COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 11, 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 : 242,564: 102,520 37,168 17,186 106,314 180,428 226,020 234,782: 16,544 7,782
Old : 227,633: 102,009 34,879 16,750 92,729 168,714 211,488 220,343: 16,145 7,290
Other: 14,931: 853 2,631 94 13,585 11,714 14,532 14,439: 399 492
: : :
: : Changes in Commitments from: October 4, 2016 :
: -6,073: -5,434 2,668 -1,846 506 -7,011 -6,774 -6,189: 701 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 15.3 7.1 43.8 74.4 93.2 96.8: 6.8 3.2
Old : 100.0: 44.8 15.3 7.4 40.7 74.1 92.9 96.8: 7.1 3.2
Other: 100.0: 5.7 17.6 0.6 91.0 78.5 97.3 96.7: 2.7 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 144 63 66 63 64 239 166:
Old : 297: 144 62 66 61 63 237 163:
Other: 60: 6 15 1 16 28 23 43:
:----------------------------------------------------------------------------------------------------
: 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 36.9 24.9 47.4 14.9 31.3 21.8 40.5
Old : 15.8 39.3 24.3 48.4 15.2 37.6 22.9 45.1
Other: 80.4 51.6 90.3 68.4 76.4 51.6 86.2 67.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 11, 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 : 16,409: 9,389 2,360 380 3,674 12,275 13,443 15,015: 2,966 1,394
Old : 10,326: 7,270 1,436 112 970 7,750 8,352 9,298: 1,974 1,028
Other: 6,083: 2,368 1,173 19 2,704 4,525 5,091 5,717: 992 366
: : :
: : Changes in Commitments from: October 4, 2016 :
: 145: -68 120 -77 277 43 132 86: 13 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 14.4 2.3 22.4 74.8 81.9 91.5: 18.1 8.5
Old : 100.0: 70.4 13.9 1.1 9.4 75.1 80.9 90.0: 19.1 10.0
Other: 100.0: 38.9 19.3 0.3 44.5 74.4 83.7 94.0: 16.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 30 19 6 15 18 51 37:
Old : 67: 27 17 1 10 16 38 33:
Other: 46: 14 9 3 12 13 29 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 : 35.5 48.8 48.0 66.0 34.7 48.8 47.2 64.8
Old : 39.9 51.9 53.0 68.1 39.4 51.9 52.5 67.9
Other: 47.1 48.4 60.5 68.9 45.8 48.4 58.9 68.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 11, 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 : 253,437: 82,444 57,351 27,574 131,663 157,289 241,681 242,214: 11,756 11,223
Old : 241,262: 83,323 56,960 26,069 120,483 147,307 229,875 230,336: 11,387 10,926
Other: 12,175: 322 1,592 304 11,180 9,982 11,806 11,878: 369 297
: : :
: : Changes in Commitments from: October 4, 2016 :
: 18,314: 7,249 4,709 2,673 9,555 9,813 19,477 17,195: -1,163 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.6 10.9 52.0 62.1 95.4 95.6: 4.6 4.4
Old : 100.0: 34.5 23.6 10.8 49.9 61.1 95.3 95.5: 4.7 4.5
Other: 100.0: 2.6 13.1 2.5 91.8 82.0 97.0 97.6: 3.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 82 75 66 55 45 174 157:
Old : 232: 84 75 64 54 45 172 156:
Other: 36: 5 9 1 16 11 22 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 : 25.8 30.0 36.5 40.7 20.7 20.1 28.0 29.1
Old : 23.6 30.6 34.6 40.2 19.2 21.5 26.9 30.6
Other: 80.7 76.5 90.8 89.4 74.1 73.8 82.5 81.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 11, 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 : 833,715: 356,168 42,076 83,181 297,816 673,985 737,165 799,242: 96,550 34,473
Old : 833,715: 356,168 42,076 83,181 297,816 673,985 737,165 799,242: 96,550 34,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,002: -9,751 5,094 950 7,523 -4,271 -1,278 1,773: 4,280 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 5.0 10.0 35.7 80.8 88.4 95.9: 11.6 4.1
Old : 100.0: 42.7 5.0 10.0 35.7 80.8 88.4 95.9: 11.6 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 : 232: 103 32 60 72 74 200 144:
Old : 232: 103 32 60 72 74 200 144:
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 : 14.5 32.4 22.5 50.0 14.0 29.8 21.1 46.1
Old : 14.5 32.4 22.5 50.0 14.0 29.8 21.1 46.1
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, October 11, 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 : 185,562: 64,117 22,520 29,513 79,706 127,425 173,336 179,458: 12,226 6,104
Old : 176,504: 64,521 23,335 27,266 72,891 120,017 164,678 170,618: 11,826 5,886
Other: 9,058: 1,143 732 700 6,815 7,408 8,658 8,840: 400 218
: : :
: : Changes in Commitments from: October 4, 2016 :
: 650: -2,608 -1,610 804 2,447 1,738 643 932: 7 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 12.1 15.9 43.0 68.7 93.4 96.7: 6.6 3.3
Old : 100.0: 36.6 13.2 15.4 41.3 68.0 93.3 96.7: 6.7 3.3
Other: 100.0: 12.6 8.1 7.7 75.2 81.8 95.6 97.6: 4.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 150 74 105 122 115 323 259:
Old : 391: 153 77 103 121 114 321 257:
Other: 101: 16 11 5 49 44 70 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 : 12.6 19.9 22.2 30.5 11.9 15.9 19.8 24.9
Old : 13.2 19.3 23.3 30.2 12.5 16.7 20.8 26.2
Other: 58.2 51.4 71.7 66.2 58.0 45.9 66.4 59.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 11, 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 : 69,769: 50,990 17,441 3,923 6,875 46,118 61,788 67,482: 7,981 2,287
Old : 69,769: 50,990 17,441 3,923 6,875 46,118 61,788 67,482: 7,981 2,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 15,974: 16,780 -4,669 -398 -474 20,861 15,908 15,794: 66 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 25.0 5.6 9.9 66.1 88.6 96.7: 11.4 3.3
Old : 100.0: 73.1 25.0 5.6 9.9 66.1 88.6 96.7: 11.4 3.3
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 : 144: 101 29 17 5 8 113 49:
Old : 144: 101 29 17 5 8 113 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 : 35.1 74.1 51.9 83.1 34.4 74.1 50.2 81.3
Old : 35.1 74.1 51.9 83.1 34.4 74.1 50.2 81.3
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, October 11, 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 : 335,901: 76,362 63,484 8,132 231,896 248,123 316,390 319,739: 19,511 16,162
Old : 335,901: 76,362 63,484 8,132 231,896 248,123 316,390 319,739: 19,511 16,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,003: 490 4,138 835 1,224 -4,376 2,549 597: -546 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.9 2.4 69.0 73.9 94.2 95.2: 5.8 4.8
Old : 100.0: 22.7 18.9 2.4 69.0 73.9 94.2 95.2: 5.8 4.8
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 : 259: 49 46 18 99 103 156 159:
Old : 259: 49 46 18 99 103 156 159:
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 : 29.6 27.5 40.7 37.4 27.0 27.5 36.8 36.9
Old : 29.6 27.5 40.7 37.4 27.0 27.5 36.8 36.9
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, October 11, 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 : 222,595: 41,577 13,213 2,487 169,768 203,350 213,832 219,050: 8,763 3,545
Old : 222,595: 41,577 13,213 2,487 169,768 203,350 213,832 219,050: 8,763 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,652: 3,104 -901 98 94 5,227 3,296 4,424: 356 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.9 1.1 76.3 91.4 96.1 98.4: 3.9 1.6
Old : 100.0: 18.7 5.9 1.1 76.3 91.4 96.1 98.4: 3.9 1.6
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 : 119: 21 13 7 58 50 81 68:
Old : 119: 21 13 7 58 50 81 68:
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 : 35.3 41.9 49.0 66.0 34.4 41.9 47.9 66.0
Old : 35.3 41.9 49.0 66.0 34.4 41.9 47.9 66.0
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, October 11, 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 : 897,889: 298,182 53,795 14,874 563,444 820,038 876,500 888,707: 21,389 9,182
Old : 897,889: 298,182 53,795 14,874 563,444 820,038 876,500 888,707: 21,389 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 47,628: 5,866 7,875 -613 42,970 39,675 48,223 46,937: -595 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 6.0 1.7 62.8 91.3 97.6 99.0: 2.4 1.0
Old : 100.0: 33.2 6.0 1.7 62.8 91.3 97.6 99.0: 2.4 1.0
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 : 315: 112 35 23 131 86 252 135:
Old : 315: 112 35 23 131 86 252 135:
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 : 18.7 55.9 29.9 69.0 17.1 55.8 27.4 67.4
Old : 18.7 55.9 29.9 69.0 17.1 55.8 27.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016