COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 08, 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 : 248,911: 104,721 28,857 23,482 102,787 187,651 230,990 239,990: 17,921 8,921 Old : 232,304: 104,419 26,890 22,549 87,966 174,419 214,934 223,858: 17,370 8,446 Other: 16,607: 1,040 2,705 195 14,821 13,232 16,056 16,132: 551 475 : : : : : Changes in Commitments from: November 1, 2016 : : -8,351: -4,726 -5,056 -5,794 1,832 2,541 -8,688 -8,309: 337 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 11.6 9.4 41.3 75.4 92.8 96.4: 7.2 3.6 Old : 100.0: 44.9 11.6 9.7 37.9 75.1 92.5 96.4: 7.5 3.6 Other: 100.0: 6.3 16.3 1.2 89.2 79.7 96.7 97.1: 3.3 2.9 : : : :# Traders : Number of Traders in Each Category : All : 297: 135 56 82 61 71 241 178: Old : 294: 134 56 81 60 69 239 173: Other: 70: 9 16 4 21 31 32 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 : 13.7 36.5 22.2 46.9 12.8 30.8 19.6 40.0 Old : 13.2 39.1 20.9 48.6 13.1 36.8 20.3 44.8 Other: 74.6 48.4 84.5 65.7 71.0 48.4 80.8 65.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 08, 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 : 17,002: 10,312 2,714 133 3,830 12,418 14,275 15,265: 2,727 1,737 Old : 17,002: 10,312 2,714 133 3,830 12,418 14,275 15,265: 2,727 1,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : 342: 179 -28 125 82 395 386 492: -44 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 16.0 0.8 22.5 73.0 84.0 89.8: 16.0 10.2 Old : 100.0: 60.7 16.0 0.8 22.5 73.0 84.0 89.8: 16.0 10.2 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 : 77: 31 19 4 15 17 49 39: Old : 77: 31 19 4 15 17 49 39: 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 : 39.5 47.4 51.7 62.6 37.9 45.7 49.3 60.8 Old : 39.5 47.4 51.7 62.6 37.9 45.7 49.3 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 08, 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 : 239,219: 83,089 59,512 21,346 120,798 147,116 225,233 227,974: 13,986 11,245 Old : 224,147: 83,249 59,272 20,422 107,161 133,773 210,832 213,467: 13,315 10,680 Other: 15,072: 654 1,054 110 13,637 13,343 14,401 14,507: 671 565 : : : : : Changes in Commitments from: November 1, 2016 : : -20,862: -5,989 5,096 -16,333 138 -9,466 -22,184 -20,703: 1,322 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 24.9 8.9 50.5 61.5 94.2 95.3: 5.8 4.7 Old : 100.0: 37.1 26.4 9.1 47.8 59.7 94.1 95.2: 5.9 4.8 Other: 100.0: 4.3 7.0 0.7 90.5 88.5 95.5 96.3: 4.5 3.7 : : : :# Traders : Number of Traders in Each Category : All : 229: 75 76 60 59 48 175 155: Old : 229: 78 77 56 57 48 171 153: Other: 44: 7 8 3 20 18 30 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 : 26.6 28.9 36.2 41.0 26.0 24.6 34.2 33.7 Old : 24.9 30.2 34.5 40.4 24.3 26.7 33.0 36.1 Other: 77.0 62.9 85.6 79.7 68.6 60.5 73.6 70.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 08, 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 : 845,628: 308,701 38,611 103,304 347,064 666,320 759,069 808,235: 86,559 37,393 Old : 845,628: 308,701 38,611 103,304 347,064 666,320 759,069 808,235: 86,559 37,393 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : 702: -11,628 -5,111 1,126 7,140 7,209 -3,362 3,224: 4,064 -2,522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 4.6 12.2 41.0 78.8 89.8 95.6: 10.2 4.4 Old : 100.0: 36.5 4.6 12.2 41.0 78.8 89.8 95.6: 10.2 4.4 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 : 234: 100 31 65 79 79 201 157: Old : 234: 100 31 65 79 79 201 157: 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 : 14.1 32.2 22.0 48.5 13.4 28.0 19.6 42.2 Old : 14.1 32.2 22.0 48.5 13.4 28.0 19.6 42.2 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 - Futures Only, November 08, 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 : 224,538: 84,500 19,397 37,571 90,343 159,975 212,414 216,943: 12,124 7,595 Old : 210,562: 84,744 20,237 34,937 79,151 147,987 198,832 203,161: 11,730 7,401 Other: 13,976: 1,454 858 936 11,192 11,988 13,582 13,782: 394 194 : : : : : Changes in Commitments from: November 1, 2016 : : 7,265: 2,827 2,129 -3,120 7,378 8,271 7,085 7,280: 180 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 8.6 16.7 40.2 71.2 94.6 96.6: 5.4 3.4 Old : 100.0: 40.2 9.6 16.6 37.6 70.3 94.4 96.5: 5.6 3.5 Other: 100.0: 10.4 6.1 6.7 80.1 85.8 97.2 98.6: 2.8 1.4 : : : :# Traders : Number of Traders in Each Category : All : 410: 168 71 110 127 120 352 260: Old : 410: 169 74 108 126 117 350 256: Other: 115: 18 15 8 53 53 78 70: :---------------------------------------------------------------------------------------------------- : 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 : 10.8 19.2 19.4 31.1 10.7 15.6 18.3 24.4 Old : 11.6 19.0 20.5 31.2 11.4 15.8 19.5 25.5 Other: 55.2 42.6 71.4 61.8 53.8 42.4 67.7 57.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 08, 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 : 85,931: 65,523 13,227 3,065 8,675 67,458 77,263 83,750: 8,668 2,181 Old : 85,931: 65,523 13,227 3,065 8,675 67,458 77,263 83,750: 8,668 2,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : 192: -1,658 376 -619 1,836 496 -441 253: 633 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 15.4 3.6 10.1 78.5 89.9 97.5: 10.1 2.5 Old : 100.0: 76.3 15.4 3.6 10.1 78.5 89.9 97.5: 10.1 2.5 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 : 139: 103 21 10 7 9 116 37: Old : 139: 103 21 10 7 9 116 37: 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 : 34.6 79.2 52.4 88.1 34.0 79.2 51.3 87.2 Old : 34.6 79.2 52.4 88.1 34.0 79.2 51.3 87.2 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 - Futures Only, November 08, 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 : 315,708: 52,477 71,476 4,978 239,327 223,837 296,782 300,291: 18,926 15,417 Old : 315,708: 52,477 71,476 4,978 239,327 223,837 296,782 300,291: 18,926 15,417 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : -12,482: -9,636 1,854 -2,673 1,657 -7,705 -10,652 -8,524: -1,830 -3,958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 22.6 1.6 75.8 70.9 94.0 95.1: 6.0 4.9 Old : 100.0: 16.6 22.6 1.6 75.8 70.9 94.0 95.1: 6.0 4.9 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 : 257: 47 50 18 96 100 151 160: Old : 257: 47 50 18 96 100 151 160: 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 : 30.1 28.8 40.8 38.1 27.3 28.8 37.0 38.0 Old : 30.1 28.8 40.8 38.1 27.3 28.8 37.0 38.0 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 - Futures Only, November 08, 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 : 222,093: 32,814 11,947 2,836 177,899 203,476 213,549 218,259: 8,544 3,834 Old : 222,093: 32,814 11,947 2,836 177,899 203,476 213,549 218,259: 8,544 3,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : 894: -4,637 1,042 222 5,404 -385 989 879: -95 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 5.4 1.3 80.1 91.6 96.2 98.3: 3.8 1.7 Old : 100.0: 14.8 5.4 1.3 80.1 91.6 96.2 98.3: 3.8 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 : 113: 14 11 5 61 53 76 68: Old : 113: 14 11 5 61 53 76 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 : 34.9 42.2 49.0 65.7 33.9 42.2 47.9 65.7 Old : 34.9 42.2 49.0 65.7 33.9 42.2 47.9 65.7 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 - Futures Only, November 08, 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 : 859,292: 275,115 48,742 12,828 551,293 784,286 839,236 845,856: 20,056 13,436 Old : 859,292: 275,115 48,742 12,828 551,293 784,286 839,236 845,856: 20,056 13,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2016 : : -22,238: -7,910 -5,575 -296 -11,159 -20,858 -19,365 -26,729: -2,873 4,491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 5.7 1.5 64.2 91.3 97.7 98.4: 2.3 1.6 Old : 100.0: 32.0 5.7 1.5 64.2 91.3 97.7 98.4: 2.3 1.6 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 : 304: 109 30 24 129 90 245 137: Old : 304: 109 30 24 129 90 245 137: 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 : 20.1 56.6 30.6 70.7 18.9 56.5 27.7 69.1 Old : 20.1 56.6 30.6 70.7 18.9 56.5 27.7 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016