COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 04, 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 : 248,637: 107,954 34,500 19,032 105,808 187,439 232,794 240,971: 15,843 7,666
Old : 233,910: 107,821 32,555 18,164 92,471 175,957 218,456 226,676: 15,454 7,234
Other: 14,727: 845 2,657 156 13,337 11,482 14,338 14,295: 389 432
: : :
: : Changes in Commitments from: September 27, 2016 :
: -4,718: -6,596 1,492 296 3,031 -6,608 -3,269 -4,820: -1,449 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 13.9 7.7 42.6 75.4 93.6 96.9: 6.4 3.1
Old : 100.0: 46.1 13.9 7.8 39.5 75.2 93.4 96.9: 6.6 3.1
Other: 100.0: 5.7 18.0 1.1 90.6 78.0 97.4 97.1: 2.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 149 60 69 63 66 251 167:
Old : 306: 152 59 69 60 65 248 164:
Other: 62: 6 17 2 16 28 24 45:
:----------------------------------------------------------------------------------------------------
: 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 37.7 23.7 48.1 14.4 32.5 21.4 41.4
Old : 15.1 40.0 23.2 49.2 14.7 38.5 22.3 46.1
Other: 80.6 50.4 90.8 67.4 76.5 50.4 86.6 66.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 04, 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 : 16,264: 9,457 2,240 457 3,397 12,232 13,311 14,929: 2,953 1,335
Old : 12,451: 8,828 1,515 116 1,290 9,753 10,234 11,384: 2,217 1,067
Other: 3,813: 950 1,046 20 2,107 2,479 3,077 3,545: 736 268
: : :
: : Changes in Commitments from: September 27, 2016 :
: -793: -769 -208 -102 93 -357 -778 -667: -15 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 13.8 2.8 20.9 75.2 81.8 91.8: 18.2 8.2
Old : 100.0: 70.9 12.2 0.9 10.4 78.3 82.2 91.4: 17.8 8.6
Other: 100.0: 24.9 27.4 0.5 55.3 65.0 80.7 93.0: 19.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 30 17 7 14 16 50 34:
Old : 67: 31 15 2 9 15 41 31:
Other: 38: 7 9 3 12 12 22 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 : 34.8 49.6 47.4 66.9 34.0 49.6 46.5 65.7
Old : 38.6 56.4 49.5 72.2 38.2 56.4 49.1 72.1
Other: 45.9 46.7 65.3 69.6 43.7 46.7 61.2 67.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 04, 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 : 235,123: 75,195 52,642 24,901 122,108 147,476 222,204 225,019: 12,919 10,104
Old : 224,988: 75,892 52,252 23,769 112,782 139,080 212,443 215,101: 12,545 9,887
Other: 10,135: 301 1,388 134 9,326 8,396 9,761 9,918: 374 217
: : :
: : Changes in Commitments from: September 27, 2016 :
: 14,743: 2,342 2,969 1,201 9,357 9,464 12,900 13,634: 1,843 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 22.4 10.6 51.9 62.7 94.5 95.7: 5.5 4.3
Old : 100.0: 33.7 23.2 10.6 50.1 61.8 94.4 95.6: 5.6 4.4
Other: 100.0: 3.0 13.7 1.3 92.0 82.8 96.3 97.9: 3.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 84 58 62 57 45 170 145:
Old : 218: 87 58 60 57 45 169 144:
Other: 33: 4 9 2 12 11 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 31.3 33.7 42.2 19.3 21.9 27.2 30.7
Old : 20.5 31.5 31.7 41.3 17.8 23.5 26.1 32.0
Other: 84.9 75.8 91.8 89.0 79.7 75.4 86.0 84.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 04, 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 : 830,713: 365,919 36,982 82,231 290,293 678,256 738,443 797,469: 92,270 33,244
Old : 830,713: 365,919 36,982 82,231 290,293 678,256 738,443 797,469: 92,270 33,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -27,145: 70 429 1,940 -24,589 -23,566 -22,579 -21,197: -4,566 -5,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 4.5 9.9 34.9 81.6 88.9 96.0: 11.1 4.0
Old : 100.0: 44.0 4.5 9.9 34.9 81.6 88.9 96.0: 11.1 4.0
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 : 235: 111 29 60 70 73 201 145:
Old : 235: 111 29 60 70 73 201 145:
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 : 13.8 33.2 21.2 51.2 13.3 30.9 20.3 47.2
Old : 13.8 33.2 21.2 51.2 13.3 30.9 20.3 47.2
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, October 04, 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 : 184,912: 66,725 24,130 28,709 77,259 125,687 172,693 178,526: 12,219 6,386
Old : 176,273: 67,021 24,837 26,613 70,792 118,630 164,426 170,080: 11,847 6,193
Other: 8,639: 1,133 722 667 6,467 7,057 8,267 8,446: 372 193
: : :
: : Changes in Commitments from: September 27, 2016 :
: -620: -3,423 2,233 1,892 389 -4,983 -1,142 -858: 522 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 13.0 15.5 41.8 68.0 93.4 96.5: 6.6 3.5
Old : 100.0: 38.0 14.1 15.1 40.2 67.3 93.3 96.5: 6.7 3.5
Other: 100.0: 13.1 8.4 7.7 74.9 81.7 95.7 97.8: 4.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 136 78 111 124 116 318 261:
Old : 380: 139 79 109 123 115 316 258:
Other: 102: 16 13 5 48 44 69 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 19.9 21.6 30.6 11.9 16.0 19.8 25.0
Old : 12.8 19.2 22.4 30.1 12.5 16.8 20.7 26.3
Other: 59.4 51.7 71.2 65.1 57.1 46.2 65.9 58.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 04, 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 : 53,795: 34,210 22,110 4,321 7,349 25,257 45,880 51,688: 7,915 2,107
Old : 53,795: 34,210 22,110 4,321 7,349 25,257 45,880 51,688: 7,915 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,261: 2,950 3,055 -100 -28 459 2,822 3,414: 439 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 41.1 8.0 13.7 47.0 85.3 96.1: 14.7 3.9
Old : 100.0: 63.6 41.1 8.0 13.7 47.0 85.3 96.1: 14.7 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 : 137: 89 30 17 8 9 105 52:
Old : 137: 89 30 17 8 9 105 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 : 35.4 68.2 49.6 78.2 34.2 67.0 46.2 74.0
Old : 35.4 68.2 49.6 78.2 34.2 67.0 46.2 74.0
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, October 04, 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 : 333,898: 75,872 59,346 7,297 230,672 252,499 313,841 319,142: 20,057 14,756
Old : 333,898: 75,872 59,346 7,297 230,672 252,499 313,841 319,142: 20,057 14,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,782: 5,532 474 -1,721 1,134 4,902 4,945 3,655: -1,163 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.8 2.2 69.1 75.6 94.0 95.6: 6.0 4.4
Old : 100.0: 22.7 17.8 2.2 69.1 75.6 94.0 95.6: 6.0 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 : 260: 57 45 20 96 101 162 157:
Old : 260: 57 45 20 96 101 162 157:
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 : 29.9 28.5 40.8 38.2 27.2 28.5 36.9 37.4
Old : 29.9 28.5 40.8 38.2 27.2 28.5 36.9 37.4
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, October 04, 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 : 218,943: 38,473 14,114 2,389 169,674 198,123 210,536 214,626: 8,407 4,317
Old : 218,943: 38,473 14,114 2,389 169,674 198,123 210,536 214,626: 8,407 4,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 8,363: 977 1,521 51 7,242 6,341 8,270 7,913: 93 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 1.1 77.5 90.5 96.2 98.0: 3.8 2.0
Old : 100.0: 17.6 6.4 1.1 77.5 90.5 96.2 98.0: 3.8 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 : 115: 18 12 5 59 50 78 66:
Old : 115: 18 12 5 59 50 78 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 : 35.9 39.5 49.8 63.5 35.0 39.5 48.7 63.5
Old : 35.9 39.5 49.8 63.5 35.0 39.5 48.7 63.5
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, October 04, 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 : 850,261: 292,316 45,920 15,487 520,474 780,363 828,277 841,770: 21,984 8,491
Old : 850,261: 292,316 45,920 15,487 520,474 780,363 828,277 841,770: 21,984 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -624: 10,882 -12,734 2,387 -14,219 10,203 -950 -144: 326 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 5.4 1.8 61.2 91.8 97.4 99.0: 2.6 1.0
Old : 100.0: 34.4 5.4 1.8 61.2 91.8 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 : 309: 107 34 22 134 84 250 131:
Old : 309: 107 34 22 134 84 250 131:
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 : 19.2 57.3 30.0 71.1 17.4 57.2 26.9 69.4
Old : 19.2 57.3 30.0 71.1 17.4 57.2 26.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016