COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 16, 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 : 235,463: 110,750 37,986 14,132 93,484 176,864 218,366 228,982: 17,097 6,481 Old : 225,149: 110,565 36,630 13,299 84,544 169,117 208,408 219,046: 16,741 6,103 Other: 10,314: 1,013 2,184 5 8,940 7,747 9,958 9,936: 356 378 : : : : : Changes in Commitments from: August 9, 2016 : : -9,491: -11,879 -463 252 4,785 -8,525 -6,842 -8,736: -2,649 -755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 16.1 6.0 39.7 75.1 92.7 97.2: 7.3 2.8 Old : 100.0: 49.1 16.3 5.9 37.6 75.1 92.6 97.3: 7.4 2.7 Other: 100.0: 9.8 21.2 0.0 86.7 75.1 96.5 96.3: 3.5 3.7 : : : :# Traders : Number of Traders in Each Category : All : 304: 148 61 62 58 70 241 165: Old : 302: 148 61 61 56 69 238 162: Other: 57: 7 11 1 16 26 24 38: :---------------------------------------------------------------------------------------------------- : 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 : 14.9 34.9 22.5 45.9 13.9 31.2 21.3 41.0 Old : 14.9 36.4 22.8 47.6 14.0 35.3 21.7 44.8 Other: 77.7 44.8 88.6 64.6 77.6 44.8 88.3 64.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 16, 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 : 16,438: 7,490 1,900 320 5,971 12,899 13,781 15,119: 2,657 1,319 Old : 14,827: 7,487 1,666 235 4,678 11,756 12,400 13,657: 2,427 1,170 Other: 1,611: 72 303 16 1,293 1,143 1,381 1,462: 230 149 : : : : : Changes in Commitments from: August 9, 2016 : : -1,031: -540 -129 76 -455 -1,064 -919 -1,117: -112 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 11.6 1.9 36.3 78.5 83.8 92.0: 16.2 8.0 Old : 100.0: 50.5 11.2 1.6 31.6 79.3 83.6 92.1: 16.4 7.9 Other: 100.0: 4.5 18.8 1.0 80.3 70.9 85.7 90.8: 14.3 9.2 : : : :# Traders : Number of Traders in Each Category : All : 68: 28 12 7 16 18 51 32: Old : 68: 28 13 3 16 17 47 31: Other: 26: 6 3 3 10 9 17 14: :---------------------------------------------------------------------------------------------------- : 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 : 39.5 54.2 49.7 72.4 39.5 52.2 49.3 68.5 Old : 38.4 55.7 48.4 73.5 38.4 53.5 48.4 69.4 Other: 70.1 70.1 79.6 88.1 70.1 67.3 78.4 83.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 16, 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 : 198,224: 70,037 39,391 25,144 92,063 126,308 187,244 190,843: 10,980 7,381 Old : 4,496: 464 16 0 3,415 3,738 3,879 3,754: 617 742 Other: 193,728: 69,713 39,515 25,004 88,648 122,570 183,365 187,089: 10,363 6,639 : : : : : Changes in Commitments from: August 9, 2016 : : -12,667: 1,675 -6,594 -7,992 -6,216 2,633 -12,533 -11,953: -134 -714 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 19.9 12.7 46.4 63.7 94.5 96.3: 5.5 3.7 Old : 100.0: 10.3 0.4 0.0 76.0 83.1 86.3 83.5: 13.7 16.5 Other: 100.0: 36.0 20.4 12.9 45.8 63.3 94.7 96.6: 5.3 3.4 : : : :# Traders : Number of Traders in Each Category : All : 206: 84 48 56 56 45 169 128: Old : 27: 6 2 0 14 6 20 8: Other: 206: 84 50 55 54 45 166 128: :---------------------------------------------------------------------------------------------------- : 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 : 18.7 24.2 28.5 37.4 17.9 19.0 26.4 29.3 Old : 66.7 83.3 81.8 83.5 65.7 77.2 76.4 77.4 Other: 19.1 24.7 29.0 38.1 18.3 20.1 27.0 31.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 16, 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 : 883,140: 348,427 51,518 83,769 363,961 709,715 796,157 845,002: 86,983 38,138 Old : 883,140: 348,427 51,518 83,769 363,961 709,715 796,157 845,002: 86,983 38,138 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : 16,210: 1,154 1,636 3,425 17,921 10,070 22,500 15,131: -6,290 1,079 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 5.8 9.5 41.2 80.4 90.2 95.7: 9.8 4.3 Old : 100.0: 39.5 5.8 9.5 41.2 80.4 90.2 95.7: 9.8 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 : 242: 96 36 64 80 82 206 159: Old : 242: 96 36 64 80 82 206 159: 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 : 13.3 30.2 20.5 47.3 12.7 29.0 19.1 42.3 Old : 13.3 30.2 20.5 47.3 12.7 29.0 19.1 42.3 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 16, 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 : 172,337: 55,237 22,335 21,055 82,769 122,039 159,061 165,429: 13,276 6,908 Old : 20,325: 3,919 6,175 735 12,846 12,218 17,500 19,128: 2,825 1,197 Other: 152,012: 56,455 21,297 15,183 69,923 109,821 141,561 146,301: 10,451 5,711 : : : : : Changes in Commitments from: August 9, 2016 : : -12,454: -2,825 -862 -6,485 -2,876 -5,665 -12,186 -13,012: -268 558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 13.0 12.2 48.0 70.8 92.3 96.0: 7.7 4.0 Old : 100.0: 19.3 30.4 3.6 63.2 60.1 86.1 94.1: 13.9 5.9 Other: 100.0: 37.1 14.0 10.0 46.0 72.2 93.1 96.2: 6.9 3.8 : : : :# Traders : Number of Traders in Each Category : All : 373: 135 74 90 126 117 312 242: Old : 164: 29 22 3 57 67 89 90: Other: 356: 133 68 77 118 109 289 224: :---------------------------------------------------------------------------------------------------- : 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 : 14.2 20.6 23.2 33.1 13.8 15.2 21.0 24.6 Old : 34.5 34.1 49.3 53.1 33.9 32.7 48.0 50.5 Other: 16.0 22.7 25.3 36.3 15.5 19.4 23.2 30.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 16, 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 : 57,759: 35,849 19,378 7,622 7,418 28,503 50,889 55,503: 6,870 2,256 Old : 57,759: 35,849 19,378 7,622 7,418 28,503 50,889 55,503: 6,870 2,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : 1,400: 3,350 2,648 -1,159 -62 -594 2,129 895: -729 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 33.5 13.2 12.8 49.3 88.1 96.1: 11.9 3.9 Old : 100.0: 62.1 33.5 13.2 12.8 49.3 88.1 96.1: 11.9 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 : 125: 72 37 13 7 11 87 55: Old : 125: 72 37 13 7 11 87 55: 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 : 38.8 63.1 56.2 74.1 34.1 59.1 46.9 66.8 Old : 38.8 63.1 56.2 74.1 34.1 59.1 46.9 66.8 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 16, 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 : 331,438: 67,018 59,908 4,513 240,338 250,844 311,869 315,265: 19,569 16,173 Old : 331,438: 67,018 59,908 4,513 240,338 250,844 311,869 315,265: 19,569 16,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : 2,984: 3,979 -597 -130 -632 4,265 3,217 3,538: -233 -554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 18.1 1.4 72.5 75.7 94.1 95.1: 5.9 4.9 Old : 100.0: 20.2 18.1 1.4 72.5 75.7 94.1 95.1: 5.9 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 : 266: 58 43 12 100 105 162 156: Old : 266: 58 43 12 100 105 162 156: 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 : 26.3 29.2 37.5 37.9 25.1 29.2 35.5 37.6 Old : 26.3 29.2 37.5 37.9 25.1 29.2 35.5 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 16, 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 : 229,211: 38,879 8,647 3,152 180,211 213,662 222,242 225,461: 6,969 3,750 Old : 229,211: 38,879 8,647 3,152 180,211 213,662 222,242 225,461: 6,969 3,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : 3,967: 399 -64 107 3,882 4,044 4,388 4,087: -421 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 3.8 1.4 78.6 93.2 97.0 98.4: 3.0 1.6 Old : 100.0: 17.0 3.8 1.4 78.6 93.2 97.0 98.4: 3.0 1.6 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 : 127: 25 14 7 61 52 88 71: Old : 127: 25 14 7 61 52 88 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 : 34.9 53.8 48.9 68.0 33.8 53.5 47.6 67.7 Old : 34.9 53.8 48.9 68.0 33.8 53.5 47.6 67.7 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 16, 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 : 846,990: 266,227 61,047 10,695 543,682 767,005 820,604 838,747: 26,386 8,243 Old : 846,990: 266,227 61,047 10,695 543,682 767,005 820,604 838,747: 26,386 8,243 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : 63,572: 5,286 -3,390 -777 54,334 66,811 58,843 62,644: 4,729 928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 7.2 1.3 64.2 90.6 96.9 99.0: 3.1 1.0 Old : 100.0: 31.4 7.2 1.3 64.2 90.6 96.9 99.0: 3.1 1.0 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 : 311: 118 29 20 130 82 255 124: Old : 311: 118 29 20 130 82 255 124: 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 : 18.9 49.2 29.1 63.8 15.5 48.9 24.7 61.1 Old : 18.9 49.2 29.1 63.8 15.5 48.9 24.7 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016