COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 349,432: 111,392 14,752 83,360 136,429 241,823 331,180 339,934: 18,252 9,498
Old : 331,317: 111,167 14,465 79,356 122,905 228,541 313,427 322,362: 17,890 8,955
Other: 18,115: 1,073 1,135 3,156 13,524 13,282 17,753 17,572: 362 543
: : :
: : Changes in Commitments from: September 20, 2016 :
: 12,643: 9,959 2,139 2,544 -297 7,327 12,206 12,010: 437 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.2 23.9 39.0 69.2 94.8 97.3: 5.2 2.7
Old : 100.0: 33.6 4.4 24.0 37.1 69.0 94.6 97.3: 5.4 2.7
Other: 100.0: 5.9 6.3 17.4 74.7 73.3 98.0 97.0: 2.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 162 54 88 77 77 277 188:
Old : 317: 163 53 87 76 77 275 186:
Other: 63: 13 11 13 18 29 36 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 : 14.7 34.6 24.1 45.6 10.3 25.8 15.4 33.3
Old : 13.7 36.3 22.2 46.7 10.5 30.1 15.8 36.5
Other: 64.3 42.3 81.6 62.7 60.5 42.3 68.8 55.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 21,589: 10,275 1,209 3,746 4,499 14,981 18,520 19,937: 3,069 1,652
Old : 16,846: 10,063 1,576 1,696 2,526 12,183 14,285 15,455: 2,561 1,391
Other: 4,743: 692 115 1,569 1,973 2,798 4,234 4,482: 508 261
: : :
: : Changes in Commitments from: September 20, 2016 :
: 717: 401 35 378 49 214 828 627: -111 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 5.6 17.4 20.8 69.4 85.8 92.3: 14.2 7.7
Old : 100.0: 59.7 9.4 10.1 15.0 72.3 84.8 91.7: 15.2 8.3
Other: 100.0: 14.6 2.4 33.1 41.6 59.0 89.3 94.5: 10.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 43 17 15 18 22 66 49:
Old : 89: 36 24 13 17 21 63 48:
Other: 43: 15 4 8 14 18 29 30:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 41.8 40.9 61.3 27.4 39.9 36.9 53.9
Old : 34.1 49.0 44.5 64.8 33.0 47.8 42.4 60.7
Other: 42.7 37.7 62.2 58.5 33.2 27.2 39.6 40.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 263,970: 69,745 46,309 52,316 130,410 156,121 252,472 254,746: 11,498 9,224
Old : 255,575: 70,499 45,799 51,156 122,591 149,509 244,246 246,463: 11,329 9,112
Other: 8,395: 38 1,302 369 7,819 6,612 8,226 8,283: 169 112
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,733: 4,338 -689 -1,287 2,960 8,538 6,012 6,563: -279 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 17.5 19.8 49.4 59.1 95.6 96.5: 4.4 3.5
Old : 100.0: 27.6 17.9 20.0 48.0 58.5 95.6 96.4: 4.4 3.6
Other: 100.0: 0.5 15.5 4.4 93.1 78.8 98.0 98.7: 2.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 91 60 82 57 50 186 163:
Old : 227: 94 59 82 57 50 186 163:
Other: 31: 2 9 4 11 12 17 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 26.5 34.2 37.8 16.3 16.4 23.0 23.9
Old : 22.7 27.1 32.6 37.6 15.1 17.5 22.0 24.8
Other: 88.3 70.5 95.3 85.1 81.4 69.7 84.8 79.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,090,223: 374,381 22,998 226,737 386,965 795,581 988,083 1,045,315: 102,140 44,907
Old : 1,090,223: 374,381 22,998 226,737 386,965 795,581 988,083 1,045,315: 102,140 44,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -24,695: 4,020 -225 -394 -25,953 -25,859 -22,327 -26,478: -2,368 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 2.1 20.8 35.5 73.0 90.6 95.9: 9.4 4.1
Old : 100.0: 34.3 2.1 20.8 35.5 73.0 90.6 95.9: 9.4 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 : 242: 113 33 70 79 78 216 162:
Old : 242: 113 33 70 79 78 216 162:
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 27.0 20.0 42.1 10.3 22.1 15.6 35.1
Old : 11.5 27.0 20.0 42.1 10.3 22.1 15.6 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 27, 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 : 225,155: 67,605 20,274 54,009 91,356 144,191 212,971 218,473: 12,184 6,682
Old : 216,400: 67,899 20,991 51,710 84,884 137,202 204,493 209,904: 11,907 6,497
Other: 8,755: 1,094 671 911 6,472 6,988 8,478 8,570: 277 185
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,818: -1,566 929 -638 5,879 4,401 3,675 4,692: 143 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.0 24.0 40.6 64.0 94.6 97.0: 5.4 3.0
Old : 100.0: 31.4 9.7 23.9 39.2 63.4 94.5 97.0: 5.5 3.0
Other: 100.0: 12.5 7.7 10.4 73.9 79.8 96.8 97.9: 3.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 155 89 142 133 129 363 298:
Old : 417: 157 91 140 133 127 362 295:
Other: 104: 15 14 11 51 43 73 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.5 20.7 30.2 9.8 14.2 16.3 21.2
Old : 12.4 19.0 21.0 29.9 10.2 14.4 16.9 22.1
Other: 57.4 49.5 69.0 62.9 56.4 46.2 64.1 57.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 50,879: 31,347 19,219 4,515 7,475 24,854 43,337 48,589: 7,542 2,290
Old : 50,879: 31,347 19,219 4,515 7,475 24,854 43,337 48,589: 7,542 2,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,503: 933 3,146 901 220 -1,531 2,054 2,515: 449 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 37.8 8.9 14.7 48.8 85.2 95.5: 14.8 4.5
Old : 100.0: 61.6 37.8 8.9 14.7 48.8 85.2 95.5: 14.8 4.5
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 : 121: 70 37 22 7 9 94 53:
Old : 121: 70 37 22 7 9 94 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 : 38.7 65.4 52.9 75.8 35.5 64.1 46.6 70.4
Old : 38.7 65.4 52.9 75.8 35.5 64.1 46.6 70.4
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 27, 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 : 330,486: 70,340 58,782 9,278 229,575 247,691 309,193 315,751: 21,293 14,735
Old : 330,486: 70,340 58,782 9,278 229,575 247,691 309,193 315,751: 21,293 14,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 7,437: 1,482 -2,273 1,634 3,224 6,743 6,340 6,104: 1,097 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 17.8 2.8 69.5 74.9 93.6 95.5: 6.4 4.5
Old : 100.0: 21.3 17.8 2.8 69.5 74.9 93.6 95.5: 6.4 4.5
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 : 257: 52 47 22 94 101 156 160:
Old : 257: 52 47 22 94 101 156 160:
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 : 29.3 28.3 40.4 37.8 26.5 28.3 36.1 37.1
Old : 29.3 28.3 40.4 37.8 26.5 28.3 36.1 37.1
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 27, 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 : 210,580: 37,496 12,593 2,338 162,432 191,782 202,266 206,713: 8,314 3,867
Old : 210,580: 37,496 12,593 2,338 162,432 191,782 202,266 206,713: 8,314 3,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,409: -247 614 -2 1,712 1,013 1,463 1,625: -54 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.0 1.1 77.1 91.1 96.1 98.2: 3.9 1.8
Old : 100.0: 17.8 6.0 1.1 77.1 91.1 96.1 98.2: 3.9 1.8
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 : 114: 18 13 5 57 50 76 67:
Old : 114: 18 13 5 57 50 76 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 : 37.9 40.5 51.6 65.0 36.9 40.4 50.4 65.0
Old : 37.9 40.5 51.6 65.0 36.9 40.4 50.4 65.0
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 27, 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 : 850,885: 281,434 58,654 13,100 534,693 770,160 829,227 841,914: 21,658 8,971
Old : 850,885: 281,434 58,654 13,100 534,693 770,160 829,227 841,914: 21,658 8,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 36,616: 4,397 -327 256 30,483 37,771 35,136 37,700: 1,480 -1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 6.9 1.5 62.8 90.5 97.5 98.9: 2.5 1.1
Old : 100.0: 33.1 6.9 1.5 62.8 90.5 97.5 98.9: 2.5 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 : 308: 107 36 21 131 82 248 129:
Old : 308: 107 36 21 131 82 248 129:
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 : 19.3 56.3 30.3 69.6 17.5 56.3 27.1 68.0
Old : 19.3 56.3 30.3 69.6 17.5 56.3 27.1 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016