COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 23, 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 : 228,356: 102,587 33,198 14,184 94,432 174,561 211,203 221,943: 17,153 6,413 Old : 217,679: 102,613 31,899 13,265 85,001 166,458 200,879 211,622: 16,800 6,057 Other: 10,677: 882 2,207 11 9,431 8,103 10,324 10,321: 353 356 : : : : : Changes in Commitments from: August 16, 2016 : : -7,107: -8,163 -4,788 52 948 -2,303 -7,163 -7,039: 56 -68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 14.5 6.2 41.4 76.4 92.5 97.2: 7.5 2.8 Old : 100.0: 47.1 14.7 6.1 39.0 76.5 92.3 97.2: 7.7 2.8 Other: 100.0: 8.3 20.7 0.1 88.3 75.9 96.7 96.7: 3.3 3.3 : : : :# Traders : Number of Traders in Each Category : All : 300: 146 59 57 59 69 236 160: Old : 298: 147 58 57 57 68 234 157: Other: 58: 8 11 2 17 26 26 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 : 15.2 35.2 23.2 46.8 14.4 31.2 22.0 41.0 Old : 15.2 36.9 23.6 48.2 14.6 35.8 22.7 44.7 Other: 77.2 45.4 87.5 64.6 76.4 45.4 85.7 64.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 23, 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 : 15,410: 7,290 1,154 522 5,124 12,616 12,936 14,292: 2,474 1,118 Old : 13,591: 7,263 1,037 310 3,723 11,206 11,296 12,553: 2,295 1,038 Other: 1,819: 210 300 29 1,401 1,410 1,640 1,739: 179 80 : : : : : Changes in Commitments from: August 16, 2016 : : -1,028: -200 -746 202 -847 -283 -845 -827: -183 -201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 7.5 3.4 33.3 81.9 83.9 92.7: 16.1 7.3 Old : 100.0: 53.4 7.6 2.3 27.4 82.5 83.1 92.4: 16.9 7.6 Other: 100.0: 11.5 16.5 1.6 77.0 77.5 90.2 95.6: 9.8 4.4 : : : :# Traders : Number of Traders in Each Category : All : 71: 31 10 7 17 17 53 31: Old : 71: 29 13 2 16 15 47 29: Other: 29: 7 3 3 11 10 19 15: :---------------------------------------------------------------------------------------------------- : 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 56.4 50.6 74.4 40.0 55.4 50.0 73.0 Old : 39.7 59.4 50.1 77.1 39.7 58.6 50.1 75.9 Other: 67.9 70.8 79.4 89.3 67.5 68.3 78.3 85.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 23, 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 : 194,897: 74,262 32,017 24,853 85,331 131,442 184,446 188,312: 10,451 6,585 Old : 1,286: 0 32 0 1,286 1,206 1,286 1,238: 0 48 Other: 193,611: 74,263 31,986 24,852 84,045 130,236 183,160 187,074: 10,451 6,537 : : : : : Changes in Commitments from: August 16, 2016 : : -3,327: 4,225 -7,374 -291 -6,732 5,134 -2,798 -2,531: -529 -796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 16.4 12.8 43.8 67.4 94.6 96.6: 5.4 3.4 Old : 100.0: 0.0 2.5 0.0 100.0 93.8 100.0 96.3: 0.0 3.7 Other: 100.0: 38.4 16.5 12.8 43.4 67.3 94.6 96.6: 5.4 3.4 : : : :# Traders : Number of Traders in Each Category : All : 204: 84 47 54 51 42 163 124: Old : 9: 0 2 0 3 4 3 6: Other: 204: 85 47 54 50 42 162 124: :---------------------------------------------------------------------------------------------------- : 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 : 17.8 27.7 27.7 42.2 17.4 23.0 26.3 34.2 Old : 100.0 95.3 100.0 96.3 100.0 95.3 100.0 96.3 Other: 18.0 27.9 27.9 42.4 17.5 23.5 26.5 35.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 23, 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 : 903,799: 367,444 58,163 88,232 356,743 716,595 812,419 862,990: 91,380 40,809 Old : 903,799: 367,444 58,163 88,232 356,743 716,595 812,419 862,990: 91,380 40,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 20,659: 19,017 6,645 4,463 -7,218 6,880 16,262 17,988: 4,397 2,671 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 6.4 9.8 39.5 79.3 89.9 95.5: 10.1 4.5 Old : 100.0: 40.7 6.4 9.8 39.5 79.3 89.9 95.5: 10.1 4.5 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 : 250: 109 35 63 76 81 207 163: Old : 250: 109 35 63 76 81 207 163: 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 : 12.9 29.2 20.1 45.7 12.7 28.0 18.9 41.3 Old : 12.9 29.2 20.1 45.7 12.7 28.0 18.9 41.3 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 23, 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 : 164,169: 61,307 23,013 21,193 69,927 113,438 152,427 157,644: 11,742 6,525 Old : 597: 0 11 0 591 483 591 494: 6 103 Other: 163,572: 61,311 23,006 21,189 69,336 112,955 151,836 157,150: 11,736 6,422 : : : : : Changes in Commitments from: August 16, 2016 : : -8,168: 6,070 678 138 -12,842 -8,601 -6,634 -7,785: -1,534 -383 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 14.0 12.9 42.6 69.1 92.8 96.0: 7.2 4.0 Old : 100.0: 0.0 1.8 0.0 99.0 80.9 99.0 82.7: 1.0 17.3 Other: 100.0: 37.5 14.1 13.0 42.4 69.1 92.8 96.1: 7.2 3.9 : : : :# Traders : Number of Traders in Each Category : All : 377: 132 76 87 122 113 304 241: Old : 30: 0 3 0 1 26 1 29: Other: 377: 134 75 87 121 112 303 240: :---------------------------------------------------------------------------------------------------- : 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 20.1 23.6 32.4 14.5 16.5 22.2 26.5 Old : 99.0 53.4 99.0 66.2 99.0 53.4 99.0 66.2 Other: 14.6 20.1 23.7 32.4 14.6 16.5 22.3 26.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 23, 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 : 57,651: 33,766 17,798 8,444 7,669 28,528 49,879 54,770: 7,772 2,881 Old : 57,651: 33,766 17,798 8,444 7,669 28,528 49,879 54,770: 7,772 2,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -108: -2,083 -1,580 822 251 25 -1,010 -733: 902 625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 30.9 14.6 13.3 49.5 86.5 95.0: 13.5 5.0 Old : 100.0: 58.6 30.9 14.6 13.3 49.5 86.5 95.0: 13.5 5.0 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: 77 37 12 7 11 91 55: Old : 129: 77 37 12 7 11 91 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 : 37.4 63.5 52.2 73.5 31.1 57.9 42.6 65.6 Old : 37.4 63.5 52.2 73.5 31.1 57.9 42.6 65.6 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 23, 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 : 334,673: 73,476 57,516 4,399 237,031 255,536 314,906 317,451: 19,767 17,222 Old : 334,673: 73,476 57,516 4,399 237,031 255,536 314,906 317,451: 19,767 17,222 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 3,235: 6,458 -2,392 -114 -3,307 4,692 3,037 2,186: 198 1,049 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 17.2 1.3 70.8 76.4 94.1 94.9: 5.9 5.1 Old : 100.0: 22.0 17.2 1.3 70.8 76.4 94.1 94.9: 5.9 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 : 269: 61 43 15 99 106 167 157: Old : 269: 61 43 15 99 106 167 157: 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 : 25.3 30.0 36.2 38.4 23.9 29.9 33.8 38.1 Old : 25.3 30.0 36.2 38.4 23.9 29.9 33.8 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, August 23, 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 : 229,828: 40,728 8,697 3,084 178,673 214,157 222,485 225,938: 7,343 3,890 Old : 229,828: 40,728 8,697 3,084 178,673 214,157 222,485 225,938: 7,343 3,890 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 617: 1,849 50 -68 -1,538 495 243 477: 374 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 3.8 1.3 77.7 93.2 96.8 98.3: 3.2 1.7 Old : 100.0: 17.7 3.8 1.3 77.7 93.2 96.8 98.3: 3.2 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 : 125: 24 14 6 61 51 86 70: Old : 125: 24 14 6 61 51 86 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 : 34.8 54.0 49.1 67.8 33.6 53.7 47.9 67.5 Old : 34.8 54.0 49.1 67.8 33.6 53.7 47.9 67.5 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 23, 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 : 862,261: 278,263 58,108 12,474 548,097 782,049 838,834 852,631: 23,427 9,630 Old : 862,261: 278,263 58,108 12,474 548,097 782,049 838,834 852,631: 23,427 9,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 15,271: 12,036 -2,939 1,779 4,415 15,044 18,230 13,884: -2,959 1,387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 6.7 1.4 63.6 90.7 97.3 98.9: 2.7 1.1 Old : 100.0: 32.3 6.7 1.4 63.6 90.7 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 : 313: 116 33 20 132 81 256 126: Old : 313: 116 33 20 132 81 256 126: 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 50.8 28.8 65.5 14.9 50.6 24.2 62.5 Old : 18.9 50.8 28.8 65.5 14.9 50.6 24.2 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016