COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 09, 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 : 244,954: 122,629 38,449 13,880 88,699 185,389 225,208 237,718: 19,746 7,236 Old : 235,320: 122,474 37,173 12,967 80,430 178,311 215,871 228,451: 19,449 6,869 Other: 9,634: 1,068 2,189 0 8,269 7,078 9,337 9,267: 297 367 : : : : : Changes in Commitments from: August 2, 2016 : : 7,901: 3,635 896 1,230 2,473 6,613 7,338 8,739: 563 -838 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 15.7 5.7 36.2 75.7 91.9 97.0: 8.1 3.0 Old : 100.0: 52.0 15.8 5.5 34.2 75.8 91.7 97.1: 8.3 2.9 Other: 100.0: 11.1 22.7 0.0 85.8 73.5 96.9 96.2: 3.1 3.8 : : : :# Traders : Number of Traders in Each Category : All : 312: 155 62 51 56 69 237 162: Old : 310: 155 61 51 52 68 233 159: Other: 55: 4 13 0 16 26 20 39: :---------------------------------------------------------------------------------------------------- : 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 35.1 20.7 46.2 13.1 32.7 20.3 42.0 Old : 13.2 36.5 21.0 47.9 13.2 35.5 20.7 45.2 Other: 75.8 43.7 89.4 63.2 75.8 43.7 89.1 63.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 09, 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 : 17,469: 8,030 2,029 244 6,426 13,963 14,700 16,236: 2,769 1,233 Old : 16,109: 8,028 1,707 213 5,308 13,128 13,549 15,048: 2,560 1,061 Other: 1,360: 30 350 3 1,118 835 1,151 1,188: 209 172 : : : : : Changes in Commitments from: August 2, 2016 : : -634: -1,064 -69 57 423 -513 -584 -525: -50 -109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 11.6 1.4 36.8 79.9 84.1 92.9: 15.9 7.1 Old : 100.0: 49.8 10.6 1.3 33.0 81.5 84.1 93.4: 15.9 6.6 Other: 100.0: 2.2 25.7 0.2 82.2 61.4 84.6 87.4: 15.4 12.6 : : : :# Traders : Number of Traders in Each Category : All : 68: 27 13 6 18 18 51 32: Old : 68: 27 14 3 18 17 48 31: Other: 26: 6 3 2 11 7 17 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 : 36.6 52.3 48.4 72.3 36.6 49.4 46.5 65.7 Old : 35.9 53.8 47.8 73.6 35.9 50.6 45.7 66.4 Other: 67.4 69.0 79.0 85.3 67.4 65.7 77.7 82.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 09, 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 : 210,891: 68,362 45,985 33,136 98,279 123,675 199,777 202,796: 11,114 8,095 Old : 29,194: 13,656 12,842 567 12,121 13,270 26,344 26,679: 2,850 2,515 Other: 181,697: 63,523 41,960 23,752 86,158 110,405 173,433 176,117: 8,264 5,580 : : : : : Changes in Commitments from: August 2, 2016 : : -18,562: -11,085 -464 -2,878 -4,766 -15,330 -18,729 -18,672: 167 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 21.8 15.7 46.6 58.6 94.7 96.2: 5.3 3.8 Old : 100.0: 46.8 44.0 1.9 41.5 45.5 90.2 91.4: 9.8 8.6 Other: 100.0: 35.0 23.1 13.1 47.4 60.8 95.5 96.9: 4.5 3.1 : : : :# Traders : Number of Traders in Each Category : All : 215: 83 56 66 57 47 174 145: Old : 109: 35 23 5 32 22 68 49: Other: 202: 73 57 55 55 43 158 131: :---------------------------------------------------------------------------------------------------- : 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 21.4 31.4 33.6 17.6 16.4 26.1 26.2 Old : 28.9 40.0 48.2 62.9 28.5 39.9 46.8 59.3 Other: 23.9 24.6 34.0 36.0 23.0 19.4 30.8 30.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 09, 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 : 866,930: 347,273 49,882 80,344 346,040 699,645 773,657 829,871: 93,273 37,059 Old : 866,930: 347,273 49,882 80,344 346,040 699,645 773,657 829,871: 93,273 37,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2016 : : 20,176: 10,754 3,158 7,246 -5,638 12,467 12,362 22,871: 7,814 -2,695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 5.8 9.3 39.9 80.7 89.2 95.7: 10.8 4.3 Old : 100.0: 40.1 5.8 9.3 39.9 80.7 89.2 95.7: 10.8 4.3 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: 101 35 62 77 82 206 158: Old : 243: 101 35 62 77 82 206 158: 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 : 13.1 30.8 20.2 47.6 12.9 29.6 19.4 43.3 Old : 13.1 30.8 20.2 47.6 12.9 29.6 19.4 43.3 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 09, 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 : 184,791: 58,062 23,197 27,540 85,645 127,704 171,247 178,441: 13,544 6,350 Old : 50,766: 21,562 25,843 554 22,431 21,679 44,547 48,076: 6,219 2,690 Other: 134,025: 51,226 12,080 12,260 63,214 106,025 126,700 130,365: 7,325 3,660 : : : : : Changes in Commitments from: August 2, 2016 : : -4,365: -2,137 1,580 -2,209 -407 -3,596 -4,753 -4,225: 388 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 12.6 14.9 46.3 69.1 92.7 96.6: 7.3 3.4 Old : 100.0: 42.5 50.9 1.1 44.2 42.7 87.7 94.7: 12.3 5.3 Other: 100.0: 38.2 9.0 9.1 47.2 79.1 94.5 97.3: 5.5 2.7 : : : :# Traders : Number of Traders in Each Category : All : 381: 138 75 93 126 117 320 244: Old : 290: 85 65 13 68 83 161 156: Other: 330: 127 58 61 109 106 262 205: :---------------------------------------------------------------------------------------------------- : 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 : 16.2 18.1 24.3 29.6 12.8 14.4 19.8 23.4 Old : 22.1 23.1 35.1 38.3 20.8 23.0 32.9 38.1 Other: 16.4 24.4 25.4 39.0 14.3 20.5 22.3 31.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 09, 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 : 56,359: 32,499 16,730 8,781 7,480 29,097 48,760 54,608: 7,599 1,751 Old : 56,359: 32,499 16,730 8,781 7,480 29,097 48,760 54,608: 7,599 1,751 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2016 : : 1,489: 299 2,247 565 -583 -946 281 1,866: 1,208 -377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 29.7 15.6 13.3 51.6 86.5 96.9: 13.5 3.1 Old : 100.0: 57.7 29.7 15.6 13.3 51.6 86.5 96.9: 13.5 3.1 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 : 121: 76 29 12 8 10 91 46: Old : 121: 76 29 12 8 10 91 46: 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 : 38.4 64.0 54.1 75.2 32.4 59.4 42.0 66.9 Old : 38.4 64.0 54.1 75.2 32.4 59.4 42.0 66.9 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, August 09, 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 : 328,454: 63,039 60,505 4,643 240,970 246,579 308,652 311,727: 19,802 16,727 Old : 328,454: 63,039 60,505 4,643 240,970 246,579 308,652 311,727: 19,802 16,727 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2016 : : 152: 3,990 -691 -1,771 -1,976 2,081 243 -381: -91 533 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 18.4 1.4 73.4 75.1 94.0 94.9: 6.0 5.1 Old : 100.0: 19.2 18.4 1.4 73.4 75.1 94.0 94.9: 6.0 5.1 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 : 262: 58 41 13 99 103 162 152: Old : 262: 58 41 13 99 103 162 152: 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 : 26.6 29.3 38.2 37.9 25.4 29.3 36.1 37.6 Old : 26.6 29.3 38.2 37.9 25.4 29.3 36.1 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 09, 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 : 225,244: 38,480 8,711 3,045 176,329 209,618 217,854 221,374: 7,390 3,870 Old : 225,244: 38,480 8,711 3,045 176,329 209,618 217,854 221,374: 7,390 3,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2016 : : 1,794: 365 2,352 -23 1,621 -87 1,963 2,242: -169 -448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 3.9 1.4 78.3 93.1 96.7 98.3: 3.3 1.7 Old : 100.0: 17.1 3.9 1.4 78.3 93.1 96.7 98.3: 3.3 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 : 126: 25 14 6 59 51 85 70: Old : 126: 25 14 6 59 51 85 70: 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 53.0 49.8 67.1 34.5 53.0 48.4 67.1 Old : 35.7 53.0 49.8 67.1 34.5 53.0 48.4 67.1 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 09, 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 : 783,418: 260,941 64,437 11,472 489,348 700,194 761,761 776,103: 21,657 7,315 Old : 783,418: 260,941 64,437 11,472 489,348 700,194 761,761 776,103: 21,657 7,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2016 : : 23,756: 9,994 -8,124 2,162 11,284 30,605 23,440 24,643: 316 -887 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 8.2 1.5 62.5 89.4 97.2 99.1: 2.8 0.9 Old : 100.0: 33.3 8.2 1.5 62.5 89.4 97.2 99.1: 2.8 0.9 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 : 310: 115 35 23 123 80 248 128: Old : 310: 115 35 23 123 80 248 128: 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 : 20.1 48.3 31.4 63.0 15.4 48.1 25.6 61.2 Old : 20.1 48.3 31.4 63.0 15.4 48.1 25.6 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016