COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 342,254
COMMITMENTS
109,392 17,914 83,451 131,305 229,848 324,148 331,213 18,106 11,042
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -5,144)
1,234 3,059 -1,060 -4,816 -8,133 -4,641 -6,134 -502 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 5.2 24.4 38.4 67.2 94.7 96.8 5.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
153 63 100 80 80 286 200
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,228
COMMITMENTS
8,396 892 2,253 4,985 13,463 15,633 16,608 2,594 1,620
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,863)
281 82 -1,164 -970 -858 -1,852 -1,939 -11 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 4.9 12.4 27.3 73.9 85.8 91.1 14.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 13 11 18 22 60 41
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 330,024
COMMITMENTS
78,611 53,216 75,839 161,802 190,357 316,252 319,412 13,772 10,612
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 13,486)
1,435 449 11,255 1,127 2,598 13,817 14,302 -331 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.1 23.0 49.0 57.7 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
87 78 83 61 51 196 174
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,093,275
COMMITMENTS
346,138 27,280 246,506 405,854 779,233 998,498 1053020 94,777 40,255
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 13,530)
-7,903 -414 7,543 17,578 4,592 17,218 11,721 -3,688 1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 2.5 22.5 37.1 71.3 91.3 96.3 8.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
112 37 77 85 84 224 173
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 252,986
COMMITMENTS
75,753 14,858 66,116 98,571 163,798 240,440 244,772 12,546 8,214
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 19,127)
9,022 -2,982 6,434 3,587 14,732 19,042 18,184 85 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.9 26.1 39.0 64.7 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
177 100 146 131 132 392 310
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 87,341
COMMITMENTS
68,062 14,098 4,259 7,068 66,384 79,390 84,741 7,952 2,600
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,937)
7,338 -1,185 242 -152 7,375 7,428 6,432 -491 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 16.1 4.9 8.1 76.0 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
111 25 25 5 9 126 53
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 334,979
COMMITMENTS
72,645 66,540 8,617 233,734 243,213 314,995 318,370 19,984 16,610
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,009)
2,176 4,114 890 -899 -5,138 2,167 -134 -1,158 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 19.9 2.6 69.8 72.6 94.0 95.0 6.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
56 46 21 93 98 156 158
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 223,338
COMMITMENTS
39,354 12,963 2,392 173,482 204,257 215,228 219,612 8,110 3,726
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,912)
271 -1,225 -106 3,478 4,705 3,643 3,374 -731 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.8 1.1 77.7 91.5 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
17 12 6 62 52 81 68
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 891,656
COMMITMENTS
292,346 51,578 11,821 564,982 820,175 869,149 883,574 22,507 8,082
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -11,053)
-4,037 -1,873 -2,371 -3,358 -7,177 -9,766 -11,421 -1,287 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.8 1.3 63.4 92.0 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
114 31 20 132 81 253 125
Updated October 28, 2016