COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 347,398: 108,158 14,855 84,510 136,121 237,981 328,789 337,347: 18,609 10,051
Old : 327,718: 107,940 14,177 80,859 120,828 223,355 309,628 318,392: 18,090 9,326
Other: 19,680: 599 1,059 3,269 15,293 14,626 19,161 18,955: 519 725
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,387: 7,871 -2,626 2,721 -1,308 10,165 9,284 10,260: 1,103 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.3 24.3 39.2 68.5 94.6 97.1: 5.4 2.9
Old : 100.0: 32.9 4.3 24.7 36.9 68.2 94.5 97.2: 5.5 2.8
Other: 100.0: 3.0 5.4 16.6 77.7 74.3 97.4 96.3: 2.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 163 54 94 81 80 283 195:
Old : 320: 163 54 93 79 80 280 193:
Other: 65: 12 12 11 22 29 39 47:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 32.5 24.3 43.2 10.4 23.8 15.4 31.4
Old : 13.7 34.5 23.1 44.4 10.6 28.2 15.8 34.6
Other: 62.8 43.2 80.3 62.8 59.7 43.2 66.4 55.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 20,091: 8,115 810 3,417 5,954 14,320 17,485 18,547: 2,605 1,544
Old : 8,863: 3,957 684 1,262 2,479 6,049 7,698 7,995: 1,165 868
Other: 11,228: 4,478 447 1,834 3,475 8,271 9,787 10,552: 1,441 676
: : :
: : Changes in Commitments from: October 11, 2016 :
: -864: -1,319 -342 -126 1,071 -378 -375 -847: -490 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 4.0 17.0 29.6 71.3 87.0 92.3: 13.0 7.7
Old : 100.0: 44.7 7.7 14.2 28.0 68.3 86.9 90.2: 13.1 9.8
Other: 100.0: 39.9 4.0 16.3 30.9 73.7 87.2 94.0: 12.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 34 15 14 20 23 61 46:
Old : 60: 26 13 10 12 17 41 37:
Other: 62: 23 10 11 18 21 46 37:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 42.3 43.5 61.3 29.5 39.5 39.2 53.0
Old : 34.7 50.1 47.4 64.7 30.5 49.4 42.6 59.0
Other: 34.7 40.6 50.0 60.3 34.3 39.7 45.2 56.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 316,538: 77,176 52,767 64,584 160,675 187,759 302,435 305,110: 14,103 11,428
Old : 302,776: 77,909 52,334 63,292 148,066 176,085 289,267 291,711: 13,509 11,065
Other: 13,762: 306 1,472 253 12,609 11,674 13,168 13,399: 594 363
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,814: 967 -901 4,479 3,795 7,275 9,241 10,853: 1,573 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.7 20.4 50.8 59.3 95.5 96.4: 4.5 3.6
Old : 100.0: 25.7 17.3 20.9 48.9 58.2 95.5 96.3: 4.5 3.7
Other: 100.0: 2.2 10.7 1.8 91.6 84.8 95.7 97.4: 4.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 87 74 73 59 51 187 166:
Old : 237: 90 74 72 58 51 186 165:
Other: 41: 7 9 4 17 15 27 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 27.4 35.7 38.7 16.4 15.7 22.3 23.0
Old : 24.8 28.3 33.9 38.6 14.7 16.8 20.9 24.0
Other: 79.4 68.3 88.4 83.4 70.6 65.6 77.5 74.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,079,745: 354,041 27,694 238,963 388,276 774,642 981,280 1,041,299: 98,465 38,446
Old : 1,079,745: 354,041 27,694 238,963 388,276 774,642 981,280 1,041,299: 98,465 38,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 2,262: -7,775 4,592 1,262 12,026 -1,431 5,513 4,423: -3,251 -2,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.6 22.1 36.0 71.7 90.9 96.4: 9.1 3.6
Old : 100.0: 32.8 2.6 22.1 36.0 71.7 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 : 245: 110 36 71 84 83 220 166:
Old : 245: 110 36 71 84 83 220 166:
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 : 12.1 25.9 20.4 40.0 10.9 22.9 16.4 35.3
Old : 12.1 25.9 20.4 40.0 10.9 22.9 16.4 35.3
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, October 18, 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 : 233,858: 66,731 17,839 59,682 94,985 149,067 221,398 226,588: 12,460 7,270
Old : 223,921: 67,106 18,600 56,948 87,787 141,296 211,840 216,843: 12,080 7,078
Other: 9,938: 1,124 738 1,235 7,198 7,771 9,558 9,745: 380 193
: : :
: : Changes in Commitments from: October 11, 2016 :
: 9,177: 4,542 -3,344 4,304 569 7,545 9,415 8,504: -237 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.6 25.5 40.6 63.7 94.7 96.9: 5.3 3.1
Old : 100.0: 30.0 8.3 25.4 39.2 63.1 94.6 96.8: 5.4 3.2
Other: 100.0: 11.3 7.4 12.4 72.4 78.2 96.2 98.1: 3.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 164 93 139 131 129 373 298:
Old : 428: 167 95 137 131 129 372 297:
Other: 109: 16 17 12 51 46 77 66:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 18.5 20.5 29.5 9.5 13.6 16.1 20.5
Old : 12.3 18.0 21.4 29.3 9.9 13.6 16.7 21.2
Other: 53.5 48.9 67.0 62.8 53.3 43.0 61.2 55.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 80,405: 60,724 15,283 4,018 7,220 59,009 71,962 78,310: 8,443 2,095
Old : 80,405: 60,724 15,283 4,018 7,220 59,009 71,962 78,310: 8,443 2,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,251: 9,598 -2,262 6 272 12,817 9,877 10,561: 374 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 19.0 5.0 9.0 73.4 89.5 97.4: 10.5 2.6
Old : 100.0: 75.5 19.0 5.0 9.0 73.4 89.5 97.4: 10.5 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 : 143: 104 24 22 6 9 119 49:
Old : 143: 104 24 22 6 9 119 49:
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 : 33.3 76.7 50.3 85.6 32.7 76.7 48.5 84.1
Old : 33.3 76.7 50.3 85.6 32.7 76.7 48.5 84.1
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 18, 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 : 333,970: 70,469 62,425 7,727 234,632 248,351 312,828 318,504: 21,142 15,467
Old : 333,970: 70,469 62,425 7,727 234,632 248,351 312,828 318,504: 21,142 15,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -2,330: -5,897 -1,049 -637 2,663 187 -3,871 -1,500: 1,541 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 18.7 2.3 70.3 74.4 93.7 95.4: 6.3 4.6
Old : 100.0: 21.1 18.7 2.3 70.3 74.4 93.7 95.4: 6.3 4.6
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 : 251: 54 41 21 95 99 157 153:
Old : 251: 54 41 21 95 99 157 153:
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 : 30.1 27.8 41.1 38.4 27.5 27.8 37.4 37.8
Old : 30.1 27.8 41.1 38.4 27.5 27.8 37.4 37.8
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 18, 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 : 220,426: 39,083 14,188 2,498 170,004 199,552 211,585 216,238: 8,841 4,188
Old : 220,426: 39,083 14,188 2,498 170,004 199,552 211,585 216,238: 8,841 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -2,169: -2,494 975 11 236 -3,798 -2,247 -2,812: 78 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.4 1.1 77.1 90.5 96.0 98.1: 4.0 1.9
Old : 100.0: 17.7 6.4 1.1 77.1 90.5 96.0 98.1: 4.0 1.9
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 12 7 61 51 84 68:
Old : 119: 21 12 7 61 51 84 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 : 35.5 41.7 49.0 65.4 34.6 41.7 47.9 65.2
Old : 35.5 41.7 49.0 65.4 34.6 41.7 47.9 65.2
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 902,709: 296,383 53,451 14,192 568,340 827,352 878,915 894,995: 23,794 7,714
Old : 902,709: 296,383 53,451 14,192 568,340 827,352 878,915 894,995: 23,794 7,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 4,820: -1,799 -344 -682 4,896 7,314 2,415 6,288: 2,405 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.9 1.6 63.0 91.7 97.4 99.1: 2.6 0.9
Old : 100.0: 32.8 5.9 1.6 63.0 91.7 97.4 99.1: 2.6 0.9
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 : 312: 113 31 24 134 85 255 132:
Old : 312: 113 31 24 134 85 255 132:
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 : 19.0 57.2 29.9 70.6 17.1 57.2 26.7 69.4
Old : 19.0 57.2 29.9 70.6 17.1 57.2 26.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016