COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 26, 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 : 236,323: 117,132 41,249 14,072 85,059 174,114 216,263 229,435: 20,060 6,888
Old : 227,776: 117,098 40,348 12,860 78,055 167,945 208,013 221,153: 19,763 6,623
Other: 8,547: 1,246 2,113 0 7,004 6,169 8,250 8,282: 297 265
: : :
: : Changes in Commitments from: July 19, 2016 :
: 5,054: -1,475 -815 2,249 3,257 3,824 4,031 5,258: 1,023 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 17.5 6.0 36.0 73.7 91.5 97.1: 8.5 2.9
Old : 100.0: 51.4 17.7 5.6 34.3 73.7 91.3 97.1: 8.7 2.9
Other: 100.0: 14.6 24.7 0.0 81.9 72.2 96.5 96.9: 3.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 162 58 53 58 68 249 157:
Old : 314: 163 56 52 52 67 242 154:
Other: 52: 7 11 0 13 25 20 36:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 31.4 20.6 42.3 13.2 29.5 20.6 38.7
Old : 13.7 32.6 21.3 43.7 13.7 31.8 21.3 41.9
Other: 76.1 43.3 91.3 64.2 76.1 43.3 91.0 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 26, 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 : 19,145: 10,766 2,198 151 5,095 15,462 16,012 17,811: 3,133 1,334
Old : 17,940: 10,763 1,842 151 4,109 14,727 15,023 16,720: 2,917 1,220
Other: 1,205: 3 356 0 986 735 989 1,091: 216 114
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,196: 603 -76 119 342 1,096 1,064 1,139: 132 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 11.5 0.8 26.6 80.8 83.6 93.0: 16.4 7.0
Old : 100.0: 60.0 10.3 0.8 22.9 82.1 83.7 93.2: 16.3 6.8
Other: 100.0: 0.2 29.5 0.0 81.8 61.0 82.1 90.5: 17.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 39 13 2 17 19 57 33:
Old : 80: 39 13 2 17 19 57 33:
Other: 21: 1 4 0 11 7 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 51.5 43.0 73.8 31.1 50.4 42.7 72.1
Old : 31.3 53.0 42.3 75.2 31.0 51.8 42.0 73.3
Other: 65.4 74.4 78.4 88.6 65.4 70.7 77.0 84.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 26, 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 : 218,588: 74,141 37,009 36,023 97,518 135,728 207,682 208,760: 10,906 9,828
Old : 81,914: 41,918 37,101 1,567 33,046 36,672 76,531 75,340: 5,383 6,574
Other: 136,674: 48,166 15,851 18,513 64,472 99,056 131,151 133,420: 5,523 3,254
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,464: -2,419 11,556 1,090 4,053 -13,714 2,724 -1,068: -1,260 2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.9 16.5 44.6 62.1 95.0 95.5: 5.0 4.5
Old : 100.0: 51.2 45.3 1.9 40.3 44.8 93.4 92.0: 6.6 8.0
Other: 100.0: 35.2 11.6 13.5 47.2 72.5 96.0 97.6: 4.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 85 57 74 59 45 177 151:
Old : 194: 69 63 17 40 30 117 102:
Other: 170: 75 28 46 50 38 143 97:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 25.6 28.3 37.5 16.1 20.4 24.1 30.7
Old : 20.0 28.2 33.0 43.3 20.0 26.4 32.4 41.5
Other: 25.8 31.3 37.5 45.7 24.0 23.8 32.9 37.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 26, 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 : 830,909: 330,593 38,638 69,145 332,041 682,804 731,779 790,587: 99,130 40,322
Old : 830,909: 330,593 38,638 69,145 332,041 682,804 731,779 790,587: 99,130 40,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,554: -2,277 3,525 -971 -6,292 -10,410 -9,540 -7,856: 7,986 6,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 4.7 8.3 40.0 82.2 88.1 95.1: 11.9 4.9
Old : 100.0: 39.8 4.7 8.3 40.0 82.2 88.1 95.1: 11.9 4.9
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 : 235: 98 30 56 77 78 197 148:
Old : 235: 98 30 56 77 78 197 148:
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 : 13.6 33.4 20.7 49.6 13.6 31.6 20.0 45.5
Old : 13.6 33.4 20.7 49.6 13.6 31.6 20.0 45.5
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 - Futures Only, July 26, 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 : 184,613: 61,044 20,145 26,977 84,438 131,028 172,459 178,150: 12,154 6,463
Old : 86,365: 46,784 32,457 1,072 30,665 49,014 78,521 82,543: 7,844 3,822
Other: 98,248: 32,188 5,616 7,977 53,773 82,014 93,938 95,607: 4,310 2,641
: : :
: : Changes in Commitments from: July 19, 2016 :
: -2,330: -3,427 -1,223 -1,058 3,345 253 -1,140 -2,028: -1,190 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 10.9 14.6 45.7 71.0 93.4 96.5: 6.6 3.5
Old : 100.0: 54.2 37.6 1.2 35.5 56.8 90.9 95.6: 9.1 4.4
Other: 100.0: 32.8 5.7 8.1 54.7 83.5 95.6 97.3: 4.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 145 77 103 125 115 332 251:
Old : 365: 129 90 19 64 94 202 195:
Other: 285: 105 42 48 110 98 238 169:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.2 23.4 30.2 13.0 15.1 19.7 24.1
Old : 20.3 18.5 31.2 30.0 19.7 16.9 30.3 28.3
Other: 16.9 25.4 27.6 39.9 14.1 20.2 23.0 29.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 26, 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 : 63,131: 41,251 18,772 5,483 8,073 36,673 54,807 60,928: 8,324 2,203
Old : 63,131: 41,251 18,772 5,483 8,073 36,673 54,807 60,928: 8,324 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,305: 5,951 -2,002 446 432 7,362 6,829 5,806: -524 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 29.7 8.7 12.8 58.1 86.8 96.5: 13.2 3.5
Old : 100.0: 65.3 29.7 8.7 12.8 58.1 86.8 96.5: 13.2 3.5
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 : 137: 95 25 13 10 8 113 40:
Old : 137: 95 25 13 10 8 113 40:
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 : 36.1 56.3 46.9 73.3 32.1 56.3 41.1 70.4
Old : 36.1 56.3 46.9 73.3 32.1 56.3 41.1 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 - Futures Only, July 26, 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 : 326,551: 56,442 64,632 6,047 244,567 239,595 307,056 310,274: 19,495 16,277
Old : 326,551: 56,442 64,632 6,047 244,567 239,595 307,056 310,274: 19,495 16,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,051: 8,322 -1,106 -1,301 -8,053 2,508 -1,032 101: 2,083 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.8 1.9 74.9 73.4 94.0 95.0: 6.0 5.0
Old : 100.0: 17.3 19.8 1.9 74.9 73.4 94.0 95.0: 6.0 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 : 265: 59 42 13 98 103 161 154:
Old : 265: 59 42 13 98 103 161 154:
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 : 28.3 28.7 40.3 38.5 27.1 28.7 38.1 37.9
Old : 28.3 28.7 40.3 38.5 27.1 28.7 38.1 37.9
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 - Futures Only, July 26, 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 : 224,223: 40,643 8,375 1,822 174,480 210,025 216,945 220,222: 7,278 4,001
Old : 224,223: 40,643 8,375 1,822 174,480 210,025 216,945 220,222: 7,278 4,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,328: -1,143 -2,443 130 4,064 4,545 3,051 2,232: -723 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.7 0.8 77.8 93.7 96.8 98.2: 3.2 1.8
Old : 100.0: 18.1 3.7 0.8 77.8 93.7 96.8 98.2: 3.2 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 : 121: 22 12 6 58 51 81 68:
Old : 121: 22 12 6 58 51 81 68:
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 : 37.4 50.2 51.2 64.0 36.9 50.2 50.7 63.9
Old : 37.4 50.2 51.2 64.0 36.9 50.2 50.7 63.9
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 - Futures Only, July 26, 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 : 764,858: 250,844 71,190 10,829 483,103 675,168 744,776 757,187: 20,082 7,671
Old : 764,858: 250,844 71,190 10,829 483,103 675,168 744,776 757,187: 20,082 7,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 15,476: 17,373 -4,793 -802 -601 21,658 15,970 16,063: -494 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.3 1.4 63.2 88.3 97.4 99.0: 2.6 1.0
Old : 100.0: 32.8 9.3 1.4 63.2 88.3 97.4 99.0: 2.6 1.0
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 : 303: 106 38 22 117 83 231 135:
Old : 303: 106 38 22 117 83 231 135:
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 : 21.4 44.4 32.7 59.1 15.8 44.3 25.9 57.3
Old : 21.4 44.4 32.7 59.1 15.8 44.3 25.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016