COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 249,131
COMMITMENTS
75,285 24,455 51,681 106,707 157,666 233,674 233,802 15,458 15,329
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,559)
-773 1,943 5,206 3,662 2,043 8,095 9,192 465 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 9.8 20.7 42.8 63.3 93.8 93.8 6.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
106 82 86 72 78 222 208
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,525
COMMITMENTS
2,244 2,416 2,291 9,857 10,665 14,393 15,372 2,132 1,153
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 444)
471 -270 302 -726 393 48 425 396 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.6 13.9 59.6 64.5 87.1 93.0 12.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 12 11 24 13 51 36
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,597
COMMITMENTS
59,524 20,318 75,683 132,479 178,241 267,686 274,243 13,910 7,354
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,336)
-441 -956 -745 2,418 2,285 1,233 584 104 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 7.2 26.9 47.0 63.3 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
99 46 79 59 46 195 144
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,060,212
COMMITMENTS
259,001 60,931 228,122 487,403 719,689 974,526 1008742 85,686 51,469
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 63,478)
4,314 -2,660 19,855 35,774 46,163 59,944 63,358 3,534 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.7 21.5 46.0 67.9 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
88 36 81 89 84 209 176
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 233,741
COMMITMENTS
37,245 47,640 66,006 117,105 110,624 220,356 224,271 13,384 9,470
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 15,089)
-588 8,423 5,522 9,318 1,157 14,252 15,102 837 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 20.4 28.2 50.1 47.3 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
136 111 140 141 119 344 322
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,704
COMMITMENTS
48,999 14,411 2,397 14,479 57,070 65,875 73,879 9,829 1,825
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -6,032)
1,492 -4,972 512 -8,989 -1,099 -6,985 -5,559 953 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 19.0 3.2 19.1 75.4 87.0 97.6 13.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
113 18 13 13 8 133 35
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 379,238
COMMITMENTS
44,297 85,898 2,726 316,855 276,728 363,878 365,352 15,360 13,885
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 6,715)
-2,076 4,852 -150 11,712 4,338 9,486 9,040 -2,771 -2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 22.7 0.7 83.6 73.0 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
43 59 13 100 105 149 171
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 156,113
COMMITMENTS
42,473 8,591 2,876 103,506 141,110 148,855 152,577 7,258 3,536
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -3,984)
-1,296 -59 33 -1,652 -3,322 -2,915 -3,348 -1,069 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.5 1.8 66.3 90.4 95.4 97.7 4.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
18 9 3 54 51 73 62
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 502,765
COMMITMENTS
135,471 80,213 10,981 340,198 400,127 486,650 491,321 16,115 11,444
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -4,842)
1,287 -17,025 -470 -6,007 12,184 -5,190 -5,311 348 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 16.0 2.2 67.7 79.6 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
69 43 17 97 87 175 138
Updated October 30, 2015