COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 336,754: 111,658 17,913 86,008 117,839 224,593 315,506 328,514: 21,248 8,240
Old : 325,103: 111,241 18,215 82,425 110,486 216,509 304,152 317,149: 20,950 7,954
Other: 11,651: 1,435 717 2,564 7,354 8,084 11,353 11,365: 297 286
: : :
: : Changes in Commitments from: July 19, 2016 :
: 9,463: -1,525 -720 5,477 4,339 4,847 8,291 9,603: 1,171 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 5.3 25.5 35.0 66.7 93.7 97.6: 6.3 2.4
Old : 100.0: 34.2 5.6 25.4 34.0 66.6 93.6 97.6: 6.4 2.4
Other: 100.0: 12.3 6.2 22.0 63.1 69.4 97.4 97.5: 2.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 177 57 82 71 76 286 182:
Old : 330: 173 59 80 68 76 281 180:
Other: 54: 14 6 9 15 26 30 40:
:----------------------------------------------------------------------------------------------------
: 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 30.1 21.5 41.6 9.3 23.3 14.6 30.7
Old : 12.6 30.8 20.8 42.0 9.6 25.7 15.1 32.7
Other: 62.7 45.0 82.0 66.9 56.2 39.5 66.5 55.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 23,888: 10,830 707 3,488 6,264 18,135 20,582 22,330: 3,305 1,558
Old : 22,023: 10,837 623 2,917 5,183 17,046 18,938 20,586: 3,085 1,437
Other: 1,865: 16 108 547 1,081 1,089 1,645 1,744: 220 121
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,666: 647 -173 432 433 1,359 1,512 1,618: 154 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 3.0 14.6 26.2 75.9 86.2 93.5: 13.8 6.5
Old : 100.0: 49.2 2.8 13.2 23.5 77.4 86.0 93.5: 14.0 6.5
Other: 100.0: 0.9 5.8 29.3 58.0 58.4 88.2 93.5: 11.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 46 13 12 21 22 72 42:
Old : 89: 46 13 12 21 22 72 42:
Other: 25: 4 3 4 12 9 18 14:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 46.1 38.1 69.7 24.7 44.7 34.0 61.4
Old : 26.9 48.5 37.3 70.7 25.0 47.7 34.0 63.9
Other: 59.2 59.0 76.7 85.4 42.9 42.4 50.4 55.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 263,143: 62,630 37,128 71,467 117,795 144,315 251,892 252,910: 11,251 10,233
Old : 101,294: 32,444 36,370 19,164 44,141 39,001 95,749 94,535: 5,545 6,759
Other: 161,849: 45,819 16,390 36,670 73,653 105,315 156,143 158,375: 5,706 3,474
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,806: -4,313 12,228 6,256 3,966 -16,347 5,910 2,137: -1,103 2,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.1 27.2 44.8 54.8 95.7 96.1: 4.3 3.9
Old : 100.0: 32.0 35.9 18.9 43.6 38.5 94.5 93.3: 5.5 6.7
Other: 100.0: 28.3 10.1 22.7 45.5 65.1 96.5 97.9: 3.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 83 69 84 60 49 187 166:
Old : 202: 74 66 42 44 33 135 124:
Other: 176: 68 42 56 52 42 152 110:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 22.4 28.8 32.8 13.7 14.3 20.3 22.7
Old : 20.6 23.1 31.9 35.6 15.5 21.2 25.6 31.4
Other: 24.0 28.4 35.2 40.8 21.6 19.0 28.8 30.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 1,080,398: 332,216 23,078 226,655 410,619 781,716 969,490 1,031,450: 110,908 48,948
Old : 1,080,398: 332,216 23,078 226,655 410,619 781,716 969,490 1,031,450: 110,908 48,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 973: 1,059 3,841 -280 -13,035 -11,444 -12,256 -7,884: 13,229 8,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.1 21.0 38.0 72.4 89.7 95.5: 10.3 4.5
Old : 100.0: 30.7 2.1 21.0 38.0 72.4 89.7 95.5: 10.3 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 : 238: 100 32 65 85 86 210 163:
Old : 238: 100 32 65 85 86 210 163:
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 : 11.8 26.6 19.4 39.8 10.4 23.8 15.4 34.7
Old : 11.8 26.6 19.4 39.8 10.4 23.8 15.4 34.7
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, July 26, 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 : 232,572: 59,380 17,100 57,535 103,143 150,905 220,058 225,539: 12,514 7,033
Old : 107,927: 46,087 28,949 14,951 38,968 59,906 100,007 103,807: 7,920 4,120
Other: 124,646: 31,031 5,890 24,845 64,175 90,998 120,051 121,733: 4,594 2,913
: : :
: : Changes in Commitments from: July 19, 2016 :
: -5,809: -2,681 -1,388 -3,358 1,671 -636 -4,369 -5,382: -1,440 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.4 24.7 44.3 64.9 94.6 97.0: 5.4 3.0
Old : 100.0: 42.7 26.8 13.9 36.1 55.5 92.7 96.2: 7.3 3.8
Other: 100.0: 24.9 4.7 19.9 51.5 73.0 96.3 97.7: 3.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 158 84 131 135 124 365 282:
Old : 376: 141 86 63 97 104 267 225:
Other: 309: 107 57 75 117 109 263 206:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 19.1 23.2 30.5 10.3 11.6 15.7 18.7
Old : 18.4 18.2 27.1 30.4 15.7 14.3 23.3 23.8
Other: 17.1 22.4 27.8 35.6 11.0 14.9 18.1 22.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 63,312: 41,254 18,841 5,512 8,134 36,723 54,901 61,076: 8,412 2,236
Old : 63,312: 41,254 18,841 5,512 8,134 36,723 54,901 61,076: 8,412 2,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,341: 5,960 -1,994 458 441 7,378 6,859 5,842: -518 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 29.8 8.7 12.8 58.0 86.7 96.5: 13.3 3.5
Old : 100.0: 65.2 29.8 8.7 12.8 58.0 86.7 96.5: 13.3 3.5
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 : 137: 95 25 17 10 8 115 42:
Old : 137: 95 25 17 10 8 115 42:
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 : 36.0 56.2 46.8 73.2 32.0 56.2 41.0 70.2
Old : 36.0 56.2 46.8 73.2 32.0 56.2 41.0 70.2
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, July 26, 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 : 327,650: 56,442 64,381 6,424 245,134 240,401 308,000 311,206: 19,651 16,445
Old : 327,650: 56,442 64,381 6,424 245,134 240,401 308,000 311,206: 19,651 16,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,278: 8,322 -1,176 -1,239 -7,926 2,702 -843 287: 2,121 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.6 2.0 74.8 73.4 94.0 95.0: 6.0 5.0
Old : 100.0: 17.2 19.6 2.0 74.8 73.4 94.0 95.0: 6.0 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 : 265: 59 42 14 100 103 164 154:
Old : 265: 59 42 14 100 103 164 154:
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 : 28.2 28.6 40.2 38.4 27.0 28.6 37.9 37.7
Old : 28.2 28.6 40.2 38.4 27.0 28.6 37.9 37.7
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, July 26, 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 : 224,223: 40,643 8,375 1,822 174,480 210,025 216,945 220,222: 7,278 4,001
Old : 224,223: 40,643 8,375 1,822 174,480 210,025 216,945 220,222: 7,278 4,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,328: -1,143 -2,443 130 4,064 4,545 3,051 2,232: -723 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.7 0.8 77.8 93.7 96.8 98.2: 3.2 1.8
Old : 100.0: 18.1 3.7 0.8 77.8 93.7 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 : 121: 22 12 6 58 51 81 68:
Old : 121: 22 12 6 58 51 81 68:
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 : 37.4 50.2 51.2 64.0 36.9 50.2 50.7 63.9
Old : 37.4 50.2 51.2 64.0 36.9 50.2 50.7 63.9
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, July 26, 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 : 764,858: 250,844 71,190 10,829 483,103 675,168 744,776 757,187: 20,082 7,671
Old : 764,858: 250,844 71,190 10,829 483,103 675,168 744,776 757,187: 20,082 7,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 15,476: 17,373 -4,793 -802 -601 21,658 15,970 16,063: -494 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.3 1.4 63.2 88.3 97.4 99.0: 2.6 1.0
Old : 100.0: 32.8 9.3 1.4 63.2 88.3 97.4 99.0: 2.6 1.0
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 : 303: 106 38 22 117 83 231 135:
Old : 303: 106 38 22 117 83 231 135:
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 : 21.4 44.4 32.7 59.1 15.8 44.3 25.9 57.3
Old : 21.4 44.4 32.7 59.1 15.8 44.3 25.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016