COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 249,131: 75,285 24,455 51,681 106,707 157,666 233,674 233,802: 15,458 15,329
Old : 240,905: 75,183 24,540 50,799 99,978 150,375 225,959 225,714: 14,945 15,191
Other: 8,227: 236 49 749 6,729 7,290 7,714 8,088: 512 138
: : :
: : Changes in Commitments from: October 20, 2015 :
: 8,559: -773 1,943 5,206 3,662 2,043 8,095 9,192: 465 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.8 20.7 42.8 63.3 93.8 93.8: 6.2 6.2
Old : 100.0: 31.2 10.2 21.1 41.5 62.4 93.8 93.7: 6.2 6.3
Other: 100.0: 2.9 0.6 9.1 81.8 88.6 93.8 98.3: 6.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 106 82 86 72 78 222 208:
Old : 283: 106 80 86 67 78 217 208:
Other: 66: 11 6 12 24 26 41 40:
:----------------------------------------------------------------------------------------------------
: 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 24.2 20.7 34.3 10.7 17.6 17.4 25.5
Old : 12.3 24.9 20.7 34.1 10.9 18.9 17.9 26.5
Other: 52.8 58.8 67.6 78.3 50.6 58.8 64.5 74.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,525: 2,244 2,416 2,291 9,857 10,665 14,393 15,372: 2,132 1,153
Old : 1,452: 62 148 0 1,236 1,148 1,298 1,296: 154 156
Other: 15,073: 2,187 2,273 2,286 8,621 9,517 13,095 14,076: 1,978 997
: : :
: : Changes in Commitments from: October 20, 2015 :
: 444: 471 -270 302 -726 393 48 425: 396 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.6 13.9 59.6 64.5 87.1 93.0: 12.9 7.0
Old : 100.0: 4.3 10.2 0.0 85.1 79.1 89.4 89.3: 10.6 10.7
Other: 100.0: 14.5 15.1 15.2 57.2 63.1 86.9 93.4: 13.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 27 12 11 24 13 51 36:
Old : 13: 1 2 0 5 5 6 7:
Other: 65: 26 12 10 24 11 50 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 : 22.2 50.0 40.2 68.9 22.2 45.5 38.1 60.3
Old : 86.6 85.7 89.4 89.3 86.6 85.7 89.4 89.3
Other: 23.6 47.5 40.0 67.3 23.6 42.6 37.3 57.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 281,597: 59,524 20,318 75,683 132,479 178,241 267,686 274,243: 13,910 7,354
Old : 248,957: 58,838 18,333 63,999 112,817 159,561 235,655 241,893: 13,302 7,064
Other: 32,640: 6,404 7,704 5,966 19,662 18,680 32,032 32,350: 608 290
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,336: -441 -956 -745 2,418 2,285 1,233 584: 104 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.2 26.9 47.0 63.3 95.1 97.4: 4.9 2.6
Old : 100.0: 23.6 7.4 25.7 45.3 64.1 94.7 97.2: 5.3 2.8
Other: 100.0: 19.6 23.6 18.3 60.2 57.2 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 99 46 79 59 46 195 144:
Old : 217: 97 48 78 58 45 192 141:
Other: 55: 14 10 10 23 18 42 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 : 22.7 33.4 32.6 44.0 10.6 15.0 15.9 21.3
Old : 20.9 29.9 30.6 41.3 9.6 19.0 15.4 25.0
Other: 69.7 75.6 84.0 86.0 55.6 56.0 63.9 65.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,060,212: 259,001 60,931 228,122 487,403 719,689 974,526 1,008,742: 85,686 51,469
Old : 1,060,212: 259,001 60,931 228,122 487,403 719,689 974,526 1,008,742: 85,686 51,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 63,478: 4,314 -2,660 19,855 35,774 46,163 59,944 63,358: 3,534 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.7 21.5 46.0 67.9 91.9 95.1: 8.1 4.9
Old : 100.0: 24.4 5.7 21.5 46.0 67.9 91.9 95.1: 8.1 4.9
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 : 228: 88 36 81 89 84 209 176:
Old : 228: 88 36 81 89 84 209 176:
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 : 12.1 26.5 21.3 39.4 9.1 21.6 16.1 30.3
Old : 12.1 26.5 21.3 39.4 9.1 21.6 16.1 30.3
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 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 : 233,741: 37,245 47,640 66,006 117,105 110,624 220,356 224,271: 13,384 9,470
Old : 217,832: 37,911 49,424 59,964 107,528 99,426 205,403 208,814: 12,430 9,018
Other: 15,909: 3,606 2,488 1,770 9,578 11,198 14,954 15,457: 955 452
: : :
: : Changes in Commitments from: October 20, 2015 :
: 15,089: -588 8,423 5,522 9,318 1,157 14,252 15,102: 837 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.4 28.2 50.1 47.3 94.3 95.9: 5.7 4.1
Old : 100.0: 17.4 22.7 27.5 49.4 45.6 94.3 95.9: 5.7 4.1
Other: 100.0: 22.7 15.6 11.1 60.2 70.4 94.0 97.2: 6.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 136 111 140 141 119 344 322:
Old : 419: 133 116 137 138 118 340 319:
Other: 120: 18 15 15 65 47 89 71:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 14.3 21.4 23.4 9.1 9.4 14.2 16.2
Old : 13.4 14.7 21.4 23.7 9.4 9.3 15.1 16.9
Other: 37.1 35.1 51.1 51.3 33.4 34.3 45.2 48.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 75,704: 48,999 14,411 2,397 14,479 57,070 65,875 73,879: 9,829 1,825
Old : 75,704: 48,999 14,411 2,397 14,479 57,070 65,875 73,879: 9,829 1,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -6,032: 1,492 -4,972 512 -8,989 -1,099 -6,985 -5,559: 953 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 19.0 3.2 19.1 75.4 87.0 97.6: 13.0 2.4
Old : 100.0: 64.7 19.0 3.2 19.1 75.4 87.0 97.6: 13.0 2.4
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 : 150: 113 18 13 13 8 133 35:
Old : 150: 113 18 13 13 8 133 35:
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 : 37.0 86.2 46.8 91.1 36.4 85.3 45.6 89.7
Old : 37.0 86.2 46.8 91.1 36.4 85.3 45.6 89.7
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 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 : 379,238: 44,297 85,898 2,726 316,855 276,728 363,878 365,352: 15,360 13,885
Old : 379,238: 44,297 85,898 2,726 316,855 276,728 363,878 365,352: 15,360 13,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 6,715: -2,076 4,852 -150 11,712 4,338 9,486 9,040: -2,771 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 22.7 0.7 83.6 73.0 95.9 96.3: 4.1 3.7
Old : 100.0: 11.7 22.7 0.7 83.6 73.0 95.9 96.3: 4.1 3.7
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 : 270: 43 59 13 100 105 149 171:
Old : 270: 43 59 13 100 105 149 171:
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 : 41.6 34.2 52.5 44.5 39.5 34.2 48.9 44.0
Old : 41.6 34.2 52.5 44.5 39.5 34.2 48.9 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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