COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 12, 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 : 209,897: 105,240 39,492 8,000 77,369 155,442 190,609 202,934: 19,288 6,963
Old : 203,416: 105,329 38,651 7,272 71,692 150,743 184,293 196,666: 19,123 6,750
Other: 6,481: 639 1,569 0 5,677 4,699 6,316 6,268: 165 213
: : :
: : Changes in Commitments from: July 5, 2016 :
: 25,935: 19,309 670 -1,276 3,156 27,391 21,189 26,785: 4,746 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 18.8 3.8 36.9 74.1 90.8 96.7: 9.2 3.3
Old : 100.0: 51.8 19.0 3.6 35.2 74.1 90.6 96.7: 9.4 3.3
Other: 100.0: 9.9 24.2 0.0 87.6 72.5 97.5 96.7: 2.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 159 64 45 53 62 232 151:
Old : 307: 161 61 44 50 61 229 148:
Other: 42: 3 10 0 13 19 16 29:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 31.0 23.9 42.5 15.1 28.7 23.9 38.9
Old : 15.5 32.0 24.6 43.5 15.5 30.5 24.6 41.5
Other: 80.5 46.9 93.8 68.1 80.1 46.9 93.3 68.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 12, 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 : 18,029: 9,860 2,132 5 5,265 14,677 15,130 16,814: 2,899 1,215
Old : 17,160: 9,860 1,868 5 4,517 14,129 14,382 16,002: 2,778 1,158
Other: 869: 0 264 0 748 548 748 812: 121 57
: : :
: : Changes in Commitments from: July 5, 2016 :
: 305: 807 269 -34 -269 133 504 368: -199 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 11.8 0.0 29.2 81.4 83.9 93.3: 16.1 6.7
Old : 100.0: 57.5 10.9 0.0 26.3 82.3 83.8 93.3: 16.2 6.7
Other: 100.0: 0.0 30.4 0.0 86.1 63.1 86.1 93.4: 13.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 33 13 2 16 15 51 28:
Old : 72: 33 13 2 16 15 51 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 : 36.0 54.5 48.3 78.2 36.0 54.1 48.3 76.5
Old : 35.5 55.3 47.6 78.3 35.5 54.9 47.6 76.6
Other: 73.2 83.1 85.7 93.4 73.2 81.7 84.7 92.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 12, 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 : 213,944: 78,525 28,469 28,419 94,329 150,129 201,273 207,017: 12,671 6,927
Old : 91,367: 50,414 36,111 1,264 31,911 48,887 83,589 86,262: 7,778 5,105
Other: 122,577: 48,442 12,689 6,824 62,418 101,242 117,684 120,755: 4,893 1,822
: : :
: : Changes in Commitments from: July 5, 2016 :
: 8,872: 1,398 272 2,655 3,226 5,288 7,279 8,215: 1,593 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 13.3 13.3 44.1 70.2 94.1 96.8: 5.9 3.2
Old : 100.0: 55.2 39.5 1.4 34.9 53.5 91.5 94.4: 8.5 5.6
Other: 100.0: 39.5 10.4 5.6 50.9 82.6 96.0 98.5: 4.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 93 41 67 55 46 183 131:
Old : 195: 79 52 17 36 37 126 95:
Other: 155: 71 20 35 47 31 135 73:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 32.2 27.0 45.5 15.3 26.6 24.3 37.0
Old : 19.6 27.9 33.9 45.5 19.6 27.0 33.9 44.6
Other: 24.9 41.4 39.2 56.8 23.5 33.0 36.8 46.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 12, 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 : 840,414: 338,562 36,127 68,538 343,891 705,803 750,991 810,468: 89,423 29,946
Old : 840,414: 338,562 36,127 68,538 343,891 705,803 750,991 810,468: 89,423 29,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,676: -1,521 -323 6,201 -2,511 -7,229 2,169 -1,351: -3,845 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 4.3 8.2 40.9 84.0 89.4 96.4: 10.6 3.6
Old : 100.0: 40.3 4.3 8.2 40.9 84.0 89.4 96.4: 10.6 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 : 244: 105 28 57 80 81 208 149:
Old : 244: 105 28 57 80 81 208 149:
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 : 13.5 33.9 20.8 50.7 13.5 32.0 20.1 46.5
Old : 13.5 33.9 20.8 50.7 13.5 32.0 20.1 46.5
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 12, 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 : 180,521: 62,995 20,586 25,153 78,705 128,552 166,853 174,291: 13,668 6,230
Old : 97,405: 54,962 29,260 1,106 31,787 62,950 87,855 93,316: 9,550 4,089
Other: 83,116: 25,710 9,003 6,370 46,918 65,602 78,998 80,975: 4,118 2,141
: : :
: : Changes in Commitments from: July 5, 2016 :
: 3,955: 4,048 -731 -332 -893 6,114 2,823 5,051: 1,132 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 11.4 13.9 43.6 71.2 92.4 96.5: 7.6 3.5
Old : 100.0: 56.4 30.0 1.1 32.6 64.6 90.2 95.8: 9.8 4.2
Other: 100.0: 30.9 10.8 7.7 56.4 78.9 95.0 97.4: 5.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 156 72 93 127 116 337 242:
Old : 378: 140 86 19 66 101 216 197:
Other: 270: 92 41 40 111 92 223 156:
:----------------------------------------------------------------------------------------------------
: 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 18.8 22.7 30.0 13.1 15.8 19.8 25.5
Old : 17.8 18.7 27.8 30.0 17.8 18.7 26.8 29.6
Other: 17.2 25.3 28.3 39.3 14.7 18.6 24.3 28.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 12, 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 : 52,678: 33,104 19,120 4,641 7,687 26,941 45,432 50,702: 7,246 1,976
Old : 52,678: 33,104 19,120 4,641 7,687 26,941 45,432 50,702: 7,246 1,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,618: 662 -1,043 650 268 1,868 1,580 1,475: 38 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 36.3 8.8 14.6 51.1 86.2 96.2: 13.8 3.8
Old : 100.0: 62.8 36.3 8.8 14.6 51.1 86.2 96.2: 13.8 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 : 115: 69 27 12 10 9 89 42:
Old : 115: 69 27 12 10 9 89 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 : 40.0 52.7 52.5 71.5 36.8 52.7 47.1 68.9
Old : 40.0 52.7 52.5 71.5 36.8 52.7 47.1 68.9
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 12, 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 : 332,737: 42,575 72,815 6,437 265,851 238,926 314,863 318,178: 17,874 14,559
Old : 332,737: 42,575 72,815 6,437 265,851 238,926 314,863 318,178: 17,874 14,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 391: 4,547 -3,632 726 -7,280 4,109 -2,007 1,203: 2,398 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.9 1.9 79.9 71.8 94.6 95.6: 5.4 4.4
Old : 100.0: 12.8 21.9 1.9 79.9 71.8 94.6 95.6: 5.4 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 : 273: 49 46 13 107 107 162 160:
Old : 273: 49 46 13 107 107 162 160:
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 : 31.8 30.0 43.7 38.5 30.6 30.0 41.5 38.0
Old : 31.8 30.0 43.7 38.5 30.6 30.0 41.5 38.0
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 12, 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 : 220,432: 43,144 12,067 2,029 168,223 202,035 213,396 216,131: 7,036 4,301
Old : 220,432: 43,144 12,067 2,029 168,223 202,035 213,396 216,131: 7,036 4,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 9,995: 75 976 160 8,470 8,767 8,705 9,903: 1,290 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.5 0.9 76.3 91.7 96.8 98.0: 3.2 2.0
Old : 100.0: 19.6 5.5 0.9 76.3 91.7 96.8 98.0: 3.2 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 : 124: 17 17 6 60 54 79 75:
Old : 124: 17 17 6 60 54 79 75:
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 : 37.3 46.9 51.7 61.5 36.8 46.9 50.9 61.3
Old : 37.3 46.9 51.7 61.5 36.8 46.9 50.9 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 12, 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 : 690,045: 200,287 81,741 10,342 457,759 587,740 668,388 679,823: 21,657 10,222
Old : 690,045: 200,287 81,741 10,342 457,759 587,740 668,388 679,823: 21,657 10,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 36,858: 15,344 3,799 602 19,184 33,608 35,130 38,009: 1,728 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.8 1.5 66.3 85.2 96.9 98.5: 3.1 1.5
Old : 100.0: 29.0 11.8 1.5 66.3 85.2 96.9 98.5: 3.1 1.5
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 : 295: 96 43 24 116 82 224 137:
Old : 295: 96 43 24 116 82 224 137:
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 : 22.3 37.0 34.6 52.5 17.1 36.9 27.1 50.3
Old : 22.3 37.0 34.6 52.5 17.1 36.9 27.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016