COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 337,011: 100,287 17,480 81,789 137,429 227,817 319,505 327,086: 17,506 9,924
Old : 318,263: 100,072 17,181 77,909 123,194 213,928 301,175 309,018: 17,088 9,245
Other: 18,748: 910 994 3,186 14,234 13,889 18,330 18,069: 417 679
: : :
: : Changes in Commitments from: October 4, 2016 :
: -7,567: -4,841 2,195 -2,094 -1,326 -8,027 -8,261 -7,927: 694 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 5.2 24.3 40.8 67.6 94.8 97.1: 5.2 2.9
Old : 100.0: 31.4 5.4 24.5 38.7 67.2 94.6 97.1: 5.4 2.9
Other: 100.0: 4.9 5.3 17.0 75.9 74.1 97.8 96.4: 2.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 156 60 97 82 74 279 195:
Old : 314: 157 58 96 81 74 277 193:
Other: 61: 10 12 11 19 29 35 46:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 33.5 25.4 44.4 10.8 24.6 16.0 31.9
Old : 14.4 35.1 23.8 45.5 10.9 29.1 16.4 35.1
Other: 64.3 45.1 81.6 65.1 60.8 45.1 68.2 56.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 20,955: 9,434 1,152 3,543 4,883 14,699 17,860 19,394: 3,095 1,562
Old : 12,625: 7,223 1,039 1,486 1,868 8,981 10,577 11,506: 2,047 1,118
Other: 8,331: 2,422 324 1,845 3,015 5,718 7,283 7,887: 1,048 444
: : :
: : Changes in Commitments from: October 4, 2016 :
: 138: -78 123 -76 267 41 113 89: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 5.5 16.9 23.3 70.1 85.2 92.5: 14.8 7.5
Old : 100.0: 57.2 8.2 11.8 14.8 71.1 83.8 91.1: 16.2 8.9
Other: 100.0: 29.1 3.9 22.2 36.2 68.6 87.4 94.7: 12.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 18 13 20 23 63 48:
Old : 74: 30 19 11 17 19 53 43:
Other: 55: 21 6 9 16 20 39 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 : 27.8 41.7 40.7 61.3 27.1 39.6 37.0 53.8
Old : 32.9 48.7 45.8 64.8 32.2 48.3 42.9 58.8
Other: 35.3 40.0 51.2 57.1 33.5 37.6 43.1 50.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 305,723: 76,209 53,668 60,105 156,880 180,484 293,193 294,257: 12,530 11,466
Old : 293,420: 76,966 53,156 58,592 145,700 170,502 281,258 282,250: 12,161 11,169
Other: 12,304: 193 1,463 561 11,180 9,982 11,935 12,007: 369 297
: : :
: : Changes in Commitments from: October 4, 2016 :
: 22,675: 4,360 4,617 5,072 14,155 11,856 23,587 21,545: -912 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.6 19.7 51.3 59.0 95.9 96.2: 4.1 3.8
Old : 100.0: 26.2 18.1 20.0 49.7 58.1 95.9 96.2: 4.1 3.8
Other: 100.0: 1.6 11.9 4.6 90.9 81.1 97.0 97.6: 3.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 83 78 79 57 49 183 171:
Old : 236: 85 78 78 56 49 182 170:
Other: 36: 5 9 4 16 11 24 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 : 27.4 27.8 37.1 38.8 16.7 15.7 22.7 23.1
Old : 25.7 28.8 35.6 38.7 15.2 16.8 21.6 24.0
Other: 79.9 75.7 89.9 88.5 73.3 73.0 81.6 80.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,077,483: 361,816 23,102 237,701 376,250 776,073 975,767 1,036,876: 101,716 40,607
Old : 1,077,483: 361,816 23,102 237,701 376,250 776,073 975,767 1,036,876: 101,716 40,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,139: -11,166 811 5,709 9,831 892 4,374 7,412: 4,765 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.1 22.1 34.9 72.0 90.6 96.2: 9.4 3.8
Old : 100.0: 33.6 2.1 22.1 34.9 72.0 90.6 96.2: 9.4 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 : 237: 106 34 67 81 82 212 161:
Old : 237: 106 34 67 81 82 212 161:
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 : 12.0 26.0 20.2 40.2 10.9 22.7 16.3 35.7
Old : 12.0 26.0 20.2 40.2 10.9 22.7 16.3 35.7
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 11, 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 : 224,681: 62,189 21,183 55,378 94,416 141,522 211,984 218,084: 12,698 6,598
Old : 215,181: 62,628 21,959 52,767 87,491 134,076 202,886 208,802: 12,295 6,378
Other: 9,501: 1,085 748 1,087 6,925 7,446 9,098 9,281: 403 219
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,703: -2,511 -1,809 1,415 2,786 2,344 1,690 1,949: 13 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.4 24.6 42.0 63.0 94.3 97.1: 5.7 2.9
Old : 100.0: 29.1 10.2 24.5 40.7 62.3 94.3 97.0: 5.7 3.0
Other: 100.0: 11.4 7.9 11.4 72.9 78.4 95.8 97.7: 4.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 153 95 141 130 125 360 299:
Old : 416: 159 94 139 130 124 359 297:
Other: 102: 14 14 11 50 44 73 60:
:----------------------------------------------------------------------------------------------------
: 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 19.1 20.8 29.2 9.8 13.4 16.5 20.4
Old : 12.8 18.5 21.4 28.9 10.2 13.4 17.2 21.2
Other: 55.5 49.0 68.4 63.1 55.3 43.8 63.3 56.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 70,154: 51,126 17,545 4,011 6,948 46,192 62,085 67,748: 8,069 2,406
Old : 70,154: 51,126 17,545 4,011 6,948 46,192 62,085 67,748: 8,069 2,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 15,936: 16,751 -4,780 -412 -498 20,873 15,841 15,681: 95 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 25.0 5.7 9.9 65.8 88.5 96.6: 11.5 3.4
Old : 100.0: 72.9 25.0 5.7 9.9 65.8 88.5 96.6: 11.5 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 : 144: 101 29 22 6 8 118 50:
Old : 144: 101 29 22 6 8 118 50:
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 : 35.0 73.7 51.6 82.7 34.2 73.7 50.0 80.9
Old : 35.0 73.7 51.6 82.7 34.2 73.7 50.0 80.9
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 11, 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 : 336,300: 76,366 63,474 8,364 231,969 248,165 316,699 320,003: 19,601 16,297
Old : 336,300: 76,366 63,474 8,364 231,969 248,165 316,699 320,003: 19,601 16,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,036: 487 4,193 823 1,259 -4,401 2,569 615: -533 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.9 2.5 69.0 73.8 94.2 95.2: 5.8 4.8
Old : 100.0: 22.7 18.9 2.5 69.0 73.8 94.2 95.2: 5.8 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 : 259: 49 46 21 99 103 158 160:
Old : 259: 49 46 21 99 103 158 160:
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 : 29.6 27.4 40.6 37.4 26.9 27.4 36.8 36.9
Old : 29.6 27.4 40.6 37.4 26.9 27.4 36.8 36.9
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 11, 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 : 222,595: 41,577 13,213 2,487 169,768 203,350 213,832 219,050: 8,763 3,545
Old : 222,595: 41,577 13,213 2,487 169,768 203,350 213,832 219,050: 8,763 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,652: 3,104 -901 98 94 5,227 3,296 4,424: 356 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.9 1.1 76.3 91.4 96.1 98.4: 3.9 1.6
Old : 100.0: 18.7 5.9 1.1 76.3 91.4 96.1 98.4: 3.9 1.6
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 : 119: 21 13 7 58 50 81 68:
Old : 119: 21 13 7 58 50 81 68:
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 : 35.3 41.9 49.0 66.0 34.4 41.9 47.9 66.0
Old : 35.3 41.9 49.0 66.0 34.4 41.9 47.9 66.0
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 11, 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 : 897,889: 298,182 53,795 14,874 563,444 820,038 876,500 888,707: 21,389 9,182
Old : 897,889: 298,182 53,795 14,874 563,444 820,038 876,500 888,707: 21,389 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 47,628: 5,866 7,875 -613 42,970 39,675 48,223 46,937: -595 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 6.0 1.7 62.8 91.3 97.6 99.0: 2.4 1.0
Old : 100.0: 33.2 6.0 1.7 62.8 91.3 97.6 99.0: 2.4 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 : 315: 112 35 23 131 86 252 135:
Old : 315: 112 35 23 131 86 252 135:
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 : 18.7 55.9 29.9 69.0 17.1 55.8 27.4 67.4
Old : 18.7 55.9 29.9 69.0 17.1 55.8 27.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016