COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 321,937: 95,435 10,756 76,322 133,152 224,774 304,909 311,852: 17,029 10,085
Old : 305,553: 95,543 10,878 72,364 121,014 212,751 288,921 295,993: 16,632 9,560
Other: 16,384: 1,015 1,001 2,834 12,138 12,023 15,987 15,859: 397 525
: : :
: : Changes in Commitments from: September 6, 2016 :
: -134: -1,927 -188 2,608 61 -3,922 742 -1,503: -876 1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.3 23.7 41.4 69.8 94.7 96.9: 5.3 3.1
Old : 100.0: 31.3 3.6 23.7 39.6 69.6 94.6 96.9: 5.4 3.1
Other: 100.0: 6.2 6.1 17.3 74.1 73.4 97.6 96.8: 2.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 144 47 81 79 73 256 174:
Old : 290: 143 48 80 78 73 254 172:
Other: 60: 11 9 12 20 27 37 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 34.4 25.1 45.9 11.2 26.6 16.9 34.0
Old : 14.2 36.2 24.0 47.1 11.2 30.9 17.4 37.2
Other: 64.4 41.2 80.5 62.5 61.4 41.2 68.0 54.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 20,537: 9,470 812 2,996 5,117 14,990 17,583 18,798: 2,954 1,739
Old : 16,569: 9,358 925 1,559 3,141 12,510 14,058 14,994: 2,511 1,576
Other: 3,968: 253 29 1,296 1,976 2,480 3,525 3,804: 442 163
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,057: 467 136 509 -109 95 866 740: 191 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 4.0 14.6 24.9 73.0 85.6 91.5: 14.4 8.5
Old : 100.0: 56.5 5.6 9.4 19.0 75.5 84.8 90.5: 15.2 9.5
Other: 100.0: 6.4 0.7 32.7 49.8 62.5 88.9 95.9: 11.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 39 14 15 18 22 63 46:
Old : 83: 34 20 13 18 21 62 44:
Other: 37: 13 2 9 14 16 27 27:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 43.9 42.1 64.3 29.2 41.0 38.7 56.9
Old : 33.5 51.1 44.2 68.7 33.0 49.8 42.2 63.4
Other: 42.6 42.2 62.2 64.5 30.9 32.9 37.0 41.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 248,379: 66,154 45,021 53,077 117,076 139,463 236,307 237,562: 12,072 10,817
Old : 242,166: 66,512 44,524 52,373 111,366 134,560 230,251 231,457: 11,916 10,709
Other: 6,213: 47 902 300 5,710 4,903 6,057 6,105: 156 108
: : :
: : Changes in Commitments from: September 6, 2016 :
: 12,845: -7,717 8,359 4,538 15,296 -2,341 12,117 10,556: 728 2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.1 21.4 47.1 56.1 95.1 95.6: 4.9 4.4
Old : 100.0: 27.5 18.4 21.6 46.0 55.6 95.1 95.6: 4.9 4.4
Other: 100.0: 0.8 14.5 4.8 91.9 78.9 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 82 69 82 53 45 180 160:
Old : 223: 86 67 82 53 45 180 160:
Other: 27: 2 9 5 10 9 17 18:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 26.0 33.5 36.2 18.3 17.8 25.5 25.7
Old : 22.4 26.4 32.4 36.8 17.7 18.9 25.1 26.7
Other: 86.4 75.5 94.1 86.8 77.7 70.9 81.0 78.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,160,692: 349,289 28,875 272,048 440,697 816,178 1,062,035 1,117,101: 98,657 43,591
Old : 1,160,692: 349,289 28,875 272,048 440,697 816,178 1,062,035 1,117,101: 98,657 43,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -25,282: -5,000 -5,285 -9,610 -14,030 -8,714 -28,640 -23,609: 3,357 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.5 23.4 38.0 70.3 91.5 96.2: 8.5 3.8
Old : 100.0: 30.1 2.5 23.4 38.0 70.3 91.5 96.2: 8.5 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 : 262: 113 38 79 93 93 235 187:
Old : 262: 113 38 79 93 93 235 187:
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 23.8 20.3 37.8 9.8 20.9 14.7 31.9
Old : 11.6 23.8 20.3 37.8 9.8 20.9 14.7 31.9
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, September 13, 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 : 211,508: 65,299 17,263 50,110 84,646 136,711 200,055 204,084: 11,452 7,424
Old : 203,259: 65,709 17,969 47,870 78,533 130,187 192,113 196,027: 11,145 7,232
Other: 8,249: 983 687 846 6,113 6,523 7,942 8,057: 307 192
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,869: 1,568 2,178 -3,532 -1,088 -2,681 -3,052 -4,035: -817 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.2 23.7 40.0 64.6 94.6 96.5: 5.4 3.5
Old : 100.0: 32.3 8.8 23.6 38.6 64.0 94.5 96.4: 5.5 3.6
Other: 100.0: 11.9 8.3 10.3 74.1 79.1 96.3 97.7: 3.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 151 90 127 130 123 348 286:
Old : 411: 153 92 125 130 122 347 284:
Other: 89: 10 15 10 43 40 61 57:
:----------------------------------------------------------------------------------------------------
: 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 20.0 20.4 31.6 10.6 14.6 17.5 22.5
Old : 11.4 20.1 20.3 31.3 11.0 15.1 18.2 23.5
Other: 60.4 48.7 71.0 62.5 58.6 44.3 64.9 57.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 55,885: 34,459 17,453 5,613 8,007 30,507 48,080 53,574: 7,806 2,311
Old : 55,885: 34,459 17,453 5,613 8,007 30,507 48,080 53,574: 7,806 2,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,690: 640 468 -2,761 509 216 -1,612 -2,076: -1,077 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 31.2 10.0 14.3 54.6 86.0 95.9: 14.0 4.1
Old : 100.0: 61.7 31.2 10.0 14.3 54.6 86.0 95.9: 14.0 4.1
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 : 122: 70 32 24 10 11 94 58:
Old : 122: 70 32 24 10 11 94 58:
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 : 39.6 62.7 52.9 72.7 36.6 62.2 46.7 69.0
Old : 39.6 62.7 52.9 72.7 36.6 62.2 46.7 69.0
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, September 13, 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 : 362,746: 71,028 62,845 7,835 262,759 271,649 341,622 342,330: 21,124 20,416
Old : 362,746: 71,028 62,845 7,835 262,759 271,649 341,622 342,330: 21,124 20,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 23,386: -9,618 5,549 4,074 28,630 10,965 23,086 20,588: 299 2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.3 2.2 72.4 74.9 94.2 94.4: 5.8 5.6
Old : 100.0: 19.6 17.3 2.2 72.4 74.9 94.2 94.4: 5.8 5.6
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 : 262: 58 42 24 104 112 173 168:
Old : 262: 58 42 24 104 112 173 168:
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 : 24.3 28.2 34.7 36.4 21.2 28.1 30.4 35.3
Old : 24.3 28.2 34.7 36.4 21.2 28.1 30.4 35.3
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, September 13, 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 : 258,707: 37,946 7,282 6,532 205,207 241,179 249,685 254,993: 9,022 3,714
Old : 258,707: 37,946 7,282 6,532 205,207 241,179 249,685 254,993: 9,022 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 29,610: 1,535 -1,835 4,753 22,577 26,287 28,865 29,205: 745 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 2.8 2.5 79.3 93.2 96.5 98.6: 3.5 1.4
Old : 100.0: 14.7 2.8 2.5 79.3 93.2 96.5 98.6: 3.5 1.4
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: 23 14 9 66 54 92 75:
Old : 124: 23 14 9 66 54 92 75:
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 : 32.9 51.2 49.1 70.2 29.9 47.4 42.1 59.9
Old : 32.9 51.2 49.1 70.2 29.9 47.4 42.1 59.9
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, September 13, 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 : 946,514: 276,803 48,368 19,299 623,839 865,551 919,941 933,218: 26,573 13,296
Old : 946,514: 276,803 48,368 19,299 623,839 865,551 919,941 933,218: 26,573 13,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 875: -12,834 2,099 -4,239 19,947 12,415 2,874 10,275: -1,999 -9,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.1 2.0 65.9 91.4 97.2 98.6: 2.8 1.4
Old : 100.0: 29.2 5.1 2.0 65.9 91.4 97.2 98.6: 2.8 1.4
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 : 309: 104 37 29 137 93 255 145:
Old : 309: 104 37 29 137 93 255 145:
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 : 17.8 56.3 28.5 69.1 13.4 49.7 21.8 60.4
Old : 17.8 56.3 28.5 69.1 13.4 49.7 21.8 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016