COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 344,578
COMMITMENTS
105,128 15,286 83,884 138,754 235,844 327,766 335,014 16,811 9,564
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -4,855)
-6,264 534 524 2,326 -5,979 -3,414 -4,920 -1,441 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.4 24.3 40.3 68.4 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
159 61 97 83 76 291 195
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,817
COMMITMENTS
9,512 1,028 3,619 4,616 14,658 17,747 19,305 3,070 1,512
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -772)
-763 -181 -127 117 -324 -773 -632 1 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 4.9 17.4 22.2 70.4 85.3 92.7 14.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
38 16 14 19 22 62 47
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 283,049
COMMITMENTS
71,849 49,051 55,033 142,725 168,629 269,606 272,712 13,443 10,336
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 19,079)
2,104 2,742 2,716 12,314 12,508 17,134 17,966 1,945 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 17.3 19.4 50.4 59.6 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
85 65 79 59 49 181 164
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,068,344
COMMITMENTS
372,982 22,291 231,992 366,419 775,181 971,392 1029464 96,951 38,880
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -21,879)
-1,400 -707 5,256 -20,546 -20,400 -16,691 -15,852 -5,188 -6,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 2.1 21.7 34.3 72.6 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
113 34 69 79 81 216 163
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,978
COMMITMENTS
64,700 22,993 53,963 91,630 139,178 210,293 216,134 12,685 6,844
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,177)
-2,905 2,719 -46 274 -5,013 -2,677 -2,339 500 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 10.3 24.2 41.1 62.4 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
147 95 146 130 124 356 298
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,218
COMMITMENTS
34,375 22,325 4,423 7,446 25,319 46,244 52,068 7,974 2,150
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,338)
3,028 3,106 -92 -30 465 2,907 3,479 432 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 41.2 8.2 13.7 46.7 85.3 96.0 14.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
87 32 23 8 9 109 54
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 334,264
COMMITMENTS
75,879 59,281 7,541 230,710 252,565 314,131 319,388 20,133 14,876
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,778)
5,539 499 -1,737 1,135 4,875 4,937 3,637 -1,159 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 17.7 2.3 69.0 75.6 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
57 45 23 96 101 164 158
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 218,943
COMMITMENTS
38,473 14,114 2,389 169,674 198,123 210,536 214,626 8,407 4,317
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,363)
977 1,521 51 7,242 6,341 8,270 7,913 93 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.4 1.1 77.5 90.5 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
18 12 5 59 50 78 66
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,261
COMMITMENTS
292,316 45,920 15,487 520,474 780,363 828,277 841,770 21,984 8,491
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -624)
10,882 -12,734 2,387 -14,219 10,203 -950 -144 326 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 5.4 1.8 61.2 91.8 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
107 34 22 134 84 250 131
Updated October 7, 2016