COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 260,503: 110,658 35,954 29,040 103,536 186,527 243,234 251,521: 17,269 8,982
Old : 244,738: 110,473 33,443 28,490 89,005 174,295 227,968 236,228: 16,770 8,510
Other: 15,765: 540 2,866 195 14,531 12,232 15,266 15,293: 499 472
: : :
: : Changes in Commitments from: October 18, 2016 :
: 7,742: 29 2,753 7,583 564 -3,323 8,176 7,013: -434 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.8 11.1 39.7 71.6 93.4 96.6: 6.6 3.4
Old : 100.0: 45.1 13.7 11.6 36.4 71.2 93.1 96.5: 6.9 3.5
Other: 100.0: 3.4 18.2 1.2 92.2 77.6 96.8 97.0: 3.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 146 62 76 58 70 249 173:
Old : 305: 146 63 76 55 70 246 171:
Other: 65: 8 17 4 19 28 29 47:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 35.1 22.6 45.0 13.8 29.9 20.3 39.0
Old : 14.5 37.3 21.8 46.7 14.1 35.8 21.1 43.7
Other: 79.2 48.5 87.8 65.5 75.3 48.5 83.7 64.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,655: 8,366 1,860 188 4,583 12,093 13,137 14,141: 2,518 1,514
Old : 2,876: 646 357 112 1,727 1,869 2,485 2,338: 391 538
Other: 12,779: 7,758 1,541 38 2,856 10,224 10,652 11,803: 2,127 976
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1: 278 52 -308 -36 131 -66 -125: 65 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 11.9 1.2 29.3 77.2 83.9 90.3: 16.1 9.7
Old : 100.0: 22.5 12.4 3.9 60.0 65.0 86.4 81.3: 13.6 18.7
Other: 100.0: 60.7 12.1 0.3 22.3 80.0 83.4 92.4: 16.6 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 32 14 4 16 18 51 34:
Old : 24: 5 5 1 8 7 14 12:
Other: 68: 31 12 3 12 17 45 30:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 48.5 51.7 67.3 38.9 46.6 51.1 63.6
Old : 63.9 67.2 80.6 78.7 63.9 64.8 78.8 74.1
Other: 39.4 50.7 52.3 68.9 39.4 50.7 51.6 67.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,863: 87,449 54,895 35,739 125,560 160,762 248,748 251,396: 13,115 10,467
Old : 247,797: 88,492 54,849 34,172 112,588 148,708 235,252 237,729: 12,545 10,068
Other: 14,066: 517 1,606 7 12,972 12,054 13,496 13,667: 570 399
: : :
: : Changes in Commitments from: October 18, 2016 :
: 7,573: 2,279 371 8,674 -3,130 -685 7,823 8,360: -250 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 21.0 13.6 47.9 61.4 95.0 96.0: 5.0 4.0
Old : 100.0: 35.7 22.1 13.8 45.4 60.0 94.9 95.9: 5.1 4.1
Other: 100.0: 3.7 11.4 0.0 92.2 85.7 95.9 97.2: 4.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 85 71 74 59 49 187 161:
Old : 234: 87 72 72 58 49 185 160:
Other: 41: 7 8 1 18 16 26 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 : 20.4 28.0 30.4 39.5 19.3 22.5 26.8 31.5
Old : 17.8 29.1 28.1 38.9 17.4 24.2 25.3 33.2
Other: 79.4 67.2 88.7 82.8 70.7 64.7 77.8 73.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 852,696: 343,440 44,580 98,586 320,697 673,998 762,723 817,164: 89,973 35,532
Old : 852,696: 343,440 44,580 98,586 320,697 673,998 762,723 817,164: 89,973 35,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 9,572: -5,743 117 4,915 13,688 2,098 12,860 7,130: -3,288 2,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 5.2 11.6 37.6 79.0 89.4 95.8: 10.6 4.2
Old : 100.0: 40.3 5.2 11.6 37.6 79.0 89.4 95.8: 10.6 4.2
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 : 243: 110 33 65 76 75 209 153:
Old : 243: 110 33 65 76 75 209 153:
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 : 14.2 31.2 22.4 48.1 13.7 28.1 20.6 43.2
Old : 14.2 31.2 22.4 48.1 13.7 28.1 20.6 43.2
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,446: 77,852 16,929 34,239 81,327 146,774 193,418 197,942: 12,028 7,504
Old : 195,583: 78,187 17,765 31,756 73,974 138,765 183,917 188,286: 11,666 7,297
Other: 9,863: 1,177 676 971 7,353 8,009 9,501 9,656: 362 207
: : :
: : Changes in Commitments from: October 18, 2016 :
: 11,984: 8,460 -2,915 2,932 537 11,139 11,929 11,156: 55 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 8.2 16.7 39.6 71.4 94.1 96.3: 5.9 3.7
Old : 100.0: 40.0 9.1 16.2 37.8 70.9 94.0 96.3: 6.0 3.7
Other: 100.0: 11.9 6.9 9.8 74.6 81.2 96.3 97.9: 3.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 171 85 113 124 122 359 272:
Old : 425: 174 87 111 123 120 357 269:
Other: 113: 20 14 7 53 48 79 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 20.0 20.7 31.3 10.9 16.2 18.3 25.2
Old : 12.2 19.5 21.7 31.2 11.5 16.7 19.2 26.5
Other: 53.8 50.6 67.8 65.2 53.7 44.3 62.4 57.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,683: 67,984 13,994 3,969 6,912 66,229 78,865 84,192: 7,818 2,491
Old : 86,683: 67,984 13,994 3,969 6,912 66,229 78,865 84,192: 7,818 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 6,750: 7,418 -1,150 42 -221 7,327 7,239 6,219: -489 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 16.1 4.6 8.0 76.4 91.0 97.1: 9.0 2.9
Old : 100.0: 78.4 16.1 4.6 8.0 76.4 91.0 97.1: 9.0 2.9
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 : 150: 110 25 18 5 9 121 50:
Old : 150: 110 25 18 5 9 121 50:
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 : 34.3 75.8 51.3 84.6 33.8 75.8 49.4 82.9
Old : 34.3 75.8 51.3 84.6 33.8 75.8 49.4 82.9
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,389: 72,635 66,385 8,372 233,460 243,143 314,467 317,900: 19,922 16,489
Old : 334,389: 72,635 66,385 8,372 233,460 243,143 314,467 317,900: 19,922 16,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 949: 2,160 3,987 922 -1,037 -5,142 2,045 -233: -1,096 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.9 2.5 69.8 72.7 94.0 95.1: 6.0 4.9
Old : 100.0: 21.7 19.9 2.5 69.8 72.7 94.0 95.1: 6.0 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 : 257: 56 46 19 92 97 154 156:
Old : 257: 56 46 19 92 97 154 156:
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 : 29.6 27.1 40.8 37.1 27.7 27.1 37.7 37.0
Old : 29.6 27.1 40.8 37.1 27.7 27.1 37.7 37.0
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 223,338: 39,354 12,963 2,392 173,482 204,257 215,228 219,612: 8,110 3,726
Old : 223,338: 39,354 12,963 2,392 173,482 204,257 215,228 219,612: 8,110 3,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,912: 271 -1,225 -106 3,478 4,705 3,643 3,374: -731 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.8 1.1 77.7 91.5 96.4 98.3: 3.6 1.7
Old : 100.0: 17.6 5.8 1.1 77.7 91.5 96.4 98.3: 3.6 1.7
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 : 119: 17 12 6 62 52 81 68:
Old : 119: 17 12 6 62 52 81 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 : 36.2 41.0 49.9 64.5 35.3 41.0 48.8 64.5
Old : 36.2 41.0 49.9 64.5 35.3 41.0 48.8 64.5
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 891,656: 292,346 51,578 11,821 564,982 820,175 869,149 883,574: 22,507 8,082
Old : 891,656: 292,346 51,578 11,821 564,982 820,175 869,149 883,574: 22,507 8,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -11,053: -4,037 -1,873 -2,371 -3,358 -7,177 -9,766 -11,421: -1,287 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.8 1.3 63.4 92.0 97.5 99.1: 2.5 0.9
Old : 100.0: 32.8 5.8 1.3 63.4 92.0 97.5 99.1: 2.5 0.9
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 : 311: 114 31 20 132 81 253 125:
Old : 311: 114 31 20 132 81 253 125:
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 : 19.4 57.8 30.2 71.1 17.5 57.7 26.8 70.0
Old : 19.4 57.8 30.2 71.1 17.5 57.7 26.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016