COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 336,789
COMMITMENTS
101,433 12,612 80,815 136,725 234,496 318,974 327,924 17,815 8,866
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 14,852)
5,998 1,856 4,494 3,573 9,722 14,065 16,072 787 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 3.7 24.0 40.6 69.6 94.7 97.4 5.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
159 50 89 79 76 277 183
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,872
COMMITMENTS
9,874 1,174 3,368 4,450 14,767 17,692 19,310 3,180 1,562
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 335)
403 362 373 -667 -223 109 512 226 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 5.6 16.1 21.3 70.8 84.8 92.5 15.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 18 14 18 22 65 49
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 258,237
COMMITMENTS
65,407 46,998 53,603 127,450 147,582 246,460 248,183 11,777 10,054
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 9,858)
-747 1,976 526 10,374 8,119 10,153 10,621 -295 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 18.2 20.8 49.4 57.1 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
86 61 82 58 48 180 162
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,114,917
COMMITMENTS
370,362 23,223 227,130 412,918 821,440 1010410 1071793 104,507 43,124
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -45,774)
21,072 -5,652 -44,918 -27,779 5,262 -51,625 -45,308 5,850 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 2.1 20.4 37.0 73.7 90.6 96.1 9.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
118 29 72 80 83 220 166
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 221,337
COMMITMENTS
69,171 19,344 54,647 85,477 139,790 209,295 213,782 12,041 7,555
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 9,829)
3,872 2,081 4,537 831 3,079 9,240 9,697 589 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 8.7 24.7 38.6 63.2 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
161 87 129 131 129 361 286
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,376
COMMITMENTS
30,414 16,074 3,614 7,255 26,385 41,283 46,073 7,092 2,302
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -7,510)
-4,045 -1,380 -1,999 -752 -4,122 -6,796 -7,501 -713 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 33.2 7.5 15.0 54.5 85.3 95.2 14.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
72 28 21 6 11 92 50
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 323,049
COMMITMENTS
68,858 61,055 7,645 226,351 240,948 302,854 309,648 20,195 13,401
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -39,697)
-2,170 -1,790 -190 -36,408 -30,702 -38,768 -32,682 -928 -7,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.9 2.4 70.1 74.6 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
56 42 19 92 101 157 153
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 209,171
COMMITMENTS
37,743 11,979 2,340 160,720 190,769 200,803 205,088 8,368 4,083
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -49,536)
-203 4,697 -4,192 -44,487 -50,410 -48,882 -49,905 -654 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.7 1.1 76.8 91.2 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 13 5 57 49 79 66
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 814,269
COMMITMENTS
277,037 58,981 12,844 504,210 732,389 794,091 804,214 20,178 10,055
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -132,245)
234 10,613 -6,455 -119,629 -133,162 -125,850 -129,004 -6,395 -3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 7.2 1.6 61.9 89.9 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
103 40 24 130 84 245 136
Updated September 23, 2016