COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,661: 78,845 26,971 17,781 83,005 134,485 179,631 179,237: 14,030 14,424
Old : 186,760: 78,682 26,990 17,432 77,116 128,062 173,230 172,484: 13,530 14,276
Other: 6,901: 336 154 176 5,889 6,423 6,401 6,753: 500 148
: : :
: : Changes in Commitments from: October 13, 2015 :
: 5,452: 5,453 -2,618 -1,830 971 9,691 4,594 5,243: 858 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.9 9.2 42.9 69.4 92.8 92.6: 7.2 7.4
Old : 100.0: 42.1 14.5 9.3 41.3 68.6 92.8 92.4: 7.2 7.6
Other: 100.0: 4.9 2.2 2.6 85.3 93.1 92.8 97.9: 7.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 104 83 73 56 65 196 192:
Old : 274: 104 84 71 52 64 191 190:
Other: 56: 8 6 6 20 23 31 33:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 27.3 23.1 37.9 13.4 23.0 22.0 33.0
Old : 13.9 27.4 23.9 37.5 13.8 23.9 22.7 33.3
Other: 61.2 67.1 77.6 84.8 60.2 67.1 76.6 84.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,495: 1,964 3,169 251 9,646 8,990 11,861 12,410: 1,634 1,085
Old : 3,275: 641 1,726 0 2,110 1,133 2,751 2,859: 524 416
Other: 10,220: 1,431 1,551 143 7,536 7,857 9,110 9,551: 1,110 669
: : :
: : Changes in Commitments from: October 13, 2015 :
: -3,207: -498 -3,372 -130 -2,201 810 -2,829 -2,692: -378 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.5 1.9 71.5 66.6 87.9 92.0: 12.1 8.0
Old : 100.0: 19.6 52.7 0.0 64.4 34.6 84.0 87.3: 16.0 12.7
Other: 100.0: 14.0 15.2 1.4 73.7 76.9 89.1 93.5: 10.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 12 6 24 11 44 28:
Old : 30: 9 6 0 9 6 18 12:
Other: 53: 14 12 3 23 8 38 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 : 28.0 53.5 50.9 75.6 28.0 47.1 48.0 67.0
Old : 59.4 76.5 69.9 85.6 59.4 76.5 69.9 85.6
Other: 35.0 60.3 55.8 78.3 35.0 59.6 55.8 75.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,306: 63,838 21,307 41,909 100,289 149,847 206,036 213,063: 13,270 6,243
Old : 188,525: 64,772 19,837 29,983 81,067 132,685 175,822 182,505: 12,703 6,020
Other: 30,781: 5,251 7,655 5,741 19,222 17,162 30,214 30,558: 567 223
: : :
: : Changes in Commitments from: October 13, 2015 :
: 5,549: 912 570 2,776 1,468 2,183 5,156 5,529: 393 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.7 19.1 45.7 68.3 93.9 97.2: 6.1 2.8
Old : 100.0: 34.4 10.5 15.9 43.0 70.4 93.3 96.8: 6.7 3.2
Other: 100.0: 17.1 24.9 18.7 62.4 55.8 98.2 99.3: 1.8 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 104 36 62 57 43 183 128:
Old : 211: 103 38 61 56 42 181 125:
Other: 51: 10 10 5 25 15 37 28:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 38.5 33.4 49.0 13.9 23.0 20.7 30.5
Old : 18.9 34.8 29.2 45.0 13.0 26.2 21.0 34.2
Other: 72.1 79.1 86.1 88.6 58.5 58.5 65.3 66.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 756,639: 240,225 75,769 72,934 365,987 560,641 679,146 709,344: 77,493 47,295
Old : 756,639: 240,225 75,769 72,934 365,987 560,641 679,146 709,344: 77,493 47,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 14,328: 7,770 2,221 8,639 -7,228 -564 9,181 10,296: 5,147 4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.0 9.6 48.4 74.1 89.8 93.7: 10.2 6.3
Old : 100.0: 31.7 10.0 9.6 48.4 74.1 89.8 93.7: 10.2 6.3
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 : 222: 82 38 66 77 75 187 158:
Old : 222: 82 38 66 77 75 187 158:
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 : 12.9 31.8 23.3 46.3 12.5 28.0 22.2 40.4
Old : 12.9 31.8 23.3 46.3 12.5 28.0 22.2 40.4
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 - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,654: 39,485 43,017 33,935 97,622 96,713 171,042 173,665: 11,612 8,989
Old : 168,829: 40,976 45,480 27,835 89,451 87,032 158,262 160,347: 10,567 8,482
Other: 13,825: 3,653 2,681 956 8,171 9,681 12,780 13,318: 1,045 507
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,589: 79 -1,695 3,685 -3,193 -267 571 1,723: 1,018 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.6 18.6 53.4 52.9 93.6 95.1: 6.4 4.9
Old : 100.0: 24.3 26.9 16.5 53.0 51.6 93.7 95.0: 6.3 5.0
Other: 100.0: 26.4 19.4 6.9 59.1 70.0 92.4 96.3: 7.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 111 104 101 132 113 300 282:
Old : 387: 115 104 98 130 111 298 277:
Other: 116: 15 17 6 63 43 81 63:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 15.4 23.6 26.4 10.9 12.8 18.0 21.6
Old : 14.4 15.4 23.8 26.6 11.7 13.0 19.5 22.4
Other: 42.7 39.4 54.4 55.6 37.3 39.4 47.7 53.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,495: 47,578 19,375 1,730 23,374 58,124 72,682 79,229: 8,813 2,266
Old : 81,495: 47,578 19,375 1,730 23,374 58,124 72,682 79,229: 8,813 2,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 8,761: -1,471 9,201 295 10,415 227 9,239 9,723: -478 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 23.8 2.1 28.7 71.3 89.2 97.2: 10.8 2.8
Old : 100.0: 58.4 23.8 2.1 28.7 71.3 89.2 97.2: 10.8 2.8
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 : 145: 90 33 14 12 9 111 51:
Old : 145: 90 33 14 12 9 111 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 : 43.4 82.0 57.9 87.6 42.9 82.0 56.0 86.8
Old : 43.4 82.0 57.9 87.6 42.9 82.0 56.0 86.8
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 - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 372,175: 46,465 80,994 2,739 304,928 272,308 354,132 356,041: 18,043 16,134
Old : 372,175: 46,465 80,994 2,739 304,928 272,308 354,132 356,041: 18,043 16,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -294: 4,065 -1,870 -260 -5,039 3,100 -1,234 970: 940 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.8 0.7 81.9 73.2 95.2 95.7: 4.8 4.3
Old : 100.0: 12.5 21.8 0.7 81.9 73.2 95.2 95.7: 4.8 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 : 256: 37 54 11 99 101 142 160:
Old : 256: 37 54 11 99 101 142 160:
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 : 40.6 33.4 52.3 42.9 38.8 33.4 48.8 42.4
Old : 40.6 33.4 52.3 42.9 38.8 33.4 48.8 42.4
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 - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,097: 43,769 8,650 2,843 105,158 144,432 151,770 155,925: 8,327 4,172
Old : 160,097: 43,769 8,650 2,843 105,158 144,432 151,770 155,925: 8,327 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,738: -1,608 -1,487 141 -2,060 -1,256 -3,527 -2,602: 789 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.4 1.8 65.7 90.2 94.8 97.4: 5.2 2.6
Old : 100.0: 27.3 5.4 1.8 65.7 90.2 94.8 97.4: 5.2 2.6
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 : 111: 19 10 3 51 52 71 64:
Old : 111: 19 10 3 51 52 71 64:
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 : 36.2 44.8 52.6 62.4 34.5 44.8 50.6 62.2
Old : 36.2 44.8 52.6 62.4 34.5 44.8 50.6 62.2
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 - Futures Only, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,607: 134,184 97,238 11,451 346,205 387,943 491,840 496,632: 15,767 10,975
Old : 507,607: 134,184 97,238 11,451 346,205 387,943 491,840 496,632: 15,767 10,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,943: 6,794 -581 -299 -302 4,725 6,193 3,845: -4,250 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.2 2.3 68.2 76.4 96.9 97.8: 3.1 2.2
Old : 100.0: 26.4 19.2 2.3 68.2 76.4 96.9 97.8: 3.1 2.2
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 : 257: 62 49 19 101 90 172 149:
Old : 257: 62 49 19 101 90 172 149:
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 : 28.2 24.6 41.7 36.8 20.8 22.4 31.8 32.2
Old : 28.2 24.6 41.7 36.8 20.8 22.4 31.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015