COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 264,440: 64,879 68,225 59,210 124,383 121,646 248,472 249,081: 15,968 15,359
Old : 188,287: 59,847 58,095 40,173 76,915 78,118 176,935 176,386: 11,352 11,901
Other: 76,153: 14,963 20,061 9,106 47,468 43,528 71,537 72,695: 4,615 3,458
: : :
: : Changes in Commitments from: April 5, 2016 :
: -6,207: 5,375 -15,596 -2,230 -10,291 13,739 -7,146 -4,087: 939 -2,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.8 22.4 47.0 46.0 94.0 94.2: 6.0 5.8
Old : 100.0: 31.8 30.9 21.3 40.8 41.5 94.0 93.7: 6.0 6.3
Other: 100.0: 19.6 26.3 12.0 62.3 57.2 93.9 95.5: 6.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 105 105 93 69 68 221 227:
Old : 277: 106 85 74 63 63 197 197:
Other: 180: 51 54 32 55 52 119 126:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 21.7 25.6 30.0 13.4 13.1 20.0 18.9
Old : 15.0 19.3 25.3 29.4 11.1 10.3 18.6 17.9
Other: 26.4 32.5 38.4 43.5 25.5 30.8 36.2 41.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 15,575: 4,935 647 1,653 6,679 12,200 13,268 14,501: 2,307 1,075
Old : 15,487: 4,933 647 1,645 6,615 12,127 13,193 14,419: 2,294 1,069
Other: 88: 2 0 9 64 73 75 82: 13 6
: : :
: : Changes in Commitments from: April 5, 2016 :
: -715: -67 -61 25 -804 -590 -846 -626: 131 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.2 10.6 42.9 78.3 85.2 93.1: 14.8 6.9
Old : 100.0: 31.9 4.2 10.6 42.7 78.3 85.2 93.1: 14.8 6.9
Other: 100.0: 2.8 0.2 9.8 72.7 82.8 85.3 92.8: 14.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 26 12 12 23 19 57 35:
Old : 69: 26 12 12 23 19 57 35:
Other: 6: 2 1 2 3 1 6 3:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 52.5 36.0 70.7 22.0 50.2 35.7 66.2
Old : 22.1 52.8 35.8 70.8 22.1 50.5 35.5 66.6
Other: 82.9 92.8 85.3 92.8 74.3 81.9 74.3 81.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 264,444: 62,330 34,089 71,050 120,192 151,400 253,572 256,539: 10,872 7,904
Old : 195,006: 50,947 36,718 48,045 87,234 102,850 186,226 187,613: 8,780 7,393
Other: 69,438: 21,394 7,383 12,994 32,958 48,550 67,346 68,927: 2,091 511
: : :
: : Changes in Commitments from: April 5, 2016 :
: -5,314: 1,956 4,083 -2,508 -4,845 -5,673 -5,396 -4,097: 82 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 12.9 26.9 45.5 57.3 95.9 97.0: 4.1 3.0
Old : 100.0: 26.1 18.8 24.6 44.7 52.7 95.5 96.2: 4.5 3.8
Other: 100.0: 30.8 10.6 18.7 47.5 69.9 97.0 99.3: 3.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 94 51 73 58 44 190 138:
Old : 207: 89 56 66 56 42 178 131:
Other: 105: 38 17 17 38 27 85 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 : 21.2 31.3 31.4 43.4 13.9 17.8 21.3 27.6
Old : 19.0 24.9 29.3 38.4 11.3 16.5 20.0 26.9
Other: 38.9 49.3 56.7 70.8 32.9 37.9 45.9 55.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 1,082,710: 244,094 53,560 236,681 508,704 740,468 989,479 1,030,709: 93,230 52,001
Old : 1,082,710: 244,094 53,560 236,681 508,704 740,468 989,479 1,030,709: 93,230 52,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -29,339: -25,241 3,060 -11,576 14,002 -21,116 -22,815 -29,632: -6,524 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.9 21.9 47.0 68.4 91.4 95.2: 8.6 4.8
Old : 100.0: 22.5 4.9 21.9 47.0 68.4 91.4 95.2: 8.6 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 : 238: 97 42 93 84 80 223 181:
Old : 238: 97 42 93 84 80 223 181:
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 24.2 19.7 38.8 7.7 20.4 12.8 27.7
Old : 11.7 24.2 19.7 38.8 7.7 20.4 12.8 27.7
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, April 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 : 233,874: 44,563 33,101 63,499 112,840 128,879 220,903 225,478: 12,972 8,396
Old : 177,580: 51,043 40,112 37,229 79,030 92,727 167,302 170,068: 10,278 7,512
Other: 56,295: 13,058 12,526 6,733 33,810 36,151 53,601 55,411: 2,694 884
: : :
: : Changes in Commitments from: April 5, 2016 :
: -13,444: -2,430 4,081 -6,661 -3,647 -10,514 -12,738 -13,094: -705 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 14.2 27.2 48.2 55.1 94.5 96.4: 5.5 3.6
Old : 100.0: 28.7 22.6 21.0 44.5 52.2 94.2 95.8: 5.8 4.2
Other: 100.0: 23.2 22.3 12.0 60.1 64.2 95.2 98.4: 4.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 133 87 118 137 124 325 284:
Old : 374: 130 91 103 129 118 306 268:
Other: 210: 42 42 36 106 73 173 127:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.3 20.7 24.5 7.9 9.7 13.6 16.8
Old : 15.3 15.0 23.5 24.9 11.3 11.7 18.1 20.2
Other: 18.9 31.9 31.3 45.1 18.9 28.1 30.5 38.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 59,426: 39,440 25,695 1,796 10,305 28,802 51,541 56,293: 7,885 3,133
Old : 59,426: 39,440 25,695 1,796 10,305 28,802 51,541 56,293: 7,885 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 2,646: -430 3,025 -234 2,682 -396 2,018 2,395: 628 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 43.2 3.0 17.3 48.5 86.7 94.7: 13.3 5.3
Old : 100.0: 66.4 43.2 3.0 17.3 48.5 86.7 94.7: 13.3 5.3
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 : 137: 77 41 17 11 9 99 59:
Old : 137: 77 41 17 11 9 99 59:
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 69.4 52.1 77.2 41.2 69.0 51.4 76.0
Old : 41.9 69.4 52.1 77.2 41.2 69.0 51.4 76.0
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, April 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 : 381,713: 31,182 98,148 3,745 330,322 263,319 365,249 365,212: 16,464 16,501
Old : 381,713: 31,182 98,148 3,745 330,322 263,319 365,249 365,212: 16,464 16,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,900: -3,124 369 -238 6,767 5,606 3,405 5,738: 1,495 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 25.7 1.0 86.5 69.0 95.7 95.7: 4.3 4.3
Old : 100.0: 8.2 25.7 1.0 86.5 69.0 95.7 95.7: 4.3 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 : 264: 38 55 12 98 111 142 172:
Old : 264: 38 55 12 98 111 142 172:
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 : 41.2 36.4 52.9 44.4 40.3 36.0 51.1 43.8
Old : 41.2 36.4 52.9 44.4 40.3 36.0 51.1 43.8
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, April 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 : 194,558: 44,235 6,904 2,939 140,980 179,392 188,154 189,235: 6,404 5,323
Old : 194,558: 44,235 6,904 2,939 140,980 179,392 188,154 189,235: 6,404 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 3,716: 553 -194 50 3,658 3,416 4,261 3,272: -545 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.5 1.5 72.5 92.2 96.7 97.3: 3.3 2.7
Old : 100.0: 22.7 3.5 1.5 72.5 92.2 96.7 97.3: 3.3 2.7
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 : 126: 22 12 5 59 52 82 68:
Old : 126: 22 12 5 59 52 82 68:
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 : 36.6 46.8 52.7 64.4 35.3 46.8 50.3 64.4
Old : 36.6 46.8 52.7 64.4 35.3 46.8 50.3 64.4
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, April 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 : 600,375: 177,979 101,102 8,208 395,718 478,409 581,905 587,719: 18,470 12,656
Old : 600,375: 177,979 101,102 8,208 395,718 478,409 581,905 587,719: 18,470 12,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 6,866: 1,072 2,816 -147 5,210 1,914 6,135 4,583: 731 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.8 1.4 65.9 79.7 96.9 97.9: 3.1 2.1
Old : 100.0: 29.6 16.8 1.4 65.9 79.7 96.9 97.9: 3.1 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 : 289: 91 49 24 112 84 214 146:
Old : 289: 91 49 24 112 84 214 146:
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 : 26.0 35.2 36.7 49.7 21.1 35.1 30.2 46.6
Old : 26.0 35.2 36.7 49.7 21.1 35.1 30.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016