COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 19, 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 : 231,269: 118,607 42,064 11,823 81,802 170,290 212,232 224,177: 19,037 7,092
Old : 223,162: 118,573 41,161 10,705 75,108 164,446 204,386 216,312: 18,776 6,850
Other: 8,107: 1,151 2,020 1 6,694 5,844 7,846 7,865: 261 242
: : :
: : Changes in Commitments from: July 12, 2016 :
: 21,372: 13,367 2,572 3,823 4,433 14,848 21,623 21,243: -251 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 18.2 5.1 35.4 73.6 91.8 96.9: 8.2 3.1
Old : 100.0: 53.1 18.4 4.8 33.7 73.7 91.6 96.9: 8.4 3.1
Other: 100.0: 14.2 24.9 0.0 82.6 72.1 96.8 97.0: 3.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 167 59 54 55 71 256 159:
Old : 323: 167 58 53 50 70 250 157:
Other: 48: 5 10 1 12 23 18 34:
:----------------------------------------------------------------------------------------------------
: 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 31.1 21.2 41.9 13.5 28.9 21.2 38.1
Old : 14.0 32.1 21.9 43.2 14.0 31.0 21.9 41.3
Other: 77.1 45.5 92.5 65.5 77.1 45.5 92.2 65.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 19, 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 : 17,949: 10,163 2,274 32 4,753 14,366 14,948 16,672: 3,001 1,277
Old : 16,984: 10,163 1,956 32 3,924 13,778 14,119 15,766: 2,865 1,218
Other: 965: 0 318 0 829 588 829 906: 136 59
: : :
: : Changes in Commitments from: July 12, 2016 :
: -80: 303 142 27 -512 -311 -182 -142: 102 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 12.7 0.2 26.5 80.0 83.3 92.9: 16.7 7.1
Old : 100.0: 59.8 11.5 0.2 23.1 81.1 83.1 92.8: 16.9 7.2
Other: 100.0: 0.0 33.0 0.0 85.9 60.9 85.9 93.9: 14.1 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 34 13 2 15 15 50 29:
Old : 73: 34 13 2 15 15 50 29:
Other: 19: 0 4 0 9 7 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 53.3 46.5 77.4 34.3 52.8 46.5 76.4
Old : 33.9 54.2 45.4 77.5 33.9 53.8 45.4 76.6
Other: 74.3 80.8 85.6 91.8 74.3 79.6 84.7 90.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 19, 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 : 217,124: 76,560 25,453 34,933 93,465 149,442 204,958 209,828: 12,166 7,296
Old : 89,288: 46,914 36,880 1,611 33,965 45,153 82,490 83,644: 6,798 5,644
Other: 127,836: 53,169 12,096 9,799 59,500 104,289 122,468 126,184: 5,368 1,652
: : :
: : Changes in Commitments from: July 12, 2016 :
: 3,180: -1,965 -3,016 6,514 -864 -687 3,685 2,811: -505 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 11.7 16.1 43.0 68.8 94.4 96.6: 5.6 3.4
Old : 100.0: 52.5 41.3 1.8 38.0 50.6 92.4 93.7: 7.6 6.3
Other: 100.0: 41.6 9.5 7.7 46.5 81.6 95.8 98.7: 4.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 90 45 70 58 49 185 140:
Old : 195: 76 56 20 39 34 126 99:
Other: 164: 75 23 38 46 38 138 84:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 30.9 26.1 44.5 15.0 25.8 22.9 35.5
Old : 20.4 30.4 34.4 45.9 20.4 29.5 34.4 44.9
Other: 24.7 39.2 38.1 54.8 23.6 31.2 34.4 45.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 19, 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 : 832,463: 332,870 35,113 70,116 338,333 693,214 741,319 798,443: 91,144 34,020
Old : 832,463: 332,870 35,113 70,116 338,333 693,214 741,319 798,443: 91,144 34,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -7,951: -5,692 -1,014 1,578 -5,558 -12,589 -9,672 -12,025: 1,721 4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 4.2 8.4 40.6 83.3 89.1 95.9: 10.9 4.1
Old : 100.0: 40.0 4.2 8.4 40.6 83.3 89.1 95.9: 10.9 4.1
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 : 238: 99 31 59 79 79 201 151:
Old : 238: 99 31 59 79 79 201 151:
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 : 13.6 33.5 21.0 50.4 13.6 31.7 20.0 45.9
Old : 13.6 33.5 21.0 50.4 13.6 31.7 20.0 45.9
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 19, 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 : 186,943: 64,471 21,368 28,035 81,093 130,775 173,599 180,178: 13,344 6,765
Old : 95,859: 54,255 32,189 1,109 31,392 58,322 86,756 91,620: 9,103 4,239
Other: 91,084: 30,672 9,635 6,470 49,701 72,453 86,843 88,558: 4,241 2,526
: : :
: : Changes in Commitments from: July 12, 2016 :
: 6,422: 1,476 782 2,882 2,388 2,223 6,746 5,887: -324 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.4 15.0 43.4 70.0 92.9 96.4: 7.1 3.6
Old : 100.0: 56.6 33.6 1.2 32.7 60.8 90.5 95.6: 9.5 4.4
Other: 100.0: 33.7 10.6 7.1 54.6 79.5 95.3 97.2: 4.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 163 75 103 128 112 351 248:
Old : 384: 147 90 19 66 94 224 193:
Other: 289: 102 49 46 110 91 235 167:
:----------------------------------------------------------------------------------------------------
: 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 18.9 22.4 29.8 12.8 16.1 19.5 25.2
Old : 18.0 17.9 28.7 29.1 17.8 17.8 28.2 29.0
Other: 16.9 26.3 28.4 40.3 14.9 20.3 24.0 29.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 19, 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 : 56,826: 35,300 20,774 5,037 7,641 29,311 47,978 55,122: 8,848 1,704
Old : 56,826: 35,300 20,774 5,037 7,641 29,311 47,978 55,122: 8,848 1,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 4,148: 2,196 1,654 396 -46 2,370 2,546 4,420: 1,602 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 36.6 8.9 13.4 51.6 84.4 97.0: 15.6 3.0
Old : 100.0: 62.1 36.6 8.9 13.4 51.6 84.4 97.0: 15.6 3.0
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 : 129: 88 25 11 9 10 104 41:
Old : 129: 88 25 11 9 10 104 41:
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 : 35.7 53.1 47.5 70.7 32.0 52.9 41.8 69.0
Old : 35.7 53.1 47.5 70.7 32.0 52.9 41.8 69.0
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 19, 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 : 325,500: 48,120 65,738 7,348 252,620 237,087 308,088 310,173: 17,412 15,327
Old : 325,500: 48,120 65,738 7,348 252,620 237,087 308,088 310,173: 17,412 15,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -7,237: 5,545 -7,077 911 -13,231 -1,839 -6,775 -8,005: -462 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.2 2.3 77.6 72.8 94.7 95.3: 5.3 4.7
Old : 100.0: 14.8 20.2 2.3 77.6 72.8 94.7 95.3: 5.3 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 : 269: 57 44 15 99 104 161 158:
Old : 269: 57 44 15 99 104 161 158:
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 : 30.1 29.0 42.2 38.6 28.7 29.0 39.7 38.1
Old : 30.1 29.0 42.2 38.6 28.7 29.0 39.7 38.1
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 19, 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 : 221,895: 41,786 10,818 1,692 170,416 205,480 213,894 217,990: 8,001 3,905
Old : 221,895: 41,786 10,818 1,692 170,416 205,480 213,894 217,990: 8,001 3,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,463: -1,358 -1,249 -337 2,193 3,445 498 1,859: 965 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.9 0.8 76.8 92.6 96.4 98.2: 3.6 1.8
Old : 100.0: 18.8 4.9 0.8 76.8 92.6 96.4 98.2: 3.6 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 : 122: 22 12 6 59 54 82 71:
Old : 122: 22 12 6 59 54 82 71:
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 : 37.8 47.5 52.1 62.2 37.3 47.5 51.3 61.9
Old : 37.8 47.5 52.1 62.2 37.3 47.5 51.3 61.9
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 - Futures Only, July 19, 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 : 749,382: 233,471 75,983 11,631 483,704 653,510 728,806 741,124: 20,576 8,258
Old : 749,382: 233,471 75,983 11,631 483,704 653,510 728,806 741,124: 20,576 8,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 59,337: 33,184 -5,758 1,289 25,945 65,770 60,418 61,301: -1,081 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.1 1.6 64.5 87.2 97.3 98.9: 2.7 1.1
Old : 100.0: 31.2 10.1 1.6 64.5 87.2 97.3 98.9: 2.7 1.1
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 : 300: 103 39 23 117 83 229 136:
Old : 300: 103 39 23 117 83 229 136:
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 : 22.1 41.6 33.6 56.2 16.7 41.5 26.9 54.5
Old : 22.1 41.6 33.6 56.2 16.7 41.5 26.9 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016