 6,132 14,409 14,208 16,020: 3,218 1,406
Other: 465: 18 63 0 369 385 387 448: 78 17
: : :
: : Changes in Commitments from: June 7, 2016 :
: 331: 418 76 -31 -75 214 312 259: 19 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 7.8 1.6 36.3 82.7 81.6 92.0: 18.4 8.0
Old : 100.0: 44.7 7.6 1.6 35.2 82.7 81.5 91.9: 18.5 8.1
Other: 100.0: 3.9 13.5 0.0 79.4 82.8 83.2 96.3: 16.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 28 14 6 21 18 55 33:
Old : 72: 28 14 6 21 18 55 33:
Other: 15: 1 3 0 6 5 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 51.4 44.9 75.1 32.8 50.4 44.9 72.8
Old : 32.4 50.8 44.8 75.0 32.4 49.8 44.8 72.5
Other: 75.5 87.7 83.2 96.3 75.5 87.7 83.2 96.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 14, 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 : 198,008: 69,947 26,356 24,881 91,517 140,230 186,345 191,467: 11,663 6,541
Old : 99,594: 48,686 32,971 5,027 37,595 56,369 91,308 94,367: 8,286 5,227
Other: 98,414: 38,206 10,330 2,909 53,922 83,861 95,037 97,100: 3,377 1,314
: : :
: : Changes in Commitments from: June 7, 2016 :
: -8,195: 4,843 -3,630 -1,627 -9,635 -1,915 -6,419 -7,172: -1,776 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.3 12.6 46.2 70.8 94.1 96.7: 5.9 3.3
Old : 100.0: 48.9 33.1 5.0 37.7 56.6 91.7 94.8: 8.3 5.2
Other: 100.0: 38.8 10.5 3.0 54.8 85.2 96.6 98.7: 3.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 97 43 60 58 47 182 134:
Old : 204: 84 50 26 39 43 132 111:
Other: 148: 65 19 21 50 30 126 61:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 31.4 28.7 44.9 18.4 26.7 26.0 37.6
Old : 16.4 23.0 27.3 38.0 16.1 20.5 26.2 34.1
Other: 29.8 45.9 42.2 61.3 29.5 40.5 41.7 55.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 14, 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 : 940,081: 328,829 66,760 92,533 413,629 737,165 834,991 896,458: 105,090 43,623
Old : 940,081: 328,829 66,760 92,533 413,629 737,165 834,991 896,458: 105,090 43,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 40,288: 9,978 3,583 2,641 24,056 30,272 36,675 36,496: 3,613 3,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.1 9.8 44.0 78.4 88.8 95.4: 11.2 4.6
Old : 100.0: 35.0 7.1 9.8 44.0 78.4 88.8 95.4: 11.2 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 : 250: 106 33 72 83 86 219 170:
Old : 250: 106 33 72 83 86 219 170:
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 : 14.4 29.5 22.0 45.0 13.4 27.4 20.1 40.1
Old : 14.4 29.5 22.0 45.0 13.4 27.4 20.1 40.1
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 14, 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 : 182,178: 50,147 25,283 30,401 88,275 118,309 168,823 173,993: 13,355 8,185
Old : 113,049: 52,479 26,567 7,112 43,871 73,046 103,462 106,725: 9,587 6,324
Other: 69,129: 17,256 18,304 3,701 44,404 45,263 65,361 67,268: 3,768 1,861
: : :
: : Changes in Commitments from: June 7, 2016 :
: -6,647: 6,136 -10,188 -5,169 -7,245 8,741 -6,278 -6,616: -369 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.9 16.7 48.5 64.9 92.7 95.5: 7.3 4.5
Old : 100.0: 46.4 23.5 6.3 38.8 64.6 91.5 94.4: 8.5 5.6
Other: 100.0: 25.0 26.5 5.4 64.2 65.5 94.5 97.3: 5.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 145 85 104 131 115 337 262:
Old : 383: 146 81 53 97 107 266 226:
Other: 244: 68 46 33 111 77 197 139:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 16.7 22.6 27.9 10.2 13.2 17.4 21.5
Old : 17.2 18.3 29.2 29.5 14.2 18.2 24.3 28.4
Other: 18.6 27.1 28.5 44.0 16.1 22.9 24.5 34.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 14, 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 : 50,315: 32,024 27,332 2,985 8,357 17,791 43,366 48,108: 6,949 2,207
Old : 50,315: 32,024 27,332 2,985 8,357 17,791 43,366 48,108: 6,949 2,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -19,824: -5,963 -856 -4,541 -8,672 -13,942 -19,176 -19,339: -648 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 54.3 5.9 16.6 35.4 86.2 95.6: 13.8 4.4
Old : 100.0: 63.6 54.3 5.9 16.6 35.4 86.2 95.6: 13.8 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 : 125: 70 39 14 7 10 85 58:
Old : 125: 70 39 14 7 10 85 58:
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 : 40.6 57.2 50.9 70.0 38.5 56.6 48.2 67.5
Old : 40.6 57.2 50.9 70.0 38.5 56.6 48.2 67.5
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, June 14, 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 : 401,460: 67,704 83,189 7,539 302,937 292,490 378,180 383,218: 23,280 18,242
Old : 401,460: 67,704 83,189 7,539 302,937 292,490 378,180 383,218: 23,280 18,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 3,898: 6,272 -3,331 3,008 -10,618 3,187 -1,338 2,864: 5,236 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.7 1.9 75.5 72.9 94.2 95.5: 5.8 4.5
Old : 100.0: 16.9 20.7 1.9 75.5 72.9 94.2 95.5: 5.8 4.5
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 : 270: 46 50 17 108 123 165 181:
Old : 270: 46 50 17 108 123 165 181:
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 : 31.6 30.2 43.0 39.0 30.6 30.2 41.2 38.7
Old : 31.6 30.2 43.0 39.0 30.6 30.2 41.2 38.7
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 14, 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 : 209,525: 37,675 7,266 4,200 158,202 191,661 200,077 203,127: 9,448 6,398
Old : 209,525: 37,675 7,266 4,200 158,202 191,661 200,077 203,127: 9,448 6,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 28,527: -462 981 815 26,270 24,110 26,623 25,906: 1,904 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 3.5 2.0 75.5 91.5 95.5 96.9: 4.5 3.1
Old : 100.0: 18.0 3.5 2.0 75.5 91.5 95.5 96.9: 4.5 3.1
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 : 124: 19 13 8 66 53 89 71:
Old : 124: 19 13 8 66 53 89 71:
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 : 31.5 47.1 45.2 62.2 30.0 44.4 42.7 59.3
Old : 31.5 47.1 45.2 62.2 30.0 44.4 42.7 59.3
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 14, 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 : 681,609: 188,909 92,904 13,077 444,407 548,391 646,393 654,372: 35,216 27,237
Old : 681,609: 188,909 92,904 13,077 444,407 548,391 646,393 654,372: 35,216 27,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 33,468: -5,796 -1,587 4,284 19,429 13,754 17,917 16,451: 15,551 17,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.6 1.9 65.2 80.5 94.8 96.0: 5.2 4.0
Old : 100.0: 27.7 13.6 1.9 65.2 80.5 94.8 96.0: 5.2 4.0
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 : 288: 92 42 31 122 87 227 150:
Old : 288: 92 42 31 122 87 227 150:
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 : 22.4 36.9 32.8 50.8 16.9 35.8 25.0 46.0
Old : 22.4 36.9 32.8 50.8 16.9 35.8 25.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016