COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 230,647: 100,512 30,197 12,726 100,526 180,649 213,764 223,572: 16,883 7,075
Old : 218,720: 100,695 28,464 12,135 89,442 171,406 202,272 212,005: 16,448 6,715
Other: 11,927: 387 2,303 21 11,084 9,243 11,492 11,567: 435 360
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,455: 1,800 -1,771 -826 443 5,255 1,417 2,658: 1,038 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 13.1 5.5 43.6 78.3 92.7 96.9: 7.3 3.1
Old : 100.0: 46.0 13.0 5.5 40.9 78.4 92.5 96.9: 7.5 3.1
Other: 100.0: 3.2 19.3 0.2 92.9 77.5 96.4 97.0: 3.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 131 55 63 61 64 228 152:
Old : 276: 132 54 63 58 63 225 149:
Other: 56: 5 12 1 18 26 24 38:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 38.9 24.0 50.1 14.9 34.4 22.5 43.8
Old : 15.8 41.0 24.4 51.8 15.1 40.0 23.4 48.2
Other: 78.7 48.8 89.3 66.2 77.9 48.8 85.9 66.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 15,779: 8,990 1,353 260 3,931 12,904 13,181 14,517: 2,598 1,262
Old : 13,651: 8,906 1,230 1 2,476 11,262 11,383 12,493: 2,268 1,158
Other: 2,128: 312 351 31 1,455 1,642 1,798 2,024: 330 104
: : :
: : Changes in Commitments from: August 30, 2016 :
: 483: 1,188 181 62 -729 111 521 354: -38 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 8.6 1.6 24.9 81.8 83.5 92.0: 16.5 8.0
Old : 100.0: 65.2 9.0 0.0 18.1 82.5 83.4 91.5: 16.6 8.5
Other: 100.0: 14.7 16.5 1.5 68.4 77.2 84.5 95.1: 15.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 32 14 7 16 17 53 34:
Old : 73: 31 16 1 14 14 45 31:
Other: 29: 8 3 4 12 11 21 17:
:----------------------------------------------------------------------------------------------------
: 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 : 39.0 52.9 50.8 73.4 38.6 52.5 50.4 72.3
Old : 40.1 56.9 51.5 77.0 40.1 56.5 51.5 76.1
Other: 57.3 65.4 68.8 85.3 54.6 63.0 65.8 78.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 196,846: 74,322 39,375 23,242 88,171 126,059 185,735 188,676: 11,111 8,170
Old : 191,424: 74,529 38,950 22,813 83,036 121,593 180,378 183,356: 11,046 8,068
Other: 5,422: 222 854 0 5,135 4,466 5,357 5,320: 65 102
: : :
: : Changes in Commitments from: August 30, 2016 :
: 3,726: -507 4,504 520 3,388 -1,776 3,401 3,248: 325 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 20.0 11.8 44.8 64.0 94.4 95.8: 5.6 4.2
Old : 100.0: 38.9 20.3 11.9 43.4 63.5 94.2 95.8: 5.8 4.2
Other: 100.0: 4.1 15.8 0.0 94.7 82.4 98.8 98.1: 1.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 74 56 66 53 44 168 137:
Old : 207: 76 56 64 53 44 167 136:
Other: 26: 3 7 0 11 8 14 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 : 20.3 26.7 30.2 39.6 19.6 22.1 28.3 33.2
Old : 19.8 27.4 29.8 40.2 19.1 23.9 28.0 35.0
Other: 89.5 87.1 97.1 94.1 88.6 87.1 95.3 94.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 913,475: 352,987 58,775 100,924 369,807 713,267 823,718 872,966: 89,757 40,509
Old : 913,475: 352,987 58,775 100,924 369,807 713,267 823,718 872,966: 89,757 40,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 5,449: -16,825 1,635 11,853 10,837 -5,906 5,865 7,582: -416 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 6.4 11.0 40.5 78.1 90.2 95.6: 9.8 4.4
Old : 100.0: 38.6 6.4 11.0 40.5 78.1 90.2 95.6: 9.8 4.4
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 : 259: 106 41 71 81 82 216 173:
Old : 259: 106 41 71 81 82 216 173:
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 : 13.2 29.3 20.8 46.0 12.6 27.9 18.8 40.8
Old : 13.2 29.3 20.8 46.0 12.6 27.9 18.8 40.8
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, 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 : 176,478: 64,486 17,286 26,852 73,379 125,692 164,717 169,830: 11,761 6,648
Old : 168,804: 64,862 17,961 25,025 67,451 119,352 157,338 162,338: 11,466 6,466
Other: 7,674: 989 690 462 5,928 6,340 7,379 7,492: 295 182
: : :
: : Changes in Commitments from: August 30, 2016 :
: 10,437: 6,893 -2,355 2,686 290 10,086 9,869 10,417: 568 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 9.8 15.2 41.6 71.2 93.3 96.2: 6.7 3.8
Old : 100.0: 38.4 10.6 14.8 40.0 70.7 93.2 96.2: 6.8 3.8
Other: 100.0: 12.9 9.0 6.0 77.2 82.6 96.2 97.6: 3.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 147 70 95 119 115 316 246:
Old : 388: 147 75 93 119 115 315 245:
Other: 85: 15 9 3 42 35 60 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 : 12.8 20.7 22.0 33.0 12.8 17.3 21.2 27.5
Old : 13.4 19.9 22.6 32.6 13.3 18.4 22.1 29.0
Other: 63.2 51.6 74.6 66.3 61.5 46.7 68.1 60.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 58,169: 33,728 16,767 8,276 7,330 30,240 49,334 55,283: 8,835 2,886
Old : 58,169: 33,728 16,767 8,276 7,330 30,240 49,334 55,283: 8,835 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,828: 3,607 1,612 -1,242 -582 1,905 1,783 2,275: 1,045 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 28.8 14.2 12.6 52.0 84.8 95.0: 15.2 5.0
Old : 100.0: 58.0 28.8 14.2 12.6 52.0 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 : 123: 76 32 19 6 11 95 52:
Old : 123: 76 32 19 6 11 95 52:
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 : 38.0 63.1 54.7 73.9 34.0 58.4 43.7 64.6
Old : 38.0 63.1 54.7 73.9 34.0 58.4 43.7 64.6
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, 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 : 338,817: 80,646 57,308 3,554 233,876 260,445 318,076 321,307: 20,741 17,510
Old : 338,817: 80,646 57,308 3,554 233,876 260,445 318,076 321,307: 20,741 17,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,780: 1,597 353 -113 229 1,456 1,713 1,696: 1,067 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.9 1.0 69.0 76.9 93.9 94.8: 6.1 5.2
Old : 100.0: 23.8 16.9 1.0 69.0 76.9 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 13 106 102 170 152:
Old : 267: 57 44 13 106 102 170 152:
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 30.2 35.3 38.7 22.1 30.1 32.1 38.3
Old : 24.2 30.2 35.3 38.7 22.1 30.1 32.1 38.3
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 - Futures Only, 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 - Futures Only, 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