COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 322,071: 97,362 10,944 73,714 133,091 228,697 304,167 313,355: 17,904 8,717
Old : 306,714: 97,347 10,554 70,527 121,388 217,424 289,262 298,504: 17,452 8,209
Other: 15,358: 459 834 2,743 11,704 11,273 14,905 14,850: 452 508
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,700: 729 -3,231 289 2,511 8,114 3,529 5,172: 1,171 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.4 22.9 41.3 71.0 94.4 97.3: 5.6 2.7
Old : 100.0: 31.7 3.4 23.0 39.6 70.9 94.3 97.3: 5.7 2.7
Other: 100.0: 3.0 5.4 17.9 76.2 73.4 97.1 96.7: 2.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 144 51 84 77 73 261 173:
Old : 291: 143 52 83 76 73 259 171:
Other: 58: 11 8 11 22 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 : 14.8 34.8 24.1 46.1 10.8 27.2 16.4 34.3
Old : 13.7 36.5 23.0 47.4 10.8 31.1 16.8 37.3
Other: 64.8 41.8 80.1 64.8 60.5 41.8 66.6 56.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 19,480: 9,004 676 2,487 5,226 14,895 16,717 18,058: 2,763 1,422
Old : 16,005: 8,974 733 1,339 3,333 12,667 13,645 14,739: 2,360 1,266
Other: 3,475: 136 49 1,042 1,894 2,228 3,072 3,319: 403 156
: : :
: : Changes in Commitments from: August 30, 2016 :
: 696: 1,176 91 225 -702 213 699 528: -3 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 3.5 12.8 26.8 76.5 85.8 92.7: 14.2 7.3
Old : 100.0: 56.1 4.6 8.4 20.8 79.1 85.3 92.1: 14.7 7.9
Other: 100.0: 3.9 1.4 30.0 54.5 64.1 88.4 95.5: 11.6 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 37 15 13 18 20 61 43:
Old : 81: 37 16 11 18 19 60 41:
Other: 35: 9 6 9 14 13 27 24:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 45.9 43.8 68.4 31.3 44.1 40.9 60.7
Old : 34.2 53.2 45.6 73.0 34.2 52.0 44.0 67.1
Other: 46.3 48.5 65.6 72.6 32.6 39.6 38.8 47.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 235,534: 73,871 36,662 48,539 101,780 141,804 224,190 227,006: 11,344 8,528
Old : 229,936: 74,044 36,204 47,967 96,645 137,338 218,657 221,509: 11,279 8,426
Other: 5,598: 49 681 349 5,135 4,466 5,533 5,496: 65 102
: : :
: : Changes in Commitments from: August 30, 2016 :
: 5,362: -131 5,136 745 4,442 -1,002 5,057 4,879: 305 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 15.6 20.6 43.2 60.2 95.2 96.4: 4.8 3.6
Old : 100.0: 32.2 15.7 20.9 42.0 59.7 95.1 96.3: 4.9 3.7
Other: 100.0: 0.9 12.2 6.2 91.7 79.8 98.8 98.2: 1.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 78 58 78 54 46 176 150:
Old : 213: 80 58 78 54 46 176 150:
Other: 26: 4 6 4 11 8 17 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 : 20.7 25.6 29.9 37.3 17.0 19.0 24.3 28.1
Old : 19.4 26.2 28.7 37.9 16.5 20.3 24.0 29.5
Other: 86.7 85.0 95.0 93.1 85.3 84.4 89.5 89.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 1,185,974: 354,289 34,160 281,658 454,727 824,892 1,090,674 1,140,710: 95,299 45,264
Old : 1,185,974: 354,289 34,160 281,658 454,727 824,892 1,090,674 1,140,710: 95,299 45,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 3,817: -17,719 2,269 11,956 10,579 -8,123 4,815 6,101: -999 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 2.9 23.7 38.3 69.6 92.0 96.2: 8.0 3.8
Old : 100.0: 29.9 2.9 23.7 38.3 69.6 92.0 96.2: 8.0 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 : 265: 108 47 82 92 91 234 191:
Old : 265: 108 47 82 92 91 234 191:
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 : 11.3 23.4 19.7 37.4 9.7 21.0 14.5 31.3
Old : 11.3 23.4 19.7 37.4 9.7 21.0 14.5 31.3
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, September 06, 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 : 215,377: 63,731 15,086 53,642 85,734 139,391 203,108 208,119: 12,269 7,258
Old : 207,455: 63,995 15,645 51,708 79,780 133,026 195,483 200,380: 11,972 7,076
Other: 7,922: 922 626 749 5,954 6,366 7,624 7,740: 297 182
: : :
: : Changes in Commitments from: August 30, 2016 :
: 16,923: 7,588 -3,369 7,129 1,583 12,960 16,300 16,720: 624 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.0 24.9 39.8 64.7 94.3 96.6: 5.7 3.4
Old : 100.0: 30.8 7.5 24.9 38.5 64.1 94.2 96.6: 5.8 3.4
Other: 100.0: 11.6 7.9 9.4 75.2 80.4 96.2 97.7: 3.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 162 74 124 127 128 350 281:
Old : 410: 162 79 122 127 128 349 280:
Other: 86: 12 13 8 43 35 62 49:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 18.9 20.3 31.1 10.5 14.1 17.3 22.0
Old : 11.4 19.3 20.6 30.7 10.9 14.7 18.0 23.0
Other: 61.3 50.0 72.3 64.2 59.5 45.3 66.0 58.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 58,575: 33,819 16,985 8,374 7,499 30,291 49,692 55,650: 8,883 2,925
Old : 58,575: 33,819 16,985 8,374 7,499 30,291 49,692 55,650: 8,883 2,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,705: 3,601 1,621 -1,310 -590 1,882 1,702 2,193: 1,003 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 29.0 14.3 12.8 51.7 84.8 95.0: 15.2 5.0
Old : 100.0: 57.7 29.0 14.3 12.8 51.7 84.8 95.0: 15.2 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 : 124: 74 35 25 6 11 98 56:
Old : 124: 74 35 25 6 11 98 56:
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 : 37.8 62.7 54.4 73.4 33.8 58.0 43.4 64.4
Old : 37.8 62.7 54.4 73.4 33.8 58.0 43.4 64.4
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, September 06, 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 : 339,360: 80,646 57,297 3,761 234,129 260,684 318,536 321,742: 20,824 17,618
Old : 339,360: 80,646 57,297 3,761 234,129 260,684 318,536 321,742: 20,824 17,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,851: 1,597 322 -84 259 1,514 1,773 1,752: 1,078 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.9 1.1 69.0 76.8 93.9 94.8: 6.1 5.2
Old : 100.0: 23.8 16.9 1.1 69.0 76.8 93.9 94.8: 6.1 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 : 267: 57 44 13 109 102 173 152:
Old : 267: 57 44 13 109 102 173 152:
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 : 24.2 30.1 35.3 38.7 22.0 30.1 32.1 38.2
Old : 24.2 30.1 35.3 38.7 22.0 30.1 32.1 38.2
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, September 06, 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 : 229,097: 36,411 9,117 1,779 182,630 214,892 220,820 225,788: 8,277 3,309
Old : 229,097: 36,411 9,117 1,779 182,630 214,892 220,820 225,788: 8,277 3,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -2,542: -297 532 -1,096 -1,447 -1,916 -2,840 -2,480: 298 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.0 0.8 79.7 93.8 96.4 98.6: 3.6 1.4
Old : 100.0: 15.9 4.0 0.8 79.7 93.8 96.4 98.6: 3.6 1.4
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 : 123: 24 14 6 60 50 85 69:
Old : 123: 24 14 6 60 50 85 69:
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 : 34.1 54.5 49.4 68.8 33.6 54.2 48.8 68.5
Old : 34.1 54.5 49.4 68.8 33.6 54.2 48.8 68.5
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, September 06, 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 : 945,639: 289,637 46,269 23,538 603,892 853,136 917,067 922,943: 28,572 22,696
Old : 945,639: 289,637 46,269 23,538 603,892 853,136 917,067 922,943: 28,572 22,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 47,073: 1,481 -1,276 8,337 35,073 30,733 44,891 37,794: 2,182 9,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.9 2.5 63.9 90.2 97.0 97.6: 3.0 2.4
Old : 100.0: 30.6 4.9 2.5 63.9 90.2 97.0 97.6: 3.0 2.4
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 : 319: 114 35 27 137 83 265 132:
Old : 319: 114 35 27 137 83 265 132:
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 : 16.4 48.8 28.2 65.3 14.2 47.5 23.1 58.5
Old : 16.4 48.8 28.2 65.3 14.2 47.5 23.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016