COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 347,398
COMMITMENTS
108,158 14,855 84,510 136,121 237,981 328,789 337,347 18,609 10,051
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,387)
7,871 -2,626 2,721 -1,308 10,165 9,284 10,260 1,103 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 4.3 24.3 39.2 68.5 94.6 97.1 5.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
163 54 94 81 80 283 195
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,091
COMMITMENTS
8,115 810 3,417 5,954 14,320 17,485 18,547 2,605 1,544
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -864)
-1,319 -342 -126 1,071 -378 -375 -847 -490 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 4.0 17.0 29.6 71.3 87.0 92.3 13.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 15 14 20 23 61 46
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 316,538
COMMITMENTS
77,176 52,767 64,584 160,675 187,759 302,435 305,110 14,103 11,428
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,814)
967 -901 4,479 3,795 7,275 9,241 10,853 1,573 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.7 20.4 50.8 59.3 95.5 96.4 4.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
87 74 73 59 51 187 166
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,079,745
COMMITMENTS
354,041 27,694 238,963 388,276 774,642 981,280 1041299 98,465 38,446
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,262)
-7,775 4,592 1,262 12,026 -1,431 5,513 4,423 -3,251 -2,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 2.6 22.1 36.0 71.7 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
110 36 71 84 83 220 166
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 233,858
COMMITMENTS
66,731 17,839 59,682 94,985 149,067 221,398 226,588 12,460 7,270
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 9,177)
4,542 -3,344 4,304 569 7,545 9,415 8,504 -237 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 7.6 25.5 40.6 63.7 94.7 96.9 5.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
164 93 139 131 129 373 298
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 80,405
COMMITMENTS
60,724 15,283 4,018 7,220 59,009 71,962 78,310 8,443 2,095
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,251)
9,598 -2,262 6 272 12,817 9,877 10,561 374 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 19.0 5.0 9.0 73.4 89.5 97.4 10.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
104 24 22 6 9 119 49
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,970
COMMITMENTS
70,469 62,425 7,727 234,632 248,351 312,828 318,504 21,142 15,467
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,330)
-5,897 -1,049 -637 2,663 187 -3,871 -1,500 1,541 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 18.7 2.3 70.3 74.4 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
54 41 21 95 99 157 153
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 220,426
COMMITMENTS
39,083 14,188 2,498 170,004 199,552 211,585 216,238 8,841 4,188
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,169)
-2,494 975 11 236 -3,798 -2,247 -2,812 78 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.4 1.1 77.1 90.5 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 12 7 61 51 84 68
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 902,709
COMMITMENTS
296,383 53,451 14,192 568,340 827,352 878,915 894,995 23,794 7,714
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,820)
-1,799 -344 -682 4,896 7,314 2,415 6,288 2,405 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.9 1.6 63.0 91.7 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
113 31 24 134 85 255 132
Updated October 21, 2016