COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 05, 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 : 183,962: 85,931 38,822 9,276 74,213 128,051 169,420 176,149: 14,542 7,813
Old : 178,665: 85,839 37,822 8,814 69,619 124,386 164,272 171,022: 14,393 7,643
Other: 5,297: 554 1,462 0 4,594 3,665 5,148 5,127: 149 170
: : :
: : Changes in Commitments from: June 28, 2016 :
: -295: 1,148 -762 236 -1,438 -1,072 -54 -1,598: -241 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 21.1 5.0 40.3 69.6 92.1 95.8: 7.9 4.2
Old : 100.0: 48.0 21.2 4.9 39.0 69.6 91.9 95.7: 8.1 4.3
Other: 100.0: 10.5 27.6 0.0 86.7 69.2 97.2 96.8: 2.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 134 67 49 52 60 208 154:
Old : 287: 136 65 48 49 60 205 153:
Other: 39: 3 10 0 11 17 14 27:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 28.9 26.4 41.0 16.8 27.3 26.4 38.6
Old : 17.3 29.8 27.2 41.7 17.3 29.6 27.2 41.3
Other: 82.4 52.3 93.6 75.3 82.0 52.3 92.7 75.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 05, 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 : 17,724: 9,053 1,863 39 5,534 14,544 14,626 16,446: 3,098 1,278
Old : 16,932: 9,053 1,657 39 4,868 14,018 13,960 15,714: 2,972 1,218
Other: 792: 0 206 0 666 526 666 732: 126 60
: : :
: : Changes in Commitments from: June 28, 2016 :
: 824: 709 522 -26 -209 365 474 861: 350 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 10.5 0.2 31.2 82.1 82.5 92.8: 17.5 7.2
Old : 100.0: 53.5 9.8 0.2 28.8 82.8 82.4 92.8: 17.6 7.2
Other: 100.0: 0.0 26.0 0.0 84.1 66.4 84.1 92.4: 15.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 34 12 3 15 14 50 28:
Old : 71: 34 12 3 15 14 50 28:
Other: 16: 0 3 0 9 5 9 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 : 33.6 54.4 46.6 77.9 33.6 54.2 46.6 75.6
Old : 33.0 55.1 45.9 77.9 33.0 54.8 45.9 75.5
Other: 73.9 80.7 83.7 92.4 73.9 79.2 82.6 90.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 05, 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 : 205,072: 77,127 28,197 25,764 91,103 144,841 193,994 198,802: 11,078 6,270
Old : 92,285: 53,173 33,886 2,308 30,161 51,286 85,642 87,480: 6,643 4,805
Other: 112,787: 42,021 12,378 5,389 60,942 93,555 108,352 111,322: 4,435 1,465
: : :
: : Changes in Commitments from: June 28, 2016 :
: 8,598: 3,563 -976 1,360 4,415 8,979 9,338 9,363: -740 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.7 12.6 44.4 70.6 94.6 96.9: 5.4 3.1
Old : 100.0: 57.6 36.7 2.5 32.7 55.6 92.8 94.8: 7.2 5.2
Other: 100.0: 37.3 11.0 4.8 54.0 82.9 96.1 98.7: 3.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 96 46 68 54 46 191 132:
Old : 206: 87 55 17 34 39 127 105:
Other: 153: 70 20 27 47 30 131 66:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 32.9 27.4 45.6 15.8 27.6 24.9 37.8
Old : 19.2 26.8 32.0 43.0 19.1 25.9 31.9 42.1
Other: 25.8 42.7 40.1 58.3 25.0 34.2 38.0 48.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 05, 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 : 842,090: 340,083 36,450 62,337 346,402 713,032 748,822 811,819: 93,268 30,271
Old : 842,090: 340,083 36,450 62,337 346,402 713,032 748,822 811,819: 93,268 30,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -13,671: -5,976 3,462 5,119 -16,687 -16,564 -17,544 -7,983: 3,873 -5,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 4.3 7.4 41.1 84.7 88.9 96.4: 11.1 3.6
Old : 100.0: 40.4 4.3 7.4 41.1 84.7 88.9 96.4: 11.1 3.6
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 : 246: 106 31 61 78 82 208 156:
Old : 246: 106 31 61 78 82 208 156:
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 : 13.9 33.4 21.3 50.4 13.6 31.5 20.7 46.0
Old : 13.9 33.4 21.3 50.4 13.6 31.5 20.7 46.0
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 - Futures Only, July 05, 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 : 176,566: 58,947 21,317 25,485 79,598 122,438 164,030 169,240: 12,536 7,326
Old : 99,469: 55,576 27,755 1,665 33,502 65,182 90,743 94,602: 8,726 4,867
Other: 77,097: 21,483 11,674 5,708 46,096 57,256 73,287 74,638: 3,810 2,459
: : :
: : Changes in Commitments from: June 28, 2016 :
: 4,420: 2,011 -1,824 2,798 -1,176 2,932 3,633 3,906: 787 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.1 14.4 45.1 69.3 92.9 95.9: 7.1 4.1
Old : 100.0: 55.9 27.9 1.7 33.7 65.5 91.2 95.1: 8.8 4.9
Other: 100.0: 27.9 15.1 7.4 59.8 74.3 95.1 96.8: 4.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 158 79 92 128 119 342 248:
Old : 388: 144 89 15 67 100 218 198:
Other: 273: 89 45 43 113 91 225 159:
:----------------------------------------------------------------------------------------------------
: 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 17.7 22.7 28.9 12.9 15.8 19.9 24.7
Old : 18.4 19.1 28.9 30.6 18.4 19.1 28.1 30.4
Other: 17.9 23.9 27.6 38.8 14.5 19.0 22.7 29.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 05, 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 : 51,060: 32,442 20,163 3,991 7,419 25,073 43,852 49,227: 7,208 1,833
Old : 51,060: 32,442 20,163 3,991 7,419 25,073 43,852 49,227: 7,208 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,357: 1,384 1,284 575 140 2,955 2,099 4,814: 1,258 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 39.5 7.8 14.5 49.1 85.9 96.4: 14.1 3.6
Old : 100.0: 63.5 39.5 7.8 14.5 49.1 85.9 96.4: 14.1 3.6
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 : 113: 66 30 13 9 9 85 45:
Old : 113: 66 30 13 9 9 85 45:
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 : 39.4 51.0 50.9 71.9 35.4 51.0 45.7 69.5
Old : 39.4 51.0 50.9 71.9 35.4 51.0 45.7 69.5
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 - Futures Only, July 05, 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 : 332,346: 38,028 76,447 5,711 273,131 234,817 316,870 316,975: 15,476 15,371
Old : 332,346: 38,028 76,447 5,711 273,131 234,817 316,870 316,975: 15,476 15,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -10,992: -4,416 -279 -98 -7,963 -9,080 -12,477 -9,457: 1,485 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.0 1.7 82.2 70.7 95.3 95.4: 4.7 4.6
Old : 100.0: 11.4 23.0 1.7 82.2 70.7 95.3 95.4: 4.7 4.6
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 : 263: 40 51 14 103 108 153 163:
Old : 263: 40 51 14 103 108 153 163:
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 : 35.0 32.8 46.5 41.4 33.8 32.8 44.2 41.1
Old : 35.0 32.8 46.5 41.4 33.8 32.8 44.2 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 - Futures Only, July 05, 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 : 210,437: 43,069 11,091 1,869 159,753 193,268 204,691 206,228: 5,746 4,209
Old : 210,437: 43,069 11,091 1,869 159,753 193,268 204,691 206,228: 5,746 4,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,801: -387 2,810 -708 5,806 1,235 4,711 3,337: -910 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 5.3 0.9 75.9 91.8 97.3 98.0: 2.7 2.0
Old : 100.0: 20.5 5.3 0.9 75.9 91.8 97.3 98.0: 2.7 2.0
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 : 127: 20 16 6 63 52 85 72:
Old : 127: 20 16 6 63 52 85 72:
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 : 34.7 46.0 49.3 61.6 34.1 46.0 48.5 61.3
Old : 34.7 46.0 49.3 61.6 34.1 46.0 48.5 61.3
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 - Futures Only, July 05, 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 : 653,187: 184,943 77,942 9,740 438,575 554,132 633,258 641,814: 19,929 11,373
Old : 653,187: 184,943 77,942 9,740 438,575 554,132 633,258 641,814: 19,929 11,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 9,486: -10,988 2,249 95 18,822 6,454 7,929 8,798: 1,557 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.9 1.5 67.1 84.8 96.9 98.3: 3.1 1.7
Old : 100.0: 28.3 11.9 1.5 67.1 84.8 96.9 98.3: 3.1 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 : 292: 92 47 21 112 82 216 138:
Old : 292: 92 47 21 112 82 216 138:
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 : 23.2 36.1 35.9 51.9 17.8 36.1 28.4 49.8
Old : 23.2 36.1 35.9 51.9 17.8 36.1 28.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016