COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 327,291: 113,183 18,633 80,531 113,500 219,746 307,214 318,910: 20,077 8,381
Old : 316,089: 112,952 19,109 76,866 106,456 211,983 296,274 307,957: 19,816 8,132
Other: 11,202: 1,307 600 2,590 7,044 7,763 10,941 10,953: 261 249
: : :
: : Changes in Commitments from: July 12, 2016 :
: 41,066: 8,908 -5,940 22,943 9,539 23,681 41,391 40,685: -325 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 5.7 24.6 34.7 67.1 93.9 97.4: 6.1 2.6
Old : 100.0: 35.7 6.0 24.3 33.7 67.1 93.7 97.4: 6.3 2.6
Other: 100.0: 11.7 5.4 23.1 62.9 69.3 97.7 97.8: 2.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 179 60 83 70 77 294 181:
Old : 338: 175 63 81 67 77 289 180:
Other: 50: 10 7 10 14 24 28 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 : 13.1 30.7 22.1 41.9 9.6 23.0 15.3 30.6
Old : 12.9 31.4 21.4 42.5 9.9 25.5 15.8 33.0
Other: 63.8 46.3 82.4 68.9 56.2 40.3 66.4 56.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 22,222: 10,183 880 3,056 5,831 16,776 19,070 20,712: 3,151 1,510
Old : 20,670: 10,194 799 2,556 4,910 15,871 17,660 19,227: 3,011 1,444
Other: 1,551: 10 101 479 922 905 1,411 1,485: 141 66
: : :
: : Changes in Commitments from: July 12, 2016 :
: 205: 304 13 235 -438 -100 102 148: 103 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 4.0 13.8 26.2 75.5 85.8 93.2: 14.2 6.8
Old : 100.0: 49.3 3.9 12.4 23.8 76.8 85.4 93.0: 14.6 7.0
Other: 100.0: 0.6 6.5 30.9 59.4 58.3 90.9 95.7: 9.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 40 12 11 18 19 62 38:
Old : 80: 39 13 11 18 19 62 38:
Other: 23: 4 2 4 10 9 15 14:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 48.7 40.5 72.7 27.5 47.7 37.3 65.1
Old : 28.3 51.1 39.1 73.3 27.6 50.2 37.1 67.0
Other: 65.6 66.2 81.7 89.0 47.3 47.2 53.9 57.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 258,337: 66,944 24,900 65,211 113,828 160,663 245,983 250,773: 12,354 7,564
Old : 107,007: 41,877 35,760 15,654 42,569 49,776 100,100 101,190: 6,907 5,817
Other: 151,330: 47,828 11,901 26,795 71,259 110,887 145,883 149,583: 5,447 1,747
: : :
: : Changes in Commitments from: July 12, 2016 :
: -2,010: -3,606 -2,489 5,795 -3,675 -5,748 -1,486 -2,442: -524 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.6 25.2 44.1 62.2 95.2 97.1: 4.8 2.9
Old : 100.0: 39.1 33.4 14.6 39.8 46.5 93.5 94.6: 6.5 5.4
Other: 100.0: 31.6 7.9 17.7 47.1 73.3 96.4 98.8: 3.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 90 55 82 59 52 194 157:
Old : 204: 77 64 46 42 38 144 123:
Other: 169: 72 31 50 48 41 146 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 27.5 26.6 39.4 11.8 18.5 18.5 26.5
Old : 19.2 26.9 31.5 40.1 16.0 23.6 27.6 35.2
Other: 23.5 34.9 36.2 48.1 20.0 22.3 28.4 34.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,079,425: 331,156 19,237 226,936 423,654 793,161 981,746 1,039,334: 97,679 40,091
Old : 1,079,425: 331,156 19,237 226,936 423,654 793,161 981,746 1,039,334: 97,679 40,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -25,974: -11,248 -2,193 -10,583 -6,298 -17,834 -28,130 -30,609: 2,156 4,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 1.8 21.0 39.2 73.5 91.0 96.3: 9.0 3.7
Old : 100.0: 30.7 1.8 21.0 39.2 73.5 91.0 96.3: 9.0 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 : 240: 96 37 68 88 87 215 165:
Old : 240: 96 37 68 88 87 215 165:
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 : 11.9 26.6 19.3 40.3 10.5 23.8 15.4 35.0
Old : 11.9 26.6 19.3 40.3 10.5 23.8 15.4 35.0
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 19, 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 : 238,381: 62,062 18,488 60,893 101,472 151,540 224,427 230,921: 13,955 7,460
Old : 119,999: 53,027 28,792 16,528 41,043 70,070 110,598 115,390: 9,401 4,609
Other: 118,383: 28,888 9,549 24,512 60,429 81,470 113,829 115,531: 4,554 2,851
: : :
: : Changes in Commitments from: July 12, 2016 :
: 9,060: 1,783 736 4,739 2,854 2,981 9,376 8,456: -316 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.8 25.5 42.6 63.6 94.1 96.9: 5.9 3.1
Old : 100.0: 44.2 24.0 13.8 34.2 58.4 92.2 96.2: 7.8 3.8
Other: 100.0: 24.4 8.1 20.7 51.0 68.8 96.2 97.6: 3.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 173 81 130 136 122 379 279:
Old : 394: 162 82 65 97 103 286 224:
Other: 310: 103 62 72 115 106 258 204:
:----------------------------------------------------------------------------------------------------
: 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 18.6 22.8 30.1 10.0 12.3 15.3 19.2
Old : 16.8 17.6 25.4 29.3 14.2 14.5 21.7 24.3
Other: 17.3 22.7 28.9 35.9 11.4 14.7 18.5 21.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 56,971: 35,294 20,834 5,054 7,693 29,346 48,041 55,234: 8,930 1,737
Old : 56,971: 35,294 20,834 5,054 7,693 29,346 48,041 55,234: 8,930 1,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 4,156: 2,200 1,654 389 -56 2,378 2,533 4,421: 1,623 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 36.6 8.9 13.5 51.5 84.3 97.0: 15.7 3.0
Old : 100.0: 62.0 36.6 8.9 13.5 51.5 84.3 97.0: 15.7 3.0
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: 88 25 14 9 10 106 42:
Old : 129: 88 25 14 9 10 106 42:
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 : 35.7 52.9 47.4 70.5 31.9 52.8 41.7 68.8
Old : 35.7 52.9 47.4 70.5 31.9 52.8 41.7 68.8
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 19, 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 : 326,372: 48,120 65,558 7,662 253,060 237,699 308,842 310,918: 17,529 15,453
Old : 326,372: 48,120 65,558 7,662 253,060 237,699 308,842 310,918: 17,529 15,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -7,752: 5,545 -7,213 855 -13,735 -2,121 -7,335 -8,480: -417 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.1 2.3 77.5 72.8 94.6 95.3: 5.4 4.7
Old : 100.0: 14.7 20.1 2.3 77.5 72.8 94.6 95.3: 5.4 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 : 269: 57 44 16 101 104 164 158:
Old : 269: 57 44 16 101 104 164 158:
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 28.9 42.1 38.5 28.6 28.9 39.6 38.0
Old : 30.1 28.9 42.1 38.5 28.6 28.9 39.6 38.0
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 19, 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 : 221,895: 41,786 10,818 1,692 170,416 205,480 213,894 217,990: 8,001 3,905
Old : 221,895: 41,786 10,818 1,692 170,416 205,480 213,894 217,990: 8,001 3,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,463: -1,358 -1,249 -337 2,193 3,445 498 1,859: 965 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.9 0.8 76.8 92.6 96.4 98.2: 3.6 1.8
Old : 100.0: 18.8 4.9 0.8 76.8 92.6 96.4 98.2: 3.6 1.8
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 : 122: 22 12 6 59 54 82 71:
Old : 122: 22 12 6 59 54 82 71:
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 : 37.8 47.5 52.1 62.2 37.3 47.5 51.3 61.9
Old : 37.8 47.5 52.1 62.2 37.3 47.5 51.3 61.9
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 19, 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 : 749,382: 233,471 75,983 11,631 483,704 653,510 728,806 741,124: 20,576 8,258
Old : 749,382: 233,471 75,983 11,631 483,704 653,510 728,806 741,124: 20,576 8,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 59,337: 33,184 -5,758 1,289 25,945 65,770 60,418 61,301: -1,081 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.1 1.6 64.5 87.2 97.3 98.9: 2.7 1.1
Old : 100.0: 31.2 10.1 1.6 64.5 87.2 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 : 300: 103 39 23 117 83 229 136:
Old : 300: 103 39 23 117 83 229 136:
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 : 22.1 41.6 33.6 56.2 16.7 41.5 26.9 54.5
Old : 22.1 41.6 33.6 56.2 16.7 41.5 26.9 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016