COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 27, 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 : 253,355: 114,550 33,008 18,736 102,777 194,047 236,063 245,791: 17,292 7,564
Old : 238,935: 114,543 31,181 17,621 89,823 182,933 221,987 231,735: 16,948 7,200
Other: 14,420: 977 2,797 145 12,954 11,114 14,076 14,056: 344 364
: : :
: : Changes in Commitments from: September 20, 2016 :
: 13,933: 9,183 1,998 2,974 1,157 8,584 13,314 13,556: 619 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 13.0 7.4 40.6 76.6 93.2 97.0: 6.8 3.0
Old : 100.0: 47.9 13.0 7.4 37.6 76.6 92.9 97.0: 7.1 3.0
Other: 100.0: 6.8 19.4 1.0 89.8 77.1 97.6 97.5: 2.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 150 56 61 57 69 239 162:
Old : 301: 152 53 61 54 68 236 158:
Other: 61: 6 16 2 15 28 23 45:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 38.7 22.8 49.2 14.1 33.7 21.1 43.1
Old : 14.7 41.0 22.4 50.7 14.4 39.7 21.8 48.0
Other: 80.0 48.6 91.2 65.2 76.0 48.6 87.0 64.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 27, 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 : 17,057: 10,226 2,448 559 3,304 12,589 14,089 15,596: 2,968 1,461
Old : 14,211: 10,082 2,115 1 1,632 10,856 11,715 12,972: 2,496 1,239
Other: 2,846: 644 833 58 1,672 1,733 2,374 2,624: 472 222
: : :
: : Changes in Commitments from: September 20, 2016 :
: 559: 453 161 183 6 131 642 475: -83 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 14.4 3.3 19.4 73.8 82.6 91.4: 17.4 8.6
Old : 100.0: 70.9 14.9 0.0 11.5 76.4 82.4 91.3: 17.6 8.7
Other: 100.0: 22.6 29.3 2.0 58.7 60.9 83.4 92.2: 16.6 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 35 20 7 14 17 55 38:
Old : 79: 35 18 1 11 17 47 35:
Other: 40: 9 9 3 12 12 23 22:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 48.1 47.8 65.4 34.6 48.1 46.8 64.6
Old : 39.4 53.7 50.8 69.4 39.1 53.7 50.3 69.3
Other: 58.2 47.2 71.2 69.7 55.4 45.8 65.8 65.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 27, 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 : 220,380: 72,853 49,673 23,700 112,751 138,012 209,304 211,385: 11,076 8,995
Old : 212,166: 73,533 49,089 22,794 104,932 131,400 201,259 203,283: 10,907 8,883
Other: 8,214: 191 1,455 35 7,819 6,612 8,045 8,102: 169 112
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,199: 5,217 -792 -2,116 1,381 7,730 4,482 4,822: -283 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 22.5 10.8 51.2 62.6 95.0 95.9: 5.0 4.1
Old : 100.0: 34.7 23.1 10.7 49.5 61.9 94.9 95.8: 5.1 4.2
Other: 100.0: 2.3 17.7 0.4 95.2 80.5 97.9 98.6: 2.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 85 56 68 56 46 175 146:
Old : 218: 89 54 66 56 46 174 145:
Other: 31: 3 8 1 11 12 15 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 : 22.7 28.6 33.6 40.4 19.1 20.4 27.7 29.6
Old : 20.5 29.3 31.6 40.1 17.7 21.9 26.7 30.9
Other: 90.2 72.1 95.8 86.9 83.2 71.2 88.1 82.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 27, 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 : 857,858: 365,849 36,553 80,291 314,882 701,822 761,022 818,666: 96,836 39,192
Old : 857,858: 365,849 36,553 80,291 314,882 701,822 761,022 818,666: 96,836 39,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -38,780: 4,940 2,573 -11,074 -29,884 -32,627 -36,018 -41,128: -2,762 2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 4.3 9.4 36.7 81.8 88.7 95.4: 11.3 4.6
Old : 100.0: 42.6 4.3 9.4 36.7 81.8 88.7 95.4: 11.3 4.6
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 : 234: 112 27 60 71 71 202 144:
Old : 234: 112 27 60 71 71 202 144:
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 : 13.5 33.2 21.4 51.1 13.1 28.4 19.8 44.7
Old : 13.5 33.2 21.4 51.1 13.1 28.4 19.8 44.7
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 27, 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 : 185,532: 70,148 21,897 26,817 76,870 130,670 173,835 179,384: 11,697 6,148
Old : 177,206: 70,439 22,669 24,860 70,485 123,714 165,784 171,243: 11,422 5,963
Other: 8,326: 1,127 646 539 6,385 6,956 8,051 8,141: 275 185
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,995: -1,130 798 -212 5,226 4,213 3,884 4,799: 111 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.8 14.5 41.4 70.4 93.7 96.7: 6.3 3.3
Old : 100.0: 39.7 12.8 14.0 39.8 69.8 93.6 96.6: 6.4 3.4
Other: 100.0: 13.5 7.8 6.5 76.7 83.5 96.7 97.8: 3.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 144 77 110 127 120 329 263:
Old : 393: 145 80 108 126 118 327 260:
Other: 102: 16 11 5 50 43 69 56:
:----------------------------------------------------------------------------------------------------
: 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 20.4 21.5 31.8 11.9 16.8 19.8 25.9
Old : 12.9 19.7 22.2 31.4 12.5 17.8 20.7 27.2
Other: 60.4 52.0 72.5 66.1 59.3 48.6 67.4 60.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 27, 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 : 50,534: 31,260 19,055 4,421 7,377 24,798 43,058 48,274: 7,476 2,260
Old : 50,534: 31,260 19,055 4,421 7,377 24,798 43,058 48,274: 7,476 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,570: 992 3,187 905 226 -1,526 2,123 2,566: 447 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 37.7 8.7 14.6 49.1 85.2 95.5: 14.8 4.5
Old : 100.0: 61.9 37.7 8.7 14.6 49.1 85.2 95.5: 14.8 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 : 121: 73 34 17 7 9 92 50:
Old : 121: 73 34 17 7 9 92 50:
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 : 39.0 65.8 53.1 76.1 35.7 64.5 46.9 70.6
Old : 39.0 65.8 53.1 76.1 35.7 64.5 46.9 70.6
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, September 27, 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 : 330,116: 70,340 58,872 9,018 229,538 247,597 308,896 315,487: 21,220 14,629
Old : 330,116: 70,340 58,872 9,018 229,538 247,597 308,896 315,487: 21,220 14,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 7,382: 1,482 -2,225 1,597 3,241 6,717 6,320 6,089: 1,062 1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 17.8 2.7 69.5 75.0 93.6 95.6: 6.4 4.4
Old : 100.0: 21.3 17.8 2.7 69.5 75.0 93.6 95.6: 6.4 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: 52 47 20 94 101 154 160:
Old : 257: 52 47 20 94 101 154 160:
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 : 29.3 28.3 40.5 37.9 26.5 28.3 36.2 37.1
Old : 29.3 28.3 40.5 37.9 26.5 28.3 36.2 37.1
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, September 27, 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 : 210,580: 37,496 12,593 2,338 162,432 191,782 202,266 206,713: 8,314 3,867
Old : 210,580: 37,496 12,593 2,338 162,432 191,782 202,266 206,713: 8,314 3,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,409: -247 614 -2 1,712 1,013 1,463 1,625: -54 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.0 1.1 77.1 91.1 96.1 98.2: 3.9 1.8
Old : 100.0: 17.8 6.0 1.1 77.1 91.1 96.1 98.2: 3.9 1.8
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 : 114: 18 13 5 57 50 76 67:
Old : 114: 18 13 5 57 50 76 67:
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 : 37.9 40.5 51.6 65.0 36.9 40.4 50.4 65.0
Old : 37.9 40.5 51.6 65.0 36.9 40.4 50.4 65.0
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 27, 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 : 850,885: 281,434 58,654 13,100 534,693 770,160 829,227 841,914: 21,658 8,971
Old : 850,885: 281,434 58,654 13,100 534,693 770,160 829,227 841,914: 21,658 8,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 36,616: 4,397 -327 256 30,483 37,771 35,136 37,700: 1,480 -1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 6.9 1.5 62.8 90.5 97.5 98.9: 2.5 1.1
Old : 100.0: 33.1 6.9 1.5 62.8 90.5 97.5 98.9: 2.5 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 : 308: 107 36 21 131 82 248 129:
Old : 308: 107 36 21 131 82 248 129:
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 : 19.3 56.3 30.3 69.6 17.5 56.3 27.1 68.0
Old : 19.3 56.3 30.3 69.6 17.5 56.3 27.1 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016