COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 263,427: 78,847 27,697 60,629 105,978 163,703 245,454 252,029: 17,973 11,399
Old : 118,512: 46,966 28,666 19,377 41,613 63,699 107,956 111,742: 10,556 6,770
Other: 144,915: 45,444 12,593 27,689 64,365 100,004 137,498 140,287: 7,418 4,629
: : :
: : Changes in Commitments from: May 24, 2016 :
: 13,572: 5,764 -4,120 4,230 1,632 12,757 11,625 12,867: 1,947 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.5 23.0 40.2 62.1 93.2 95.7: 6.8 4.3
Old : 100.0: 39.6 24.2 16.3 35.1 53.7 91.1 94.3: 8.9 5.7
Other: 100.0: 31.4 8.7 19.1 44.4 69.0 94.9 96.8: 5.1 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 128 69 82 68 74 233 195:
Old : 253: 95 77 45 53 61 172 159:
Other: 220: 97 40 45 54 64 169 133:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 29.6 23.8 38.9 12.9 23.5 20.4 30.2
Old : 16.7 25.2 26.4 35.9 14.3 18.1 22.6 28.7
Other: 17.7 36.4 29.4 49.4 17.0 32.0 26.4 41.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 17,258: 5,654 644 1,731 7,029 13,564 14,413 15,938: 2,844 1,319
Old : 16,850: 5,618 660 1,668 6,766 13,220 14,052 15,547: 2,798 1,303
Other: 408: 51 0 48 263 344 362 391: 46 16
: : :
: : Changes in Commitments from: May 24, 2016 :
: 988: 312 47 250 145 662 708 960: 280 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 3.7 10.0 40.7 78.6 83.5 92.4: 16.5 7.6
Old : 100.0: 33.3 3.9 9.9 40.2 78.5 83.4 92.3: 16.6 7.7
Other: 100.0: 12.6 0.0 11.7 64.4 84.4 88.7 96.0: 11.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 9 11 23 21 61 37:
Old : 75: 33 10 11 23 21 61 37:
Other: 13: 4 0 3 4 5 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 52.5 38.7 73.1 26.6 50.9 38.4 69.9
Old : 26.8 51.9 38.9 72.8 26.5 50.3 38.6 69.6
Other: 74.0 84.4 88.7 96.0 70.5 82.1 77.0 84.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 270,030: 56,652 33,424 67,257 133,687 162,122 257,596 262,803: 12,434 7,227
Old : 166,596: 45,664 41,212 38,210 73,394 80,907 157,268 160,329: 9,328 6,267
Other: 103,434: 25,176 6,400 14,860 60,292 81,215 100,328 102,474: 3,106 960
: : :
: : Changes in Commitments from: May 24, 2016 :
: -16,280: -3,190 888 -12,796 266 -3,084 -15,720 -14,992: -561 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.4 24.9 49.5 60.0 95.4 97.3: 4.6 2.7
Old : 100.0: 27.4 24.7 22.9 44.1 48.6 94.4 96.2: 5.6 3.8
Other: 100.0: 24.3 6.2 14.4 58.3 78.5 97.0 99.1: 3.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 99 54 85 61 48 196 160:
Old : 217: 92 56 75 53 46 173 153:
Other: 133: 48 24 25 46 33 107 70:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 27.4 29.5 37.8 13.1 15.2 19.7 24.0
Old : 20.0 18.0 30.1 28.8 14.2 14.7 21.0 23.4
Other: 30.3 45.0 44.5 59.4 28.3 35.8 40.4 49.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,181,139: 327,611 35,012 273,100 476,322 824,542 1,077,034 1,132,654: 104,105 48,484
Old : 1,181,139: 327,611 35,012 273,100 476,322 824,542 1,077,034 1,132,654: 104,105 48,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 56,668: 3,935 -6,317 27,096 23,975 38,737 55,006 59,516: 1,662 -2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 3.0 23.1 40.3 69.8 91.2 95.9: 8.8 4.1
Old : 100.0: 27.7 3.0 23.1 40.3 69.8 91.2 95.9: 8.8 4.1
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 : 244: 113 28 91 85 81 226 178:
Old : 244: 113 28 91 85 81 226 178:
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 : 11.5 25.3 19.2 38.2 9.7 22.9 14.5 31.7
Old : 11.5 25.3 19.2 38.2 9.7 22.9 14.5 31.7
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, May 31, 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 : 244,037: 37,546 37,460 68,576 122,319 129,735 228,441 235,771: 15,596 8,266
Old : 171,409: 42,292 40,661 38,965 77,871 84,788 159,127 164,414: 12,282 6,995
Other: 72,628: 13,964 15,508 10,901 44,448 44,947 69,313 71,357: 3,315 1,271
: : :
: : Changes in Commitments from: May 24, 2016 :
: 12,645: -2,269 7,945 5,391 7,310 -1,201 10,433 12,135: 2,212 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.3 28.1 50.1 53.2 93.6 96.6: 6.4 3.4
Old : 100.0: 24.7 23.7 22.7 45.4 49.5 92.8 95.9: 7.2 4.1
Other: 100.0: 19.2 21.4 15.0 61.2 61.9 95.4 98.2: 4.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 142 103 129 141 126 352 301:
Old : 399: 131 105 102 130 117 314 277:
Other: 241: 67 43 47 111 79 203 147:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.3 20.4 23.3 7.6 8.4 12.4 13.7
Old : 15.0 13.9 24.3 22.5 9.6 10.2 15.7 17.0
Other: 18.0 23.9 27.6 40.0 14.3 19.1 21.6 29.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 62,617: 34,074 24,180 4,306 15,756 31,814 54,136 60,300: 8,481 2,317
Old : 62,617: 34,074 24,180 4,306 15,756 31,814 54,136 60,300: 8,481 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 941: -566 730 -167 606 508 -126 1,071: 1,067 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 38.6 6.9 25.2 50.8 86.5 96.3: 13.5 3.7
Old : 100.0: 54.4 38.6 6.9 25.2 50.8 86.5 96.3: 13.5 3.7
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 : 129: 76 36 22 12 8 100 57:
Old : 129: 76 36 22 12 8 100 57:
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 : 36.9 70.6 49.7 78.5 34.7 67.3 46.5 73.4
Old : 36.9 70.6 49.7 78.5 34.7 67.3 46.5 73.4
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 31, 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 : 395,497: 61,268 92,175 5,333 311,508 280,362 378,109 377,870: 17,388 17,627
Old : 395,497: 61,268 92,175 5,333 311,508 280,362 378,109 377,870: 17,388 17,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -6,367: 2,553 -3,537 537 -10,400 -4,132 -7,311 -7,132: 944 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.3 1.3 78.8 70.9 95.6 95.5: 4.4 4.5
Old : 100.0: 15.5 23.3 1.3 78.8 70.9 95.6 95.5: 4.4 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 : 267: 44 49 15 102 112 153 169:
Old : 267: 44 49 15 102 112 153 169:
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 : 39.5 33.1 50.3 42.9 38.6 33.1 48.5 42.4
Old : 39.5 33.1 50.3 42.9 38.6 33.1 48.5 42.4
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 31, 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 : 183,128: 38,706 6,005 3,433 133,836 169,248 175,975 178,686: 7,153 4,442
Old : 183,128: 38,706 6,005 3,433 133,836 169,248 175,975 178,686: 7,153 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -2,137: -2,059 134 558 -924 -3,300 -2,425 -2,608: 288 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.3 1.9 73.1 92.4 96.1 97.6: 3.9 2.4
Old : 100.0: 21.1 3.3 1.9 73.1 92.4 96.1 97.6: 3.9 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 : 120: 19 12 5 59 50 79 66:
Old : 120: 19 12 5 59 50 79 66:
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 : 35.3 50.7 51.3 67.4 33.5 50.7 48.9 67.4
Old : 35.3 50.7 51.3 67.4 33.5 50.7 48.9 67.4
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, May 31, 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 : 613,026: 187,674 96,755 10,114 395,851 492,800 593,639 599,669: 19,387 13,357
Old : 613,026: 187,674 96,755 10,114 395,851 492,800 593,639 599,669: 19,387 13,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -4,144: -5,399 -2,471 620 -1,237 -3,003 -6,016 -4,854: 1,872 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 15.8 1.6 64.6 80.4 96.8 97.8: 3.2 2.2
Old : 100.0: 30.6 15.8 1.6 64.6 80.4 96.8 97.8: 3.2 2.2
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 : 283: 87 46 23 115 84 212 143:
Old : 283: 87 46 23 115 84 212 143:
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 : 24.9 38.6 36.7 53.4 19.1 38.6 27.6 48.7
Old : 24.9 38.6 36.7 53.4 19.1 38.6 27.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016