COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 27, 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 : 198,356: 78,164 28,190 20,421 85,378 136,088 183,963 184,699: 14,393 13,657
Old : 191,317: 77,984 28,250 20,015 79,427 129,533 177,426 177,798: 13,891 13,519
Other: 7,039: 385 145 201 5,951 6,555 6,537 6,901: 502 138
: : :
: : Changes in Commitments from: October 20, 2015 :
: 4,695: -681 1,219 2,640 2,373 1,603 4,332 5,462: 363 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 14.2 10.3 43.0 68.6 92.7 93.1: 7.3 6.9
Old : 100.0: 40.8 14.8 10.5 41.5 67.7 92.7 92.9: 7.3 7.1
Other: 100.0: 5.5 2.1 2.9 84.5 93.1 92.9 98.0: 7.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 99 79 67 58 66 189 189:
Old : 269: 99 77 67 54 64 185 187:
Other: 57: 8 5 6 20 23 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 : 13.4 25.8 23.0 37.0 13.4 21.5 21.9 31.0
Old : 13.8 26.6 23.7 36.6 13.7 22.9 22.5 32.3
Other: 60.6 66.4 76.5 85.1 59.5 66.4 75.5 84.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 27, 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 : 13,587: 2,328 3,080 364 8,852 9,095 11,544 12,539: 2,043 1,048
Old : 1,452: 62 148 0 1,236 1,148 1,298 1,296: 154 156
Other: 12,135: 2,271 2,937 359 7,616 7,947 10,246 11,243: 1,889 892
: : :
: : Changes in Commitments from: October 20, 2015 :
: 92: 364 -89 113 -794 105 -317 129: 409 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 22.7 2.7 65.2 66.9 85.0 92.3: 15.0 7.7
Old : 100.0: 4.3 10.2 0.0 85.1 79.1 89.4 89.3: 10.6 10.7
Other: 100.0: 18.7 24.2 3.0 62.8 65.5 84.4 92.6: 15.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 14 6 24 11 47 30:
Old : 13: 1 2 0 5 5 6 7:
Other: 62: 21 14 5 24 9 46 27:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 52.5 47.1 73.5 26.8 50.0 46.1 67.9
Old : 86.6 85.7 89.4 89.3 86.6 85.7 89.4 89.3
Other: 29.1 49.7 46.4 72.1 29.1 46.9 46.4 66.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 27, 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 : 220,893: 63,502 21,178 41,282 102,757 151,445 207,541 213,905: 13,352 6,988
Old : 188,421: 63,527 19,954 28,975 83,175 132,794 175,677 181,723: 12,744 6,698
Other: 32,472: 6,470 7,719 5,812 19,582 18,651 31,864 32,182: 608 290
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,587: -336 -129 -627 2,468 1,598 1,505 842: 82 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.6 18.7 46.5 68.6 94.0 96.8: 6.0 3.2
Old : 100.0: 33.7 10.6 15.4 44.1 70.5 93.2 96.4: 6.8 3.6
Other: 100.0: 19.9 23.8 17.9 60.3 57.4 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 106 31 63 58 45 188 125:
Old : 209: 104 33 62 57 44 185 122:
Other: 55: 15 9 5 23 16 40 28:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 37.9 33.2 48.6 13.6 22.5 20.4 29.8
Old : 18.7 34.7 28.9 44.7 12.7 25.8 20.8 33.6
Other: 70.1 76.0 84.4 86.4 55.9 56.5 64.3 66.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 27, 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 : 801,494: 248,315 76,330 77,329 394,844 600,724 720,488 754,383: 81,006 47,111
Old : 801,494: 248,315 76,330 77,329 394,844 600,724 720,488 754,383: 81,006 47,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 44,855: 8,090 561 4,395 28,857 40,083 41,342 45,039: 3,513 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.5 9.6 49.3 75.0 89.9 94.1: 10.1 5.9
Old : 100.0: 31.0 9.5 9.6 49.3 75.0 89.9 94.1: 10.1 5.9
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 : 224: 88 34 69 80 76 192 161:
Old : 224: 88 34 69 80 76 192 161:
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 : 12.6 32.3 22.6 46.0 12.1 27.2 21.3 38.4
Old : 12.6 32.3 22.6 46.0 12.1 27.2 21.3 38.4
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 - Futures Only, October 27, 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 : 195,212: 38,752 50,854 38,338 105,878 97,064 182,968 186,256: 12,244 8,956
Old : 181,092: 40,339 52,888 32,518 96,939 87,182 169,796 172,588: 11,296 8,504
Other: 14,120: 3,374 2,927 859 8,939 9,882 13,172 13,668: 948 452
: : :
: : Changes in Commitments from: October 20, 2015 :
: 12,558: -733 7,837 4,403 8,256 351 11,926 12,591: 632 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 26.1 19.6 54.2 49.7 93.7 95.4: 6.3 4.6
Old : 100.0: 22.3 29.2 18.0 53.5 48.1 93.8 95.3: 6.2 4.7
Other: 100.0: 23.9 20.7 6.1 63.3 70.0 93.3 96.8: 6.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 120 115 110 136 110 319 290:
Old : 404: 121 116 107 133 108 315 286:
Other: 120: 16 17 7 65 46 85 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 : 14.7 14.1 24.1 24.9 11.0 11.3 18.2 19.6
Old : 14.8 14.2 24.4 25.2 11.5 11.2 19.5 20.4
Other: 41.5 38.6 54.9 53.2 37.4 38.6 49.4 52.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 27, 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 : 75,389: 49,047 14,356 2,240 14,365 57,028 65,652 73,624: 9,737 1,765
Old : 75,389: 49,047 14,356 2,240 14,365 57,028 65,652 73,624: 9,737 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -6,106: 1,469 -5,019 510 -9,009 -1,096 -7,030 -5,605: 924 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 19.0 3.0 19.1 75.6 87.1 97.7: 12.9 2.3
Old : 100.0: 65.1 19.0 3.0 19.1 75.6 87.1 97.7: 12.9 2.3
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 : 149: 112 18 13 13 8 133 34:
Old : 149: 112 18 13 13 8 133 34:
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 : 37.1 86.5 47.0 91.5 36.5 85.7 45.8 90.1
Old : 37.1 86.5 47.0 91.5 36.5 85.7 45.8 90.1
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 - Futures Only, October 27, 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 : 378,849: 44,409 85,856 2,570 316,620 276,636 363,599 365,062: 15,250 13,787
Old : 378,849: 44,409 85,856 2,570 316,620 276,636 363,599 365,062: 15,250 13,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 6,674: -2,056 4,862 -169 11,692 4,328 9,467 9,021: -2,793 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 22.7 0.7 83.6 73.0 96.0 96.4: 4.0 3.6
Old : 100.0: 11.7 22.7 0.7 83.6 73.0 96.0 96.4: 4.0 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 : 270: 43 59 13 99 104 148 170:
Old : 270: 43 59 13 99 104 148 170:
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 34.3 52.6 44.5 39.5 34.3 49.0 44.0
Old : 41.7 34.3 52.6 44.5 39.5 34.3 49.0 44.0
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 - Futures Only, October 27, 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 : 156,113: 42,473 8,591 2,876 103,506 141,110 148,855 152,577: 7,258 3,536
Old : 156,113: 42,473 8,591 2,876 103,506 141,110 148,855 152,577: 7,258 3,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -3,984: -1,296 -59 33 -1,652 -3,322 -2,915 -3,348: -1,069 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.5 1.8 66.3 90.4 95.4 97.7: 4.6 2.3
Old : 100.0: 27.2 5.5 1.8 66.3 90.4 95.4 97.7: 4.6 2.3
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 : 111: 18 9 3 54 51 73 62:
Old : 111: 18 9 3 54 51 73 62:
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 : 36.9 44.8 51.4 62.7 35.2 44.8 49.4 62.5
Old : 36.9 44.8 51.4 62.7 35.2 44.8 49.4 62.5
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 - Futures Only, October 27, 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 : 502,765: 135,471 80,213 10,981 340,198 400,127 486,650 491,321: 16,115 11,444
Old : 502,765: 135,471 80,213 10,981 340,198 400,127 486,650 491,321: 16,115 11,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -4,842: 1,287 -17,025 -470 -6,007 12,184 -5,190 -5,311: 348 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.0 2.2 67.7 79.6 96.8 97.7: 3.2 2.3
Old : 100.0: 26.9 16.0 2.2 67.7 79.6 96.8 97.7: 3.2 2.3
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 : 253: 69 43 17 97 87 175 138:
Old : 253: 69 43 17 97 87 175 138:
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 : 28.5 28.7 40.9 42.0 20.1 27.4 31.2 37.7
Old : 28.5 28.7 40.9 42.0 20.1 27.4 31.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015