COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 238,795: 66,844 33,195 48,517 109,292 140,356 224,654 222,068: 14,140 16,726
Old : 231,419: 66,651 33,274 47,646 103,397 133,910 217,694 214,830: 13,724 16,589
Other: 7,376: 395 122 670 5,895 6,447 6,960 7,238: 416 137
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,173: 1,564 -5,969 -744 -316 8,958 504 2,245: 669 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 13.9 20.3 45.8 58.8 94.1 93.0: 5.9 7.0
Old : 100.0: 28.8 14.4 20.6 44.7 57.9 94.1 92.8: 5.9 7.2
Other: 100.0: 5.3 1.7 9.1 79.9 87.4 94.4 98.1: 5.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 108 74 84 68 75 210 206:
Old : 274: 110 73 84 65 75 206 206:
Other: 60: 11 5 9 21 25 36 36:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 23.5 22.5 32.7 11.5 16.4 19.1 24.2
Old : 14.1 23.7 22.8 32.4 11.7 16.7 19.4 24.5
Other: 48.4 53.9 65.0 78.3 46.1 53.9 61.7 72.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 19,655: 1,612 6,875 2,270 13,259 8,483 17,140 17,628: 2,515 2,028
Old : 10,769: 1,256 6,566 851 7,029 1,747 9,136 9,164: 1,632 1,605
Other: 8,887: 669 623 1,105 6,230 6,736 8,004 8,463: 883 423
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,599: -65 832 508 1,162 383 1,605 1,723: -5 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 35.0 11.5 67.5 43.2 87.2 89.7: 12.8 10.3
Old : 100.0: 11.7 61.0 7.9 65.3 16.2 84.8 85.1: 15.2 14.9
Other: 100.0: 7.5 7.0 12.4 70.1 75.8 90.1 95.2: 9.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 30 11 26 10 54 46:
Old : 68: 17 28 8 22 6 42 39:
Other: 52: 13 13 8 22 10 42 24:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 33.7 43.0 50.8 24.0 25.6 38.3 41.4
Old : 30.6 34.2 48.6 53.4 30.6 34.2 47.6 51.9
Other: 32.2 58.7 50.7 77.2 32.2 51.0 49.1 63.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 258,584: 63,192 18,016 67,182 115,304 167,317 245,679 252,514: 12,906 6,070
Old : 235,404: 63,850 15,472 61,844 97,332 152,319 223,026 229,635: 12,378 5,769
Other: 23,180: 4,249 7,450 431 17,972 14,998 22,652 22,879: 528 301
: : :
: : Changes in Commitments from: September 29, 2015 :
: -9,752: -9,947 -2,836 -2,750 3,919 -2,715 -8,778 -8,301: -974 -1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.0 26.0 44.6 64.7 95.0 97.7: 5.0 2.3
Old : 100.0: 27.1 6.6 26.3 41.3 64.7 94.7 97.5: 5.3 2.5
Other: 100.0: 18.3 32.1 1.9 77.5 64.7 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 98 50 71 59 51 188 147:
Old : 221: 99 51 71 58 51 187 146:
Other: 49: 8 10 6 23 16 34 29:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 32.5 29.8 42.5 11.8 16.8 17.4 24.0
Old : 19.1 29.8 28.3 40.4 10.5 20.0 16.6 27.1
Other: 76.1 73.6 88.4 86.2 74.9 68.8 82.3 81.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 974,754: 227,452 76,684 205,763 470,795 637,753 904,011 920,200: 70,743 54,554
Old : 974,754: 227,452 76,684 205,763 470,795 637,753 904,011 920,200: 70,743 54,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 32,991: 8,932 -53,763 27,056 -4,909 61,923 31,079 35,217: 1,912 -2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.9 21.1 48.3 65.4 92.7 94.4: 7.3 5.6
Old : 100.0: 23.3 7.9 21.1 48.3 65.4 92.7 94.4: 7.3 5.6
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 : 229: 85 45 78 83 78 199 176:
Old : 229: 85 45 78 83 78 199 176:
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 : 11.1 25.4 20.1 38.3 9.5 20.4 16.7 29.6
Old : 11.1 25.4 20.1 38.3 9.5 20.4 16.7 29.6
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 06, 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 : 226,449: 39,492 52,058 55,323 119,547 109,614 214,363 216,996: 12,087 9,454
Old : 211,856: 40,099 54,328 49,155 111,635 99,562 200,888 203,045: 10,967 8,811
Other: 14,594: 3,914 2,251 1,648 7,912 10,052 13,474 13,951: 1,119 643
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,632: -146 -7,954 1,747 -3,044 4,267 -1,443 -1,940: -189 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.0 24.4 52.8 48.4 94.7 95.8: 5.3 4.2
Old : 100.0: 18.9 25.6 23.2 52.7 47.0 94.8 95.8: 5.2 4.2
Other: 100.0: 26.8 15.4 11.3 54.2 68.9 92.3 95.6: 7.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 121 113 129 141 119 328 314:
Old : 406: 123 114 124 139 117 324 308:
Other: 114: 21 12 13 63 38 87 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 : 12.9 14.1 21.2 23.7 8.8 10.3 14.5 17.8
Old : 13.5 14.5 21.9 23.9 9.3 10.4 15.8 18.8
Other: 39.0 35.4 52.4 53.0 34.9 35.4 44.7 48.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 71,216: 54,663 8,748 1,522 6,135 59,322 62,321 69,592: 8,895 1,624
Old : 71,216: 54,663 8,748 1,522 6,135 59,322 62,321 69,592: 8,895 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -532: 152 -158 -211 -157 683 -217 314: -315 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 12.3 2.1 8.6 83.3 87.5 97.7: 12.5 2.3
Old : 100.0: 76.8 12.3 2.1 8.6 83.3 87.5 97.7: 12.5 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 : 150: 109 22 15 10 8 127 40:
Old : 150: 109 22 15 10 8 127 40:
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 : 41.4 87.3 52.4 91.2 40.6 87.1 51.6 90.7
Old : 41.4 87.3 52.4 91.2 40.6 87.1 51.6 90.7
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 06, 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 : 389,157: 41,702 84,933 3,039 327,611 283,042 372,352 371,014: 16,805 18,143
Old : 389,157: 41,702 84,933 3,039 327,611 283,042 372,352 371,014: 16,805 18,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,963: -2,176 11,862 -206 6,516 -11,423 4,134 233: -171 3,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 21.8 0.8 84.2 72.7 95.7 95.3: 4.3 4.7
Old : 100.0: 10.7 21.8 0.8 84.2 72.7 95.7 95.3: 4.3 4.7
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 : 263: 35 60 12 97 105 137 172:
Old : 263: 35 60 12 97 105 137 172:
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 : 43.3 34.2 54.6 43.3 41.3 34.1 51.3 42.3
Old : 43.3 34.2 54.6 43.3 41.3 34.1 51.3 42.3
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 06, 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 : 159,913: 46,184 9,935 2,771 103,502 142,254 152,457 154,960: 7,456 4,953
Old : 159,913: 46,184 9,935 2,771 103,502 142,254 152,457 154,960: 7,456 4,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 2,715: 536 746 45 2,129 1,755 2,710 2,546: 5 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.2 1.7 64.7 89.0 95.3 96.9: 4.7 3.1
Old : 100.0: 28.9 6.2 1.7 64.7 89.0 95.3 96.9: 4.7 3.1
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 : 117: 20 12 3 50 54 71 68:
Old : 117: 20 12 3 50 54 71 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 : 36.4 41.4 52.8 59.0 34.7 41.4 51.0 58.9
Old : 36.4 41.4 52.8 59.0 34.7 41.4 51.0 58.9
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 06, 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 : 499,518: 130,746 109,273 12,245 339,162 364,491 482,153 486,009: 17,365 13,509
Old : 499,518: 130,746 109,273 12,245 339,162 364,491 482,153 486,009: 17,365 13,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 28,986: 2,107 1,771 2,135 21,119 22,695 25,361 26,601: 3,625 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 21.9 2.5 67.9 73.0 96.5 97.3: 3.5 2.7
Old : 100.0: 26.2 21.9 2.5 67.9 73.0 96.5 97.3: 3.5 2.7
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 : 258: 61 56 19 91 88 161 154:
Old : 258: 61 56 19 91 88 161 154:
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 : 26.7 17.5 40.5 29.8 21.0 14.8 31.9 23.9
Old : 26.7 17.5 40.5 29.8 21.0 14.8 31.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015