COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 228,356: 102,587 33,198 14,184 94,432 174,561 211,203 221,943: 17,153 6,413
Old : 217,679: 102,613 31,899 13,265 85,001 166,458 200,879 211,622: 16,800 6,057
Other: 10,677: 882 2,207 11 9,431 8,103 10,324 10,321: 353 356
: : :
: : Changes in Commitments from: August 16, 2016 :
: -7,107: -8,163 -4,788 52 948 -2,303 -7,163 -7,039: 56 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 14.5 6.2 41.4 76.4 92.5 97.2: 7.5 2.8
Old : 100.0: 47.1 14.7 6.1 39.0 76.5 92.3 97.2: 7.7 2.8
Other: 100.0: 8.3 20.7 0.1 88.3 75.9 96.7 96.7: 3.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 146 59 57 59 69 236 160:
Old : 298: 147 58 57 57 68 234 157:
Other: 58: 8 11 2 17 26 26 39:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 35.2 23.2 46.8 14.4 31.2 22.0 41.0
Old : 15.2 36.9 23.6 48.2 14.6 35.8 22.7 44.7
Other: 77.2 45.4 87.5 64.6 76.4 45.4 85.7 64.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 15,410: 7,290 1,154 522 5,124 12,616 12,936 14,292: 2,474 1,118
Old : 13,591: 7,263 1,037 310 3,723 11,206 11,296 12,553: 2,295 1,038
Other: 1,819: 210 300 29 1,401 1,410 1,640 1,739: 179 80
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,028: -200 -746 202 -847 -283 -845 -827: -183 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 7.5 3.4 33.3 81.9 83.9 92.7: 16.1 7.3
Old : 100.0: 53.4 7.6 2.3 27.4 82.5 83.1 92.4: 16.9 7.6
Other: 100.0: 11.5 16.5 1.6 77.0 77.5 90.2 95.6: 9.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 31 10 7 17 17 53 31:
Old : 71: 29 13 2 16 15 47 29:
Other: 29: 7 3 3 11 10 19 15:
:----------------------------------------------------------------------------------------------------
: 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 : 40.0 56.4 50.6 74.4 40.0 55.4 50.0 73.0
Old : 39.7 59.4 50.1 77.1 39.7 58.6 50.1 75.9
Other: 67.9 70.8 79.4 89.3 67.5 68.3 78.3 85.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 194,897: 74,262 32,017 24,853 85,331 131,442 184,446 188,312: 10,451 6,585
Old : 1,286: 0 32 0 1,286 1,206 1,286 1,238: 0 48
Other: 193,611: 74,263 31,986 24,852 84,045 130,236 183,160 187,074: 10,451 6,537
: : :
: : Changes in Commitments from: August 16, 2016 :
: -3,327: 4,225 -7,374 -291 -6,732 5,134 -2,798 -2,531: -529 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 16.4 12.8 43.8 67.4 94.6 96.6: 5.4 3.4
Old : 100.0: 0.0 2.5 0.0 100.0 93.8 100.0 96.3: 0.0 3.7
Other: 100.0: 38.4 16.5 12.8 43.4 67.3 94.6 96.6: 5.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 84 47 54 51 42 163 124:
Old : 9: 0 2 0 3 4 3 6:
Other: 204: 85 47 54 50 42 162 124:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 27.7 27.7 42.2 17.4 23.0 26.3 34.2
Old : 100.0 95.3 100.0 96.3 100.0 95.3 100.0 96.3
Other: 18.0 27.9 27.9 42.4 17.5 23.5 26.5 35.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 903,799: 367,444 58,163 88,232 356,743 716,595 812,419 862,990: 91,380 40,809
Old : 903,799: 367,444 58,163 88,232 356,743 716,595 812,419 862,990: 91,380 40,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 20,659: 19,017 6,645 4,463 -7,218 6,880 16,262 17,988: 4,397 2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 6.4 9.8 39.5 79.3 89.9 95.5: 10.1 4.5
Old : 100.0: 40.7 6.4 9.8 39.5 79.3 89.9 95.5: 10.1 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 : 250: 109 35 63 76 81 207 163:
Old : 250: 109 35 63 76 81 207 163:
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 : 12.9 29.2 20.1 45.7 12.7 28.0 18.9 41.3
Old : 12.9 29.2 20.1 45.7 12.7 28.0 18.9 41.3
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 - Futures Only, 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 : 164,169: 61,307 23,013 21,193 69,927 113,438 152,427 157,644: 11,742 6,525
Old : 597: 0 11 0 591 483 591 494: 6 103
Other: 163,572: 61,311 23,006 21,189 69,336 112,955 151,836 157,150: 11,736 6,422
: : :
: : Changes in Commitments from: August 16, 2016 :
: -8,168: 6,070 678 138 -12,842 -8,601 -6,634 -7,785: -1,534 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 14.0 12.9 42.6 69.1 92.8 96.0: 7.2 4.0
Old : 100.0: 0.0 1.8 0.0 99.0 80.9 99.0 82.7: 1.0 17.3
Other: 100.0: 37.5 14.1 13.0 42.4 69.1 92.8 96.1: 7.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 132 76 87 122 113 304 241:
Old : 30: 0 3 0 1 26 1 29:
Other: 377: 134 75 87 121 112 303 240:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 20.1 23.6 32.4 14.5 16.5 22.2 26.5
Old : 99.0 53.4 99.0 66.2 99.0 53.4 99.0 66.2
Other: 14.6 20.1 23.7 32.4 14.6 16.5 22.3 26.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 57,651: 33,766 17,798 8,444 7,669 28,528 49,879 54,770: 7,772 2,881
Old : 57,651: 33,766 17,798 8,444 7,669 28,528 49,879 54,770: 7,772 2,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -108: -2,083 -1,580 822 251 25 -1,010 -733: 902 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 30.9 14.6 13.3 49.5 86.5 95.0: 13.5 5.0
Old : 100.0: 58.6 30.9 14.6 13.3 49.5 86.5 95.0: 13.5 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 : 129: 77 37 12 7 11 91 55:
Old : 129: 77 37 12 7 11 91 55:
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 63.5 52.2 73.5 31.1 57.9 42.6 65.6
Old : 37.4 63.5 52.2 73.5 31.1 57.9 42.6 65.6
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, 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 : 334,673: 73,476 57,516 4,399 237,031 255,536 314,906 317,451: 19,767 17,222
Old : 334,673: 73,476 57,516 4,399 237,031 255,536 314,906 317,451: 19,767 17,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 3,235: 6,458 -2,392 -114 -3,307 4,692 3,037 2,186: 198 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.2 1.3 70.8 76.4 94.1 94.9: 5.9 5.1
Old : 100.0: 22.0 17.2 1.3 70.8 76.4 94.1 94.9: 5.9 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 : 269: 61 43 15 99 106 167 157:
Old : 269: 61 43 15 99 106 167 157:
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 30.0 36.2 38.4 23.9 29.9 33.8 38.1
Old : 25.3 30.0 36.2 38.4 23.9 29.9 33.8 38.1
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 - Futures Only, 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 - Futures Only, 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