COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 240,572
COMMITMENTS
76,059 22,512 46,475 103,045 155,623 225,579 224,610 14,993 15,962
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,184)
5,677 -3,462 -2,577 -681 8,897 2,419 2,858 766 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 9.4 19.3 42.8 64.7 93.8 93.4 6.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
110 83 90 70 77 227 209
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,081
COMMITMENTS
1,773 2,686 1,989 10,583 10,272 14,345 14,947 1,736 1,134
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -3,419)
124 -3,859 -419 -2,690 1,436 -2,985 -2,842 -434 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 16.7 12.4 65.8 63.9 89.2 92.9 10.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 10 11 24 12 48 32
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 280,260
COMMITMENTS
59,964 21,274 76,428 130,061 175,957 266,454 273,659 13,807 6,602
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 17,883)
-777 21 7,197 11,015 10,504 17,434 17,722 449 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 7.6 27.3 46.4 62.8 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
97 50 79 57 46 190 148
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 996,734
COMMITMENTS
254,686 63,591 208,267 451,629 673,526 914,582 945,384 82,152 51,350
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 6,643)
13,406 4,937 -1,693 -10,255 68 1,458 3,311 5,185 3,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.4 20.9 45.3 67.6 91.8 94.8 8.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
82 40 79 85 83 204 173
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 218,652
COMMITMENTS
37,832 39,218 60,484 107,788 109,467 206,104 209,169 12,548 9,483
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -3,006)
-1,344 -1,490 939 -3,649 -2,229 -4,054 -2,780 1,047 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 17.9 27.7 49.3 50.1 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
126 107 132 138 124 331 315
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 81,735
COMMITMENTS
47,507 19,384 1,885 23,468 58,169 72,860 79,438 8,875 2,298
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 8,771)
-1,471 9,215 294 10,420 226 9,243 9,734 -473 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 23.7 2.3 28.7 71.2 89.1 97.2 10.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
91 33 14 12 9 111 52
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,522
COMMITMENTS
46,372 81,046 2,876 305,143 272,390 354,392 356,312 18,131 16,210
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -380)
4,079 -1,894 -280 -5,113 3,097 -1,313 922 933 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 21.8 0.8 81.9 73.1 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
37 54 11 100 102 143 161
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 160,097
COMMITMENTS
43,769 8,650 2,843 105,158 144,432 151,770 155,925 8,327 4,172
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,738)
-1,608 -1,487 141 -2,060 -1,256 -3,527 -2,602 789 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.4 1.8 65.7 90.2 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
19 10 3 51 52 71 64
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 507,607
COMMITMENTS
134,184 97,238 11,451 346,205 387,943 491,840 496,632 15,767 10,975
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,943)
6,794 -581 -299 -302 4,725 6,193 3,845 -4,250 -1,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 19.2 2.3 68.2 76.4 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
62 49 19 101 90 172 149
Updated October 23, 2015