COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 20, 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 : 239,422: 105,367 31,010 15,762 101,620 185,463 222,749 232,235: 16,673 7,187
Old : 225,923: 105,493 29,516 14,489 89,616 175,058 209,598 219,063: 16,325 6,860
Other: 13,499: 1,005 2,625 142 12,004 10,405 13,151 13,172: 348 327
: : :
: : Changes in Commitments from: September 13, 2016 :
: 8,989: 6,480 979 2,078 -122 6,913 8,436 9,970: 553 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.0 6.6 42.4 77.5 93.0 97.0: 7.0 3.0
Old : 100.0: 46.7 13.1 6.4 39.7 77.5 92.8 97.0: 7.2 3.0
Other: 100.0: 7.4 19.4 1.1 88.9 77.1 97.4 97.6: 2.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 148 52 66 59 67 242 159:
Old : 296: 150 50 66 55 66 238 156:
Other: 59: 7 14 2 16 25 25 40:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 39.2 24.5 50.2 15.1 34.4 22.4 43.7
Old : 16.1 41.5 24.5 51.7 15.4 40.3 23.2 48.6
Other: 78.3 47.9 90.7 65.2 77.7 47.9 86.7 64.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 20, 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 : 16,498: 9,773 2,287 376 3,298 12,458 13,447 15,121: 3,051 1,377
Old : 13,957: 9,668 1,917 0 1,672 10,851 11,340 12,768: 2,617 1,189
Other: 2,541: 424 689 57 1,626 1,607 2,107 2,353: 434 188
: : :
: : Changes in Commitments from: September 13, 2016 :
: 162: 355 679 70 -514 -379 -89 370: 251 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 13.9 2.3 20.0 75.5 81.5 91.7: 18.5 8.3
Old : 100.0: 69.3 13.7 0.0 12.0 77.7 81.2 91.5: 18.8 8.5
Other: 100.0: 16.7 27.1 2.2 64.0 63.2 82.9 92.6: 17.1 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 32 19 6 14 17 52 37:
Old : 77: 32 19 0 11 17 43 36:
Other: 36: 7 8 3 12 12 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 49.3 48.6 66.8 35.4 49.3 47.9 66.0
Old : 39.3 55.1 50.5 69.9 39.0 55.1 49.9 69.8
Other: 58.0 56.4 71.9 75.0 56.0 52.9 66.4 70.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 20, 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 : 216,181: 67,636 50,465 25,816 111,370 130,282 204,822 206,563: 11,359 9,618
Old : 209,058: 68,568 49,951 24,695 104,639 124,991 197,902 199,637: 11,156 9,421
Other: 7,123: 167 1,613 22 6,731 5,291 6,920 6,926: 203 197
: : :
: : Changes in Commitments from: September 13, 2016 :
: 9,570: -725 2,757 1,064 9,543 6,458 9,882 10,279: -312 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 23.3 11.9 51.5 60.3 94.7 95.6: 5.3 4.4
Old : 100.0: 32.8 23.9 11.8 50.1 59.8 94.7 95.5: 5.3 4.5
Other: 100.0: 2.3 22.6 0.3 94.5 74.3 97.2 97.2: 2.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 80 57 67 56 44 167 145:
Old : 211: 85 54 64 56 44 166 143:
Other: 29: 2 11 1 10 9 13 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 : 23.8 27.1 34.4 38.5 19.8 18.7 28.4 27.8
Old : 21.9 27.8 32.8 38.5 18.8 20.0 27.8 29.2
Other: 89.7 70.1 95.8 86.7 81.6 69.4 86.6 80.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 20, 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 : 896,638: 360,909 33,980 91,365 344,766 734,449 797,040 859,794: 99,598 36,844
Old : 896,638: 360,909 33,980 91,365 344,766 734,449 797,040 859,794: 99,598 36,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 7,347: 18,871 -15,016 -6,160 -11,744 30,733 967 9,557: 6,380 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 3.8 10.2 38.5 81.9 88.9 95.9: 11.1 4.1
Old : 100.0: 40.3 3.8 10.2 38.5 81.9 88.9 95.9: 11.1 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 : 242: 117 25 66 72 79 210 154:
Old : 242: 117 25 66 72 79 210 154:
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 : 12.8 31.8 20.5 49.2 12.4 28.1 19.4 43.8
Old : 12.8 31.8 20.5 49.2 12.4 28.1 19.4 43.8
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 20, 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 : 181,537: 71,278 21,099 27,029 71,644 126,457 169,951 174,585: 11,586 6,952
Old : 173,593: 71,598 21,763 25,167 65,543 119,903 162,308 166,833: 11,285 6,760
Other: 7,944: 1,058 714 484 6,101 6,554 7,643 7,752: 301 192
: : :
: : Changes in Commitments from: September 13, 2016 :
: 3,422: 4,581 2,446 -242 -1,464 1,257 2,875 3,461: 547 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.6 14.9 39.5 69.7 93.6 96.2: 6.4 3.8
Old : 100.0: 41.2 12.5 14.5 37.8 69.1 93.5 96.1: 6.5 3.9
Other: 100.0: 13.3 9.0 6.1 76.8 82.5 96.2 97.6: 3.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 151 77 97 123 119 326 250:
Old : 395: 152 79 95 123 118 325 248:
Other: 94: 12 13 5 45 42 62 55:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 21.7 21.3 33.5 12.3 17.7 20.3 27.8
Old : 12.9 21.0 21.4 33.1 12.8 18.7 21.3 29.3
Other: 63.0 52.3 74.5 65.6 61.2 47.9 67.7 59.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 20, 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 : 47,964: 30,268 15,868 3,516 7,151 26,324 40,935 45,708: 7,029 2,256
Old : 47,964: 30,268 15,868 3,516 7,151 26,324 40,935 45,708: 7,029 2,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -7,537: -4,075 -1,401 -1,998 -748 -4,121 -6,821 -7,520: -716 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 33.1 7.3 14.9 54.9 85.3 95.3: 14.7 4.7
Old : 100.0: 63.1 33.1 7.3 14.9 54.9 85.3 95.3: 14.7 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 : 117: 73 27 17 6 11 90 48:
Old : 117: 73 27 17 6 11 90 48:
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 : 41.6 65.3 53.8 74.0 37.6 62.6 47.2 69.5
Old : 41.6 65.3 53.8 74.0 37.6 62.6 47.2 69.5
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 20, 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 : 322,734: 68,858 61,097 7,421 226,297 240,880 302,576 309,398: 20,158 13,336
Old : 322,734: 68,858 61,097 7,421 226,297 240,880 302,576 309,398: 20,158 13,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -39,443: -2,170 -1,722 -214 -36,210 -30,511 -38,594 -32,447: -849 -6,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.9 2.3 70.1 74.6 93.8 95.9: 6.2 4.1
Old : 100.0: 21.3 18.9 2.3 70.1 74.6 93.8 95.9: 6.2 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 : 255: 56 42 17 92 100 155 152:
Old : 255: 56 42 17 92 100 155 152:
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 : 29.1 28.7 40.6 37.2 26.3 28.5 36.3 36.4
Old : 29.1 28.7 40.6 37.2 26.3 28.5 36.3 36.4
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 20, 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 : 209,171: 37,743 11,979 2,340 160,720 190,769 200,803 205,088: 8,368 4,083
Old : 209,171: 37,743 11,979 2,340 160,720 190,769 200,803 205,088: 8,368 4,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -49,536: -203 4,697 -4,192 -44,487 -50,410 -48,882 -49,905: -654 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.7 1.1 76.8 91.2 96.0 98.0: 4.0 2.0
Old : 100.0: 18.0 5.7 1.1 76.8 91.2 96.0 98.0: 4.0 2.0
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 : 116: 21 13 5 57 49 79 66:
Old : 116: 21 13 5 57 49 79 66:
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 : 37.6 40.5 51.3 65.5 36.5 40.5 50.1 65.5
Old : 37.6 40.5 51.3 65.5 36.5 40.5 50.1 65.5
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, September 20, 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 : 814,269: 277,037 58,981 12,844 504,210 732,389 794,091 804,214: 20,178 10,055
Old : 814,269: 277,037 58,981 12,844 504,210 732,389 794,091 804,214: 20,178 10,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -132,245: 234 10,613 -6,455 -119,629 -133,162 -125,850 -129,004: -6,395 -3,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.2 1.6 61.9 89.9 97.5 98.8: 2.5 1.2
Old : 100.0: 34.0 7.2 1.6 61.9 89.9 97.5 98.8: 2.5 1.2
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 : 309: 103 40 24 130 84 245 136:
Old : 309: 103 40 24 130 84 245 136:
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 : 19.1 53.9 29.7 67.5 15.5 53.9 25.0 65.7
Old : 19.1 53.9 29.7 67.5 15.5 53.9 25.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016