COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 344,578: 105,128 15,286 83,884 138,754 235,844 327,766 335,014: 16,811 9,564
Old : 326,148: 104,922 15,020 79,986 124,836 222,195 309,744 317,201: 16,404 8,946
Other: 18,430: 931 990 3,174 13,918 13,648 18,023 17,812: 407 617
: : :
: : Changes in Commitments from: September 27, 2016 :
: -4,855: -6,264 534 524 2,326 -5,979 -3,414 -4,920: -1,441 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.4 24.3 40.3 68.4 95.1 97.2: 4.9 2.8
Old : 100.0: 32.2 4.6 24.5 38.3 68.1 95.0 97.3: 5.0 2.7
Other: 100.0: 5.0 5.4 17.2 75.5 74.1 97.8 96.7: 2.2 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 159 61 97 83 76 291 195:
Old : 324: 162 60 96 81 76 288 193:
Other: 64: 14 11 13 19 29 37 49:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 33.8 24.6 44.8 10.5 24.9 15.7 32.2
Old : 13.8 35.7 22.7 46.0 10.6 29.3 16.0 35.2
Other: 64.7 43.9 82.0 64.3 61.1 43.9 68.8 56.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 20,817: 9,512 1,028 3,619 4,616 14,658 17,747 19,305: 3,070 1,512
Old : 14,883: 8,825 1,058 1,568 2,200 11,062 12,592 13,688: 2,290 1,195
Other: 5,935: 996 279 1,742 2,416 3,596 5,155 5,617: 780 317
: : :
: : Changes in Commitments from: September 27, 2016 :
: -772: -763 -181 -127 117 -324 -773 -632: 1 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 4.9 17.4 22.2 70.4 85.3 92.7: 14.7 7.3
Old : 100.0: 59.3 7.1 10.5 14.8 74.3 84.6 92.0: 15.4 8.0
Other: 100.0: 16.8 4.7 29.4 40.7 60.6 86.9 94.7: 13.1 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 38 16 14 19 22 62 47:
Old : 76: 34 18 12 15 20 55 44:
Other: 47: 14 6 9 16 19 32 32:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 42.3 40.3 61.8 26.6 39.9 36.4 54.4
Old : 32.9 51.3 43.6 67.8 32.0 50.1 41.1 62.6
Other: 33.7 34.6 52.7 54.9 28.1 29.3 39.4 41.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 283,049: 71,849 49,051 55,033 142,725 168,629 269,606 272,712: 13,443 10,336
Old : 272,752: 72,405 48,520 53,880 133,399 160,233 259,684 262,633: 13,069 10,119
Other: 10,296: 148 1,235 448 9,326 8,396 9,922 10,079: 374 217
: : :
: : Changes in Commitments from: September 27, 2016 :
: 19,079: 2,104 2,742 2,716 12,314 12,508 17,134 17,966: 1,945 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.3 19.4 50.4 59.6 95.3 96.3: 4.7 3.7
Old : 100.0: 26.5 17.8 19.8 48.9 58.7 95.2 96.3: 4.8 3.7
Other: 100.0: 1.4 12.0 4.4 90.6 81.5 96.4 97.9: 3.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 85 65 79 59 49 181 164:
Old : 225: 88 65 79 59 49 181 164:
Other: 33: 3 10 5 12 11 20 21:
:----------------------------------------------------------------------------------------------------
: 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 28.2 34.7 39.7 16.0 17.3 22.2 24.3
Old : 22.9 29.0 33.2 39.4 14.6 18.5 21.1 25.2
Other: 83.5 74.6 90.9 87.6 78.5 74.2 83.6 82.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,068,344: 372,982 22,291 231,992 366,419 775,181 971,392 1,029,464: 96,951 38,880
Old : 1,068,344: 372,982 22,291 231,992 366,419 775,181 971,392 1,029,464: 96,951 38,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -21,879: -1,400 -707 5,256 -20,546 -20,400 -16,691 -15,852: -5,188 -6,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 2.1 21.7 34.3 72.6 90.9 96.4: 9.1 3.6
Old : 100.0: 34.9 2.1 21.7 34.3 72.6 90.9 96.4: 9.1 3.6
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 : 243: 113 34 69 79 81 216 163:
Old : 243: 113 34 69 79 81 216 163:
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 : 11.5 26.6 19.6 41.2 10.3 23.7 15.8 36.5
Old : 11.5 26.6 19.6 41.2 10.3 23.7 15.8 36.5
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 04, 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 : 222,978: 64,700 22,993 53,963 91,630 139,178 210,293 216,134: 12,685 6,844
Old : 213,920: 65,102 23,745 51,434 85,074 132,092 201,611 207,271: 12,310 6,649
Other: 9,058: 1,076 726 1,051 6,556 7,086 8,682 8,863: 375 194
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,177: -2,905 2,719 -46 274 -5,013 -2,677 -2,339: 500 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 10.3 24.2 41.1 62.4 94.3 96.9: 5.7 3.1
Old : 100.0: 30.4 11.1 24.0 39.8 61.7 94.2 96.9: 5.8 3.1
Other: 100.0: 11.9 8.0 11.6 72.4 78.2 95.9 97.9: 4.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 147 95 146 130 124 356 298:
Old : 409: 150 96 144 130 123 355 296:
Other: 103: 14 16 11 49 44 72 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 : 12.0 19.0 20.5 29.4 9.9 13.5 16.4 20.7
Old : 12.5 18.5 21.0 29.0 10.3 13.7 17.1 21.6
Other: 56.6 49.3 67.9 62.1 54.5 44.1 62.8 55.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 54,218: 34,375 22,325 4,423 7,446 25,319 46,244 52,068: 7,974 2,150
Old : 54,218: 34,375 22,325 4,423 7,446 25,319 46,244 52,068: 7,974 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,338: 3,028 3,106 -92 -30 465 2,907 3,479: 432 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 41.2 8.2 13.7 46.7 85.3 96.0: 14.7 4.0
Old : 100.0: 63.4 41.2 8.2 13.7 46.7 85.3 96.0: 14.7 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 : 137: 87 32 23 8 9 109 54:
Old : 137: 87 32 23 8 9 109 54:
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 : 35.2 67.7 49.2 77.9 34.0 66.5 45.8 73.8
Old : 35.2 67.7 49.2 77.9 34.0 66.5 45.8 73.8
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 334,264: 75,879 59,281 7,541 230,710 252,565 314,131 319,388: 20,133 14,876
Old : 334,264: 75,879 59,281 7,541 230,710 252,565 314,131 319,388: 20,133 14,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,778: 5,539 499 -1,737 1,135 4,875 4,937 3,637: -1,159 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.7 2.3 69.0 75.6 94.0 95.5: 6.0 4.5
Old : 100.0: 22.7 17.7 2.3 69.0 75.6 94.0 95.5: 6.0 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 : 260: 57 45 23 96 101 164 158:
Old : 260: 57 45 23 96 101 164 158:
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 : 29.9 28.5 40.8 38.2 27.1 28.5 36.9 37.4
Old : 29.9 28.5 40.8 38.2 27.1 28.5 36.9 37.4
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 04, 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 : 218,943: 38,473 14,114 2,389 169,674 198,123 210,536 214,626: 8,407 4,317
Old : 218,943: 38,473 14,114 2,389 169,674 198,123 210,536 214,626: 8,407 4,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 8,363: 977 1,521 51 7,242 6,341 8,270 7,913: 93 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 1.1 77.5 90.5 96.2 98.0: 3.8 2.0
Old : 100.0: 17.6 6.4 1.1 77.5 90.5 96.2 98.0: 3.8 2.0
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 : 115: 18 12 5 59 50 78 66:
Old : 115: 18 12 5 59 50 78 66:
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 : 35.9 39.5 49.8 63.5 35.0 39.5 48.7 63.5
Old : 35.9 39.5 49.8 63.5 35.0 39.5 48.7 63.5
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 04, 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 : 850,261: 292,316 45,920 15,487 520,474 780,363 828,277 841,770: 21,984 8,491
Old : 850,261: 292,316 45,920 15,487 520,474 780,363 828,277 841,770: 21,984 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -624: 10,882 -12,734 2,387 -14,219 10,203 -950 -144: 326 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 5.4 1.8 61.2 91.8 97.4 99.0: 2.6 1.0
Old : 100.0: 34.4 5.4 1.8 61.2 91.8 97.4 99.0: 2.6 1.0
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 : 309: 107 34 22 134 84 250 131:
Old : 309: 107 34 22 134 84 250 131:
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 : 19.2 57.3 30.0 71.1 17.4 57.2 26.9 69.4
Old : 19.2 57.3 30.0 71.1 17.4 57.2 26.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016