COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 286,225: 104,276 24,573 57,588 103,961 196,065 265,824 278,226: 20,401 7,999
Old : 277,516: 103,988 24,759 55,301 97,991 189,677 257,280 269,737: 20,236 7,780
Other: 8,709: 1,057 583 1,517 5,969 6,388 8,544 8,489: 165 220
: : :
: : Changes in Commitments from: July 5, 2016 :
: 41,075: 18,331 -548 8,238 9,530 34,177 36,098 41,867: 4,977 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.6 20.1 36.3 68.5 92.9 97.2: 7.1 2.8
Old : 100.0: 37.5 8.9 19.9 35.3 68.3 92.7 97.2: 7.3 2.8
Other: 100.0: 12.1 6.7 17.4 68.5 73.4 98.1 97.5: 1.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 168 65 71 69 69 269 173:
Old : 324: 166 66 69 67 69 266 171:
Other: 43: 8 6 5 14 21 23 31:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 30.9 23.1 42.4 11.1 23.2 17.6 31.2
Old : 14.2 31.6 23.0 42.9 11.4 25.5 18.1 33.4
Other: 68.3 49.0 84.4 72.3 61.3 46.1 71.4 61.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 22,017: 9,879 867 2,821 6,269 16,876 18,969 20,563: 3,048 1,454
Old : 20,704: 9,886 796 2,419 5,477 16,104 17,781 19,319: 2,922 1,385
Other: 1,313: 8 86 387 793 771 1,188 1,245: 126 69
: : :
: : Changes in Commitments from: July 5, 2016 :
: 385: 801 270 -5 -227 155 569 420: -183 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 3.9 12.8 28.5 76.6 86.2 93.4: 13.8 6.6
Old : 100.0: 47.8 3.8 11.7 26.5 77.8 85.9 93.3: 14.1 6.7
Other: 100.0: 0.6 6.6 29.5 60.4 58.7 90.4 94.8: 9.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 37 13 10 18 18 61 35:
Old : 77: 37 13 10 18 18 61 35:
Other: 20: 4 2 3 9 6 14 10:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 49.5 41.9 73.5 29.3 47.4 39.3 65.9
Old : 29.6 50.9 40.8 74.1 29.2 49.3 39.2 67.3
Other: 65.5 70.5 82.5 91.7 49.3 54.8 57.0 61.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 260,347: 70,549 27,389 59,416 117,503 166,411 247,469 253,215: 12,878 7,132
Old : 113,519: 46,876 34,002 16,637 42,075 57,632 105,588 108,272: 7,931 5,247
Other: 146,828: 42,959 12,671 23,494 75,428 108,778 141,881 144,944: 4,947 1,884
: : :
: : Changes in Commitments from: July 5, 2016 :
: 10,823: 3,349 16 3,493 2,377 6,681 9,219 10,190: 1,604 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.5 22.8 45.1 63.9 95.1 97.3: 4.9 2.7
Old : 100.0: 41.3 30.0 14.7 37.1 50.8 93.0 95.4: 7.0 4.6
Other: 100.0: 29.3 8.6 16.0 51.4 74.1 96.6 98.7: 3.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 92 50 78 56 49 191 146:
Old : 201: 90 47 43 40 41 146 115:
Other: 161: 65 32 45 48 35 140 89:
:----------------------------------------------------------------------------------------------------
: 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 28.9 27.8 40.5 12.0 18.4 18.9 26.6
Old : 19.3 24.9 31.5 39.9 14.6 23.0 25.9 36.2
Other: 25.0 36.9 37.8 49.9 19.6 23.0 30.1 34.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,105,398: 342,405 21,430 237,519 429,952 810,994 1,009,876 1,069,943: 95,523 35,456
Old : 1,105,398: 342,405 21,430 237,519 429,952 810,994 1,009,876 1,069,943: 95,523 35,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -9,559: -2,787 -87 1,536 -4,195 -10,235 -5,446 -8,786: -4,113 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 1.9 21.5 38.9 73.4 91.4 96.8: 8.6 3.2
Old : 100.0: 31.0 1.9 21.5 38.9 73.4 91.4 96.8: 8.6 3.2
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 : 247: 103 36 71 90 89 223 168:
Old : 247: 103 36 71 90 89 223 168:
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 : 11.8 26.5 19.3 39.8 10.3 23.7 15.1 34.9
Old : 11.8 26.5 19.3 39.8 10.3 23.7 15.1 34.9
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 229,321: 60,278 17,752 56,154 98,618 148,559 215,051 222,466: 14,270 6,856
Old : 122,071: 53,430 25,733 16,635 42,138 75,230 112,203 117,598: 9,868 4,474
Other: 107,250: 23,988 9,159 22,380 56,480 73,329 102,848 104,868: 4,402 2,382
: : :
: : Changes in Commitments from: July 5, 2016 :
: 901: 3,222 722 -2,384 -398 4,049 440 2,388: 461 -1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.7 24.5 43.0 64.8 93.8 97.0: 6.2 3.0
Old : 100.0: 43.8 21.1 13.6 34.5 61.6 91.9 96.3: 8.1 3.7
Other: 100.0: 22.4 8.5 20.9 52.7 68.4 95.9 97.8: 4.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 168 78 117 135 126 364 270:
Old : 386: 149 83 60 91 112 270 226:
Other: 292: 97 51 63 116 106 246 190:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.7 22.9 30.3 10.3 12.5 15.6 19.7
Old : 16.7 18.4 25.0 30.0 14.2 15.3 21.1 24.7
Other: 18.1 22.0 29.2 35.3 11.4 14.1 18.9 21.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 52,816: 33,094 19,181 4,665 7,749 26,967 45,508 50,813: 7,307 2,002
Old : 52,816: 33,094 19,181 4,665 7,749 26,967 45,508 50,813: 7,307 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,119: 235 -1,173 633 245 1,551 1,112 1,011: 7 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 36.3 8.8 14.7 51.1 86.2 96.2: 13.8 3.8
Old : 100.0: 62.7 36.3 8.8 14.7 51.1 86.2 96.2: 13.8 3.8
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 : 115: 69 27 14 10 9 90 43:
Old : 115: 69 27 14 10 9 90 43:
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 : 39.9 52.6 52.4 71.4 36.7 52.6 47.0 68.7
Old : 39.9 52.6 52.4 71.4 36.7 52.6 47.0 68.7
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 334,124: 42,575 72,771 6,807 266,795 239,820 316,178 319,398: 17,946 14,725
Old : 334,124: 42,575 72,771 6,807 266,795 239,820 316,178 319,398: 17,946 14,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 791: 4,547 -3,722 950 -6,991 4,363 -1,495 1,591: 2,285 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 21.8 2.0 79.8 71.8 94.6 95.6: 5.4 4.4
Old : 100.0: 12.7 21.8 2.0 79.8 71.8 94.6 95.6: 5.4 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 : 273: 49 46 15 109 107 166 160:
Old : 273: 49 46 15 109 107 166 160:
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 : 31.7 29.8 43.6 38.3 30.4 29.8 41.3 37.8
Old : 31.7 29.8 43.6 38.3 30.4 29.8 41.3 37.8
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 220,432: 43,144 12,067 2,029 168,223 202,035 213,396 216,131: 7,036 4,301
Old : 220,432: 43,144 12,067 2,029 168,223 202,035 213,396 216,131: 7,036 4,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 9,995: 75 976 160 8,470 8,767 8,705 9,903: 1,290 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.5 0.9 76.3 91.7 96.8 98.0: 3.2 2.0
Old : 100.0: 19.6 5.5 0.9 76.3 91.7 96.8 98.0: 3.2 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 : 124: 17 17 6 60 54 79 75:
Old : 124: 17 17 6 60 54 79 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 : 37.3 46.9 51.7 61.5 36.8 46.9 50.9 61.3
Old : 37.3 46.9 51.7 61.5 36.8 46.9 50.9 61.3
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 690,045: 200,287 81,741 10,342 457,759 587,740 668,388 679,823: 21,657 10,222
Old : 690,045: 200,287 81,741 10,342 457,759 587,740 668,388 679,823: 21,657 10,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 36,858: 15,344 3,799 602 19,184 33,608 35,130 38,009: 1,728 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.8 1.5 66.3 85.2 96.9 98.5: 3.1 1.5
Old : 100.0: 29.0 11.8 1.5 66.3 85.2 96.9 98.5: 3.1 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 : 295: 96 43 24 116 82 224 137:
Old : 295: 96 43 24 116 82 224 137:
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 : 22.3 37.0 34.6 52.5 17.1 36.9 27.1 50.3
Old : 22.3 37.0 34.6 52.5 17.1 36.9 27.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016