COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 232,894: 67,855 37,795 46,343 105,116 134,540 219,314 218,679: 13,580 14,216
Old : 217,669: 67,737 37,967 44,464 92,690 121,816 204,891 204,247: 12,779 13,422
Other: 15,225: 651 361 1,346 12,426 12,725 14,423 14,432: 801 793
: : :
: : Changes in Commitments from: January 5, 2016 :
: 7,012: -8,908 12,200 6,365 10,459 -14,020 7,916 4,545: -903 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.2 19.9 45.1 57.8 94.2 93.9: 5.8 6.1
Old : 100.0: 31.1 17.4 20.4 42.6 56.0 94.1 93.8: 5.9 6.2
Other: 100.0: 4.3 2.4 8.8 81.6 83.6 94.7 94.8: 5.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 112 82 84 64 69 213 206:
Old : 284: 110 85 81 61 68 209 203:
Other: 86: 16 13 15 35 32 60 53:
:----------------------------------------------------------------------------------------------------
: 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 22.5 22.9 32.0 10.3 12.8 17.2 20.0
Old : 13.4 23.5 23.2 31.9 10.4 14.1 18.1 21.3
Other: 50.9 47.5 65.7 67.6 50.3 46.7 63.3 63.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 15,513: 3,779 1,866 2,021 7,559 10,533 13,360 14,420: 2,153 1,094
Old : 15,510: 3,779 1,866 2,021 7,556 10,533 13,357 14,420: 2,153 1,091
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,439: -1,448 260 -225 529 -1,784 -1,144 -1,749: -295 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 12.0 13.0 48.7 67.9 86.1 93.0: 13.9 7.0
Old : 100.0: 24.4 12.0 13.0 48.7 67.9 86.1 93.0: 13.9 7.0
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 : 70: 22 18 12 26 16 57 37:
Old : 70: 22 18 12 26 16 57 37:
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 : 20.1 49.7 34.6 67.9 20.1 46.6 34.6 62.1
Old : 20.1 49.7 34.6 67.9 20.1 46.6 34.6 62.1
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 12, 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 : 272,864: 66,875 31,738 80,760 113,533 152,045 261,168 264,543: 11,696 8,321
Old : 232,073: 62,624 28,888 68,893 89,855 126,454 221,372 224,235: 10,701 7,838
Other: 40,791: 9,261 7,860 6,857 23,678 25,591 39,796 40,308: 995 483
: : :
: : Changes in Commitments from: January 5, 2016 :
: 6,244: -8,814 11,408 7,196 8,679 -13,384 7,061 5,220: -817 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.6 29.6 41.6 55.7 95.7 97.0: 4.3 3.0
Old : 100.0: 27.0 12.4 29.7 38.7 54.5 95.4 96.6: 4.6 3.4
Other: 100.0: 22.7 19.3 16.8 58.0 62.7 97.6 98.8: 2.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 88 58 83 51 48 192 150:
Old : 216: 83 65 80 51 47 187 146:
Other: 72: 20 13 10 28 26 53 44:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 29.9 29.5 39.0 12.0 15.4 17.1 23.5
Old : 16.0 25.6 25.7 35.9 9.9 19.0 16.0 26.5
Other: 61.3 57.6 73.3 75.1 50.2 44.7 57.8 58.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,127,182: 228,263 47,692 269,952 541,136 758,646 1,039,350 1,076,290: 87,832 50,892
Old : 1,127,182: 228,263 47,692 269,952 541,136 758,646 1,039,350 1,076,290: 87,832 50,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -13,256: -26,806 5,026 5,016 10,740 -27,082 -11,050 -17,039: -2,207 3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 4.2 23.9 48.0 67.3 92.2 95.5: 7.8 4.5
Old : 100.0: 20.3 4.2 23.9 48.0 67.3 92.2 95.5: 7.8 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 : 239: 86 46 86 92 85 223 180:
Old : 239: 86 46 86 92 85 223 180:
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 : 12.0 25.7 19.4 38.7 7.5 21.9 12.5 29.2
Old : 12.0 25.7 19.4 38.7 7.5 21.9 12.5 29.2
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 12, 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 : 227,878: 34,239 52,988 58,391 122,600 107,020 215,230 218,399: 12,648 9,478
Old : 202,295: 34,635 56,262 49,088 107,219 88,026 190,942 193,376: 11,352 8,919
Other: 25,583: 6,091 3,213 2,817 15,380 18,994 24,288 25,024: 1,295 559
: : :
: : Changes in Commitments from: January 5, 2016 :
: 24,055: 1,530 15,203 5,997 14,855 1,637 22,382 22,838: 1,672 1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.3 25.6 53.8 47.0 94.4 95.8: 5.6 4.2
Old : 100.0: 17.1 27.8 24.3 53.0 43.5 94.4 95.6: 5.6 4.4
Other: 100.0: 23.8 12.6 11.0 60.1 74.2 94.9 97.8: 5.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 137 128 115 135 110 325 305:
Old : 414: 135 131 110 131 105 319 296:
Other: 142: 23 23 21 83 48 117 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 : 15.0 13.2 24.1 22.6 9.7 8.9 14.9 15.7
Old : 15.8 12.1 24.6 21.8 11.4 8.9 17.3 16.9
Other: 36.9 37.7 46.7 53.4 34.8 35.8 43.6 47.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 74,146: 53,223 10,578 1,734 9,056 60,304 64,014 72,616: 10,132 1,530
Old : 74,146: 53,223 10,578 1,734 9,056 60,304 64,014 72,616: 10,132 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -688: -365 -2,398 -71 -481 1,982 -918 -488: 229 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 14.3 2.3 12.2 81.3 86.3 97.9: 13.7 2.1
Old : 100.0: 71.8 14.3 2.3 12.2 81.3 86.3 97.9: 13.7 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 : 149: 112 22 13 8 8 125 40:
Old : 149: 112 22 13 8 8 125 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 : 43.7 84.2 51.3 89.3 41.8 84.0 49.4 88.6
Old : 43.7 84.2 51.3 89.3 41.8 84.0 49.4 88.6
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 with Delta-adjusted Options and Futures Combined, January 12, 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 : 406,047: 41,553 96,600 3,108 345,555 286,922 390,216 386,630: 15,831 19,417
Old : 406,047: 41,553 96,600 3,108 345,555 286,922 390,216 386,630: 15,831 19,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 29,801: -573 4,037 360 30,296 23,695 30,083 28,092: -282 1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 23.8 0.8 85.1 70.7 96.1 95.2: 3.9 4.8
Old : 100.0: 10.2 23.8 0.8 85.1 70.7 96.1 95.2: 3.9 4.8
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 : 254: 37 53 11 95 104 138 162:
Old : 254: 37 53 11 95 104 138 162:
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 35.3 53.6 44.9 37.4 35.3 50.3 44.1
Old : 39.1 35.3 53.6 44.9 37.4 35.3 50.3 44.1
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 12, 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 : 185,741: 42,548 8,115 2,746 134,358 170,498 179,652 181,359: 6,089 4,382
Old : 185,741: 42,548 8,115 2,746 134,358 170,498 179,652 181,359: 6,089 4,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 12,785: -367 3,741 -255 12,773 8,196 12,151 11,682: 634 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.4 1.5 72.3 91.8 96.7 97.6: 3.3 2.4
Old : 100.0: 22.9 4.4 1.5 72.3 91.8 96.7 97.6: 3.3 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 : 122: 18 15 2 57 50 75 67:
Old : 122: 18 15 2 57 50 75 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 : 39.5 47.5 57.7 60.3 38.0 47.5 56.2 60.1
Old : 39.5 47.5 57.7 60.3 38.0 47.5 56.2 60.1
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 12, 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 : 481,271: 122,087 97,950 12,256 327,722 360,042 462,065 470,248: 19,206 11,023
Old : 481,271: 122,087 97,950 12,256 327,722 360,042 462,065 470,248: 19,206 11,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,099: -2,195 11,527 -406 4,894 -7,578 2,293 3,543: -194 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.4 2.5 68.1 74.8 96.0 97.7: 4.0 2.3
Old : 100.0: 25.4 20.4 2.5 68.1 74.8 96.0 97.7: 4.0 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 : 255: 65 53 21 96 87 174 148:
Old : 255: 65 53 21 96 87 174 148:
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 : 28.3 25.6 42.7 38.1 19.8 21.4 31.1 32.0
Old : 28.3 25.6 42.7 38.1 19.8 21.4 31.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016