COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 349,432
COMMITMENTS
111,392 14,752 83,360 136,429 241,823 331,180 339,934 18,252 9,498
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 12,643)
9,959 2,139 2,544 -297 7,327 12,206 12,010 437 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.2 23.9 39.0 69.2 94.8 97.3 5.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
162 54 88 77 77 277 188
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,589
COMMITMENTS
10,275 1,209 3,746 4,499 14,981 18,520 19,937 3,069 1,652
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 717)
401 35 378 49 214 828 627 -111 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 5.6 17.4 20.8 69.4 85.8 92.3 14.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 17 15 18 22 66 49
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,970
COMMITMENTS
69,745 46,309 52,316 130,410 156,121 252,472 254,746 11,498 9,224
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,733)
4,338 -689 -1,287 2,960 8,538 6,012 6,563 -279 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 17.5 19.8 49.4 59.1 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
91 60 82 57 50 186 163
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,090,223
COMMITMENTS
374,381 22,998 226,737 386,965 795,581 988,083 1045315 102,140 44,907
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -24,695)
4,020 -225 -394 -25,953 -25,859 -22,327 -26,478 -2,368 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 2.1 20.8 35.5 73.0 90.6 95.9 9.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
113 33 70 79 78 216 162
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 225,155
COMMITMENTS
67,605 20,274 54,009 91,356 144,191 212,971 218,473 12,184 6,682
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,818)
-1,566 929 -638 5,879 4,401 3,675 4,692 143 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 9.0 24.0 40.6 64.0 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
155 89 142 133 129 363 298
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,879
COMMITMENTS
31,347 19,219 4,515 7,475 24,854 43,337 48,589 7,542 2,290
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,503)
933 3,146 901 220 -1,531 2,054 2,515 449 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 37.8 8.9 14.7 48.8 85.2 95.5 14.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
70 37 22 7 9 94 53
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 330,486
COMMITMENTS
70,340 58,782 9,278 229,575 247,691 309,193 315,751 21,293 14,735
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 7,437)
1,482 -2,273 1,634 3,224 6,743 6,340 6,104 1,097 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 17.8 2.8 69.5 74.9 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
52 47 22 94 101 156 160
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 210,580
COMMITMENTS
37,496 12,593 2,338 162,432 191,782 202,266 206,713 8,314 3,867
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,409)
-247 614 -2 1,712 1,013 1,463 1,625 -54 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.0 1.1 77.1 91.1 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 13 5 57 50 76 67
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,885
COMMITMENTS
281,434 58,654 13,100 534,693 770,160 829,227 841,914 21,658 8,971
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 36,616)
4,397 -327 256 30,483 37,771 35,136 37,700 1,480 -1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 6.9 1.5 62.8 90.5 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
107 36 21 131 82 248 129
Updated September 30, 2016