COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 341,960: 105,649 15,528 90,184 128,087 227,773 323,920 333,485: 18,040 8,475
Old : 328,301: 105,405 15,657 86,624 118,599 218,121 310,628 320,402: 17,673 7,899
Other: 13,659: 1,075 702 2,729 9,488 9,652 13,292 13,083: 367 576
: : :
: : Changes in Commitments from: August 9, 2016 :
: -9,660: -12,150 -321 -272 5,549 -8,511 -6,873 -9,104: -2,787 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 4.5 26.4 37.5 66.6 94.7 97.5: 5.3 2.5
Old : 100.0: 32.1 4.8 26.4 36.1 66.4 94.6 97.6: 5.4 2.4
Other: 100.0: 7.9 5.1 20.0 69.5 70.7 97.3 95.8: 2.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 164 59 85 77 77 280 187:
Old : 320: 163 60 84 76 77 278 185:
Other: 58: 12 7 10 19 27 35 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 : 14.1 30.8 23.3 42.9 9.6 24.0 14.7 30.9
Old : 13.1 32.1 22.3 44.1 9.7 26.9 14.9 33.0
Other: 63.6 41.2 78.9 64.0 58.6 38.3 66.7 54.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 21,206: 7,506 583 3,512 7,389 15,557 18,408 19,652: 2,798 1,554
Old : 18,630: 7,540 533 2,764 5,782 13,947 16,086 17,244: 2,544 1,386
Other: 2,576: 10 93 705 1,607 1,610 2,322 2,408: 254 168
: : :
: : Changes in Commitments from: August 9, 2016 :
: -991: -561 15 -18 -302 -1,067 -882 -1,070: -109 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 2.7 16.6 34.8 73.4 86.8 92.7: 13.2 7.3
Old : 100.0: 40.5 2.9 14.8 31.0 74.9 86.3 92.6: 13.7 7.4
Other: 100.0: 0.4 3.6 27.4 62.4 62.5 90.1 93.5: 9.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 31 15 13 18 21 58 42:
Old : 76: 34 13 13 18 21 58 42:
Other: 29: 5 5 7 13 11 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 : 31.7 47.2 44.4 68.5 30.4 42.3 38.1 57.1
Old : 33.2 50.3 42.8 70.3 30.3 47.7 38.3 60.4
Other: 55.1 54.3 72.9 76.8 44.2 40.4 48.8 49.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 243,763: 72,138 38,211 52,496 107,904 145,333 232,538 236,040: 11,225 7,723
Old : 4,496: 464 16 0 3,415 3,738 3,879 3,754: 617 742
Other: 239,267: 71,814 38,335 52,356 104,489 141,595 228,659 232,286: 10,608 6,981
: : :
: : Changes in Commitments from: August 9, 2016 :
: -2,916: 4,116 -6,275 -4,566 -2,330 8,551 -2,780 -2,290: -136 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.7 21.5 44.3 59.6 95.4 96.8: 4.6 3.2
Old : 100.0: 10.3 0.4 0.0 76.0 83.1 86.3 83.5: 13.7 16.5
Other: 100.0: 30.0 16.0 21.9 43.7 59.2 95.6 97.1: 4.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 87 53 71 57 48 178 145:
Old : 27: 6 2 0 14 6 20 8:
Other: 213: 87 55 70 55 48 175 145:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 24.2 29.5 35.6 16.3 17.0 23.2 25.3
Old : 66.7 83.3 81.8 83.5 65.7 77.2 76.4 77.4
Other: 20.7 24.7 29.6 36.2 16.6 17.8 23.7 26.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 1,148,999: 349,803 26,033 258,901 446,553 819,445 1,055,257 1,104,380: 93,742 44,620
Old : 1,148,999: 349,803 26,033 258,901 446,553 819,445 1,055,257 1,104,380: 93,742 44,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 10,431: -326 415 -384 17,490 9,271 16,780 9,302: -6,348 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.3 22.5 38.9 71.3 91.8 96.1: 8.2 3.9
Old : 100.0: 30.4 2.3 22.5 38.9 71.3 91.8 96.1: 8.2 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 : 245: 102 36 72 91 89 222 172:
Old : 245: 102 36 72 91 89 222 172:
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 : 11.5 24.0 19.2 38.3 9.8 21.8 14.7 32.5
Old : 11.5 24.0 19.2 38.3 9.8 21.8 14.7 32.5
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 16, 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 : 201,626: 53,435 22,037 41,266 93,184 131,054 187,885 194,357: 13,740 7,268
Old : 20,325: 3,919 6,175 735 12,846 12,218 17,500 19,128: 2,825 1,197
Other: 181,301: 54,724 21,070 35,323 80,338 118,836 170,385 175,229: 10,915 6,071
: : :
: : Changes in Commitments from: August 9, 2016 :
: -29,007: -3,273 1,928 -15,491 -9,920 -15,905 -28,684 -29,468: -323 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.9 20.5 46.2 65.0 93.2 96.4: 6.8 3.6
Old : 100.0: 19.3 30.4 3.6 63.2 60.1 86.1 94.1: 13.9 5.9
Other: 100.0: 30.2 11.6 19.5 44.3 65.5 94.0 96.7: 6.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 138 83 118 129 125 335 270:
Old : 164: 29 22 3 57 67 89 90:
Other: 371: 135 79 107 122 118 316 254:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 19.5 22.5 31.1 11.8 12.6 17.9 20.5
Old : 34.5 34.1 49.3 53.1 33.9 32.7 48.0 50.5
Other: 15.0 21.4 23.6 33.6 13.0 15.9 19.5 24.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 58,063: 35,819 19,493 7,720 7,588 28,543 51,128 55,756: 6,935 2,307
Old : 58,063: 35,819 19,493 7,720 7,588 28,543 51,128 55,756: 6,935 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,493: 3,357 2,682 -1,124 -6 -583 2,227 974: -734 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 33.6 13.3 13.1 49.2 88.1 96.0: 11.9 4.0
Old : 100.0: 61.7 33.6 13.3 13.1 49.2 88.1 96.0: 11.9 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 : 126: 72 38 17 7 11 90 57:
Old : 126: 72 38 17 7 11 90 57:
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 : 38.6 62.8 55.9 73.7 33.9 58.8 46.7 66.5
Old : 38.6 62.8 55.9 73.7 33.9 58.8 46.7 66.5
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 with Delta-adjusted Options and Futures Combined, August 16, 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 : 332,937: 67,018 59,504 5,185 241,102 251,910 313,305 316,598: 19,632 16,338
Old : 332,937: 67,018 59,504 5,185 241,102 251,910 313,305 316,598: 19,632 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,086: 3,979 -611 -108 -551 4,335 3,320 3,617: -234 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.9 1.6 72.4 75.7 94.1 95.1: 5.9 4.9
Old : 100.0: 20.1 17.9 1.6 72.4 75.7 94.1 95.1: 5.9 4.9
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 : 266: 58 43 14 103 105 167 156:
Old : 266: 58 43 14 103 105 167 156:
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 : 26.2 29.1 37.3 37.8 25.0 29.1 35.3 37.5
Old : 26.2 29.1 37.3 37.8 25.0 29.1 35.3 37.5
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 16, 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 : 229,211: 38,879 8,647 3,152 180,211 213,662 222,242 225,461: 6,969 3,750
Old : 229,211: 38,879 8,647 3,152 180,211 213,662 222,242 225,461: 6,969 3,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,967: 399 -64 107 3,882 4,044 4,388 4,087: -421 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 3.8 1.4 78.6 93.2 97.0 98.4: 3.0 1.6
Old : 100.0: 17.0 3.8 1.4 78.6 93.2 97.0 98.4: 3.0 1.6
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 : 127: 25 14 7 61 52 88 71:
Old : 127: 25 14 7 61 52 88 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 : 34.9 53.8 48.9 68.0 33.8 53.5 47.6 67.7
Old : 34.9 53.8 48.9 68.0 33.8 53.5 47.6 67.7
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 16, 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 : 846,990: 266,227 61,047 10,695 543,682 767,005 820,604 838,747: 26,386 8,243
Old : 846,990: 266,227 61,047 10,695 543,682 767,005 820,604 838,747: 26,386 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 63,572: 5,286 -3,390 -777 54,334 66,811 58,843 62,644: 4,729 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.2 1.3 64.2 90.6 96.9 99.0: 3.1 1.0
Old : 100.0: 31.4 7.2 1.3 64.2 90.6 96.9 99.0: 3.1 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 : 311: 118 29 20 130 82 255 124:
Old : 311: 118 29 20 130 82 255 124:
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 : 18.9 49.2 29.1 63.8 15.5 48.9 24.7 61.1
Old : 18.9 49.2 29.1 63.8 15.5 48.9 24.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016