COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 241,943: 85,887 27,382 44,341 95,708 162,107 225,935 233,830: 16,008 8,113
Old : 5,075: 1,965 628 0 2,484 3,976 4,449 4,604: 626 471
Other: 236,868: 84,363 27,196 43,899 93,224 158,131 221,486 229,226: 15,382 7,642
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,807: -1,409 -287 -1,012 -882 -2,015 -3,302 -3,314: -1,505 -1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.3 18.3 39.6 67.0 93.4 96.6: 6.6 3.4
Old : 100.0: 38.7 12.4 0.0 48.9 78.3 87.7 90.7: 12.3 9.3
Other: 100.0: 35.6 11.5 18.5 39.4 66.8 93.5 96.8: 6.5 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 137 63 68 65 68 239 165:
Old : 54: 13 4 0 14 25 27 29:
Other: 288: 137 63 68 64 67 237 163:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 30.2 23.8 41.5 13.2 25.5 21.4 34.2
Old : 51.9 49.2 71.4 70.5 51.9 49.2 71.4 70.5
Other: 14.8 30.1 24.3 41.7 13.5 25.5 21.8 34.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 19,845: 7,641 444 2,237 6,849 15,671 16,727 18,352: 3,119 1,493
Old : 18,982: 7,611 437 2,026 6,314 15,065 15,951 17,528: 3,031 1,454
Other: 863: 57 34 184 534 606 775 824: 88 39
: : :
: : Changes in Commitments from: June 14, 2016 :
: -1,358: -131 -123 -357 -574 -737 -1,062 -1,217: -296 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 2.2 11.3 34.5 79.0 84.3 92.5: 15.7 7.5
Old : 100.0: 40.1 2.3 10.7 33.3 79.4 84.0 92.3: 16.0 7.7
Other: 100.0: 6.6 3.9 21.4 61.9 70.2 89.9 95.5: 10.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 32 11 11 20 22 59 39:
Old : 73: 30 12 11 20 22 59 38:
Other: 18: 5 1 3 7 6 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 51.0 41.3 73.3 28.7 46.8 40.1 65.9
Old : 28.8 50.4 41.2 73.2 28.4 47.4 39.9 65.9
Other: 68.1 81.7 88.4 93.0 60.7 68.5 67.4 73.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 237,374: 59,543 22,052 58,692 108,575 150,379 226,810 231,122: 10,563 6,251
Old : 117,483: 42,546 30,681 22,988 44,421 58,754 109,955 112,423: 7,528 5,061
Other: 119,890: 34,700 9,074 18,001 64,154 91,625 116,855 118,700: 3,035 1,190
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,710: -1,716 -4,039 3,856 -5,452 -3,838 -3,311 -4,021: -1,398 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 9.3 24.7 45.7 63.4 95.5 97.4: 4.5 2.6
Old : 100.0: 36.2 26.1 19.6 37.8 50.0 93.6 95.7: 6.4 4.3
Other: 100.0: 28.9 7.6 15.0 53.5 76.4 97.5 99.0: 2.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 92 51 73 55 48 185 144:
Old : 207: 90 50 45 37 43 140 125:
Other: 154: 59 33 33 47 35 129 79:
:----------------------------------------------------------------------------------------------------
: 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 28.8 31.1 39.8 13.9 18.0 20.0 26.8
Old : 22.0 22.1 32.5 34.8 13.1 19.5 22.2 30.8
Other: 28.2 40.5 40.2 53.4 24.6 28.8 35.1 41.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,136,061: 348,986 18,709 213,274 472,968 860,972 1,035,228 1,092,956: 100,833 43,105
Old : 1,136,061: 348,986 18,709 213,274 472,968 860,972 1,035,228 1,092,956: 100,833 43,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -153,577: 11,911 -3,811 -108,861 -44,318 -31,413 -141,268 -144,085: -12,310 -9,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 1.6 18.8 41.6 75.8 91.1 96.2: 8.9 3.8
Old : 100.0: 30.7 1.6 18.8 41.6 75.8 91.1 96.2: 8.9 3.8
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 : 254: 111 32 79 96 92 238 177:
Old : 254: 111 32 79 96 92 238 177:
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 28.1 19.4 41.1 10.3 24.8 15.3 35.4
Old : 11.5 28.1 19.4 41.1 10.3 24.8 15.3 35.4
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, June 21, 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 : 222,253: 53,535 19,284 57,792 98,113 137,346 209,440 214,422: 12,814 7,832
Old : 132,311: 55,366 21,696 21,288 46,675 83,640 123,329 126,623: 8,983 5,688
Other: 89,942: 17,648 17,068 17,024 51,438 53,706 86,111 87,798: 3,831 2,144
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,551: 5,407 -2,586 -833 -7,776 -22 -3,202 -3,441: -1,349 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.7 26.0 44.1 61.8 94.2 96.5: 5.8 3.5
Old : 100.0: 41.8 16.4 16.1 35.3 63.2 93.2 95.7: 6.8 4.3
Other: 100.0: 19.6 19.0 18.9 57.2 59.7 95.7 97.6: 4.3 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 181 83 120 138 128 377 284:
Old : 408: 165 84 71 101 118 296 244:
Other: 279: 91 51 56 112 91 235 169:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 18.3 21.9 29.9 9.5 11.7 15.3 18.4
Old : 17.0 19.8 27.2 31.1 13.8 15.6 21.3 24.9
Other: 17.9 22.9 29.3 38.3 12.8 17.9 19.6 26.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 51,008: 34,095 24,759 3,450 7,237 20,403 44,783 48,612: 6,226 2,396
Old : 51,008: 34,095 24,759 3,450 7,237 20,403 44,783 48,612: 6,226 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 385: 1,961 -2,694 389 -1,182 2,576 1,168 272: -783 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 48.5 6.8 14.2 40.0 87.8 95.3: 12.2 4.7
Old : 100.0: 66.8 48.5 6.8 14.2 40.0 87.8 95.3: 12.2 4.7
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 : 125: 72 34 17 8 10 89 57:
Old : 125: 72 34 17 8 10 89 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 : 42.5 56.0 54.5 69.3 40.5 55.4 51.4 68.5
Old : 42.5 56.0 54.5 69.3 40.5 55.4 51.4 68.5
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, June 21, 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 : 333,733: 56,489 75,640 6,401 253,162 237,153 316,052 319,194: 17,681 14,539
Old : 333,733: 56,489 75,640 6,401 253,162 237,153 316,052 319,194: 17,681 14,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -69,052: -11,215 -7,335 -1,553 -50,535 -56,259 -63,303 -65,147: -5,749 -3,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 1.9 75.9 71.1 94.7 95.6: 5.3 4.4
Old : 100.0: 16.9 22.7 1.9 75.9 71.1 94.7 95.6: 5.3 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 : 257: 43 46 14 101 107 152 159:
Old : 257: 43 46 14 101 107 152 159:
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 : 27.8 33.8 41.0 41.8 26.9 33.8 39.1 41.5
Old : 27.8 33.8 41.0 41.8 26.9 33.8 39.1 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, June 21, 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 : 196,468: 39,917 7,649 3,674 147,152 180,937 190,743 192,260: 5,725 4,208
Old : 196,468: 39,917 7,649 3,674 147,152 180,937 190,743 192,260: 5,725 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -13,057: 2,242 383 -526 -11,050 -10,724 -9,334 -10,867: -3,723 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.9 1.9 74.9 92.1 97.1 97.9: 2.9 2.1
Old : 100.0: 20.3 3.9 1.9 74.9 92.1 97.1 97.9: 2.9 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 : 124: 19 13 6 62 50 83 67:
Old : 124: 19 13 6 62 50 83 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 : 33.9 48.1 49.8 64.2 32.4 48.1 48.0 64.0
Old : 33.9 48.1 49.8 64.2 32.4 48.1 48.0 64.0
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, June 21, 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 : 616,823: 192,282 69,964 10,396 396,016 525,686 598,694 606,046: 18,129 10,777
Old : 616,823: 192,282 69,964 10,396 396,016 525,686 598,694 606,046: 18,129 10,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -64,786: 3,373 -22,940 -2,681 -48,391 -22,705 -47,699 -48,326: -17,087 -16,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.3 1.7 64.2 85.2 97.1 98.3: 2.9 1.7
Old : 100.0: 31.2 11.3 1.7 64.2 85.2 97.1 98.3: 2.9 1.7
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 : 277: 93 41 24 106 76 209 131:
Old : 277: 93 41 24 106 76 209 131:
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 : 24.1 36.7 35.7 53.9 18.1 36.6 27.3 51.1
Old : 24.1 36.7 35.7 53.9 18.1 36.6 27.3 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016