COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 317,371: 96,632 14,175 73,425 130,580 220,582 300,638 308,182: 16,733 9,189
Old : 302,235: 96,522 13,969 70,176 119,207 209,463 285,905 293,608: 16,330 8,627
Other: 15,136: 613 708 2,746 11,373 11,120 14,732 14,574: 403 562
: : :
: : Changes in Commitments from: August 23, 2016 :
: -844: -4,001 151 -992 5,451 -929 458 -1,770: -1,302 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.5 23.1 41.1 69.5 94.7 97.1: 5.3 2.9
Old : 100.0: 31.9 4.6 23.2 39.4 69.3 94.6 97.1: 5.4 2.9
Other: 100.0: 4.0 4.7 18.1 75.1 73.5 97.3 96.3: 2.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 146 54 83 75 74 259 178:
Old : 296: 146 53 82 74 74 257 176:
Other: 57: 9 8 11 21 27 36 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 32.7 24.4 44.4 10.7 25.7 16.4 33.2
Old : 13.8 34.3 23.3 45.7 10.8 29.5 16.7 36.1
Other: 63.9 42.6 79.1 65.0 59.3 42.6 65.8 55.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 18,784: 7,827 585 2,262 5,928 14,682 16,018 17,530: 2,767 1,254
Old : 15,612: 7,822 570 1,284 4,087 12,618 13,193 14,472: 2,419 1,140
Other: 3,172: 45 55 938 1,841 2,065 2,825 3,058: 348 114
: : :
: : Changes in Commitments from: August 23, 2016 :
: 10: 518 18 -255 -432 211 -168 -25: 178 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 3.1 12.0 31.6 78.2 85.3 93.3: 14.7 6.7
Old : 100.0: 50.1 3.7 8.2 26.2 80.8 84.5 92.7: 15.5 7.3
Other: 100.0: 1.4 1.7 29.6 58.0 65.1 89.0 96.4: 11.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 34 14 11 18 20 58 39:
Old : 76: 35 13 10 18 20 58 38:
Other: 32: 5 7 8 13 13 24 22:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 49.2 44.9 70.8 31.9 45.7 41.3 62.8
Old : 34.1 54.9 45.5 74.9 33.5 53.3 43.9 69.2
Other: 48.7 51.3 67.8 74.9 37.8 40.4 43.4 48.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 230,172: 74,001 31,526 47,794 97,338 142,806 219,133 222,126: 11,039 8,046
Old : 134: 0 28 0 134 49 134 77: 0 57
Other: 230,038: 74,001 31,498 47,794 97,204 142,757 218,999 222,049: 11,039 7,989
: : :
: : Changes in Commitments from: August 23, 2016 :
: -9,018: -2,151 2,519 -4,089 -3,144 -8,568 -9,384 -10,138: 366 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.7 20.8 42.3 62.0 95.2 96.5: 4.8 3.5
Old : 100.0: 0.0 20.9 0.0 100.0 36.6 100.0 57.5: 0.0 42.5
Other: 100.0: 32.2 13.7 20.8 42.3 62.1 95.2 96.5: 4.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 86 56 74 52 45 176 149:
Old : 4: 0 1 0 2 1 2 2:
Other: 217: 86 56 74 51 45 175 149:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 26.9 29.3 38.7 16.8 20.9 24.5 30.4
Old : 100.0 57.5 100.0 57.5 100.0 57.5 100.0 57.5
Other: 19.9 26.9 29.3 38.7 16.8 20.9 24.5 30.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,182,157: 372,008 31,892 269,702 444,149 833,015 1,085,859 1,134,609: 96,298 47,548
Old : 1,182,157: 372,008 31,892 269,702 444,149 833,015 1,085,859 1,134,609: 96,298 47,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 3,592: 3,004 978 -623 3,002 2,895 5,383 3,249: -1,791 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 2.7 22.8 37.6 70.5 91.9 96.0: 8.1 4.0
Old : 100.0: 31.5 2.7 22.8 37.6 70.5 91.9 96.0: 8.1 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 : 260: 111 41 81 88 88 232 183:
Old : 260: 111 41 81 88 88 232 183:
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 : 11.6 22.9 19.4 37.1 9.8 20.8 14.6 31.6
Old : 11.6 22.9 19.4 37.1 9.8 20.8 14.6 31.6
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 30, 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 : 198,454: 56,143 18,454 46,513 84,152 126,431 186,808 191,399: 11,646 7,055
Old : 158: 0 6 0 158 119 158 125: 0 33
Other: 198,296: 56,146 18,451 46,510 83,994 126,312 186,650 191,274: 11,646 7,022
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,224: -3,809 -3,890 2,960 2,662 2,107 1,813 1,177: -589 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.3 23.4 42.4 63.7 94.1 96.4: 5.9 3.6
Old : 100.0: 0.0 3.8 0.0 100.0 75.3 100.0 79.1: 0.0 20.9
Other: 100.0: 28.3 9.3 23.5 42.4 63.7 94.1 96.5: 5.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 140 80 127 126 123 331 280:
Old : 12: 0 2 0 1 9 1 11:
Other: 389: 141 80 127 125 123 330 280:
:----------------------------------------------------------------------------------------------------
: 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 18.2 21.2 30.1 11.1 13.3 18.5 21.4
Old : 100.0 69.0 100.0 75.9 100.0 69.0 100.0 75.9
Other: 11.9 18.2 21.3 30.1 11.1 13.3 18.5 21.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 55,870: 30,218 15,364 9,684 8,088 28,409 47,990 53,458: 7,880 2,413
Old : 55,870: 30,218 15,364 9,684 8,088 28,409 47,990 53,458: 7,880 2,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -2,201: -3,526 -2,547 1,055 237 -177 -2,234 -1,669: 33 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 27.5 17.3 14.5 50.8 85.9 95.7: 14.1 4.3
Old : 100.0: 54.1 27.5 17.3 14.5 50.8 85.9 95.7: 14.1 4.3
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 : 124: 78 30 20 8 10 98 51:
Old : 124: 78 30 20 8 10 98 51:
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 : 38.5 63.8 51.3 75.7 31.2 59.1 39.5 65.6
Old : 38.5 63.8 51.3 75.7 31.2 59.1 39.5 65.6
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 30, 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 : 336,509: 79,049 56,974 3,845 233,870 259,171 316,763 319,990: 19,746 16,519
Old : 336,509: 79,049 56,974 3,845 233,870 259,171 316,763 319,990: 19,746 16,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,404: 5,573 -544 -741 -3,368 3,467 1,464 2,183: -60 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 16.9 1.1 69.5 77.0 94.1 95.1: 5.9 4.9
Old : 100.0: 23.5 16.9 1.1 69.5 77.0 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 : 264: 55 42 12 103 106 163 155:
Old : 264: 55 42 12 103 106 163 155:
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 : 24.7 30.5 36.2 39.2 23.6 30.5 34.1 38.9
Old : 24.7 30.5 36.2 39.2 23.6 30.5 34.1 38.9
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 30, 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 : 231,639: 36,708 8,585 2,875 184,077 216,808 223,660 228,268: 7,979 3,371
Old : 231,639: 36,708 8,585 2,875 184,077 216,808 223,660 228,268: 7,979 3,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,811: -4,020 -112 -209 5,404 2,651 1,175 2,330: 636 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.7 1.2 79.5 93.6 96.6 98.5: 3.4 1.5
Old : 100.0: 15.8 3.7 1.2 79.5 93.6 96.6 98.5: 3.4 1.5
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 : 123: 23 13 6 61 51 85 69:
Old : 123: 23 13 6 61 51 85 69:
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 : 35.0 54.0 50.0 67.9 33.9 53.8 48.9 67.6
Old : 35.0 54.0 50.0 67.9 33.9 53.8 48.9 67.6
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 30, 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 : 898,566: 288,156 47,545 15,201 568,819 822,403 872,176 885,149: 26,390 13,417
Old : 898,566: 288,156 47,545 15,201 568,819 822,403 872,176 885,149: 26,390 13,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 36,305: 9,893 -10,563 2,727 20,722 40,354 33,342 32,518: 2,963 3,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.3 1.7 63.3 91.5 97.1 98.5: 2.9 1.5
Old : 100.0: 32.1 5.3 1.7 63.3 91.5 97.1 98.5: 2.9 1.5
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 : 313: 112 35 24 135 81 259 128:
Old : 313: 112 35 24 135 81 259 128:
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 : 18.2 51.0 27.9 66.1 15.2 51.0 24.2 62.6
Old : 18.2 51.0 27.9 66.1 15.2 51.0 24.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016