COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 237,387: 70,382 25,974 49,052 103,726 146,726 223,160 221,752: 14,227 15,635
Old : 229,592: 70,317 26,077 48,215 97,392 139,794 215,924 214,086: 13,668 15,506
Other: 7,795: 234 67 667 6,334 6,932 7,236 7,666: 560 129
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,407: 3,537 -7,220 535 -5,566 6,370 -1,494 -316: 87 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.9 20.7 43.7 61.8 94.0 93.4: 6.0 6.6
Old : 100.0: 30.6 11.4 21.0 42.4 60.9 94.0 93.2: 6.0 6.8
Other: 100.0: 3.0 0.9 8.6 81.3 88.9 92.8 98.3: 7.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 110 75 90 70 75 221 206:
Old : 280: 111 74 90 66 75 217 206:
Other: 64: 10 5 10 23 27 37 40:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 24.0 21.0 33.9 11.0 17.5 18.2 25.4
Old : 13.1 24.6 21.2 33.7 11.2 18.0 18.6 26.2
Other: 52.1 57.3 67.4 79.2 49.9 57.3 64.7 74.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 19,500: 1,650 6,544 2,408 13,273 8,837 17,330 17,789: 2,170 1,711
Old : 8,426: 1,084 5,822 537 5,465 843 7,086 7,202: 1,341 1,224
Other: 11,074: 891 1,048 1,545 7,807 7,993 10,244 10,586: 830 487
: : :
: : Changes in Commitments from: October 6, 2015 :
: -155: 38 -331 138 14 354 190 161: -345 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 33.6 12.3 68.1 45.3 88.9 91.2: 11.1 8.8
Old : 100.0: 12.9 69.1 6.4 64.9 10.0 84.1 85.5: 15.9 14.5
Other: 100.0: 8.1 9.5 14.0 70.5 72.2 92.5 95.6: 7.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 24 22 13 27 13 54 47:
Old : 64: 15 25 8 23 7 42 36:
Other: 58: 17 12 9 24 11 43 30:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 35.9 43.8 52.6 22.8 26.7 37.8 42.5
Old : 38.2 38.4 53.1 56.0 38.0 38.4 52.9 55.6
Other: 28.8 54.3 48.9 73.0 28.8 48.5 48.3 61.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 262,377: 60,742 21,253 69,231 119,047 165,453 249,020 255,937: 13,357 6,440
Old : 237,674: 63,514 21,357 60,581 100,783 149,534 224,878 231,471: 12,796 6,203
Other: 24,703: 4,875 7,544 1,003 18,264 15,919 24,142 24,466: 561 237
: : :
: : Changes in Commitments from: October 6, 2015 :
: 3,793: -2,451 3,238 2,049 3,742 -1,864 3,341 3,423: 452 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.1 26.4 45.4 63.1 94.9 97.5: 5.1 2.5
Old : 100.0: 26.7 9.0 25.5 42.4 62.9 94.6 97.4: 5.4 2.6
Other: 100.0: 19.7 30.5 4.1 73.9 64.4 97.7 99.0: 2.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 91 53 70 57 48 180 145:
Old : 216: 91 55 70 56 48 179 144:
Other: 50: 8 11 8 25 16 37 31:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 31.7 30.8 41.3 11.8 16.2 17.3 23.0
Old : 20.2 29.0 29.4 39.2 10.6 19.8 17.0 26.5
Other: 74.0 72.6 85.8 84.6 70.7 68.1 78.6 79.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 990,092: 241,280 58,654 209,960 461,883 673,458 913,124 942,073: 76,968 48,019
Old : 990,092: 241,280 58,654 209,960 461,883 673,458 913,124 942,073: 76,968 48,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 15,338: 13,828 -18,030 4,197 -8,911 35,706 9,113 21,873: 6,224 -6,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.9 21.2 46.7 68.0 92.2 95.2: 7.8 4.8
Old : 100.0: 24.4 5.9 21.2 46.7 68.0 92.2 95.2: 7.8 4.8
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 : 233: 95 38 81 86 83 211 176:
Old : 233: 95 38 81 86 83 211 176:
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 : 11.9 26.1 20.5 39.6 9.4 21.9 16.7 31.6
Old : 11.9 26.1 20.5 39.6 9.4 21.9 16.7 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, October 13, 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 : 221,658: 39,177 40,707 59,545 111,436 111,696 210,158 211,949: 11,500 9,709
Old : 206,787: 40,657 43,384 52,821 102,955 101,479 196,432 197,684: 10,354 9,103
Other: 14,871: 3,461 2,264 1,784 8,481 10,217 13,725 14,265: 1,146 606
: : :
: : Changes in Commitments from: October 6, 2015 :
: -4,791: -316 -11,351 4,222 -8,111 2,082 -4,205 -5,047: -586 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.4 26.9 50.3 50.4 94.8 95.6: 5.2 4.4
Old : 100.0: 19.7 21.0 25.5 49.8 49.1 95.0 95.6: 5.0 4.4
Other: 100.0: 23.3 15.2 12.0 57.0 68.7 92.3 95.9: 7.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 123 110 129 139 121 335 306:
Old : 406: 124 111 126 137 119 333 301:
Other: 113: 19 13 14 63 40 87 62:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.5 21.3 24.2 8.8 10.5 13.8 17.7
Old : 13.7 14.8 21.6 24.4 9.4 10.9 14.9 18.5
Other: 38.9 35.3 52.0 52.9 33.8 35.3 43.4 48.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 72,965: 48,978 10,169 1,591 13,048 57,944 63,617 69,704: 9,348 3,261
Old : 72,965: 48,978 10,169 1,591 13,048 57,944 63,617 69,704: 9,348 3,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,749: -5,685 1,421 69 6,912 -1,379 1,296 111: 453 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 13.9 2.2 17.9 79.4 87.2 95.5: 12.8 4.5
Old : 100.0: 67.1 13.9 2.2 17.9 79.4 87.2 95.5: 12.8 4.5
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 : 134: 88 23 14 12 9 108 43:
Old : 134: 88 23 14 12 9 108 43:
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 : 37.9 84.1 52.4 88.0 37.3 84.1 51.7 87.0
Old : 37.9 84.1 52.4 88.0 37.3 84.1 51.7 87.0
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, October 13, 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 : 372,902: 42,293 82,940 3,156 310,256 269,294 355,705 355,390: 17,197 17,512
Old : 372,902: 42,293 82,940 3,156 310,256 269,294 355,705 355,390: 17,197 17,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -16,255: 590 -1,993 117 -17,356 -13,749 -16,648 -15,624: 392 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.2 0.8 83.2 72.2 95.4 95.3: 4.6 4.7
Old : 100.0: 11.3 22.2 0.8 83.2 72.2 95.4 95.3: 4.6 4.7
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 : 252: 35 56 10 94 101 134 162:
Old : 252: 35 56 10 94 101 134 162:
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 : 41.7 33.1 53.3 42.0 39.5 33.1 49.8 41.4
Old : 41.7 33.1 53.3 42.0 39.5 33.1 49.8 41.4
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, October 13, 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 : 162,835: 45,377 10,137 2,702 107,218 145,688 155,297 158,527: 7,538 4,308
Old : 162,835: 45,377 10,137 2,702 107,218 145,688 155,297 158,527: 7,538 4,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 2,922: -807 202 -69 3,716 3,434 2,840 3,567: 82 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.2 1.7 65.8 89.5 95.4 97.4: 4.6 2.6
Old : 100.0: 27.9 6.2 1.7 65.8 89.5 95.4 97.4: 4.6 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 : 116: 21 11 3 53 52 75 65:
Old : 116: 21 11 3 53 52 75 65:
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 : 35.5 43.7 52.0 60.8 33.8 43.7 50.1 60.6
Old : 35.5 43.7 52.0 60.8 33.8 43.7 50.1 60.6
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, October 13, 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 : 505,664: 127,390 97,819 11,750 346,507 383,218 485,647 492,787: 20,017 12,877
Old : 505,664: 127,390 97,819 11,750 346,507 383,218 485,647 492,787: 20,017 12,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 6,146: -3,356 -11,454 -495 7,345 18,727 3,494 6,778: 2,652 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.3 2.3 68.5 75.8 96.0 97.5: 4.0 2.5
Old : 100.0: 25.2 19.3 2.3 68.5 75.8 96.0 97.5: 4.0 2.5
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 : 248: 58 53 20 93 86 161 149:
Old : 248: 58 53 20 93 86 161 149:
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 : 27.6 21.8 40.3 34.8 21.3 20.0 31.5 29.6
Old : 27.6 21.8 40.3 34.8 21.3 20.0 31.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015