COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 336,789: 101,433 12,612 80,815 136,725 234,496 318,974 327,924: 17,815 8,866 Old : 319,806: 101,448 12,692 76,758 124,151 221,976 302,357 311,426: 17,450 8,380 Other: 16,983: 1,088 1,023 2,955 12,575 12,520 16,618 16,497: 366 486 : : : : : Changes in Commitments from: September 13, 2016 : : 14,852: 5,998 1,856 4,494 3,573 9,722 14,065 16,072: 787 -1,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 3.7 24.0 40.6 69.6 94.7 97.4: 5.3 2.6 Old : 100.0: 31.7 4.0 24.0 38.8 69.4 94.5 97.4: 5.5 2.6 Other: 100.0: 6.4 6.0 17.4 74.0 73.7 97.8 97.1: 2.2 2.9 : : : :# Traders : Number of Traders in Each Category : All : 312: 159 50 89 79 76 277 183: Old : 310: 160 49 88 78 76 275 181: Other: 62: 14 10 12 19 26 38 44: :---------------------------------------------------------------------------------------------------- : 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 : 15.0 35.2 24.9 46.5 10.9 26.4 16.4 33.6 Old : 14.0 36.9 23.4 47.7 10.9 30.5 16.7 36.7 Other: 65.2 41.8 81.4 63.2 61.8 41.8 68.4 55.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 20,872: 9,874 1,174 3,368 4,450 14,767 17,692 19,310: 3,180 1,562 Old : 16,514: 9,725 1,416 1,587 2,503 12,169 13,816 15,172: 2,698 1,342 Other: 4,358: 454 64 1,476 1,947 2,598 3,876 4,138: 482 220 : : : : : Changes in Commitments from: September 13, 2016 : : 335: 403 362 373 -667 -223 109 512: 226 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 5.6 16.1 21.3 70.8 84.8 92.5: 15.2 7.5 Old : 100.0: 58.9 8.6 9.6 15.2 73.7 83.7 91.9: 16.3 8.1 Other: 100.0: 10.4 1.5 33.9 44.7 59.6 88.9 94.9: 11.1 5.1 : : : :# Traders : Number of Traders in Each Category : All : 89: 41 18 14 18 22 65 49: Old : 89: 37 23 12 17 21 62 48: Other: 39: 13 3 8 14 17 27 28: :---------------------------------------------------------------------------------------------------- : 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 42.3 41.4 62.3 28.0 40.4 37.8 55.0 Old : 33.8 50.3 44.2 66.0 33.0 49.0 42.2 61.9 Other: 42.5 42.2 62.2 62.4 32.7 30.5 39.1 43.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 258,237: 65,407 46,998 53,603 127,450 147,582 246,460 248,183: 11,777 10,054 Old : 250,950: 66,282 46,427 52,375 120,719 142,291 239,376 241,093: 11,574 9,857 Other: 7,287: 40 1,486 313 6,731 5,291 7,084 7,090: 203 197 : : : : : Changes in Commitments from: September 13, 2016 : : 9,858: -747 1,976 526 10,374 8,119 10,153 10,621: -295 -763 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 18.2 20.8 49.4 57.1 95.4 96.1: 4.6 3.9 Old : 100.0: 26.4 18.5 20.9 48.1 56.7 95.4 96.1: 4.6 3.9 Other: 100.0: 0.5 20.4 4.3 92.4 72.6 97.2 97.3: 2.8 2.7 : : : :# Traders : Number of Traders in Each Category : All : 220: 86 61 82 58 48 180 162: Old : 220: 88 61 82 58 48 180 162: Other: 29: 2 11 5 10 9 16 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 : 24.5 25.3 33.9 35.7 17.0 15.7 23.9 23.2 Old : 23.0 25.8 32.6 36.0 16.1 16.7 23.3 24.2 Other: 87.6 68.5 94.3 85.2 79.8 67.9 83.1 78.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,114,917: 370,362 23,223 227,130 412,918 821,440 1,010,410 1,071,793: 104,507 43,124 Old : 1,114,917: 370,362 23,223 227,130 412,918 821,440 1,010,410 1,071,793: 104,507 43,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2016 : : -45,774: 21,072 -5,652 -44,918 -27,779 5,262 -51,625 -45,308: 5,850 -467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 2.1 20.4 37.0 73.7 90.6 96.1: 9.4 3.9 Old : 100.0: 33.2 2.1 20.4 37.0 73.7 90.6 96.1: 9.4 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 : 246: 118 29 72 80 83 220 166: Old : 246: 118 29 72 80 83 220 166: 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 26.3 19.6 41.7 10.0 22.1 15.2 35.1 Old : 11.3 26.3 19.6 41.7 10.0 22.1 15.2 35.1 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, September 20, 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 : 221,337: 69,171 19,344 54,647 85,477 139,790 209,295 213,782: 12,041 7,555 Old : 212,998: 69,516 19,972 52,453 79,292 133,210 201,260 205,635: 11,738 7,363 Other: 8,338: 1,024 740 826 6,185 6,580 8,035 8,146: 303 192 : : : : : Changes in Commitments from: September 13, 2016 : : 9,829: 3,872 2,081 4,537 831 3,079 9,240 9,697: 589 132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 8.7 24.7 38.6 63.2 94.6 96.6: 5.4 3.4 Old : 100.0: 32.6 9.4 24.6 37.2 62.5 94.5 96.5: 5.5 3.5 Other: 100.0: 12.3 8.9 9.9 74.2 78.9 96.4 97.7: 3.6 2.3 : : : :# Traders : Number of Traders in Each Category : All : 418: 161 87 129 131 129 361 286: Old : 418: 162 89 127 131 128 360 284: Other: 95: 9 17 10 46 42 64 60: :---------------------------------------------------------------------------------------------------- : 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 20.4 20.1 31.5 10.1 14.8 16.7 22.5 Old : 11.1 20.0 20.0 31.1 10.5 15.1 17.3 23.5 Other: 60.0 49.8 70.9 62.5 58.3 45.6 64.5 57.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 48,376: 30,414 16,074 3,614 7,255 26,385 41,283 46,073: 7,092 2,302 Old : 48,376: 30,414 16,074 3,614 7,255 26,385 41,283 46,073: 7,092 2,302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2016 : : -7,510: -4,045 -1,380 -1,999 -752 -4,122 -6,796 -7,501: -713 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 33.2 7.5 15.0 54.5 85.3 95.2: 14.7 4.8 Old : 100.0: 62.9 33.2 7.5 15.0 54.5 85.3 95.2: 14.7 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 : 117: 72 28 21 6 11 92 50: Old : 117: 72 28 21 6 11 92 50: 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 : 41.2 64.8 53.3 73.5 37.3 62.2 46.8 69.3 Old : 41.2 64.8 53.3 73.5 37.3 62.2 46.8 69.3 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 with Delta-adjusted Options and Futures Combined, September 20, 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 : 323,049: 68,858 61,055 7,645 226,351 240,948 302,854 309,648: 20,195 13,401 Old : 323,049: 68,858 61,055 7,645 226,351 240,948 302,854 309,648: 20,195 13,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2016 : : -39,697: -2,170 -1,790 -190 -36,408 -30,702 -38,768 -32,682: -928 -7,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 18.9 2.4 70.1 74.6 93.7 95.9: 6.3 4.1 Old : 100.0: 21.3 18.9 2.4 70.1 74.6 93.7 95.9: 6.3 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 : 255: 56 42 19 92 101 157 153: Old : 255: 56 42 19 92 101 157 153: 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 : 29.1 28.7 40.5 37.2 26.2 28.5 36.3 36.3 Old : 29.1 28.7 40.5 37.2 26.2 28.5 36.3 36.3 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 20, 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 : 209,171: 37,743 11,979 2,340 160,720 190,769 200,803 205,088: 8,368 4,083 Old : 209,171: 37,743 11,979 2,340 160,720 190,769 200,803 205,088: 8,368 4,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2016 : : -49,536: -203 4,697 -4,192 -44,487 -50,410 -48,882 -49,905: -654 369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 5.7 1.1 76.8 91.2 96.0 98.0: 4.0 2.0 Old : 100.0: 18.0 5.7 1.1 76.8 91.2 96.0 98.0: 4.0 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 : 116: 21 13 5 57 49 79 66: Old : 116: 21 13 5 57 49 79 66: 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 : 37.6 40.5 51.3 65.5 36.5 40.5 50.1 65.5 Old : 37.6 40.5 51.3 65.5 36.5 40.5 50.1 65.5 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 20, 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 : 814,269: 277,037 58,981 12,844 504,210 732,389 794,091 804,214: 20,178 10,055 Old : 814,269: 277,037 58,981 12,844 504,210 732,389 794,091 804,214: 20,178 10,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2016 : : -132,245: 234 10,613 -6,455 -119,629 -133,162 -125,850 -129,004: -6,395 -3,241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 7.2 1.6 61.9 89.9 97.5 98.8: 2.5 1.2 Old : 100.0: 34.0 7.2 1.6 61.9 89.9 97.5 98.8: 2.5 1.2 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 : 309: 103 40 24 130 84 245 136: Old : 309: 103 40 24 130 84 245 136: 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 : 19.1 53.9 29.7 67.5 15.5 53.9 25.0 65.7 Old : 19.1 53.9 29.7 67.5 15.5 53.9 25.0 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016