COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 351,620: 117,799 15,849 90,455 122,538 236,284 330,793 342,589: 20,827 9,031
Old : 338,809: 117,583 16,037 86,891 113,816 227,291 318,290 330,219: 20,520 8,591
Other: 12,811: 1,146 742 2,635 8,722 8,994 12,503 12,371: 308 440
: : :
: : Changes in Commitments from: August 2, 2016 :
: 10,543: 4,551 1,512 2,888 2,539 6,659 9,978 11,059: 565 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 4.5 25.7 34.8 67.2 94.1 97.4: 5.9 2.6
Old : 100.0: 34.7 4.7 25.6 33.6 67.1 93.9 97.5: 6.1 2.5
Other: 100.0: 8.9 5.8 20.6 68.1 70.2 97.6 96.6: 2.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 171 62 80 73 75 280 183:
Old : 327: 170 62 79 70 75 276 181:
Other: 56: 8 10 9 19 27 32 41:
:----------------------------------------------------------------------------------------------------
: 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 31.5 21.3 43.0 9.2 25.0 14.4 32.4
Old : 12.3 32.5 20.3 43.9 9.2 27.6 14.6 34.5
Other: 61.5 42.8 79.2 64.3 57.0 37.7 67.0 53.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 22,196: 8,068 567 3,530 7,691 16,624 19,289 20,722: 2,907 1,475
Old : 19,996: 8,097 500 2,840 6,369 15,365 17,306 18,705: 2,690 1,291
Other: 2,200: 9 105 653 1,322 1,259 1,984 2,016: 217 184
: : :
: : Changes in Commitments from: August 2, 2016 :
: -348: -1,044 -230 261 497 -306 -286 -276: -61 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.6 15.9 34.7 74.9 86.9 93.4: 13.1 6.6
Old : 100.0: 40.5 2.5 14.2 31.9 76.8 86.5 93.5: 13.5 6.5
Other: 100.0: 0.4 4.8 29.7 60.1 57.2 90.2 91.6: 9.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 32 15 13 20 21 60 42:
Old : 77: 33 15 13 20 21 60 42:
Other: 30: 5 6 7 13 10 22 19:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 46.2 43.2 68.0 28.6 41.1 36.4 55.6
Old : 32.4 48.9 42.7 69.5 28.7 45.1 36.6 58.2
Other: 55.8 54.2 72.7 75.9 42.1 37.2 48.8 48.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 246,679: 68,022 44,486 57,062 110,233 136,782 235,318 238,330: 11,361 8,348
Old : 29,194: 13,656 12,842 567 12,121 13,270 26,344 26,679: 2,850 2,515
Other: 217,485: 63,172 40,450 47,689 98,112 123,512 208,974 211,651: 8,511 5,833
: : :
: : Changes in Commitments from: August 2, 2016 :
: -37,034: 2,586 -2,110 -19,380 -20,333 -15,664 -37,127 -37,154: 93 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 18.0 23.1 44.7 55.4 95.4 96.6: 4.6 3.4
Old : 100.0: 46.8 44.0 1.9 41.5 45.5 90.2 91.4: 9.8 8.6
Other: 100.0: 29.0 18.6 21.9 45.1 56.8 96.1 97.3: 3.9 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 80 67 79 58 50 183 161:
Old : 109: 35 23 5 32 22 68 49:
Other: 210: 71 67 69 56 47 167 149:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 21.0 30.9 32.2 16.3 14.8 23.6 23.5
Old : 28.9 40.0 48.2 62.9 28.5 39.9 46.8 59.3
Other: 23.7 23.8 33.1 34.4 20.6 17.3 27.1 26.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 1,138,568: 350,129 25,618 259,285 429,064 810,174 1,038,478 1,095,077: 100,090 43,491
Old : 1,138,568: 350,129 25,618 259,285 429,064 810,174 1,038,478 1,095,077: 100,090 43,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 37,322: 16,076 -2,095 23,291 -9,910 19,271 29,458 40,468: 7,864 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 2.3 22.8 37.7 71.2 91.2 96.2: 8.8 3.8
Old : 100.0: 30.8 2.3 22.8 37.7 71.2 91.2 96.2: 8.8 3.8
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 : 246: 106 35 73 87 86 223 169:
Old : 246: 106 35 73 87 86 223 169:
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 : 11.4 24.3 19.1 38.2 9.8 22.1 14.8 33.0
Old : 11.4 24.3 19.1 38.2 9.8 22.1 14.8 33.0
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, August 09, 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 : 230,633: 56,708 20,108 56,758 103,104 146,959 216,570 223,825: 14,063 6,808
Old : 69,053: 21,182 22,396 12,181 29,309 31,627 62,672 66,204: 6,381 2,849
Other: 161,580: 50,041 12,227 30,062 73,795 115,333 153,898 157,622: 7,682 3,959
: : :
: : Changes in Commitments from: August 2, 2016 :
: -6,365: -1,611 1,727 -3,950 -1,219 -3,983 -6,780 -6,206: 415 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.7 24.6 44.7 63.7 93.9 97.0: 6.1 3.0
Old : 100.0: 30.7 32.4 17.6 42.4 45.8 90.8 95.9: 9.2 4.1
Other: 100.0: 31.0 7.6 18.6 45.7 71.4 95.2 97.6: 4.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 152 79 122 135 125 353 273:
Old : 305: 100 61 60 88 100 217 195:
Other: 354: 132 70 92 119 115 295 240:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 19.2 23.9 30.0 10.3 11.3 15.5 18.3
Old : 19.7 22.4 30.3 34.7 12.4 16.9 20.5 28.0
Other: 15.6 22.1 24.3 35.8 11.9 16.2 18.4 25.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 56,570: 32,462 16,811 8,844 7,594 29,126 48,901 54,782: 7,669 1,788
Old : 56,570: 32,462 16,811 8,844 7,594 29,126 48,901 54,782: 7,669 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,453: 319 2,229 549 -614 -947 255 1,831: 1,198 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 29.7 15.6 13.4 51.5 86.4 96.8: 13.6 3.2
Old : 100.0: 57.4 29.7 15.6 13.4 51.5 86.4 96.8: 13.6 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 : 122: 76 30 15 8 10 94 47:
Old : 122: 76 30 15 8 10 94 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 : 38.3 63.8 53.9 74.9 32.2 59.2 41.8 66.7
Old : 38.3 63.8 53.9 74.9 32.2 59.2 41.8 66.7
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, August 09, 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 : 329,851: 63,039 60,115 5,293 241,653 247,574 309,985 312,982: 19,866 16,869
Old : 329,851: 63,039 60,115 5,293 241,653 247,574 309,985 312,982: 19,866 16,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 492: 3,990 -883 -1,451 -1,831 2,320 708 -14: -216 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.2 1.6 73.3 75.1 94.0 94.9: 6.0 5.1
Old : 100.0: 19.1 18.2 1.6 73.3 75.1 94.0 94.9: 6.0 5.1
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 : 262: 58 41 15 101 103 166 152:
Old : 262: 58 41 15 101 103 166 152:
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 : 26.4 29.2 38.0 37.7 25.3 29.2 36.0 37.4
Old : 26.4 29.2 38.0 37.7 25.3 29.2 36.0 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 with Delta-adjusted Options and Futures Combined, August 09, 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 : 225,244: 38,480 8,711 3,045 176,329 209,618 217,854 221,374: 7,390 3,870
Old : 225,244: 38,480 8,711 3,045 176,329 209,618 217,854 221,374: 7,390 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,794: 365 2,352 -23 1,621 -87 1,963 2,242: -169 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 3.9 1.4 78.3 93.1 96.7 98.3: 3.3 1.7
Old : 100.0: 17.1 3.9 1.4 78.3 93.1 96.7 98.3: 3.3 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 : 126: 25 14 6 59 51 85 70:
Old : 126: 25 14 6 59 51 85 70:
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 53.0 49.8 67.1 34.5 53.0 48.4 67.1
Old : 35.7 53.0 49.8 67.1 34.5 53.0 48.4 67.1
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, August 09, 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 : 783,418: 260,941 64,437 11,472 489,348 700,194 761,761 776,103: 21,657 7,315
Old : 783,418: 260,941 64,437 11,472 489,348 700,194 761,761 776,103: 21,657 7,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 23,756: 9,994 -8,124 2,162 11,284 30,605 23,440 24,643: 316 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.2 1.5 62.5 89.4 97.2 99.1: 2.8 0.9
Old : 100.0: 33.3 8.2 1.5 62.5 89.4 97.2 99.1: 2.8 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 : 310: 115 35 23 123 80 248 128:
Old : 310: 115 35 23 123 80 248 128:
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 : 20.1 48.3 31.4 63.0 15.4 48.1 25.6 61.2
Old : 20.1 48.3 31.4 63.0 15.4 48.1 25.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016