COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 318,215: 100,633 14,024 74,418 125,129 221,511 300,180 309,953: 18,035 8,262
Old : 304,188: 100,470 14,105 70,886 115,167 211,500 286,522 296,491: 17,665 7,697
Other: 14,027: 943 699 2,752 9,962 10,011 13,657 13,462: 370 566
: : :
: : Changes in Commitments from: August 16, 2016 :
: -23,745: -5,016 -1,504 -15,766 -2,958 -6,262 -23,740 -23,532: -5 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 4.4 23.4 39.3 69.6 94.3 97.4: 5.7 2.6
Old : 100.0: 33.0 4.6 23.3 37.9 69.5 94.2 97.5: 5.8 2.5
Other: 100.0: 6.7 5.0 19.6 71.0 71.4 97.4 96.0: 2.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 164 51 80 76 75 273 178:
Old : 313: 163 52 79 75 75 271 176:
Other: 59: 14 6 11 20 27 37 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 32.0 23.4 43.9 10.4 25.3 15.8 32.7
Old : 13.2 33.4 22.3 45.0 10.5 28.7 16.2 35.3
Other: 63.8 41.2 77.9 63.7 58.1 38.7 65.2 54.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 18,774: 7,309 567 2,517 6,360 14,471 16,185 17,555: 2,589 1,219
Old : 15,799: 7,331 571 1,556 4,542 12,550 13,430 14,678: 2,369 1,121
Other: 2,975: 31 49 907 1,817 1,921 2,756 2,878: 219 98
: : :
: : Changes in Commitments from: August 16, 2016 :
: -2,431: -197 -15 -996 -1,029 -1,086 -2,222 -2,096: -209 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.0 13.4 33.9 77.1 86.2 93.5: 13.8 6.5
Old : 100.0: 46.4 3.6 9.9 28.8 79.4 85.0 92.9: 15.0 7.1
Other: 100.0: 1.1 1.7 30.5 61.1 64.6 92.6 96.7: 7.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 36 12 13 19 20 61 41:
Old : 80: 38 11 12 19 20 61 40:
Other: 34: 8 5 8 14 12 26 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 : 32.8 49.3 45.5 70.4 32.8 45.9 41.2 62.1
Old : 34.6 55.7 44.8 74.0 34.2 53.8 43.1 67.8
Other: 51.3 53.7 71.2 76.7 40.4 40.8 46.1 49.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 239,190: 76,152 29,007 51,883 100,482 151,374 228,517 232,264: 10,673 6,926
Old : 1,286: 0 32 0 1,286 1,206 1,286 1,238: 0 48
Other: 237,904: 76,153 28,976 51,882 99,196 150,168 227,231 231,026: 10,673 6,878
: : :
: : Changes in Commitments from: August 16, 2016 :
: -4,573: 4,014 -9,203 -614 -7,422 6,041 -4,021 -3,776: -552 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.1 21.7 42.0 63.3 95.5 97.1: 4.5 2.9
Old : 100.0: 0.0 2.5 0.0 100.0 93.8 100.0 96.3: 0.0 3.7
Other: 100.0: 32.0 12.2 21.8 41.7 63.1 95.5 97.1: 4.5 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 81 57 69 52 45 174 139:
Old : 9: 0 2 0 3 4 3 6:
Other: 211: 82 57 69 51 45 173 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 27.3 28.6 39.7 15.7 20.3 22.9 29.3
Old : 100.0 95.3 100.0 96.3 100.0 95.3 100.0 96.3
Other: 19.6 27.4 28.4 39.9 15.8 20.8 23.1 30.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,178,565: 369,004 30,914 270,326 441,147 830,120 1,080,476 1,131,360: 98,089 47,205
Old : 1,178,565: 369,004 30,914 270,326 441,147 830,120 1,080,476 1,131,360: 98,089 47,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 29,566: 19,201 4,881 11,424 -5,407 10,676 25,219 26,980: 4,347 2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 2.6 22.9 37.4 70.4 91.7 96.0: 8.3 4.0
Old : 100.0: 31.3 2.6 22.9 37.4 70.4 91.7 96.0: 8.3 4.0
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 : 254: 109 41 75 87 88 227 176:
Old : 254: 109 41 75 87 88 227 176:
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 : 11.5 23.3 19.0 37.0 9.8 21.1 14.6 31.7
Old : 11.5 23.3 19.0 37.0 9.8 21.1 14.6 31.7
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 with Delta-adjusted Options and Futures Combined, August 23, 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 : 197,230: 59,952 22,344 43,553 81,490 124,324 184,995 190,221: 12,235 7,009
Old : 597: 0 11 0 591 483 591 494: 6 103
Other: 196,633: 59,956 22,337 43,549 80,899 123,841 184,404 189,727: 12,229 6,906
: : :
: : Changes in Commitments from: August 16, 2016 :
: -4,396: 6,517 308 2,287 -11,694 -6,731 -2,890 -4,136: -1,505 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.3 22.1 41.3 63.0 93.8 96.4: 6.2 3.6
Old : 100.0: 0.0 1.8 0.0 99.0 80.9 99.0 82.7: 1.0 17.3
Other: 100.0: 30.5 11.4 22.1 41.1 63.0 93.8 96.5: 6.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 142 82 121 127 124 334 277:
Old : 30: 0 3 0 1 26 1 29:
Other: 394: 144 81 121 126 123 333 276:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 18.5 22.3 30.3 12.1 13.3 18.5 21.3
Old : 99.0 53.4 99.0 66.2 99.0 53.4 99.0 66.2
Other: 13.5 18.5 22.4 30.4 12.1 13.3 18.5 21.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 58,071: 33,744 17,911 8,629 7,851 28,586 50,224 55,126: 7,847 2,944
Old : 58,071: 33,744 17,911 8,629 7,851 28,586 50,224 55,126: 7,847 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 8: -2,076 -1,582 909 263 43 -904 -630: 911 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 30.8 14.9 13.5 49.2 86.5 94.9: 13.5 5.1
Old : 100.0: 58.1 30.8 14.9 13.5 49.2 86.5 94.9: 13.5 5.1
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 : 130: 77 38 15 7 11 92 58:
Old : 130: 77 38 15 7 11 92 58:
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 : 37.1 63.0 51.8 72.9 30.8 57.5 42.3 65.1
Old : 37.1 63.0 51.8 72.9 30.8 57.5 42.3 65.1
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 23, 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 : 335,105: 73,476 57,518 4,585 237,238 255,703 315,299 317,807: 19,806 17,298
Old : 335,105: 73,476 57,518 4,585 237,238 255,703 315,299 317,807: 19,806 17,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,168: 6,458 -1,985 -600 -3,864 3,793 1,994 1,209: 174 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.2 1.4 70.8 76.3 94.1 94.8: 5.9 5.2
Old : 100.0: 21.9 17.2 1.4 70.8 76.3 94.1 94.8: 5.9 5.2
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 : 269: 61 43 15 102 106 170 157:
Old : 269: 61 43 15 102 106 170 157:
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 : 25.3 29.9 36.1 38.3 23.8 29.9 33.8 38.0
Old : 25.3 29.9 36.1 38.3 23.8 29.9 33.8 38.0
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 23, 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 : 229,828: 40,728 8,697 3,084 178,673 214,157 222,485 225,938: 7,343 3,890
Old : 229,828: 40,728 8,697 3,084 178,673 214,157 222,485 225,938: 7,343 3,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 617: 1,849 50 -68 -1,538 495 243 477: 374 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.8 1.3 77.7 93.2 96.8 98.3: 3.2 1.7
Old : 100.0: 17.7 3.8 1.3 77.7 93.2 96.8 98.3: 3.2 1.7
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 : 125: 24 14 6 61 51 86 70:
Old : 125: 24 14 6 61 51 86 70:
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 : 34.8 54.0 49.1 67.8 33.6 53.7 47.9 67.5
Old : 34.8 54.0 49.1 67.8 33.6 53.7 47.9 67.5
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 with Delta-adjusted Options and Futures Combined, August 23, 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 : 862,261: 278,263 58,108 12,474 548,097 782,049 838,834 852,631: 23,427 9,630
Old : 862,261: 278,263 58,108 12,474 548,097 782,049 838,834 852,631: 23,427 9,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 15,271: 12,036 -2,939 1,779 4,415 15,044 18,230 13,884: -2,959 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.7 1.4 63.6 90.7 97.3 98.9: 2.7 1.1
Old : 100.0: 32.3 6.7 1.4 63.6 90.7 97.3 98.9: 2.7 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 : 313: 116 33 20 132 81 256 126:
Old : 313: 116 33 20 132 81 256 126:
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 : 18.9 50.8 28.8 65.5 14.9 50.6 24.2 62.5
Old : 18.9 50.8 28.8 65.5 14.9 50.6 24.2 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016