COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 28, 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 : 184,257: 84,783 39,584 9,040 75,651 129,123 169,474 177,747: 14,783 6,510
Old : 54: 0 0 0 54 27 54 27: 0 27
Other: 184,203: 84,783 39,584 9,040 75,597 129,096 169,420 177,720: 14,783 6,483
: : :
: : Changes in Commitments from: June 21, 2016 :
: -5,006: -1,194 -1,168 344 -3,778 -3,484 -4,628 -4,308: -378 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 21.5 4.9 41.1 70.1 92.0 96.5: 8.0 3.5
Old : 100.0: 0.0 0.0 0.0 100.0 50.0 100.0 50.0: 0.0 50.0
Other: 100.0: 46.0 21.5 4.9 41.0 70.1 92.0 96.5: 8.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 132 60 45 50 60 201 148:
Old : 2: 0 0 0 1 1 1 1:
Other: 278: 132 60 45 50 60 201 148:
:----------------------------------------------------------------------------------------------------
: 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 29.5 27.2 41.3 17.2 28.3 27.2 39.3
Old : 100.0 50.0 100.0 50.0 100.0 50.0 100.0 50.0
Other: 17.2 29.5 27.3 41.3 17.2 28.3 27.2 39.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 28, 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 : 16,900: 8,344 1,341 65 5,743 14,179 14,152 15,585: 2,748 1,315
Old : 16,194: 8,328 1,229 63 5,142 13,616 13,533 14,908: 2,661 1,286
Other: 706: 18 114 0 601 563 619 677: 87 29
: : :
: : Changes in Commitments from: June 21, 2016 :
: -25: 719 175 -168 -276 2 275 9: -300 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 7.9 0.4 34.0 83.9 83.7 92.2: 16.3 7.8
Old : 100.0: 51.4 7.6 0.4 31.8 84.1 83.6 92.1: 16.4 7.9
Other: 100.0: 2.5 16.1 0.0 85.1 79.7 87.7 95.9: 12.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 33 11 3 16 14 50 27:
Old : 69: 34 10 3 16 14 50 27:
Other: 15: 1 3 0 7 5 8 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 : 34.0 55.2 47.4 78.9 34.0 52.9 47.4 76.3
Old : 33.2 54.6 46.7 78.9 33.2 53.3 46.7 76.2
Other: 80.2 86.5 87.7 95.9 80.2 86.3 87.4 95.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 28, 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 : 196,474: 73,564 29,173 24,404 86,688 135,862 184,656 189,439: 11,818 7,035
Old : 90,246: 52,258 37,396 1,527 29,126 46,002 82,911 84,925: 7,335 5,321
Other: 106,228: 40,558 11,029 3,625 57,562 89,860 101,745 104,514: 4,483 1,714
: : :
: : Changes in Commitments from: June 21, 2016 :
: 9,325: 5,528 5,338 650 1,643 2,203 7,821 8,191: 1,504 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 14.8 12.4 44.1 69.2 94.0 96.4: 6.0 3.6
Old : 100.0: 57.9 41.4 1.7 32.3 51.0 91.9 94.1: 8.1 5.9
Other: 100.0: 38.2 10.4 3.4 54.2 84.6 95.8 98.4: 4.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 97 38 64 55 48 181 134:
Old : 203: 85 50 20 36 40 129 103:
Other: 148: 63 22 23 47 30 125 63:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 31.4 27.0 44.6 16.6 26.9 24.8 38.3
Old : 19.0 25.2 30.2 41.8 19.0 25.2 30.0 40.8
Other: 26.4 44.3 39.9 59.3 26.4 37.7 39.5 52.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 28, 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 : 855,761: 346,059 32,988 57,218 363,089 729,596 766,366 819,802: 89,395 35,959
Old : 855,761: 346,059 32,988 57,218 363,089 729,596 766,366 819,802: 89,395 35,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -43,663: -3,666 579 -5,267 -29,723 -37,518 -38,656 -42,206: -5,007 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.9 6.7 42.4 85.3 89.6 95.8: 10.4 4.2
Old : 100.0: 40.4 3.9 6.7 42.4 85.3 89.6 95.8: 10.4 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 : 241: 111 23 59 82 80 209 151:
Old : 241: 111 23 59 82 80 209 151:
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 : 14.9 34.0 22.3 50.3 13.7 32.2 20.5 45.8
Old : 14.9 34.0 22.3 50.3 13.7 32.2 20.5 45.8
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 28, 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 : 172,146: 56,936 23,141 22,687 80,774 119,506 160,397 165,334: 11,749 6,812
Old : 97,418: 53,303 28,023 1,285 34,909 63,324 89,497 92,632: 7,921 4,786
Other: 74,728: 19,802 11,287 5,233 45,865 56,182 70,900 72,702: 3,828 2,026
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,763: 1,284 -130 -4,899 1,232 2,606 -2,383 -2,423: -380 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 13.4 13.2 46.9 69.4 93.2 96.0: 6.8 4.0
Old : 100.0: 54.7 28.8 1.3 35.8 65.0 91.9 95.1: 8.1 4.9
Other: 100.0: 26.5 15.1 7.0 61.4 75.2 94.9 97.3: 5.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 150 80 85 128 117 327 242:
Old : 377: 135 86 20 70 104 213 203:
Other: 261: 85 38 36 110 87 212 147:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 17.8 24.1 29.3 12.7 15.5 20.1 25.0
Old : 19.8 18.6 31.0 30.5 19.1 18.6 29.8 30.5
Other: 18.7 25.5 28.9 41.6 15.6 20.6 23.9 32.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 28, 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 : 47,703: 31,058 18,879 3,416 7,279 22,118 41,753 44,413: 5,950 3,290
Old : 47,703: 31,058 18,879 3,416 7,279 22,118 41,753 44,413: 5,950 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,946: -3,039 -5,846 198 122 1,766 -2,719 -3,882: -227 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 39.6 7.2 15.3 46.4 87.5 93.1: 12.5 6.9
Old : 100.0: 65.1 39.6 7.2 15.3 46.4 87.5 93.1: 12.5 6.9
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 : 111: 67 26 12 9 10 82 45:
Old : 111: 67 26 12 9 10 82 45:
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 : 41.4 58.6 53.6 74.1 37.8 58.1 48.4 70.7
Old : 41.4 58.6 53.6 74.1 37.8 58.1 48.4 70.7
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 28, 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 : 343,338: 42,444 76,726 5,809 281,094 243,897 329,347 326,432: 13,991 16,906
Old : 343,338: 42,444 76,726 5,809 281,094 243,897 329,347 326,432: 13,991 16,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,395: -14,045 1,066 -418 28,476 7,316 14,013 7,964: -3,618 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.3 1.7 81.9 71.0 95.9 95.1: 4.1 4.9
Old : 100.0: 12.4 22.3 1.7 81.9 71.0 95.9 95.1: 4.1 4.9
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 : 262: 43 50 12 101 105 151 160:
Old : 262: 43 50 12 101 105 151 160:
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 : 33.2 32.9 44.7 41.9 32.3 32.9 43.0 41.3
Old : 33.2 32.9 44.7 41.9 32.3 32.9 43.0 41.3
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 28, 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 : 206,636: 43,456 8,281 2,577 153,947 192,033 199,980 202,891: 6,656 3,745
Old : 206,636: 43,456 8,281 2,577 153,947 192,033 199,980 202,891: 6,656 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,168: 3,539 632 -1,097 6,795 11,096 9,237 10,631: 931 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.0 1.2 74.5 92.9 96.8 98.2: 3.2 1.8
Old : 100.0: 21.0 4.0 1.2 74.5 92.9 96.8 98.2: 3.2 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 : 123: 22 12 7 62 49 86 66:
Old : 123: 22 12 7 62 49 86 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 : 33.6 48.7 48.9 65.8 32.6 48.7 47.6 65.6
Old : 33.6 48.7 48.9 65.8 32.6 48.7 47.6 65.6
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 28, 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 : 643,701: 195,931 75,693 9,645 419,753 547,678 625,329 633,016: 18,372 10,685
Old : 643,701: 195,931 75,693 9,645 419,753 547,678 625,329 633,016: 18,372 10,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 26,878: 3,649 5,729 -751 23,737 21,992 26,635 26,970: 243 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.8 1.5 65.2 85.1 97.1 98.3: 2.9 1.7
Old : 100.0: 30.4 11.8 1.5 65.2 85.1 97.1 98.3: 2.9 1.7
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 : 281: 87 44 23 112 78 211 133:
Old : 281: 87 44 23 112 78 211 133:
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 36.2 36.0 53.1 18.9 36.1 28.9 50.6
Old : 23.3 36.2 36.0 53.1 18.9 36.1 28.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016