COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 342,254: 109,392 17,914 83,451 131,305 229,848 324,148 331,213: 18,106 11,042
Old : 321,829: 109,044 17,338 79,507 115,688 214,602 304,239 311,447: 17,589 10,382
Other: 20,425: 744 972 3,548 15,617 15,246 19,909 19,766: 517 660
: : :
: : Changes in Commitments from: October 18, 2016 :
: -5,144: 1,234 3,059 -1,060 -4,816 -8,133 -4,641 -6,134: -502 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.2 24.4 38.4 67.2 94.7 96.8: 5.3 3.2
Old : 100.0: 33.9 5.4 24.7 35.9 66.7 94.5 96.8: 5.5 3.2
Other: 100.0: 3.6 4.8 17.4 76.5 74.6 97.5 96.8: 2.5 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 153 63 100 80 80 286 200:
Old : 322: 150 67 99 78 80 283 198:
Other: 66: 15 11 14 21 29 41 49:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 31.8 23.3 42.2 10.6 24.3 15.6 32.0
Old : 13.0 33.8 21.8 43.2 10.8 28.9 16.1 35.4
Other: 61.1 42.8 78.7 61.5 58.2 42.8 64.2 54.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,228: 8,396 892 2,253 4,985 13,463 15,633 16,608: 2,594 1,620
Old : 2,876: 646 357 112 1,727 1,869 2,485 2,338: 391 538
Other: 15,352: 7,793 578 2,098 3,258 11,594 13,148 14,270: 2,203 1,082
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1,863: 281 82 -1,164 -970 -858 -1,852 -1,939: -11 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 4.9 12.4 27.3 73.9 85.8 91.1: 14.2 8.9
Old : 100.0: 22.5 12.4 3.9 60.0 65.0 86.4 81.3: 13.6 18.7
Other: 100.0: 50.8 3.8 13.7 21.2 75.5 85.6 93.0: 14.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 36 13 11 18 22 60 41:
Old : 24: 5 5 1 8 7 14 12:
Other: 75: 36 11 10 16 21 56 38:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 44.2 45.8 61.7 33.4 41.9 43.9 57.6
Old : 63.9 67.2 80.6 78.7 63.9 64.8 78.8 74.1
Other: 32.8 44.7 45.3 62.5 32.8 43.8 43.0 59.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 330,024: 78,611 53,216 75,839 161,802 190,357 316,252 319,412: 13,772 10,612
Old : 315,831: 79,488 53,003 74,311 148,830 178,303 302,629 305,618: 13,202 10,213
Other: 14,193: 390 1,479 261 12,972 12,054 13,623 13,794: 570 399
: : :
: : Changes in Commitments from: October 18, 2016 :
: 13,486: 1,435 449 11,255 1,127 2,598 13,817 14,302: -331 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.1 23.0 49.0 57.7 95.8 96.8: 4.2 3.2
Old : 100.0: 25.2 16.8 23.5 47.1 56.5 95.8 96.8: 4.2 3.2
Other: 100.0: 2.7 10.4 1.8 91.4 84.9 96.0 97.2: 4.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 87 78 83 61 51 196 174:
Old : 243: 89 79 82 60 51 195 173:
Other: 42: 7 9 4 18 16 28 26:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 26.3 33.5 37.7 15.4 14.6 21.1 21.8
Old : 22.8 27.1 32.0 37.6 13.6 15.7 19.6 22.7
Other: 78.7 66.6 87.9 82.1 70.0 64.1 77.1 72.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,093,275: 346,138 27,280 246,506 405,854 779,233 998,498 1,053,020: 94,777 40,255
Old : 1,093,275: 346,138 27,280 246,506 405,854 779,233 998,498 1,053,020: 94,777 40,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 13,530: -7,903 -414 7,543 17,578 4,592 17,218 11,721: -3,688 1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 2.5 22.5 37.1 71.3 91.3 96.3: 8.7 3.7
Old : 100.0: 31.7 2.5 22.5 37.1 71.3 91.3 96.3: 8.7 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 : 248: 112 37 77 85 84 224 173:
Old : 248: 112 37 77 85 84 224 173:
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 : 12.0 25.1 20.2 39.0 10.7 21.4 16.0 33.4
Old : 12.0 25.1 20.2 39.0 10.7 21.4 16.0 33.4
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 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 : 252,986: 75,753 14,858 66,116 98,571 163,798 240,440 244,772: 12,546 8,214
Old : 242,572: 76,182 15,679 63,167 91,043 155,721 230,392 234,567: 12,181 8,005
Other: 10,413: 1,155 762 1,365 7,528 8,077 10,048 10,205: 365 209
: : :
: : Changes in Commitments from: October 18, 2016 :
: 19,127: 9,022 -2,982 6,434 3,587 14,732 19,042 18,184: 85 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.9 26.1 39.0 64.7 95.0 96.8: 5.0 3.2
Old : 100.0: 31.4 6.5 26.0 37.5 64.2 95.0 96.7: 5.0 3.3
Other: 100.0: 11.1 7.3 13.1 72.3 77.6 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 177 100 146 131 132 392 310:
Old : 448: 178 104 144 130 130 390 307:
Other: 114: 18 17 13 54 48 82 69:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 19.1 20.1 30.2 8.9 13.6 14.9 20.0
Old : 12.3 18.7 20.7 30.2 9.2 13.6 15.6 20.7
Other: 51.0 47.9 64.2 61.7 50.9 41.9 59.1 54.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 87,341: 68,062 14,098 4,259 7,068 66,384 79,390 84,741: 7,952 2,600
Old : 87,341: 68,062 14,098 4,259 7,068 66,384 79,390 84,741: 7,952 2,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 6,937: 7,338 -1,185 242 -152 7,375 7,428 6,432: -491 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 16.1 4.9 8.1 76.0 90.9 97.0: 9.1 3.0
Old : 100.0: 77.9 16.1 4.9 8.1 76.0 90.9 97.0: 9.1 3.0
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 : 151: 111 25 25 5 9 126 53:
Old : 151: 111 25 25 5 9 126 53:
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 : 34.1 75.2 50.9 84.2 33.5 75.2 49.1 82.4
Old : 34.1 75.2 50.9 84.2 33.5 75.2 49.1 82.4
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 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 : 334,979: 72,645 66,540 8,617 233,734 243,213 314,995 318,370: 19,984 16,610
Old : 334,979: 72,645 66,540 8,617 233,734 243,213 314,995 318,370: 19,984 16,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,009: 2,176 4,114 890 -899 -5,138 2,167 -134: -1,158 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.9 2.6 69.8 72.6 94.0 95.0: 6.0 5.0
Old : 100.0: 21.7 19.9 2.6 69.8 72.6 94.0 95.0: 6.0 5.0
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 21 93 98 156 158:
Old : 257: 56 46 21 93 98 156 158:
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 37.0 27.6 27.1 37.7 36.9
Old : 29.6 27.1 40.8 37.0 27.6 27.1 37.7 36.9
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 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 with Delta-adjusted Options and Futures Combined, 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