COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 225,882: 76,763 25,595 39,979 94,657 148,560 211,398 214,133: 14,484 11,748
Old : 211,909: 76,661 26,109 38,192 83,190 136,306 198,042 200,606: 13,867 11,303
Other: 13,972: 705 89 1,183 11,467 12,255 13,356 13,527: 617 445
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,483: -4,697 6,774 5,683 4,058 -10,623 5,044 1,834: -1,561 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.3 17.7 41.9 65.8 93.6 94.8: 6.4 5.2
Old : 100.0: 36.2 12.3 18.0 39.3 64.3 93.5 94.7: 6.5 5.3
Other: 100.0: 5.0 0.6 8.5 82.1 87.7 95.6 96.8: 4.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 122 74 88 64 69 226 199:
Old : 288: 123 75 86 61 68 221 198:
Other: 81: 14 11 10 31 31 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 25.5 19.8 36.8 11.1 18.8 18.8 27.6
Old : 11.5 26.9 20.2 37.6 11.2 21.4 19.6 30.1
Other: 52.3 49.5 67.6 70.2 52.0 49.5 66.1 64.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 16,952: 5,227 1,606 2,246 7,031 12,316 14,504 16,168: 2,449 784
Old : 16,949: 5,227 1,606 2,246 7,028 12,316 14,501 16,168: 2,449 781
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 29, 2015 :
: -405: -318 314 -31 60 -577 -289 -295: -117 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.5 13.2 41.5 72.7 85.6 95.4: 14.4 4.6
Old : 100.0: 30.8 9.5 13.3 41.5 72.7 85.6 95.4: 14.4 4.6
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 27 16 11 24 15 60 33:
Old : 71: 27 16 11 24 15 60 33:
Other: 2: 0 0 0 2 0 2 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 : 20.7 52.3 34.6 70.0 20.7 49.7 34.4 64.2
Old : 20.7 52.3 34.6 70.0 20.7 49.7 34.5 64.2
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 266,620: 75,689 20,330 73,563 104,854 165,429 254,107 259,322: 12,513 7,297
Old : 228,382: 74,323 20,179 59,937 82,337 141,340 216,597 221,455: 11,785 6,926
Other: 38,238: 8,821 7,606 6,172 22,517 24,088 37,510 37,867: 728 371
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,005: -6,266 -2,243 2,891 -680 -5,788 -4,056 -5,140: 51 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 27.6 39.3 62.0 95.3 97.3: 4.7 2.7
Old : 100.0: 32.5 8.8 26.2 36.1 61.9 94.8 97.0: 5.2 3.0
Other: 100.0: 23.1 19.9 16.1 58.9 63.0 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 100 53 71 52 46 189 142:
Old : 219: 102 54 70 50 45 185 139:
Other: 65: 18 11 9 27 22 52 36:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 32.3 29.5 41.5 11.1 17.7 16.5 25.8
Old : 15.4 28.6 24.6 38.7 9.4 21.1 15.7 28.8
Other: 63.7 58.3 77.0 76.2 51.1 43.3 58.4 56.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 1,140,438: 255,069 42,665 264,936 530,396 785,728 1,050,400 1,093,329: 90,038 47,109
Old : 1,140,438: 255,069 42,665 264,936 530,396 785,728 1,050,400 1,093,329: 90,038 47,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10,005: -3,277 3,249 7,142 9,267 -2,051 13,131 8,339: -3,126 1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.7 23.2 46.5 68.9 92.1 95.9: 7.9 4.1
Old : 100.0: 22.4 3.7 23.2 46.5 68.9 92.1 95.9: 7.9 4.1
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 : 236: 87 44 89 89 85 221 181:
Old : 236: 87 44 89 89 85 221 181:
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 : 11.7 26.0 19.5 39.2 7.9 22.7 13.5 30.2
Old : 11.7 26.0 19.5 39.2 7.9 22.7 13.5 30.2
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 203,823: 32,709 37,785 52,394 107,745 105,383 192,848 195,562: 10,975 8,261
Old : 179,807: 32,882 40,944 42,663 94,580 88,510 170,125 172,118: 9,682 7,689
Other: 24,016: 6,184 3,197 3,374 13,165 16,872 22,723 23,444: 1,293 572
: : :
: : Changes in Commitments from: December 29, 2015 :
: 881: -145 -7,360 4,470 -2,353 3,758 1,971 867: -1,090 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.5 25.7 52.9 51.7 94.6 95.9: 5.4 4.1
Old : 100.0: 18.3 22.8 23.7 52.6 49.2 94.6 95.7: 5.4 4.3
Other: 100.0: 25.7 13.3 14.1 54.8 70.3 94.6 97.6: 5.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 130 112 117 138 115 327 292:
Old : 397: 128 116 114 134 111 322 285:
Other: 137: 20 22 19 80 50 109 82:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 13.8 25.0 23.6 10.1 10.4 15.6 17.6
Old : 16.7 13.1 25.2 23.0 11.2 10.1 17.4 19.0
Other: 41.0 32.0 51.3 51.6 34.5 29.9 42.4 42.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 74,834: 53,589 12,976 1,805 9,538 58,322 64,931 73,103: 9,903 1,731
Old : 74,834: 53,589 12,976 1,805 9,538 58,322 64,931 73,103: 9,903 1,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10,139: 6,360 -708 -219 3,240 10,662 9,382 9,735: 758 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 17.3 2.4 12.7 77.9 86.8 97.7: 13.2 2.3
Old : 100.0: 71.6 17.3 2.4 12.7 77.9 86.8 97.7: 13.2 2.3
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 : 151: 112 23 14 9 8 128 40:
Old : 151: 112 23 14 9 8 128 40:
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 : 39.1 81.3 47.7 87.3 37.1 81.3 45.7 87.1
Old : 39.1 81.3 47.7 87.3 37.1 81.3 45.7 87.1
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 376,246: 42,126 92,563 2,748 315,259 263,226 360,133 358,538: 16,112 17,708
Old : 376,246: 42,126 92,563 2,748 315,259 263,226 360,133 358,538: 16,112 17,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10,907: -541 316 -274 12,306 8,049 11,491 8,091: -584 2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.6 0.7 83.8 70.0 95.7 95.3: 4.3 4.7
Old : 100.0: 11.2 24.6 0.7 83.8 70.0 95.7 95.3: 4.3 4.7
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 : 254: 39 53 11 94 102 139 160:
Old : 254: 39 53 11 94 102 139 160:
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 : 38.4 35.8 52.2 45.3 35.8 35.8 48.6 44.4
Old : 38.4 35.8 52.2 45.3 35.8 35.8 48.6 44.4
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 172,956: 42,915 4,374 3,001 121,585 162,302 167,501 169,677: 5,455 3,279
Old : 172,956: 42,915 4,374 3,001 121,585 162,302 167,501 169,677: 5,455 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,412: 639 -2,326 76 5,398 8,137 6,113 5,887: -701 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.5 1.7 70.3 93.8 96.8 98.1: 3.2 1.9
Old : 100.0: 24.8 2.5 1.7 70.3 93.8 96.8 98.1: 3.2 1.9
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 : 118: 19 10 1 63 45 82 56:
Old : 118: 19 10 1 63 45 82 56:
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 : 35.1 52.5 51.4 66.6 33.4 52.5 49.7 66.4
Old : 35.1 52.5 51.4 66.6 33.4 52.5 49.7 66.4
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 479,172: 124,282 86,423 12,662 322,828 367,620 459,772 466,705: 19,400 12,467
Old : 479,172: 124,282 86,423 12,662 322,828 367,620 459,772 466,705: 19,400 12,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 27,933: 2,608 2,577 27 24,343 22,842 26,978 25,446: 955 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.0 2.6 67.4 76.7 96.0 97.4: 4.0 2.6
Old : 100.0: 25.9 18.0 2.6 67.4 76.7 96.0 97.4: 4.0 2.6
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 : 257: 64 54 20 100 87 177 148:
Old : 257: 64 54 20 100 87 177 148:
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 : 28.4 25.5 43.3 38.6 19.8 22.2 31.5 32.2
Old : 28.4 25.5 43.3 38.6 19.8 22.2 31.5 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016