COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 15, 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 : 239,196: 103,551 23,887 16,960 101,776 189,519 222,287 230,366: 16,909 8,830 Old : 222,111: 102,854 21,859 16,009 86,898 176,001 205,761 213,869: 16,350 8,242 Other: 17,085: 1,445 2,776 203 14,878 13,518 16,526 16,497: 559 588 : : : : : Changes in Commitments from: November 8, 2016 : : -9,715: -1,170 -4,970 -6,522 -1,011 1,868 -8,703 -9,624: -1,012 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 10.0 7.1 42.5 79.2 92.9 96.3: 7.1 3.7 Old : 100.0: 46.3 9.8 7.2 39.1 79.2 92.6 96.3: 7.4 3.7 Other: 100.0: 8.5 16.2 1.2 87.1 79.1 96.7 96.6: 3.3 3.4 : : : :# Traders : Number of Traders in Each Category : All : 285: 137 49 71 63 70 235 164: Old : 283: 140 48 68 61 68 232 158: Other: 71: 10 16 5 21 32 34 50: :---------------------------------------------------------------------------------------------------- : 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 : 14.0 40.1 23.0 51.7 13.3 33.1 20.8 43.8 Old : 13.4 43.2 21.8 53.8 13.4 40.0 21.5 49.7 Other: 71.6 48.9 83.7 66.1 68.0 48.9 80.1 66.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 15, 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 : 16,114: 10,105 2,478 131 3,347 11,830 13,583 14,439: 2,531 1,675 Old : 16,114: 10,105 2,478 131 3,347 11,830 13,583 14,439: 2,531 1,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -888: -207 -236 -2 -483 -588 -692 -826: -196 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 15.4 0.8 20.8 73.4 84.3 89.6: 15.7 10.4 Old : 100.0: 62.7 15.4 0.8 20.8 73.4 84.3 89.6: 15.7 10.4 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 : 76: 31 18 5 15 16 50 37: Old : 76: 31 18 5 15 16 50 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 : 40.1 49.7 51.5 65.2 40.1 48.0 50.4 63.5 Old : 40.1 49.7 51.5 65.2 40.1 48.0 50.4 63.5 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 15, 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 : 236,765: 81,417 66,020 19,742 123,385 140,614 224,544 226,376: 12,221 10,389 Old : 220,909: 81,904 65,734 18,363 109,207 127,039 209,474 211,136: 11,435 9,773 Other: 15,856: 679 1,452 213 14,178 13,575 15,070 15,240: 786 616 : : : : : Changes in Commitments from: November 8, 2016 : : -2,454: -1,672 6,508 -1,604 2,587 -6,502 -689 -1,598: -1,765 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 27.9 8.3 52.1 59.4 94.8 95.6: 5.2 4.4 Old : 100.0: 37.1 29.8 8.3 49.4 57.5 94.8 95.6: 5.2 4.4 Other: 100.0: 4.3 9.2 1.3 89.4 85.6 95.0 96.1: 5.0 3.9 : : : :# Traders : Number of Traders in Each Category : All : 228: 77 77 56 55 43 165 152: Old : 228: 80 78 52 53 42 162 148: Other: 45: 7 9 2 20 17 29 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 : 26.5 29.1 36.8 40.8 26.2 24.3 35.0 33.7 Old : 24.7 30.4 35.2 40.8 24.6 26.3 34.1 36.2 Other: 73.7 60.8 83.7 78.1 65.4 54.4 71.4 68.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 15, 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 : 847,421: 294,727 41,822 107,729 362,347 656,790 764,803 806,341: 82,618 41,080 Old : 847,421: 294,727 41,822 107,729 362,347 656,790 764,803 806,341: 82,618 41,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,793: -13,974 3,211 4,425 15,283 -9,530 5,734 -1,894: -3,941 3,687 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 4.9 12.7 42.8 77.5 90.3 95.2: 9.7 4.8 Old : 100.0: 34.8 4.9 12.7 42.8 77.5 90.3 95.2: 9.7 4.8 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 : 230: 91 37 67 78 76 196 156: Old : 230: 91 37 67 78 76 196 156: 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 : 13.7 31.8 21.8 47.8 13.1 27.1 19.4 40.8 Old : 13.7 31.8 21.8 47.8 13.1 27.1 19.4 40.8 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 15, 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 : 204,830: 74,337 15,038 29,448 89,241 154,019 193,026 198,505: 11,804 6,325 Old : 190,044: 74,609 16,044 26,775 77,357 141,295 178,741 184,114: 11,303 5,930 Other: 14,786: 1,567 833 834 11,884 12,724 14,285 14,391: 501 395 : : : : : Changes in Commitments from: November 8, 2016 : : -19,708: -10,163 -4,359 -8,123 -1,102 -5,956 -19,388 -18,438: -320 -1,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 7.3 14.4 43.6 75.2 94.2 96.9: 5.8 3.1 Old : 100.0: 39.3 8.4 14.1 40.7 74.3 94.1 96.9: 5.9 3.1 Other: 100.0: 10.6 5.6 5.6 80.4 86.1 96.6 97.3: 3.4 2.7 : : : :# Traders : Number of Traders in Each Category : All : 375: 145 66 91 126 117 320 239: Old : 375: 150 66 87 125 115 316 236: Other: 107: 17 14 7 50 49 73 65: :---------------------------------------------------------------------------------------------------- : 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 : 11.7 21.0 20.2 32.4 11.6 16.9 19.7 26.2 Old : 12.7 21.4 21.7 32.4 12.5 16.9 21.2 26.6 Other: 56.9 41.5 71.8 60.5 55.2 41.4 68.4 58.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 15, 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 : 81,170: 60,750 12,322 2,697 9,302 62,542 72,749 77,561: 8,421 3,609 Old : 81,170: 60,750 12,322 2,697 9,302 62,542 72,749 77,561: 8,421 3,609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -4,761: -4,773 -905 -368 627 -4,916 -4,514 -6,189: -247 1,428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 15.2 3.3 11.5 77.1 89.6 95.6: 10.4 4.4 Old : 100.0: 74.8 15.2 3.3 11.5 77.1 89.6 95.6: 10.4 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 : 145: 103 26 12 8 9 118 43: Old : 145: 103 26 12 8 9 118 43: 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 : 31.5 76.8 48.6 85.1 29.9 76.8 47.0 84.2 Old : 31.5 76.8 48.6 85.1 29.9 76.8 47.0 84.2 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 15, 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 : 344,401: 85,014 65,237 4,620 230,203 255,471 319,837 325,328: 24,564 19,073 Old : 344,401: 85,014 65,237 4,620 230,203 255,471 319,837 325,328: 24,564 19,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 28,693: 32,537 -6,239 -358 -9,124 31,634 23,055 25,037: 5,638 3,656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 18.9 1.3 66.8 74.2 92.9 94.5: 7.1 5.5 Old : 100.0: 24.7 18.9 1.3 66.8 74.2 92.9 94.5: 7.1 5.5 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 : 271: 57 42 15 104 104 170 152: Old : 271: 57 42 15 104 104 170 152: 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 : 22.3 23.7 33.4 37.8 21.7 23.6 32.1 37.7 Old : 22.3 23.7 33.4 37.8 21.7 23.6 32.1 37.7 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 15, 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 : 221,115: 33,227 13,011 2,988 177,442 200,983 213,657 216,982: 7,458 4,133 Old : 221,115: 33,227 13,011 2,988 177,442 200,983 213,657 216,982: 7,458 4,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -978: 413 1,064 152 -457 -2,493 108 -1,277: -1,086 299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 5.9 1.4 80.2 90.9 96.6 98.1: 3.4 1.9 Old : 100.0: 15.0 5.9 1.4 80.2 90.9 96.6 98.1: 3.4 1.9 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 : 118: 15 14 4 62 53 79 69: Old : 118: 15 14 4 62 53 79 69: 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 : 35.2 42.0 49.4 65.4 34.1 42.0 48.1 65.4 Old : 35.2 42.0 49.4 65.4 34.1 42.0 48.1 65.4 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 15, 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 : 845,326: 223,884 69,962 13,232 586,234 746,235 823,350 829,429: 21,976 15,897 Old : 845,326: 223,884 69,962 13,232 586,234 746,235 823,350 829,429: 21,976 15,897 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -13,966: -51,231 21,220 404 34,941 -38,051 -15,886 -16,427: 1,920 2,461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 8.3 1.6 69.4 88.3 97.4 98.1: 2.6 1.9 Old : 100.0: 26.5 8.3 1.6 69.4 88.3 97.4 98.1: 2.6 1.9 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 : 310: 100 43 23 136 83 248 137: Old : 310: 100 43 23 136 83 248 137: 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 : 23.0 52.7 33.4 67.2 22.1 52.7 30.7 65.0 Old : 23.0 52.7 33.4 67.2 22.1 52.7 30.7 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016