COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 242,903: 83,832 26,014 47,482 95,842 161,932 227,157 235,428: 15,746 7,474
Old : 54: 0 0 0 54 27 54 27: 0 27
Other: 242,849: 83,832 26,014 47,482 95,788 161,905 227,103 235,401: 15,746 7,447
: : :
: : Changes in Commitments from: June 21, 2016 :
: 959: -2,054 -1,368 3,142 134 -175 1,221 1,598: -262 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 10.7 19.5 39.5 66.7 93.5 96.9: 6.5 3.1
Old : 100.0: 0.0 0.0 0.0 100.0 50.0 100.0 50.0: 0.0 50.0
Other: 100.0: 34.5 10.7 19.6 39.4 66.7 93.5 96.9: 6.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 141 65 72 66 67 243 170:
Old : 2: 0 0 0 1 1 1 1:
Other: 298: 141 65 72 66 67 243 170:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 29.1 23.9 40.8 13.1 23.4 21.0 32.1
Old : 100.0 50.0 100.0 50.0 100.0 50.0 100.0 50.0
Other: 14.6 29.1 23.9 40.8 13.1 23.4 21.0 32.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 19,996: 8,365 519 2,215 6,564 15,742 17,144 18,475: 2,852 1,521
Old : 18,976: 8,334 522 1,949 5,935 15,021 16,217 17,491: 2,759 1,485
Other: 1,020: 70 35 228 629 721 927 984: 93 36
: : :
: : Changes in Commitments from: June 21, 2016 :
: 151: 724 75 -22 -285 71 417 123: -267 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 2.6 11.1 32.8 78.7 85.7 92.4: 14.3 7.6
Old : 100.0: 43.9 2.7 10.3 31.3 79.2 85.5 92.2: 14.5 7.8
Other: 100.0: 6.9 3.4 22.3 61.7 70.7 90.9 96.4: 9.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 39 10 10 18 17 60 34:
Old : 75: 37 12 10 18 17 60 34:
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 : 28.7 51.4 40.4 74.5 28.5 48.2 39.9 67.3
Old : 28.3 52.1 40.0 74.4 28.1 49.3 39.7 67.4
Other: 68.7 77.9 87.2 93.1 57.1 65.7 66.5 72.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 245,042: 62,391 25,170 61,531 109,080 151,046 233,002 237,747: 12,039 7,294
Old : 118,206: 44,463 33,181 24,734 41,494 54,791 110,691 112,706: 7,514 5,500
Other: 126,836: 35,822 9,883 18,904 67,586 96,255 122,311 125,041: 4,525 1,795
: : :
: : Changes in Commitments from: June 21, 2016 :
: 7,668: 2,848 3,118 2,840 505 667 6,192 6,625: 1,476 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.3 25.1 44.5 61.6 95.1 97.0: 4.9 3.0
Old : 100.0: 37.6 28.1 20.9 35.1 46.4 93.6 95.3: 6.4 4.7
Other: 100.0: 28.2 7.8 14.9 53.3 75.9 96.4 98.6: 3.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 93 49 77 57 51 189 150:
Old : 209: 83 57 50 40 44 147 128:
Other: 154: 64 25 32 49 36 131 78:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 28.1 28.1 39.5 12.5 18.4 19.1 26.7
Old : 19.7 22.4 30.8 36.4 13.5 18.8 21.9 29.4
Other: 26.1 39.4 38.3 52.2 22.1 27.5 32.5 39.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,107,386: 350,218 20,617 214,063 447,336 831,521 1,011,617 1,066,201: 95,769 41,185
Old : 1,107,386: 350,218 20,617 214,063 447,336 831,521 1,011,617 1,066,201: 95,769 41,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -28,675: 1,232 1,908 788 -25,632 -29,450 -23,611 -26,754: -5,063 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 1.9 19.3 40.4 75.1 91.4 96.3: 8.6 3.7
Old : 100.0: 31.6 1.9 19.3 40.4 75.1 91.4 96.3: 8.6 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 : 245: 108 30 72 90 86 224 166:
Old : 245: 108 30 72 90 86 224 166:
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 : 12.0 26.9 20.5 40.4 10.6 24.3 15.6 35.1
Old : 12.0 26.9 20.5 40.4 10.6 24.3 15.6 35.1
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 28, 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 : 218,830: 55,064 18,880 52,742 98,628 139,774 206,434 211,396: 12,396 7,435
Old : 125,086: 51,958 22,812 19,608 45,170 77,431 116,736 119,852: 8,350 5,235
Other: 93,744: 17,911 10,872 18,329 53,458 62,343 89,698 91,544: 4,046 2,200
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,423: 1,530 -404 -5,050 515 2,428 -3,006 -3,026: -418 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 8.6 24.1 45.1 63.9 94.3 96.6: 5.7 3.4
Old : 100.0: 41.5 18.2 15.7 36.1 61.9 93.3 95.8: 6.7 4.2
Other: 100.0: 19.1 11.6 19.6 57.0 66.5 95.7 97.7: 4.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 168 89 120 138 127 371 279:
Old : 398: 148 91 72 98 116 282 244:
Other: 279: 96 43 54 112 95 232 171:
:----------------------------------------------------------------------------------------------------
: 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 18.4 22.9 30.0 10.0 12.3 15.8 19.6
Old : 18.0 18.7 27.3 30.4 14.9 15.0 22.4 24.7
Other: 18.5 22.4 29.7 37.2 12.4 15.9 19.1 25.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 48,326: 31,329 18,904 3,608 7,354 22,455 42,291 44,967: 6,036 3,360
Old : 48,326: 31,329 18,904 3,608 7,354 22,455 42,291 44,967: 6,036 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,682: -2,766 -5,855 158 116 2,053 -2,492 -3,645: -190 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 39.1 7.5 15.2 46.5 87.5 93.0: 12.5 7.0
Old : 100.0: 64.8 39.1 7.5 15.2 46.5 87.5 93.0: 12.5 7.0
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 : 112: 68 26 14 9 10 84 46:
Old : 112: 68 26 14 9 10 84 46:
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 : 40.9 57.9 52.9 73.3 37.3 57.3 47.8 70.3
Old : 40.9 57.9 52.9 73.3 37.3 57.3 47.8 70.3
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, June 28, 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 : 344,390: 42,444 76,761 5,955 281,839 244,626 330,238 327,342: 14,152 17,048
Old : 344,390: 42,444 76,761 5,955 281,839 244,626 330,238 327,342: 14,152 17,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,657: -14,045 1,121 -446 28,676 7,473 14,186 8,148: -3,529 2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.3 1.7 81.8 71.0 95.9 95.0: 4.1 5.0
Old : 100.0: 12.3 22.3 1.7 81.8 71.0 95.9 95.0: 4.1 5.0
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: 43 50 13 102 106 153 161:
Old : 262: 43 50 13 102 106 153 161:
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 : 33.1 32.8 44.5 41.8 32.2 32.8 42.8 41.1
Old : 33.1 32.8 44.5 41.8 32.2 32.8 42.8 41.1
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 28, 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 : 206,636: 43,456 8,281 2,577 153,947 192,033 199,980 202,891: 6,656 3,745
Old : 206,636: 43,456 8,281 2,577 153,947 192,033 199,980 202,891: 6,656 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,168: 3,539 632 -1,097 6,795 11,096 9,237 10,631: 931 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.0 1.2 74.5 92.9 96.8 98.2: 3.2 1.8
Old : 100.0: 21.0 4.0 1.2 74.5 92.9 96.8 98.2: 3.2 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 : 123: 22 12 7 62 49 86 66:
Old : 123: 22 12 7 62 49 86 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 : 33.6 48.7 48.9 65.8 32.6 48.7 47.6 65.6
Old : 33.6 48.7 48.9 65.8 32.6 48.7 47.6 65.6
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, June 28, 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 : 643,701: 195,931 75,693 9,645 419,753 547,678 625,329 633,016: 18,372 10,685
Old : 643,701: 195,931 75,693 9,645 419,753 547,678 625,329 633,016: 18,372 10,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 26,878: 3,649 5,729 -751 23,737 21,992 26,635 26,970: 243 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.8 1.5 65.2 85.1 97.1 98.3: 2.9 1.7
Old : 100.0: 30.4 11.8 1.5 65.2 85.1 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 : 281: 87 44 23 112 78 211 133:
Old : 281: 87 44 23 112 78 211 133:
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 : 23.3 36.2 36.0 53.1 18.9 36.1 28.9 50.6
Old : 23.3 36.2 36.0 53.1 18.9 36.1 28.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016