COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 02, 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 : 237,053: 118,994 37,553 12,650 86,226 178,776 217,870 228,979: 19,183 8,074
Old : 227,996: 118,894 36,359 11,632 78,574 172,321 209,100 220,312: 18,896 7,684
Other: 9,057: 1,118 2,212 0 7,652 6,455 8,770 8,667: 287 390
: : :
: : Changes in Commitments from: July 26, 2016 :
: 730: 1,862 -3,696 -1,422 1,167 4,662 1,607 -456: -877 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 15.8 5.3 36.4 75.4 91.9 96.6: 8.1 3.4
Old : 100.0: 52.1 15.9 5.1 34.5 75.6 91.7 96.6: 8.3 3.4
Other: 100.0: 12.3 24.4 0.0 84.5 71.3 96.8 95.7: 3.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 160 52 49 54 70 239 155:
Old : 307: 161 50 49 48 69 233 152:
Other: 55: 6 12 0 16 25 22 37:
:----------------------------------------------------------------------------------------------------
: 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 33.2 21.1 44.1 13.5 31.2 21.0 40.8
Old : 13.9 34.5 21.6 45.5 13.9 33.5 21.6 43.8
Other: 73.1 43.0 89.7 63.5 73.0 43.0 89.5 63.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 02, 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 : 18,103: 9,094 2,098 187 6,003 14,476 15,284 16,761: 2,819 1,342
Old : 16,819: 9,092 1,742 187 4,938 13,703 14,217 15,632: 2,602 1,187
Other: 1,284: 2 356 0 1,065 773 1,067 1,129: 217 155
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,042: -1,672 -100 36 908 -986 -728 -1,050: -314 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 11.6 1.0 33.2 80.0 84.4 92.6: 15.6 7.4
Old : 100.0: 54.1 10.4 1.1 29.4 81.5 84.5 92.9: 15.5 7.1
Other: 100.0: 0.2 27.7 0.0 82.9 60.2 83.1 87.9: 16.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 29 13 2 18 18 49 32:
Old : 71: 29 13 2 18 17 49 31:
Other: 22: 1 4 0 11 8 12 12:
:----------------------------------------------------------------------------------------------------
: 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 50.8 47.5 72.9 35.0 48.7 45.9 67.6
Old : 35.4 52.2 47.1 74.3 34.1 49.9 45.1 68.5
Other: 67.4 71.7 79.8 85.1 67.4 68.1 78.4 81.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 02, 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 : 229,453: 79,447 46,449 36,014 103,045 139,005 218,506 221,468: 10,947 7,985
Old : 83,395: 45,226 34,000 1,312 32,250 42,947 78,788 78,259: 4,607 5,136
Other: 146,058: 49,899 28,127 19,024 70,795 96,058 139,718 143,209: 6,340 2,849
: : :
: : Changes in Commitments from: July 26, 2016 :
: 10,865: 5,306 9,440 -9 5,527 3,277 10,824 12,708: 41 -1,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 20.2 15.7 44.9 60.6 95.2 96.5: 4.8 3.5
Old : 100.0: 54.2 40.8 1.6 38.7 51.5 94.5 93.8: 5.5 6.2
Other: 100.0: 34.2 19.3 13.0 48.5 65.8 95.7 98.0: 4.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 88 53 69 58 46 177 146:
Old : 185: 74 49 13 37 32 116 90:
Other: 179: 70 43 41 52 39 142 105:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 25.7 28.9 36.3 17.3 21.0 25.2 30.2
Old : 23.0 36.9 36.0 50.6 23.0 36.2 35.6 49.8
Other: 26.7 26.1 37.7 39.6 24.6 19.6 33.1 31.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 02, 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 : 846,754: 336,519 46,724 73,098 351,678 687,178 761,295 807,000: 85,459 39,754
Old : 846,754: 336,519 46,724 73,098 351,678 687,178 761,295 807,000: 85,459 39,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 15,845: 5,926 8,086 3,953 19,637 4,374 29,516 16,413: -13,671 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 5.5 8.6 41.5 81.2 89.9 95.3: 10.1 4.7
Old : 100.0: 39.7 5.5 8.6 41.5 81.2 89.9 95.3: 10.1 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 : 243: 103 35 61 79 80 207 155:
Old : 243: 103 35 61 79 80 207 155:
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 31.8 20.8 48.5 13.3 30.2 19.7 43.2
Old : 13.6 31.8 20.8 48.5 13.3 30.2 19.7 43.2
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, August 02, 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 : 189,156: 60,199 21,617 29,749 86,052 131,300 176,000 182,666: 13,156 6,490
Old : 80,874: 42,355 36,139 881 29,781 40,377 73,017 77,397: 7,857 3,477
Other: 108,282: 38,705 6,339 8,007 56,271 90,923 102,983 105,269: 5,299 3,013
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,543: -845 1,472 2,772 1,614 272 3,541 4,516: 1,002 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 11.4 15.7 45.5 69.4 93.0 96.6: 7.0 3.4
Old : 100.0: 52.4 44.7 1.1 36.8 49.9 90.3 95.7: 9.7 4.3
Other: 100.0: 35.7 5.9 7.4 52.0 84.0 95.1 97.2: 4.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 142 78 102 130 115 335 249:
Old : 354: 119 90 20 65 92 196 191:
Other: 295: 110 46 49 112 100 248 172:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 18.9 23.1 29.4 12.7 14.3 19.3 22.8
Old : 21.5 17.7 34.7 28.8 21.0 15.6 31.8 25.8
Other: 16.5 26.2 27.1 40.4 14.0 22.0 22.5 31.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 02, 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 : 54,870: 32,200 14,483 8,216 8,063 30,043 48,479 52,742: 6,391 2,128
Old : 54,870: 32,200 14,483 8,216 8,063 30,043 48,479 52,742: 6,391 2,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -8,261: -9,051 -4,289 2,733 -10 -6,630 -6,328 -8,186: -1,933 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 26.4 15.0 14.7 54.8 88.4 96.1: 11.6 3.9
Old : 100.0: 58.7 26.4 15.0 14.7 54.8 88.4 96.1: 11.6 3.9
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: 74 33 13 10 9 92 51:
Old : 127: 74 33 13 10 9 92 51:
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 : 40.7 63.7 56.6 75.8 35.1 59.7 45.8 68.0
Old : 40.7 63.7 56.6 75.8 35.1 59.7 45.8 68.0
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, August 02, 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 : 328,302: 59,049 61,196 6,414 242,946 244,498 308,409 312,108: 19,893 16,194
Old : 328,302: 59,049 61,196 6,414 242,946 244,498 308,409 312,108: 19,893 16,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,751: 2,607 -3,436 367 -1,621 4,903 1,353 1,834: 398 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.6 2.0 74.0 74.5 93.9 95.1: 6.1 4.9
Old : 100.0: 18.0 18.6 2.0 74.0 74.5 93.9 95.1: 6.1 4.9
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 : 261: 58 41 14 98 103 161 153:
Old : 261: 58 41 14 98 103 161 153:
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 : 26.9 28.8 38.6 38.1 25.7 28.7 36.8 37.6
Old : 26.9 28.8 38.6 38.1 25.7 28.7 36.8 37.6
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, August 02, 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 : 223,450: 38,115 6,359 3,068 174,708 209,705 215,891 219,132: 7,559 4,318
Old : 223,450: 38,115 6,359 3,068 174,708 209,705 215,891 219,132: 7,559 4,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -773: -2,528 -2,016 1,246 228 -320 -1,054 -1,090: 281 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.8 1.4 78.2 93.8 96.6 98.1: 3.4 1.9
Old : 100.0: 17.1 2.8 1.4 78.2 93.8 96.6 98.1: 3.4 1.9
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 10 6 60 52 83 67:
Old : 121: 22 10 6 60 52 83 67:
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 52.3 50.1 66.2 34.5 52.3 48.8 65.8
Old : 35.7 52.3 50.1 66.2 34.5 52.3 48.8 65.8
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, August 02, 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 : 759,662: 250,947 72,561 9,310 478,064 669,589 738,321 751,460: 21,341 8,202
Old : 759,662: 250,947 72,561 9,310 478,064 669,589 738,321 751,460: 21,341 8,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -5,196: 103 1,371 -1,519 -5,039 -5,579 -6,455 -5,727: 1,259 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.6 1.2 62.9 88.1 97.2 98.9: 2.8 1.1
Old : 100.0: 33.0 9.6 1.2 62.9 88.1 97.2 98.9: 2.8 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 : 298: 106 35 19 119 81 231 129:
Old : 298: 106 35 19 119 81 231 129:
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 : 20.5 45.1 31.6 59.6 15.7 45.1 25.6 58.0
Old : 20.5 45.1 31.6 59.6 15.7 45.1 25.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016