COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 341,077: 113,249 14,338 87,567 119,999 229,625 320,815 331,530: 20,262 9,547
Old : 328,944: 112,975 14,606 83,998 112,001 221,251 308,974 319,855: 19,970 9,089
Other: 12,133: 1,258 716 2,585 7,998 8,375 11,841 11,676: 292 458
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,324: 1,591 -3,575 1,559 2,160 5,033 5,309 3,016: -985 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 4.2 25.7 35.2 67.3 94.1 97.2: 5.9 2.8
Old : 100.0: 34.3 4.4 25.5 34.0 67.3 93.9 97.2: 6.1 2.8
Other: 100.0: 10.4 5.9 21.3 65.9 69.0 97.6 96.2: 2.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 181 51 78 69 77 281 179:
Old : 327: 180 50 77 66 77 277 177:
Other: 56: 14 5 9 19 26 34 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 : 13.3 31.0 21.5 42.4 9.5 24.2 14.7 31.7
Old : 12.7 31.8 20.6 43.0 9.7 26.7 15.1 33.9
Other: 62.1 44.1 78.6 65.8 54.5 38.5 66.8 55.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 22,544: 9,111 797 3,270 7,194 16,930 19,576 20,997: 2,968 1,547
Old : 20,526: 9,141 737 2,680 5,963 15,730 17,783 19,147: 2,743 1,379
Other: 2,018: 12 101 548 1,232 1,200 1,793 1,850: 225 168
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,344: -1,718 90 -218 930 -1,205 -1,007 -1,333: -337 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.5 14.5 31.9 75.1 86.8 93.1: 13.2 6.9
Old : 100.0: 44.5 3.6 13.1 29.0 76.6 86.6 93.3: 13.4 6.7
Other: 100.0: 0.6 5.0 27.2 61.0 59.5 88.8 91.7: 11.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 32 18 13 20 22 62 44:
Old : 81: 32 18 13 20 22 62 44:
Other: 27: 5 3 5 12 10 19 16:
:----------------------------------------------------------------------------------------------------
: 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 45.4 42.3 68.6 27.9 41.3 36.7 57.1
Old : 30.4 47.8 41.6 69.6 27.8 44.8 36.8 59.6
Other: 57.9 57.2 77.0 81.6 43.9 38.2 51.0 51.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 283,712: 65,436 46,596 76,442 130,566 152,446 272,445 275,484: 11,267 8,228
Old : 107,270: 29,999 32,989 23,190 49,342 45,917 102,531 102,096: 4,739 5,174
Other: 176,442: 49,068 27,239 39,621 81,224 106,528 169,913 173,388: 6,529 3,054
: : :
: : Changes in Commitments from: July 26, 2016 :
: 20,569: 2,806 9,469 4,975 12,772 8,130 20,553 22,574: 16 -2,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.4 26.9 46.0 53.7 96.0 97.1: 4.0 2.9
Old : 100.0: 28.0 30.8 21.6 46.0 42.8 95.6 95.2: 4.4 4.8
Other: 100.0: 27.8 15.4 22.5 46.0 60.4 96.3 98.3: 3.7 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 86 64 82 59 49 186 163:
Old : 192: 74 55 42 44 34 135 115:
Other: 185: 68 51 55 53 43 152 120:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 23.6 30.4 32.5 14.7 13.6 21.0 20.9
Old : 23.5 29.1 35.9 40.9 16.5 19.5 25.4 28.3
Other: 25.2 25.6 35.9 37.0 21.8 17.5 28.5 27.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 1,101,246: 334,053 27,713 235,994 438,973 790,903 1,009,020 1,054,610: 92,226 46,636
Old : 1,101,246: 334,053 27,713 235,994 438,973 790,903 1,009,020 1,054,610: 92,226 46,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 20,848: 1,837 4,634 9,339 28,354 9,187 39,530 23,160: -18,682 -2,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.5 21.4 39.9 71.8 91.6 95.8: 8.4 4.2
Old : 100.0: 30.3 2.5 21.4 39.9 71.8 91.6 95.8: 8.4 4.2
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: 107 35 69 88 85 221 167:
Old : 247: 107 35 69 88 85 221 167:
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 : 11.4 25.2 19.1 38.9 10.2 22.7 15.1 33.1
Old : 11.4 25.2 19.1 38.9 10.2 22.7 15.1 33.1
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 with Delta-adjusted Options and Futures Combined, August 02, 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 : 236,998: 58,319 18,381 60,708 104,323 150,942 223,350 230,031: 13,648 6,967
Old : 101,466: 41,787 32,494 14,440 37,202 50,849 93,428 97,782: 8,038 3,684
Other: 135,532: 37,533 6,888 25,268 67,122 100,093 129,922 132,249: 5,610 3,283
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,426: -1,061 1,282 3,173 1,180 37 3,292 4,492: 1,134 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.8 25.6 44.0 63.7 94.2 97.1: 5.8 2.9
Old : 100.0: 41.2 32.0 14.2 36.7 50.1 92.1 96.4: 7.9 3.6
Other: 100.0: 27.7 5.1 18.6 49.5 73.9 95.9 97.6: 4.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 151 87 128 138 124 364 278:
Old : 363: 133 83 66 95 103 259 222:
Other: 320: 112 60 78 120 109 276 207:
:----------------------------------------------------------------------------------------------------
: 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 18.9 22.6 29.8 10.1 11.1 15.4 17.8
Old : 19.2 17.7 29.8 28.6 16.8 12.7 24.4 20.9
Other: 16.3 23.1 26.3 36.4 11.1 16.6 18.1 24.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 55,117: 32,143 14,583 8,295 8,208 30,074 48,646 52,951: 6,471 2,166
Old : 55,117: 32,143 14,583 8,295 8,208 30,074 48,646 52,951: 6,471 2,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -8,195: -9,111 -4,258 2,783 74 -6,650 -6,254 -8,125: -1,941 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 26.5 15.0 14.9 54.6 88.3 96.1: 11.7 3.9
Old : 100.0: 58.3 26.5 15.0 14.9 54.6 88.3 96.1: 11.7 3.9
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 : 129: 74 35 16 10 9 95 53:
Old : 129: 74 35 16 10 9 95 53:
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 : 40.5 63.4 56.3 75.5 35.0 59.5 45.6 67.5
Old : 40.5 63.4 56.3 75.5 35.0 59.5 45.6 67.5
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 with Delta-adjusted Options and Futures Combined, August 02, 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 : 329,359: 59,049 60,997 6,744 243,484 245,255 309,277 312,996: 20,081 16,363
Old : 329,359: 59,049 60,997 6,744 243,484 245,255 309,277 312,996: 20,081 16,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,708: 2,607 -3,384 320 -1,650 4,854 1,278 1,790: 431 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.5 2.0 73.9 74.5 93.9 95.0: 6.1 5.0
Old : 100.0: 17.9 18.5 2.0 73.9 74.5 93.9 95.0: 6.1 5.0
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 : 261: 58 41 15 100 103 164 153:
Old : 261: 58 41 15 100 103 164 153:
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 : 26.8 28.7 38.5 38.0 25.6 28.7 36.6 37.5
Old : 26.8 28.7 38.5 38.0 25.6 28.7 36.6 37.5
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, August 02, 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 : 223,450: 38,115 6,359 3,068 174,708 209,705 215,891 219,132: 7,559 4,318
Old : 223,450: 38,115 6,359 3,068 174,708 209,705 215,891 219,132: 7,559 4,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -773: -2,528 -2,016 1,246 228 -320 -1,054 -1,090: 281 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.8 1.4 78.2 93.8 96.6 98.1: 3.4 1.9
Old : 100.0: 17.1 2.8 1.4 78.2 93.8 96.6 98.1: 3.4 1.9
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: 22 10 6 60 52 83 67:
Old : 121: 22 10 6 60 52 83 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 : 35.7 52.3 50.1 66.2 34.5 52.3 48.8 65.8
Old : 35.7 52.3 50.1 66.2 34.5 52.3 48.8 65.8
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, August 02, 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 : 759,662: 250,947 72,561 9,310 478,064 669,589 738,321 751,460: 21,341 8,202
Old : 759,662: 250,947 72,561 9,310 478,064 669,589 738,321 751,460: 21,341 8,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -5,196: 103 1,371 -1,519 -5,039 -5,579 -6,455 -5,727: 1,259 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.6 1.2 62.9 88.1 97.2 98.9: 2.8 1.1
Old : 100.0: 33.0 9.6 1.2 62.9 88.1 97.2 98.9: 2.8 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 : 298: 106 35 19 119 81 231 129:
Old : 298: 106 35 19 119 81 231 129:
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 : 20.5 45.1 31.6 59.6 15.7 45.1 25.6 58.0
Old : 20.5 45.1 31.6 59.6 15.7 45.1 25.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016