COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 18, 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 : 252,761: 110,629 33,201 21,457 102,972 189,850 235,058 244,508: 17,703 8,253
Old : 237,308: 110,455 30,654 21,022 88,629 177,915 220,106 229,591: 17,202 7,717
Other: 15,453: 515 2,888 94 14,343 11,935 14,952 14,917: 501 536
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,197: 8,109 -3,967 4,271 -3,342 9,422 9,038 9,726: 1,159 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 13.1 8.5 40.7 75.1 93.0 96.7: 7.0 3.3
Old : 100.0: 46.5 12.9 8.9 37.3 75.0 92.8 96.7: 7.2 3.3
Other: 100.0: 3.3 18.7 0.6 92.8 77.2 96.8 96.5: 3.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 153 54 66 62 71 245 169:
Old : 305: 154 53 66 59 70 242 166:
Other: 64: 7 16 1 19 28 27 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 : 15.0 36.5 23.2 46.7 14.3 31.6 21.0 40.6
Old : 14.9 38.9 22.4 48.2 14.6 37.6 21.9 45.6
Other: 80.0 50.5 88.6 67.0 76.0 50.5 84.4 66.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 18, 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 : 15,656: 8,088 1,808 496 4,619 11,962 13,203 14,266: 2,453 1,390
Old : 6,783: 3,990 952 112 1,589 4,923 5,691 5,987: 1,092 796
Other: 8,873: 4,462 1,220 20 3,030 7,039 7,512 8,279: 1,361 594
: : :
: : Changes in Commitments from: October 11, 2016 :
: -753: -1,301 -552 116 945 -313 -240 -749: -513 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 11.5 3.2 29.5 76.4 84.3 91.1: 15.7 8.9
Old : 100.0: 58.8 14.0 1.7 23.4 72.6 83.9 88.3: 16.1 11.7
Other: 100.0: 50.3 13.7 0.2 34.1 79.3 84.7 93.3: 15.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 28 15 8 17 18 52 35:
Old : 53: 21 13 1 9 12 31 25:
Other: 54: 18 10 4 13 16 34 27:
:----------------------------------------------------------------------------------------------------
: 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 : 38.5 50.3 50.9 66.5 37.9 49.8 50.1 64.5
Old : 39.8 54.4 54.0 69.1 39.8 54.1 54.0 67.6
Other: 43.9 48.8 58.3 68.3 43.4 48.8 57.2 68.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 18, 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 : 254,290: 85,170 54,524 27,065 128,690 161,447 240,925 243,036: 13,365 11,254
Old : 240,654: 86,075 54,263 25,727 116,081 149,773 227,883 229,763: 12,771 10,891
Other: 13,636: 432 1,598 1 12,609 11,674 13,042 13,273: 594 363
: : :
: : Changes in Commitments from: October 11, 2016 :
: 853: 2,726 -2,827 -509 -2,973 4,158 -756 822: 1,609 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 21.4 10.6 50.6 63.5 94.7 95.6: 5.3 4.4
Old : 100.0: 35.8 22.5 10.7 48.2 62.2 94.7 95.5: 5.3 4.5
Other: 100.0: 3.2 11.7 0.0 92.5 85.6 95.6 97.3: 4.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 89 64 60 57 47 178 148:
Old : 229: 90 66 57 56 47 175 147:
Other: 41: 7 9 1 17 15 25 24:
:----------------------------------------------------------------------------------------------------
: 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 29.8 32.9 41.5 20.7 22.7 28.4 31.9
Old : 20.1 31.0 30.4 41.0 18.9 24.5 27.0 33.6
Other: 80.2 68.9 89.2 84.1 71.3 66.2 78.2 75.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 18, 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 : 843,124: 349,183 44,463 93,671 307,009 671,900 749,863 810,034: 93,261 33,090
Old : 843,124: 349,183 44,463 93,671 307,009 671,900 749,863 810,034: 93,261 33,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 9,409: -6,985 2,387 10,490 9,193 -2,085 12,698 10,792: -3,289 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 5.3 11.1 36.4 79.7 88.9 96.1: 11.1 3.9
Old : 100.0: 41.4 5.3 11.1 36.4 79.7 88.9 96.1: 11.1 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 : 241: 108 33 64 76 73 208 149:
Old : 241: 108 33 64 76 73 208 149:
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 : 14.4 32.1 22.6 49.3 13.9 29.8 21.0 45.4
Old : 14.4 32.1 22.6 49.3 13.9 29.8 21.0 45.4
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 18, 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 : 193,462: 69,392 19,844 31,307 80,790 135,635 181,489 186,786: 11,973 6,676
Old : 183,995: 69,714 20,614 28,976 73,709 127,920 172,399 177,510: 11,596 6,485
Other: 9,467: 1,159 711 850 7,081 7,715 9,090 9,276: 377 191
: : :
: : Changes in Commitments from: October 11, 2016 :
: 7,900: 5,275 -2,676 1,794 1,084 8,210 8,153 7,328: -253 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 10.3 16.2 41.8 70.1 93.8 96.5: 6.2 3.5
Old : 100.0: 37.9 11.2 15.7 40.1 69.5 93.7 96.5: 6.3 3.5
Other: 100.0: 12.2 7.5 9.0 74.8 81.5 96.0 98.0: 4.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 161 75 108 124 120 341 262:
Old : 404: 165 76 106 124 120 340 261:
Other: 108: 18 14 6 50 46 74 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 : 11.9 19.6 21.6 30.7 11.5 16.1 19.2 25.1
Old : 12.5 19.0 22.7 30.5 12.1 16.6 20.2 26.4
Other: 56.1 51.3 70.3 65.9 56.0 45.1 64.3 58.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 18, 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 : 79,933: 60,566 15,144 3,927 7,133 58,902 71,626 77,973: 8,307 1,960
Old : 79,933: 60,566 15,144 3,927 7,133 58,902 71,626 77,973: 8,307 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,164: 9,576 -2,297 4 258 12,784 9,838 10,491: 326 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 18.9 4.9 8.9 73.7 89.6 97.5: 10.4 2.5
Old : 100.0: 75.8 18.9 4.9 8.9 73.7 89.6 97.5: 10.4 2.5
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 : 142: 103 24 16 6 9 114 47:
Old : 142: 103 24 16 6 9 114 47:
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 : 33.5 77.1 50.6 85.9 32.9 77.1 48.8 84.5
Old : 33.5 77.1 50.6 85.9 32.9 77.1 48.8 84.5
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 18, 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 : 333,440: 70,475 62,398 7,450 234,497 248,285 312,422 318,133: 21,018 15,307
Old : 333,440: 70,475 62,398 7,450 234,497 248,285 312,422 318,133: 21,018 15,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -2,461: -5,887 -1,086 -682 2,601 162 -3,968 -1,606: 1,507 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 18.7 2.2 70.3 74.5 93.7 95.4: 6.3 4.6
Old : 100.0: 21.1 18.7 2.2 70.3 74.5 93.7 95.4: 6.3 4.6
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 : 251: 54 41 18 94 98 154 151:
Old : 251: 54 41 18 94 98 154 151:
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 : 30.1 27.9 41.1 38.4 27.6 27.9 37.4 37.8
Old : 30.1 27.9 41.1 38.4 27.6 27.9 37.4 37.8
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 18, 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 : 220,426: 39,083 14,188 2,498 170,004 199,552 211,585 216,238: 8,841 4,188
Old : 220,426: 39,083 14,188 2,498 170,004 199,552 211,585 216,238: 8,841 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -2,169: -2,494 975 11 236 -3,798 -2,247 -2,812: 78 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.4 1.1 77.1 90.5 96.0 98.1: 4.0 1.9
Old : 100.0: 17.7 6.4 1.1 77.1 90.5 96.0 98.1: 4.0 1.9
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 : 119: 21 12 7 61 51 84 68:
Old : 119: 21 12 7 61 51 84 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 : 35.5 41.7 49.0 65.4 34.6 41.7 47.9 65.2
Old : 35.5 41.7 49.0 65.4 34.6 41.7 47.9 65.2
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 18, 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 : 902,709: 296,383 53,451 14,192 568,340 827,352 878,915 894,995: 23,794 7,714
Old : 902,709: 296,383 53,451 14,192 568,340 827,352 878,915 894,995: 23,794 7,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 4,820: -1,799 -344 -682 4,896 7,314 2,415 6,288: 2,405 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.9 1.6 63.0 91.7 97.4 99.1: 2.6 0.9
Old : 100.0: 32.8 5.9 1.6 63.0 91.7 97.4 99.1: 2.6 0.9
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 : 312: 113 31 24 134 85 255 132:
Old : 312: 113 31 24 134 85 255 132:
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 : 19.0 57.2 29.9 70.6 17.1 57.2 26.7 69.4
Old : 19.0 57.2 29.9 70.6 17.1 57.2 26.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016