COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 245,150: 85,945 25,121 49,350 94,431 161,888 229,726 236,359: 15,424 8,792
Old : 237,845: 85,857 25,219 47,251 89,461 156,759 222,569 229,229: 15,275 8,616
Other: 7,306: 756 570 1,431 4,970 5,129 7,157 7,130: 149 176
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,248: 2,113 -893 1,868 -1,411 -44 2,569 931: -321 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 10.2 20.1 38.5 66.0 93.7 96.4: 6.3 3.6
Old : 100.0: 36.1 10.6 19.9 37.6 65.9 93.6 96.4: 6.4 3.6
Other: 100.0: 10.3 7.8 19.6 68.0 70.2 98.0 97.6: 2.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 143 69 75 67 68 245 177:
Old : 304: 144 68 73 66 68 243 176:
Other: 41: 8 7 5 12 19 21 30:
:----------------------------------------------------------------------------------------------------
: 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 29.1 23.6 41.2 12.7 23.6 19.8 31.9
Old : 14.7 30.0 23.6 41.7 13.0 25.9 20.5 33.9
Other: 67.3 50.9 84.5 76.0 61.2 45.8 67.3 62.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 21,632: 9,078 597 2,826 6,496 16,721 18,400 20,143: 3,232 1,488
Old : 20,411: 9,068 569 2,446 5,796 15,974 17,310 18,989: 3,101 1,422
Other: 1,221: 49 67 341 700 746 1,090 1,154: 130 67
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,636: 712 78 611 -68 979 1,256 1,668: 380 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 2.8 13.1 30.0 77.3 85.1 93.1: 14.9 6.9
Old : 100.0: 44.4 2.8 12.0 28.4 78.3 84.8 93.0: 15.2 7.0
Other: 100.0: 4.0 5.5 27.9 57.4 61.1 89.3 94.5: 10.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 41 10 11 17 17 61 35:
Old : 77: 39 12 11 17 17 61 35:
Other: 20: 3 3 3 9 6 14 10:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 49.4 40.0 73.4 27.3 47.1 37.9 65.7
Old : 27.4 50.8 39.1 74.0 27.1 48.7 37.9 66.3
Other: 65.7 69.7 83.4 91.2 48.7 57.1 57.9 63.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 249,524: 67,200 27,373 55,923 115,126 159,729 238,249 243,025: 11,274 6,498
Old : 114,361: 47,180 32,360 17,803 42,587 59,235 107,570 109,398: 6,791 4,963
Other: 135,162: 37,101 12,094 21,039 72,539 100,494 130,679 133,627: 4,483 1,535
: : :
: : Changes in Commitments from: June 28, 2016 :
: 4,482: 4,809 2,203 -5,609 6,046 8,684 5,247 5,278: -765 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.0 22.4 46.1 64.0 95.5 97.4: 4.5 2.6
Old : 100.0: 41.3 28.3 15.6 37.2 51.8 94.1 95.7: 5.9 4.3
Other: 100.0: 27.4 8.9 15.6 53.7 74.4 96.7 98.9: 3.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 97 51 81 55 49 198 148:
Old : 211: 94 53 44 37 43 146 125:
Other: 160: 69 28 35 48 34 138 79:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 29.5 28.7 40.4 12.4 18.6 19.6 26.8
Old : 20.7 24.4 31.8 38.0 14.3 19.7 24.6 32.0
Other: 25.4 37.9 38.3 51.2 20.9 24.4 31.2 35.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 1,114,957: 345,192 21,516 235,983 434,147 821,229 1,015,322 1,078,728: 99,635 36,229
Old : 1,114,957: 345,192 21,516 235,983 434,147 821,229 1,015,322 1,078,728: 99,635 36,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 7,571: -5,026 899 21,920 -13,189 -10,292 3,705 12,527: 3,866 -4,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 1.9 21.2 38.9 73.7 91.1 96.8: 8.9 3.2
Old : 100.0: 31.0 1.9 21.2 38.9 73.7 91.1 96.8: 8.9 3.2
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 : 250: 107 34 75 89 88 225 173:
Old : 250: 107 34 75 89 88 225 173:
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 : 11.8 26.0 19.7 39.5 10.2 23.2 15.1 34.3
Old : 11.8 26.0 19.7 39.5 10.2 23.2 15.1 34.3
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 228,420: 57,056 17,030 58,538 99,016 144,510 214,610 220,078: 13,810 8,342
Old : 130,040: 54,401 22,475 21,423 44,467 80,545 120,291 124,443: 9,748 5,596
Other: 98,381: 19,626 11,525 20,144 54,549 63,965 94,319 95,635: 4,061 2,746
: : :
: : Changes in Commitments from: June 28, 2016 :
: 9,590: 1,991 -1,850 5,797 389 4,736 8,176 8,683: 1,414 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.5 25.6 43.3 63.3 94.0 96.3: 6.0 3.7
Old : 100.0: 41.8 17.3 16.5 34.2 61.9 92.5 95.7: 7.5 4.3
Other: 100.0: 19.9 11.7 20.5 55.4 65.0 95.9 97.2: 4.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 175 85 124 140 130 386 281:
Old : 402: 157 88 65 99 113 289 234:
Other: 296: 98 53 60 117 103 248 186:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.5 22.6 29.5 10.0 12.4 15.4 19.4
Old : 16.7 18.6 25.8 30.0 14.1 15.3 21.2 24.6
Other: 18.3 20.9 29.4 34.6 11.3 14.4 17.8 22.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 51,696: 32,859 20,354 4,033 7,504 25,416 44,396 49,802: 7,300 1,894
Old : 51,696: 32,859 20,354 4,033 7,504 25,416 44,396 49,802: 7,300 1,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,370: 1,530 1,450 425 151 2,960 2,106 4,835: 1,264 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 39.4 7.8 14.5 49.2 85.9 96.3: 14.1 3.7
Old : 100.0: 63.6 39.4 7.8 14.5 49.2 85.9 96.3: 14.1 3.7
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 : 114: 68 29 16 9 9 88 46:
Old : 114: 68 29 16 9 9 88 46:
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 : 38.9 50.3 50.3 71.7 34.9 50.3 45.1 69.2
Old : 38.9 50.3 50.3 71.7 34.9 50.3 45.1 69.2
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 333,333: 38,028 76,493 5,858 273,787 235,457 317,672 317,808: 15,661 15,526
Old : 333,333: 38,028 76,493 5,858 273,787 235,457 317,672 317,808: 15,661 15,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -11,057: -4,416 -268 -97 -8,052 -9,169 -12,565 -9,534: 1,508 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.9 1.8 82.1 70.6 95.3 95.3: 4.7 4.7
Old : 100.0: 11.4 22.9 1.8 82.1 70.6 95.3 95.3: 4.7 4.7
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 : 263: 40 51 15 105 109 156 164:
Old : 263: 40 51 15 105 109 156 164:
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 : 34.9 32.7 46.3 41.3 33.7 32.7 44.1 41.0
Old : 34.9 32.7 46.3 41.3 33.7 32.7 44.1 41.0
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 210,437: 43,069 11,091 1,869 159,753 193,268 204,691 206,228: 5,746 4,209
Old : 210,437: 43,069 11,091 1,869 159,753 193,268 204,691 206,228: 5,746 4,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,801: -387 2,810 -708 5,806 1,235 4,711 3,337: -910 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 5.3 0.9 75.9 91.8 97.3 98.0: 2.7 2.0
Old : 100.0: 20.5 5.3 0.9 75.9 91.8 97.3 98.0: 2.7 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 : 127: 20 16 6 63 52 85 72:
Old : 127: 20 16 6 63 52 85 72:
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 : 34.7 46.0 49.3 61.6 34.1 46.0 48.5 61.3
Old : 34.7 46.0 49.3 61.6 34.1 46.0 48.5 61.3
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 653,187: 184,943 77,942 9,740 438,575 554,132 633,258 641,814: 19,929 11,373
Old : 653,187: 184,943 77,942 9,740 438,575 554,132 633,258 641,814: 19,929 11,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 9,486: -10,988 2,249 95 18,822 6,454 7,929 8,798: 1,557 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.9 1.5 67.1 84.8 96.9 98.3: 3.1 1.7
Old : 100.0: 28.3 11.9 1.5 67.1 84.8 96.9 98.3: 3.1 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 : 292: 92 47 21 112 82 216 138:
Old : 292: 92 47 21 112 82 216 138:
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 : 23.2 36.1 35.9 51.9 17.8 36.1 28.4 49.8
Old : 23.2 36.1 35.9 51.9 17.8 36.1 28.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016