COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 244,303: 76,737 33,182 50,255 101,056 149,379 228,048 232,816: 16,256 11,487
Old : 139,570: 58,212 31,935 20,830 50,436 79,421 129,479 132,187: 10,092 7,384
Other: 104,733: 28,579 11,302 19,370 50,620 69,958 98,569 100,629: 6,164 4,104
: : :
: : Changes in Commitments from: April 26, 2016 :
: 3,024: 148 -1,598 1,493 2,150 3,901 3,791 3,795: -767 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.6 20.6 41.4 61.1 93.3 95.3: 6.7 4.7
Old : 100.0: 41.7 22.9 14.9 36.1 56.9 92.8 94.7: 7.2 5.3
Other: 100.0: 27.3 10.8 18.5 48.3 66.8 94.1 96.1: 5.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 125 79 75 67 70 233 194:
Old : 268: 105 83 48 52 56 186 159:
Other: 191: 65 44 37 54 58 139 123:
:----------------------------------------------------------------------------------------------------
: 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 29.4 24.7 38.7 13.5 22.9 20.9 30.1
Old : 14.4 29.0 25.1 39.9 12.5 22.6 22.3 32.1
Other: 21.9 35.4 34.1 47.7 21.8 30.8 30.5 39.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 13,982: 3,358 783 1,457 7,393 10,910 12,208 13,150: 1,774 832
Old : 13,752: 3,396 782 1,378 7,231 10,769 12,004 12,929: 1,748 823
Other: 230: 18 56 24 162 141 204 221: 26 9
: : :
: : Changes in Commitments from: April 26, 2016 :
: -802: -691 -18 194 -109 -761 -606 -585: -196 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.6 10.4 52.9 78.0 87.3 94.0: 12.7 6.0
Old : 100.0: 24.7 5.7 10.0 52.6 78.3 87.3 94.0: 12.7 6.0
Other: 100.0: 7.8 24.4 10.4 70.4 61.3 88.7 96.1: 11.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 8 11 23 17 51 31:
Old : 60: 23 7 11 23 17 51 31:
Other: 7: 1 3 3 3 1 7 4:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 50.8 41.6 74.0 25.4 47.0 41.4 70.0
Old : 25.3 50.6 41.1 74.2 25.2 47.0 40.9 70.2
Other: 83.0 96.1 88.7 96.1 77.8 85.2 77.8 85.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 306,243: 84,273 30,304 86,083 123,367 183,051 293,722 299,437: 12,521 6,806
Old : 208,854: 70,730 39,687 49,219 78,757 113,775 198,706 202,681: 10,148 6,173
Other: 97,389: 31,934 9,008 18,473 44,609 69,276 95,016 96,757: 2,373 633
: : :
: : Changes in Commitments from: April 26, 2016 :
: 12,067: 8,856 690 5,400 -2,334 6,077 11,922 12,167: 145 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.9 28.1 40.3 59.8 95.9 97.8: 4.1 2.2
Old : 100.0: 33.9 19.0 23.6 37.7 54.5 95.1 97.0: 4.9 3.0
Other: 100.0: 32.8 9.2 19.0 45.8 71.1 97.6 99.4: 2.4 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 114 52 81 56 50 214 151:
Old : 232: 108 56 68 49 48 193 140:
Other: 131: 50 24 23 43 31 108 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 : 18.6 32.6 27.9 44.6 11.5 19.5 18.0 29.4
Old : 18.4 25.4 28.0 38.2 10.2 17.0 16.9 27.6
Other: 30.4 48.2 46.0 64.7 25.2 35.0 36.7 49.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 1,015,443: 283,407 44,642 200,542 430,896 724,866 914,845 970,050: 100,598 45,393
Old : 1,015,443: 283,407 44,642 200,542 430,896 724,866 914,845 970,050: 100,598 45,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 24,696: 21,058 979 5,076 -4,868 20,848 21,265 26,903: 3,431 -2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.4 19.7 42.4 71.4 90.1 95.5: 9.9 4.5
Old : 100.0: 27.9 4.4 19.7 42.4 71.4 90.1 95.5: 9.9 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 : 226: 91 39 80 82 77 207 167:
Old : 226: 91 39 80 82 77 207 167:
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 27.9 19.4 40.5 10.0 25.0 15.5 33.9
Old : 12.0 27.9 19.4 40.5 10.0 25.0 15.5 33.9
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, May 03, 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 : 237,502: 41,027 43,580 64,506 117,570 121,493 223,102 229,579: 14,399 7,923
Old : 175,646: 44,226 45,202 41,875 78,158 81,530 164,260 168,607: 11,386 7,039
Other: 61,856: 11,238 12,815 8,193 39,411 39,963 58,843 60,972: 3,013 884
: : :
: : Changes in Commitments from: April 26, 2016 :
: 16,427: -1,999 11,553 9,246 7,748 -5,543 14,995 15,256: 1,431 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.3 27.2 49.5 51.2 93.9 96.7: 6.1 3.3
Old : 100.0: 25.2 25.7 23.8 44.5 46.4 93.5 96.0: 6.5 4.0
Other: 100.0: 18.2 20.7 13.2 63.7 64.6 95.1 98.6: 4.9 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 132 110 119 141 122 334 303:
Old : 395: 124 113 96 129 113 300 279:
Other: 226: 56 41 39 109 75 189 134:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 15.0 21.7 24.0 8.1 9.1 13.4 15.4
Old : 16.2 13.5 24.8 23.4 11.1 11.1 17.1 18.2
Other: 17.2 31.4 26.9 46.0 15.1 24.6 23.8 36.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 72,078: 44,287 35,204 2,746 15,899 30,454 62,933 68,405: 9,145 3,673
Old : 72,078: 44,287 35,204 2,746 15,899 30,454 62,933 68,405: 9,145 3,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 7,555: 3,781 5,992 378 2,563 431 6,722 6,801: 833 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 48.8 3.8 22.1 42.3 87.3 94.9: 12.7 5.1
Old : 100.0: 61.4 48.8 3.8 22.1 42.3 87.3 94.9: 12.7 5.1
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 : 152: 91 43 22 10 7 111 67:
Old : 152: 91 43 22 10 7 111 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 : 35.1 65.6 48.6 75.0 34.6 64.6 46.5 73.3
Old : 35.1 65.6 48.6 75.0 34.6 64.6 46.5 73.3
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, May 03, 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 : 378,456: 41,642 90,675 7,247 313,545 263,876 362,434 361,798: 16,023 16,659
Old : 378,456: 41,642 90,675 7,247 313,545 263,876 362,434 361,798: 16,023 16,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 6,112: 3,918 -2,518 2,362 2,044 4,598 8,324 4,441: -2,212 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 24.0 1.9 82.8 69.7 95.8 95.6: 4.2 4.4
Old : 100.0: 11.0 24.0 1.9 82.8 69.7 95.8 95.6: 4.2 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 : 266: 43 51 14 100 111 153 166:
Old : 266: 43 51 14 100 111 153 166:
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 34.1 51.8 42.7 40.4 33.8 49.7 42.2
Old : 41.4 34.1 51.8 42.7 40.4 33.8 49.7 42.2
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, May 03, 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 : 192,274: 40,429 5,317 2,988 141,611 180,550 185,028 188,855: 7,246 3,419
Old : 192,274: 40,429 5,317 2,988 141,611 180,550 185,028 188,855: 7,246 3,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -4,223: 691 -1,561 -725 -3,195 -1,491 -3,229 -3,777: -994 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.8 1.6 73.7 93.9 96.2 98.2: 3.8 1.8
Old : 100.0: 21.0 2.8 1.6 73.7 93.9 96.2 98.2: 3.8 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 : 129: 23 12 5 60 53 84 69:
Old : 129: 23 12 5 60 53 84 69:
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 : 34.4 51.8 51.2 68.6 33.1 51.8 49.0 68.6
Old : 34.4 51.8 51.2 68.6 33.1 51.8 49.0 68.6
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 with Delta-adjusted Options and Futures Combined, May 03, 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 : 633,388: 189,485 107,608 6,000 418,830 509,917 614,315 623,525: 19,073 9,863
Old : 633,388: 189,485 107,608 6,000 418,830 509,917 614,315 623,525: 19,073 9,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -593: 941 -1,973 -2,117 3,341 2,974 2,165 -1,116: -2,758 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 17.0 0.9 66.1 80.5 97.0 98.4: 3.0 1.6
Old : 100.0: 29.9 17.0 0.9 66.1 80.5 97.0 98.4: 3.0 1.6
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 : 303: 98 50 20 117 85 222 148:
Old : 303: 98 50 20 117 85 222 148:
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 : 26.4 39.4 35.9 53.2 20.6 39.4 28.8 50.3
Old : 26.4 39.4 35.9 53.2 20.6 39.4 28.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016