COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 245,667: 71,998 34,980 54,303 103,826 145,731 230,126 235,013: 15,540 10,653
Old : 127,275: 50,784 33,575 20,673 46,573 65,190 118,029 119,438: 9,246 7,838
Other: 118,391: 32,640 12,831 22,203 57,253 80,541 112,097 115,576: 6,295 2,815
: : :
: : Changes in Commitments from: May 10, 2016 :
: 6,760: -1,009 -887 4,083 3,258 3,903 6,333 7,100: 428 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 14.2 22.1 42.3 59.3 93.7 95.7: 6.3 4.3
Old : 100.0: 39.9 26.4 16.2 36.6 51.2 92.7 93.8: 7.3 6.2
Other: 100.0: 27.6 10.8 18.8 48.4 68.0 94.7 97.6: 5.3 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 117 76 90 70 72 233 200:
Old : 253: 91 81 50 57 58 178 159:
Other: 204: 80 42 44 55 62 154 132:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 29.1 24.2 38.1 13.4 23.1 21.0 29.9
Old : 15.4 24.8 24.1 35.2 13.2 18.0 20.2 27.9
Other: 19.7 37.3 32.2 49.6 19.4 32.5 29.4 42.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 15,061: 4,399 564 1,473 6,784 12,022 12,656 14,059: 2,404 1,001
Old : 14,794: 4,401 559 1,424 6,599 11,823 12,424 13,807: 2,369 987
Other: 267: 19 26 28 185 199 232 253: 35 14
: : :
: : Changes in Commitments from: May 10, 2016 :
: 380: 671 47 -1 -743 229 -73 276: 453 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 3.7 9.8 45.0 79.8 84.0 93.4: 16.0 6.6
Old : 100.0: 29.7 3.8 9.6 44.6 79.9 84.0 93.3: 16.0 6.7
Other: 100.0: 7.1 9.6 10.6 69.3 74.6 86.9 94.8: 13.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 30 10 12 21 20 57 36:
Old : 70: 31 9 12 21 20 57 36:
Other: 9: 2 2 3 2 3 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 53.8 39.6 74.8 25.3 52.3 39.3 72.3
Old : 25.4 53.5 39.0 74.8 25.1 51.9 38.8 72.2
Other: 81.3 88.3 86.9 94.8 76.3 82.4 76.3 84.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 289,251: 71,995 27,900 78,760 125,429 174,504 276,184 281,164: 13,066 8,086
Old : 184,694: 62,716 42,492 41,283 70,993 93,740 174,992 177,515: 9,702 7,179
Other: 104,557: 32,247 8,376 14,510 54,436 80,764 101,193 103,649: 3,364 908
: : :
: : Changes in Commitments from: May 10, 2016 :
: -6,269: -9,082 1,843 -896 2,218 -8,226 -7,759 -7,279: 1,490 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.6 27.2 43.4 60.3 95.5 97.2: 4.5 2.8
Old : 100.0: 34.0 23.0 22.4 38.4 50.8 94.7 96.1: 5.3 3.9
Other: 100.0: 30.8 8.0 13.9 52.1 77.2 96.8 99.1: 3.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 100 56 76 54 48 195 151:
Old : 218: 96 58 60 47 44 172 137:
Other: 133: 56 19 26 44 33 112 67:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 29.4 28.7 39.4 12.4 17.7 18.4 26.6
Old : 17.9 20.1 28.7 31.2 11.1 13.1 18.0 22.3
Other: 29.1 46.3 45.2 61.7 28.0 37.0 42.3 51.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,095,900: 327,182 42,917 231,555 433,906 772,832 992,643 1,047,304: 103,257 48,596
Old : 1,095,900: 327,182 42,917 231,555 433,906 772,832 992,643 1,047,304: 103,257 48,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 56,682: 13,456 -8,760 16,887 12,746 41,836 43,089 49,963: 13,592 6,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.9 21.1 39.6 70.5 90.6 95.6: 9.4 4.4
Old : 100.0: 29.9 3.9 21.1 39.6 70.5 90.6 95.6: 9.4 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: 107 31 89 84 80 222 175:
Old : 239: 107 31 89 84 80 222 175:
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 26.3 19.9 38.7 10.1 23.8 15.3 33.3
Old : 11.7 26.3 19.9 38.7 10.1 23.8 15.3 33.3
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, May 17, 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 : 237,114: 46,454 23,980 65,885 112,894 139,687 225,233 229,552: 11,881 7,562
Old : 169,486: 51,546 27,819 36,798 72,299 98,556 160,643 163,172: 8,843 6,314
Other: 67,627: 12,347 13,600 11,648 40,595 41,131 64,590 66,379: 3,038 1,248
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,298: 4,356 -11,328 -639 -4,042 10,664 -325 -1,303: -973 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.1 27.8 47.6 58.9 95.0 96.8: 5.0 3.2
Old : 100.0: 30.4 16.4 21.7 42.7 58.1 94.8 96.3: 5.2 3.7
Other: 100.0: 18.3 20.1 17.2 60.0 60.8 95.5 98.2: 4.5 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 147 90 123 139 124 356 282:
Old : 388: 136 91 97 122 116 313 257:
Other: 231: 60 40 43 112 75 196 138:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.4 22.7 26.4 8.4 9.7 13.8 15.9
Old : 17.0 17.3 26.4 27.0 12.7 11.7 18.2 18.9
Other: 19.7 25.1 30.9 39.4 15.5 18.1 22.8 26.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 65,826: 38,948 28,501 3,717 15,448 30,829 58,113 63,047: 7,712 2,779
Old : 65,826: 38,948 28,501 3,717 15,448 30,829 58,113 63,047: 7,712 2,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -2,513: -3,901 -2,234 683 1,060 -474 -2,158 -2,026: -356 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 43.3 5.6 23.5 46.8 88.3 95.8: 11.7 4.2
Old : 100.0: 59.2 43.3 5.6 23.5 46.8 88.3 95.8: 11.7 4.2
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 : 135: 76 41 21 11 8 98 63:
Old : 135: 76 41 21 11 8 98 63:
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 : 35.0 70.4 48.4 79.3 34.3 68.0 46.3 74.0
Old : 35.0 70.4 48.4 79.3 34.3 68.0 46.3 74.0
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, May 17, 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 : 390,973: 50,006 95,768 5,785 319,803 270,741 375,594 372,294: 15,378 18,678
Old : 390,973: 50,006 95,768 5,785 319,803 270,741 375,594 372,294: 15,378 18,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 3,380: 2,089 2,198 -1,184 2,958 150 3,863 1,165: -483 2,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 24.5 1.5 81.8 69.2 96.1 95.2: 3.9 4.8
Old : 100.0: 12.8 24.5 1.5 81.8 69.2 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 : 262: 38 54 16 100 109 148 169:
Old : 262: 38 54 16 100 109 148 169:
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 : 41.8 33.6 52.5 42.2 40.8 33.6 50.5 41.5
Old : 41.8 33.6 52.5 42.2 40.8 33.6 50.5 41.5
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 17, 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 : 191,757: 41,682 6,661 2,875 140,918 177,889 185,475 187,425: 6,282 4,332
Old : 191,757: 41,682 6,661 2,875 140,918 177,889 185,475 187,425: 6,282 4,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -3,367: -1,821 737 -87 -976 -3,697 -2,884 -3,047: -483 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.5 1.5 73.5 92.8 96.7 97.7: 3.3 2.3
Old : 100.0: 21.7 3.5 1.5 73.5 92.8 96.7 97.7: 3.3 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 : 125: 22 12 4 57 53 79 69:
Old : 125: 22 12 4 57 53 79 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 : 36.1 49.2 52.7 66.7 34.7 49.2 50.8 66.7
Old : 36.1 49.2 52.7 66.7 34.7 49.2 50.8 66.7
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 17, 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 : 620,903: 190,540 100,146 8,548 405,025 500,961 604,113 609,655: 16,790 11,248
Old : 620,903: 190,540 100,146 8,548 405,025 500,961 604,113 609,655: 16,790 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -3,422: -4,495 -433 1,393 -222 -1,605 -3,324 -645: -98 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 16.1 1.4 65.2 80.7 97.3 98.2: 2.7 1.8
Old : 100.0: 30.7 16.1 1.4 65.2 80.7 97.3 98.2: 2.7 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 : 304: 94 53 22 118 87 221 153:
Old : 304: 94 53 22 118 87 221 153:
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 : 27.1 39.0 37.4 52.9 19.6 39.0 27.6 49.0
Old : 27.1 39.0 37.4 52.9 19.6 39.0 27.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016