COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 243,822: 68,469 26,705 51,399 108,786 151,529 228,654 229,633: 15,168 14,189
Old : 234,432: 68,553 26,792 50,409 100,708 143,257 219,671 220,458: 14,761 13,973
Other: 9,390: 145 142 761 8,078 8,272 8,983 9,175: 407 216
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,672: -5,807 4,926 -1,265 1,328 -9,103 -5,743 -5,442: 72 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 11.0 21.1 44.6 62.1 93.8 94.2: 6.2 5.8
Old : 100.0: 29.2 11.4 21.5 43.0 61.1 93.7 94.0: 6.3 6.0
Other: 100.0: 1.5 1.5 8.1 86.0 88.1 95.7 97.7: 4.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 106 86 90 72 76 224 214:
Old : 286: 110 84 89 67 76 219 213:
Other: 70: 12 7 11 27 27 43 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 : 11.7 24.1 20.4 34.2 10.7 18.0 18.0 25.6
Old : 11.8 25.0 20.4 34.0 11.0 19.3 18.9 26.6
Other: 53.6 52.6 70.3 76.4 51.7 52.6 67.8 72.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 18,629: 3,891 1,967 3,067 8,755 12,480 15,714 17,515: 2,915 1,114
Old : 18,628: 3,891 1,967 3,067 8,754 12,480 15,713 17,515: 2,915 1,113
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: November 3, 2015 :
: 2,104: 1,213 -404 493 -199 1,988 1,507 2,076: 598 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 10.6 16.5 47.0 67.0 84.4 94.0: 15.6 6.0
Old : 100.0: 20.9 10.6 16.5 47.0 67.0 84.3 94.0: 15.7 6.0
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 19 12 25 14 59 38:
Old : 75: 27 19 12 25 14 59 38:
Other: 1: 0 0 0 1 0 1 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 : 17.3 49.5 31.4 68.8 17.2 42.8 29.9 56.0
Old : 17.3 49.5 31.4 68.8 17.2 42.8 29.9 56.0
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 269,662: 82,231 28,497 58,939 113,378 174,680 254,548 262,117: 15,114 7,545
Old : 233,919: 79,627 26,182 48,140 91,748 152,442 219,514 226,764: 14,405 7,155
Other: 35,742: 7,396 7,107 6,007 21,630 22,238 35,033 35,352: 709 390
: : :
: : Changes in Commitments from: November 3, 2015 :
: -20,012: 12,991 5,903 -17,370 -15,619 -9,181 -19,997 -20,648: -14 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.6 21.9 42.0 64.8 94.4 97.2: 5.6 2.8
Old : 100.0: 34.0 11.2 20.6 39.2 65.2 93.8 96.9: 6.2 3.1
Other: 100.0: 20.7 19.9 16.8 60.5 62.2 98.0 98.9: 2.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 110 50 71 54 44 204 134:
Old : 228: 110 54 69 53 43 201 131:
Other: 61: 19 9 10 23 20 47 34:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 35.9 30.4 45.5 11.2 20.8 16.3 28.0
Old : 18.3 32.6 26.5 42.7 10.6 23.7 16.0 30.3
Other: 69.7 69.0 82.3 83.1 55.5 50.2 62.9 61.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,122,782: 264,944 62,458 257,227 513,218 761,830 1,035,389 1,081,515: 87,393 41,267
Old : 1,122,782: 264,944 62,458 257,227 513,218 761,830 1,035,389 1,081,515: 87,393 41,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,712: -13,348 8,636 9,666 8,022 -12,846 4,339 5,457: -6,052 -7,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.6 22.9 45.7 67.9 92.2 96.3: 7.8 3.7
Old : 100.0: 23.6 5.6 22.9 45.7 67.9 92.2 96.3: 7.8 3.7
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 : 237: 89 44 84 86 84 209 185:
Old : 237: 89 44 84 86 84 209 185:
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 : 12.3 26.4 20.9 38.7 8.6 21.3 15.4 29.3
Old : 12.3 26.4 20.9 38.7 8.6 21.3 15.4 29.3
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, November 10, 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 : 240,942: 36,541 56,419 65,153 126,161 109,474 227,854 231,047: 13,088 9,896
Old : 223,239: 37,632 59,278 57,527 115,889 97,005 211,049 213,810: 12,190 9,429
Other: 17,703: 4,292 2,525 2,242 10,271 12,469 16,806 17,236: 898 467
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,693: -193 4,854 -3,343 4,897 -893 1,362 618: 332 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 23.4 27.0 52.4 45.4 94.6 95.9: 5.4 4.1
Old : 100.0: 16.9 26.6 25.8 51.9 43.5 94.5 95.8: 5.5 4.2
Other: 100.0: 24.2 14.3 12.7 58.0 70.4 94.9 97.4: 5.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 136 131 138 144 122 350 338:
Old : 440: 135 135 134 141 121 346 334:
Other: 126: 17 17 16 75 45 100 70:
:----------------------------------------------------------------------------------------------------
: 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 14.4 21.9 23.1 8.9 9.2 14.3 15.2
Old : 14.4 14.8 22.3 23.6 9.0 9.1 14.9 15.6
Other: 39.8 34.7 51.1 52.0 34.9 34.6 43.3 47.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 84,781: 61,336 17,725 2,170 9,386 62,588 72,893 82,483: 11,888 2,298
Old : 84,781: 61,336 17,725 2,170 9,386 62,588 72,893 82,483: 11,888 2,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 7,648: 8,378 4,599 -459 -2,519 3,688 5,400 7,829: 2,248 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 20.9 2.6 11.1 73.8 86.0 97.3: 14.0 2.7
Old : 100.0: 72.3 20.9 2.6 11.1 73.8 86.0 97.3: 14.0 2.7
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 : 177: 134 22 14 14 8 155 40:
Old : 177: 134 22 14 14 8 155 40:
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 : 27.9 79.0 37.2 86.9 27.4 78.8 35.6 86.7
Old : 27.9 79.0 37.2 86.9 27.4 78.8 35.6 86.7
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, November 10, 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 : 378,805: 37,268 80,344 7,079 315,739 275,391 360,086 362,815: 18,719 15,990
Old : 378,805: 37,268 80,344 7,079 315,739 275,391 360,086 362,815: 18,719 15,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 2,721: 550 1,798 2,698 1,508 -1,701 4,756 2,795: -2,035 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.2 1.9 83.4 72.7 95.1 95.8: 4.9 4.2
Old : 100.0: 9.8 21.2 1.9 83.4 72.7 95.1 95.8: 4.9 4.2
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 : 266: 41 57 13 99 104 146 169:
Old : 266: 41 57 13 99 104 146 169:
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 35.6 52.3 46.9 38.8 35.6 48.1 46.1
Old : 41.7 35.6 52.3 46.9 38.8 35.6 48.1 46.1
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, November 10, 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 : 161,151: 42,945 7,785 3,064 108,351 146,773 154,360 157,622: 6,791 3,529
Old : 161,151: 42,945 7,785 3,064 108,351 146,773 154,360 157,622: 6,791 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 6,606: 1,304 -1,002 -332 6,496 7,810 7,468 6,476: -862 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.8 1.9 67.2 91.1 95.8 97.8: 4.2 2.2
Old : 100.0: 26.6 4.8 1.9 67.2 91.1 95.8 97.8: 4.2 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 : 109: 16 9 3 56 50 73 61:
Old : 109: 16 9 3 56 50 73 61:
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 : 36.3 47.1 51.2 64.4 34.6 47.1 49.2 64.3
Old : 36.3 47.1 51.2 64.4 34.6 47.1 49.2 64.3
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, November 10, 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 : 461,996: 127,596 56,255 12,810 305,973 377,347 446,379 446,412: 15,617 15,584
Old : 461,996: 127,596 56,255 12,810 305,973 377,347 446,379 446,412: 15,617 15,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -27,796: -5,248 -18,748 1,211 -22,155 -15,818 -26,192 -33,355: -1,604 5,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.2 2.8 66.2 81.7 96.6 96.6: 3.4 3.4
Old : 100.0: 27.6 12.2 2.8 66.2 81.7 96.6 96.6: 3.4 3.4
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 : 255: 66 44 18 104 85 180 137:
Old : 255: 66 44 18 104 85 180 137:
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 : 25.6 29.7 37.7 44.7 16.8 28.0 28.1 39.4
Old : 25.6 29.7 37.7 44.7 16.8 28.0 28.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015