COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 13, 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 : 230,433: 98,887 30,031 13,684 101,742 178,550 214,313 222,265: 16,120 8,168
Old : 217,528: 98,543 28,239 12,956 90,287 168,546 201,786 209,741: 15,742 7,787
Other: 12,905: 980 2,428 92 11,455 10,004 12,527 12,524: 378 381
: : :
: : Changes in Commitments from: September 6, 2016 :
: -214: -1,625 -166 958 1,216 -2,099 549 -1,307: -763 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 13.0 5.9 44.2 77.5 93.0 96.5: 7.0 3.5
Old : 100.0: 45.3 13.0 6.0 41.5 77.5 92.8 96.4: 7.2 3.6
Other: 100.0: 7.6 18.8 0.7 88.8 77.5 97.1 97.0: 2.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 127 54 59 61 65 221 152:
Old : 274: 126 55 59 58 64 218 149:
Other: 58: 6 12 2 16 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 : 16.5 38.5 25.0 49.7 15.4 33.6 23.0 42.9
Old : 16.5 40.8 25.3 51.3 15.7 39.6 24.1 47.7
Other: 78.0 47.1 90.6 64.5 78.0 47.1 87.2 63.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 13, 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 : 16,336: 9,418 1,608 306 3,812 12,837 13,536 14,751: 2,800 1,585
Old : 14,035: 9,331 1,416 6 2,294 11,161 11,631 12,583: 2,404 1,452
Other: 2,301: 350 455 37 1,518 1,676 1,905 2,168: 396 133
: : :
: : Changes in Commitments from: September 6, 2016 :
: 557: 428 255 46 -119 -67 355 234: 202 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 9.8 1.9 23.3 78.6 82.9 90.3: 17.1 9.7
Old : 100.0: 66.5 10.1 0.0 16.3 79.5 82.9 89.7: 17.1 10.3
Other: 100.0: 15.2 19.8 1.6 66.0 72.8 82.8 94.2: 17.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 31 15 7 15 18 52 35:
Old : 74: 31 16 1 13 16 44 33:
Other: 32: 7 5 4 12 13 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 51.4 49.4 69.4 36.8 51.4 48.6 68.6
Old : 39.5 55.6 50.4 72.9 38.9 55.6 49.8 72.6
Other: 55.4 59.8 70.8 79.1 53.2 55.8 65.9 73.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 13, 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 : 206,611: 68,361 47,708 24,752 101,827 123,824 194,940 196,284: 11,671 10,327
Old : 200,548: 68,739 47,231 24,177 96,117 118,921 189,033 190,329: 11,515 10,219
Other: 6,063: 179 1,034 18 5,710 4,903 5,907 5,955: 156 108
: : :
: : Changes in Commitments from: September 6, 2016 :
: 9,765: -5,961 8,333 1,510 13,656 -2,235 9,205 7,608: 560 2,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.1 12.0 49.3 59.9 94.4 95.0: 5.6 5.0
Old : 100.0: 34.3 23.6 12.1 47.9 59.3 94.3 94.9: 5.7 5.1
Other: 100.0: 3.0 17.1 0.3 94.2 80.9 97.4 98.2: 2.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 78 63 65 52 42 166 144:
Old : 214: 81 62 63 52 42 165 143:
Other: 27: 3 8 1 10 9 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 27.9 34.1 38.8 21.5 21.1 30.1 30.8
Old : 21.9 28.5 32.8 39.2 20.9 22.5 29.8 32.1
Other: 88.5 77.3 95.7 88.6 79.6 72.6 84.8 81.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 13, 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 : 889,291: 342,038 48,996 97,525 356,510 703,716 796,073 850,237: 93,218 39,054
Old : 889,291: 342,038 48,996 97,525 356,510 703,716 796,073 850,237: 93,218 39,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -24,184: -10,949 -9,779 -3,399 -13,297 -9,551 -27,645 -22,729: 3,461 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 5.5 11.0 40.1 79.1 89.5 95.6: 10.5 4.4
Old : 100.0: 38.5 5.5 11.0 40.1 79.1 89.5 95.6: 10.5 4.4
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 : 257: 107 38 72 83 86 220 174:
Old : 257: 107 38 72 83 86 220 174:
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 : 13.2 29.8 20.5 46.6 12.8 28.0 19.1 41.9
Old : 13.2 29.8 20.5 46.6 12.8 28.0 19.1 41.9
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, September 13, 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 : 178,115: 66,697 18,653 27,271 73,108 125,200 167,076 171,124: 11,039 6,991
Old : 170,238: 67,005 19,290 25,450 67,049 118,699 159,504 163,439: 10,734 6,799
Other: 7,877: 1,036 707 477 6,059 6,501 7,572 7,685: 305 192
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,637: 2,211 1,367 419 -271 -492 2,359 1,294: -722 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.5 15.3 41.0 70.3 93.8 96.1: 6.2 3.9
Old : 100.0: 39.4 11.3 14.9 39.4 69.7 93.7 96.0: 6.3 4.0
Other: 100.0: 13.2 9.0 6.1 76.9 82.5 96.1 97.6: 3.9 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 137 83 97 120 113 312 253:
Old : 391: 140 85 95 120 112 311 251:
Other: 88: 13 11 4 42 40 58 52:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 21.1 21.7 33.3 12.6 17.5 20.8 27.4
Old : 13.2 20.4 21.9 33.0 13.2 18.5 21.7 28.8
Other: 63.2 51.0 74.3 65.4 61.4 46.4 67.9 60.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 13, 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 : 55,501: 34,343 17,269 5,514 7,899 30,445 47,756 53,228: 7,745 2,273
Old : 55,501: 34,343 17,269 5,514 7,899 30,445 47,756 53,228: 7,745 2,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,668: 615 502 -2,762 569 205 -1,578 -2,055: -1,090 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 31.1 9.9 14.2 54.9 86.0 95.9: 14.0 4.1
Old : 100.0: 61.9 31.1 9.9 14.2 54.9 86.0 95.9: 14.0 4.1
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 : 122: 72 30 21 10 11 93 56:
Old : 122: 72 30 21 10 11 93 56:
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 : 39.8 63.1 53.3 73.2 36.8 62.6 47.1 69.3
Old : 39.8 63.1 53.3 73.2 36.8 62.6 47.1 69.3
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, September 13, 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 : 362,177: 71,028 62,819 7,635 262,507 271,391 341,170 341,845: 21,007 20,332
Old : 362,177: 71,028 62,819 7,635 262,507 271,391 341,170 341,845: 21,007 20,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 23,360: -9,618 5,511 4,081 28,631 10,946 23,094 20,538: 266 2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.3 2.1 72.5 74.9 94.2 94.4: 5.8 5.6
Old : 100.0: 19.6 17.3 2.1 72.5 74.9 94.2 94.4: 5.8 5.6
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 : 262: 58 42 22 102 112 169 168:
Old : 262: 58 42 22 102 112 169 168:
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 : 24.3 28.3 34.8 36.5 21.2 28.1 30.4 35.3
Old : 24.3 28.3 34.8 36.5 21.2 28.1 30.4 35.3
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, September 13, 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 : 258,707: 37,946 7,282 6,532 205,207 241,179 249,685 254,993: 9,022 3,714
Old : 258,707: 37,946 7,282 6,532 205,207 241,179 249,685 254,993: 9,022 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 29,610: 1,535 -1,835 4,753 22,577 26,287 28,865 29,205: 745 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 2.8 2.5 79.3 93.2 96.5 98.6: 3.5 1.4
Old : 100.0: 14.7 2.8 2.5 79.3 93.2 96.5 98.6: 3.5 1.4
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 : 124: 23 14 9 66 54 92 75:
Old : 124: 23 14 9 66 54 92 75:
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 : 32.9 51.2 49.1 70.2 29.9 47.4 42.1 59.9
Old : 32.9 51.2 49.1 70.2 29.9 47.4 42.1 59.9
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, September 13, 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 : 946,514: 276,803 48,368 19,299 623,839 865,551 919,941 933,218: 26,573 13,296
Old : 946,514: 276,803 48,368 19,299 623,839 865,551 919,941 933,218: 26,573 13,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 875: -12,834 2,099 -4,239 19,947 12,415 2,874 10,275: -1,999 -9,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.1 2.0 65.9 91.4 97.2 98.6: 2.8 1.4
Old : 100.0: 29.2 5.1 2.0 65.9 91.4 97.2 98.6: 2.8 1.4
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 : 309: 104 37 29 137 93 255 145:
Old : 309: 104 37 29 137 93 255 145:
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 : 17.8 56.3 28.5 69.1 13.4 49.7 21.8 60.4
Old : 17.8 56.3 28.5 69.1 13.4 49.7 21.8 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016