COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 30, 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 : 228,192: 98,712 31,968 13,552 100,083 175,394 212,347 220,914: 15,845 7,278 Old : 216,464: 98,831 30,547 12,852 89,321 166,187 201,004 209,586: 15,460 6,878 Other: 11,728: 569 2,109 12 10,762 9,207 11,343 11,328: 385 400 : : : : : Changes in Commitments from: August 23, 2016 : : -164: -3,875 -1,230 -632 5,651 833 1,144 -1,029: -1,308 865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 14.0 5.9 43.9 76.9 93.1 96.8: 6.9 3.2 Old : 100.0: 45.7 14.1 5.9 41.3 76.8 92.9 96.8: 7.1 3.2 Other: 100.0: 4.9 18.0 0.1 91.8 78.5 96.7 96.6: 3.3 3.4 : : : :# Traders : Number of Traders in Each Category : All : 284: 133 58 61 58 68 224 160: Old : 282: 133 57 61 55 67 221 157: Other: 56: 5 11 2 17 26 24 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 : 15.7 36.5 23.9 47.9 14.8 32.1 22.5 41.8 Old : 15.8 38.5 24.3 49.5 15.0 37.5 23.4 46.0 Other: 77.3 48.8 88.4 65.9 76.5 48.8 84.9 65.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 30, 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 : 15,296: 7,802 1,172 198 4,660 12,793 12,660 14,163: 2,636 1,133 Old : 13,334: 7,752 1,026 0 3,250 11,268 11,002 12,294: 2,332 1,040 Other: 1,962: 218 314 30 1,410 1,525 1,658 1,869: 304 93 : : : : : Changes in Commitments from: August 23, 2016 : : -114: 512 18 -324 -464 177 -276 -129: 162 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 7.7 1.3 30.5 83.6 82.8 92.6: 17.2 7.4 Old : 100.0: 58.1 7.7 0.0 24.4 84.5 82.5 92.2: 17.5 7.8 Other: 100.0: 11.1 16.0 1.5 71.9 77.7 84.5 95.3: 15.5 4.7 : : : :# Traders : Number of Traders in Each Category : All : 67: 31 10 5 15 17 49 29: Old : 67: 29 12 0 14 15 43 27: Other: 28: 7 3 3 10 11 18 16: :---------------------------------------------------------------------------------------------------- : 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 : 39.6 56.8 51.4 75.5 39.2 56.4 50.5 74.6 Old : 39.7 60.4 51.8 78.7 39.3 59.9 51.3 78.0 Other: 63.0 67.6 74.3 86.7 62.1 65.3 72.6 83.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 30, 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 : 193,120: 74,829 34,871 22,722 84,783 127,835 182,334 185,428: 10,786 7,692 Old : 134: 0 28 0 134 49 134 77: 0 57 Other: 192,986: 74,829 34,843 22,722 84,649 127,786 182,200 185,351: 10,786 7,635 : : : : : Changes in Commitments from: August 23, 2016 : : -1,777: 567 2,854 -2,131 -548 -3,607 -2,112 -2,884: 335 1,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 18.1 11.8 43.9 66.2 94.4 96.0: 5.6 4.0 Old : 100.0: 0.0 20.9 0.0 100.0 36.6 100.0 57.5: 0.0 42.5 Other: 100.0: 38.8 18.1 11.8 43.9 66.2 94.4 96.0: 5.6 4.0 : : : :# Traders : Number of Traders in Each Category : All : 208: 77 56 58 51 42 164 132: Old : 4: 0 1 0 2 1 2 2: Other: 208: 77 56 58 50 42 163 132: :---------------------------------------------------------------------------------------------------- : 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 : 20.2 27.7 30.4 41.0 19.4 23.3 28.7 34.8 Old : 100.0 57.5 100.0 57.5 100.0 57.5 100.0 57.5 Other: 20.2 27.7 30.4 41.0 19.4 23.3 28.7 34.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 30, 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 : 908,026: 369,812 57,140 89,071 358,970 719,173 817,853 865,384: 90,173 42,642 Old : 908,026: 369,812 57,140 89,071 358,970 719,173 817,853 865,384: 90,173 42,642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2016 : : 4,227: 2,368 -1,023 839 2,227 2,578 5,434 2,394: -1,207 1,833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 6.3 9.8 39.5 79.2 90.1 95.3: 9.9 4.7 Old : 100.0: 40.7 6.3 9.8 39.5 79.2 90.1 95.3: 9.9 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 : 255: 109 36 70 78 81 214 169: Old : 255: 109 36 70 78 81 214 169: 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 : 13.0 28.8 20.7 45.7 12.7 27.7 19.0 41.2 Old : 13.0 28.8 20.7 45.7 12.7 27.7 19.0 41.2 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 30, 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 : 166,041: 57,593 19,641 24,166 73,089 115,606 154,848 159,413: 11,193 6,628 Old : 158: 0 6 0 158 119 158 125: 0 33 Other: 165,883: 57,596 19,638 24,163 72,931 115,487 154,690 159,288: 11,193 6,595 : : : : : Changes in Commitments from: August 23, 2016 : : 1,872: -3,714 -3,372 2,973 3,162 2,168 2,421 1,769: -549 103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 11.8 14.6 44.0 69.6 93.3 96.0: 6.7 4.0 Old : 100.0: 0.0 3.8 0.0 100.0 75.3 100.0 79.1: 0.0 20.9 Other: 100.0: 34.7 11.8 14.6 44.0 69.6 93.3 96.0: 6.7 4.0 : : : :# Traders : Number of Traders in Each Category : All : 370: 125 78 95 122 112 301 245: Old : 12: 0 2 0 1 9 1 11: Other: 370: 126 78 95 121 112 300 245: :---------------------------------------------------------------------------------------------------- : 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 19.7 23.0 32.1 13.3 16.3 22.1 26.4 Old : 100.0 69.0 100.0 75.9 100.0 69.0 100.0 75.9 Other: 13.3 19.7 23.0 32.1 13.3 16.3 22.2 26.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 30, 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 : 55,341: 30,121 15,155 9,518 7,912 28,335 47,551 53,008: 7,790 2,333 Old : 55,341: 30,121 15,155 9,518 7,912 28,335 47,551 53,008: 7,790 2,333 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2016 : : -2,310: -3,645 -2,643 1,074 243 -193 -2,328 -1,762: 18 -548 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 27.4 17.2 14.3 51.2 85.9 95.8: 14.1 4.2 Old : 100.0: 54.4 27.4 17.2 14.3 51.2 85.9 95.8: 14.1 4.2 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 : 123: 79 28 17 8 10 96 49: Old : 123: 79 28 17 8 10 96 49: 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 64.4 51.8 76.4 31.5 59.7 39.8 66.1 Old : 38.8 64.4 51.8 76.4 31.5 59.7 39.8 66.1 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 30, 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 : 336,037: 79,049 56,955 3,667 233,647 258,989 316,363 319,611: 19,674 16,426 Old : 336,037: 79,049 56,955 3,667 233,647 258,989 316,363 319,611: 19,674 16,426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2016 : : 1,364: 5,573 -561 -732 -3,384 3,453 1,457 2,160: -93 -796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 16.9 1.1 69.5 77.1 94.1 95.1: 5.9 4.9 Old : 100.0: 23.5 16.9 1.1 69.5 77.1 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 : 264: 55 42 12 100 106 160 155: Old : 264: 55 42 12 100 106 160 155: 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 : 24.7 30.6 36.2 39.2 23.6 30.5 34.1 38.9 Old : 24.7 30.6 36.2 39.2 23.6 30.5 34.1 38.9 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 30, 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 : 231,639: 36,708 8,585 2,875 184,077 216,808 223,660 228,268: 7,979 3,371 Old : 231,639: 36,708 8,585 2,875 184,077 216,808 223,660 228,268: 7,979 3,371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2016 : : 1,811: -4,020 -112 -209 5,404 2,651 1,175 2,330: 636 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 3.7 1.2 79.5 93.6 96.6 98.5: 3.4 1.5 Old : 100.0: 15.8 3.7 1.2 79.5 93.6 96.6 98.5: 3.4 1.5 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 : 123: 23 13 6 61 51 85 69: Old : 123: 23 13 6 61 51 85 69: 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 : 35.0 54.0 50.0 67.9 33.9 53.8 48.9 67.6 Old : 35.0 54.0 50.0 67.9 33.9 53.8 48.9 67.6 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 30, 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 : 898,566: 288,156 47,545 15,201 568,819 822,403 872,176 885,149: 26,390 13,417 Old : 898,566: 288,156 47,545 15,201 568,819 822,403 872,176 885,149: 26,390 13,417 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2016 : : 36,305: 9,893 -10,563 2,727 20,722 40,354 33,342 32,518: 2,963 3,787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 5.3 1.7 63.3 91.5 97.1 98.5: 2.9 1.5 Old : 100.0: 32.1 5.3 1.7 63.3 91.5 97.1 98.5: 2.9 1.5 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 : 313: 112 35 24 135 81 259 128: Old : 313: 112 35 24 135 81 259 128: 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 : 18.2 51.0 27.9 66.1 15.2 51.0 24.2 62.6 Old : 18.2 51.0 27.9 66.1 15.2 51.0 24.2 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016