COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 247,794: 74,150 43,033 52,347 107,771 137,228 234,268 232,608: 13,525 15,186
Old : 230,153: 73,694 42,095 49,647 94,349 124,499 217,690 216,242: 12,463 13,911
Other: 17,640: 1,609 2,091 1,546 13,422 12,728 16,578 16,366: 1,062 1,274
: : :
: : Changes in Commitments from: January 19, 2016 :
: 10,156: 1,334 5,578 4,749 3,950 -1,824 10,034 8,503: 122 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 17.4 21.1 43.5 55.4 94.5 93.9: 5.5 6.1
Old : 100.0: 32.0 18.3 21.6 41.0 54.1 94.6 94.0: 5.4 6.0
Other: 100.0: 9.1 11.9 8.8 76.1 72.2 94.0 92.8: 6.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 118 88 89 67 67 223 214:
Old : 294: 117 89 85 64 65 216 209:
Other: 96: 22 17 14 38 32 69 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 22.4 22.1 32.1 9.2 12.3 15.6 19.9
Old : 12.1 23.7 21.5 33.0 9.4 15.1 16.3 22.5
Other: 46.0 41.3 59.8 58.6 45.5 40.9 57.5 55.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 16,181: 1,910 2,713 2,587 9,755 9,540 14,252 14,840: 1,929 1,341
Old : 16,170: 1,910 2,713 2,587 9,752 9,532 14,249 14,832: 1,921 1,338
Other: 11: 0 0 0 3 8 3 8: 8 3
: : :
: : Changes in Commitments from: January 19, 2016 :
: 979: -136 935 210 988 -107 1,062 1,039: -83 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.8 16.0 60.3 59.0 88.1 91.7: 11.9 8.3
Old : 100.0: 11.8 16.8 16.0 60.3 59.0 88.1 91.7: 11.9 8.3
Other: 100.0: 0.0 0.0 0.0 27.3 72.7 27.3 72.7: 72.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 17 10 27 14 50 37:
Old : 67: 19 17 10 27 14 50 37:
Other: 2: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 46.3 37.8 63.3 19.9 39.6 33.8 53.5
Old : 22.8 46.3 37.8 63.3 19.9 39.6 33.8 53.5
Other: 27.3 72.7 27.3 72.7 18.2 63.6 18.2 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 304,053: 63,468 35,728 91,477 137,937 167,594 292,881 294,798: 11,171 9,254
Old : 259,382: 59,014 32,264 79,465 110,763 138,886 249,242 250,615: 10,140 8,767
Other: 44,671: 9,506 8,516 6,959 27,174 28,707 43,639 44,183: 1,032 488
: : :
: : Changes in Commitments from: January 19, 2016 :
: 22,714: 174 3,158 6,412 16,690 13,161 23,277 22,731: -563 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.8 30.1 45.4 55.1 96.3 97.0: 3.7 3.0
Old : 100.0: 22.8 12.4 30.6 42.7 53.5 96.1 96.6: 3.9 3.4
Other: 100.0: 21.3 19.1 15.6 60.8 64.3 97.7 98.9: 2.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 94 63 94 54 49 201 166:
Old : 225: 89 68 89 52 47 192 161:
Other: 76: 22 14 14 32 23 59 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 : 21.3 30.5 32.3 40.8 11.7 13.5 16.2 21.6
Old : 20.7 26.8 29.7 37.8 9.0 16.2 14.2 23.6
Other: 61.1 59.0 73.3 75.2 51.0 47.3 59.6 60.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,164,380: 222,036 53,835 291,656 565,092 768,111 1,078,783 1,113,601: 85,597 50,779
Old : 1,164,380: 222,036 53,835 291,656 565,092 768,111 1,078,783 1,113,601: 85,597 50,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,579: -23,186 14,560 14,664 22,908 -27,422 14,386 1,802: -6,807 5,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.6 25.0 48.5 66.0 92.6 95.6: 7.4 4.4
Old : 100.0: 19.1 4.6 25.0 48.5 66.0 92.6 95.6: 7.4 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 : 239: 91 41 90 91 84 221 185:
Old : 239: 91 41 90 91 84 221 185:
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 : 13.0 25.0 20.7 38.8 6.6 19.9 11.2 27.3
Old : 13.0 25.0 20.7 38.8 6.6 19.9 11.2 27.3
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 26, 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 : 242,648: 32,960 53,471 63,450 134,025 116,063 230,435 232,983: 12,214 9,665
Old : 214,601: 33,282 56,694 53,840 116,859 95,119 203,981 205,653: 10,620 8,949
Other: 28,047: 6,413 3,513 2,875 17,166 20,943 26,454 27,331: 1,594 716
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,479: -919 -3,069 3,016 2,946 4,408 5,042 4,355: -563 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.0 26.1 55.2 47.8 95.0 96.0: 5.0 4.0
Old : 100.0: 15.5 26.4 25.1 54.5 44.3 95.1 95.8: 4.9 4.2
Other: 100.0: 22.9 12.5 10.2 61.2 74.7 94.3 97.4: 5.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 141 131 133 139 115 343 326:
Old : 428: 137 134 128 133 110 335 317:
Other: 158: 28 25 25 93 51 136 88:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 14.2 23.2 23.0 8.8 8.3 13.4 14.8
Old : 15.5 12.9 23.9 22.0 11.0 8.6 16.2 15.8
Other: 34.3 39.7 45.0 54.8 32.8 37.5 42.8 48.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 76,100: 54,670 10,504 1,974 10,498 62,093 67,142 74,572: 8,958 1,529
Old : 76,100: 54,670 10,504 1,974 10,498 62,093 67,142 74,572: 8,958 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -414: -416 -1,876 196 -115 1,319 -334 -361: -80 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 13.8 2.6 13.8 81.6 88.2 98.0: 11.8 2.0
Old : 100.0: 71.8 13.8 2.6 13.8 81.6 88.2 98.0: 11.8 2.0
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 : 147: 103 28 16 8 9 121 45:
Old : 147: 103 28 16 8 9 121 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 : 41.9 83.6 51.6 88.0 40.2 83.4 49.8 87.3
Old : 41.9 83.6 51.6 88.0 40.2 83.4 49.8 87.3
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 26, 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 : 415,113: 38,565 87,423 2,488 357,667 307,392 398,720 397,303: 16,393 17,810
Old : 415,113: 38,565 87,423 2,488 357,667 307,392 398,720 397,303: 16,393 17,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -7,931: -3,325 -9,423 382 -3,916 1,725 -6,858 -7,316: -1,073 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 21.1 0.6 86.2 74.1 96.1 95.7: 3.9 4.3
Old : 100.0: 9.3 21.1 0.6 86.2 74.1 96.1 95.7: 3.9 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 : 271: 37 53 12 102 115 147 172:
Old : 271: 37 53 12 102 115 147 172:
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 : 38.7 35.6 52.8 45.1 37.5 35.6 49.5 44.3
Old : 38.7 35.6 52.8 45.1 37.5 35.6 49.5 44.3
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 with Delta-adjusted Options and Futures Combined, January 26, 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 : 196,207: 51,814 8,440 2,649 135,279 179,529 189,742 190,618: 6,465 5,589
Old : 196,207: 51,814 8,440 2,649 135,279 179,529 189,742 190,618: 6,465 5,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,387: 6,466 306 -168 1,360 6,866 7,658 7,004: -271 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.3 1.4 68.9 91.5 96.7 97.2: 3.3 2.8
Old : 100.0: 26.4 4.3 1.4 68.9 91.5 96.7 97.2: 3.3 2.8
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 : 122: 20 15 3 53 53 73 71:
Old : 122: 20 15 3 53 53 73 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 : 40.5 48.2 57.7 60.7 39.2 48.2 56.5 60.5
Old : 40.5 48.2 57.7 60.7 39.2 48.2 56.5 60.5
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 26, 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 : 523,182: 145,314 100,171 8,857 349,961 402,164 504,132 511,192: 19,050 11,990
Old : 523,182: 145,314 100,171 8,857 349,961 402,164 504,132 511,192: 19,050 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 18,978: 7,572 1,665 -1,195 14,802 17,322 21,179 17,792: -2,201 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.1 1.7 66.9 76.9 96.4 97.7: 3.6 2.3
Old : 100.0: 27.8 19.1 1.7 66.9 76.9 96.4 97.7: 3.6 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 : 262: 67 58 23 99 84 182 149:
Old : 262: 67 58 23 99 84 182 149:
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 : 27.7 27.0 41.8 40.8 19.0 22.9 31.5 33.4
Old : 27.7 27.0 41.8 40.8 19.0 22.9 31.5 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016