COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 22, 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 : 251,793: 125,357 22,545 16,458 91,455 204,521 233,270 243,524: 18,523 8,269
Old : 233,322: 124,974 22,005 13,842 76,715 189,694 215,531 225,541: 17,791 7,781
Other: 18,471: 2,811 2,968 188 14,740 14,827 17,739 17,983: 732 488
: : :
: : Changes in Commitments from: November 15, 2016 :
: 12,597: 21,806 -1,342 -502 -10,321 15,002 10,983 13,158: 1,614 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 9.0 6.5 36.3 81.2 92.6 96.7: 7.4 3.3
Old : 100.0: 53.6 9.4 5.9 32.9 81.3 92.4 96.7: 7.6 3.3
Other: 100.0: 15.2 16.1 1.0 79.8 80.3 96.0 97.4: 4.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 152 50 61 54 75 238 164:
Old : 303: 152 51 59 48 72 231 158:
Other: 77: 12 16 4 25 33 40 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 : 12.5 39.7 20.4 52.3 12.4 35.8 19.7 46.9
Old : 12.6 42.8 20.7 54.3 12.5 42.1 20.4 53.5
Other: 61.9 48.0 79.3 64.5 58.5 47.9 76.0 64.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 22, 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 : 15,866: 9,752 2,578 184 3,265 11,503 13,201 14,265: 2,665 1,601
Old : 15,866: 9,752 2,578 184 3,265 11,503 13,201 14,265: 2,665 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -248: -353 100 53 -82 -327 -382 -174: 134 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 16.2 1.2 20.6 72.5 83.2 89.9: 16.8 10.1
Old : 100.0: 61.5 16.2 1.2 20.6 72.5 83.2 89.9: 16.8 10.1
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: 28 20 6 16 17 50 39:
Old : 77: 28 20 6 16 17 50 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 : 41.2 49.0 52.5 64.8 41.2 48.0 51.6 63.8
Old : 41.2 49.0 52.5 64.8 41.2 48.0 51.6 63.8
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 22, 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 : 242,224: 78,555 70,423 24,305 126,467 137,903 229,327 232,631: 12,897 9,593
Old : 226,246: 79,479 70,140 22,439 112,171 124,647 214,089 217,226: 12,157 9,020
Other: 15,978: 628 1,835 314 14,296 13,256 15,238 15,405: 740 573
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,459: -2,862 4,403 4,563 3,082 -2,711 4,783 6,255: 676 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 29.1 10.0 52.2 56.9 94.7 96.0: 5.3 4.0
Old : 100.0: 35.1 31.0 9.9 49.6 55.1 94.6 96.0: 5.4 4.0
Other: 100.0: 3.9 11.5 2.0 89.5 83.0 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 77 78 60 54 42 167 158:
Old : 233: 80 79 55 53 42 164 155:
Other: 47: 7 11 3 19 20 28 32:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 27.5 36.3 38.1 23.6 22.5 32.8 32.0
Old : 22.8 28.8 34.7 39.7 22.2 24.8 32.4 34.6
Other: 73.5 57.8 83.6 80.7 65.1 50.4 70.9 68.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 22, 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 : 819,282: 262,752 46,038 111,569 367,848 615,976 742,169 773,583: 77,113 45,699
Old : 819,282: 262,752 46,038 111,569 367,848 615,976 742,169 773,583: 77,113 45,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -28,139: -31,975 4,216 3,840 5,501 -40,814 -22,634 -32,758: -5,505 4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.6 13.6 44.9 75.2 90.6 94.4: 9.4 5.6
Old : 100.0: 32.1 5.6 13.6 44.9 75.2 90.6 94.4: 9.4 5.6
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 : 229: 82 43 72 82 75 199 159:
Old : 229: 82 43 72 82 75 199 159:
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 : 12.8 29.7 20.9 45.1 12.3 25.0 18.7 37.5
Old : 12.8 29.7 20.9 45.1 12.3 25.0 18.7 37.5
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 22, 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 : 191,007: 71,125 13,981 24,700 83,503 146,308 179,328 184,989: 11,679 6,018
Old : 175,348: 71,524 15,041 21,820 70,853 132,954 164,197 169,815: 11,151 5,533
Other: 15,659: 1,646 985 835 12,650 13,354 15,131 15,174: 528 485
: : :
: : Changes in Commitments from: November 15, 2016 :
: -13,823: -3,212 -1,057 -4,748 -5,738 -7,711 -13,698 -13,516: -125 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.3 12.9 43.7 76.6 93.9 96.8: 6.1 3.2
Old : 100.0: 40.8 8.6 12.4 40.4 75.8 93.6 96.8: 6.4 3.2
Other: 100.0: 10.5 6.3 5.3 80.8 85.3 96.6 96.9: 3.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 136 68 85 112 113 300 230:
Old : 367: 138 70 81 109 112 293 228:
Other: 109: 18 13 11 50 51 76 69:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 21.4 21.3 33.5 12.3 18.4 20.5 28.0
Old : 13.5 21.7 23.2 33.3 13.4 19.3 22.3 29.0
Other: 58.5 40.7 72.5 58.9 56.7 40.6 69.1 57.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 22, 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 : 93,965: 72,226 19,037 2,800 9,539 68,678 84,565 90,515: 9,400 3,450
Old : 93,965: 72,226 19,037 2,800 9,539 68,678 84,565 90,515: 9,400 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 12,795: 11,476 6,715 103 237 6,136 11,816 12,954: 979 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 20.3 3.0 10.2 73.1 90.0 96.3: 10.0 3.7
Old : 100.0: 76.9 20.3 3.0 10.2 73.1 90.0 96.3: 10.0 3.7
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 : 158: 114 29 12 8 9 128 46:
Old : 158: 114 29 12 8 9 128 46:
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 : 28.6 69.6 48.3 82.5 28.0 69.6 46.4 81.2
Old : 28.6 69.6 48.3 82.5 28.0 69.6 46.4 81.2
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 22, 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 : 352,668: 97,888 63,729 6,885 222,132 261,892 326,905 332,506: 25,763 20,162
Old : 352,668: 97,888 63,729 6,885 222,132 261,892 326,905 332,506: 25,763 20,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 8,267: 12,874 -1,508 2,265 -8,071 6,421 7,068 7,178: 1,199 1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 18.1 2.0 63.0 74.3 92.7 94.3: 7.3 5.7
Old : 100.0: 27.8 18.1 2.0 63.0 74.3 92.7 94.3: 7.3 5.7
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 : 280: 63 44 15 107 104 176 157:
Old : 280: 63 44 15 107 104 176 157:
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 : 20.1 23.8 31.9 37.5 19.5 23.8 30.2 37.4
Old : 20.1 23.8 31.9 37.5 19.5 23.8 30.2 37.4
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 22, 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 : 226,822: 34,430 14,298 2,333 182,959 205,426 219,722 222,057: 7,100 4,765
Old : 226,822: 34,430 14,298 2,333 182,959 205,426 219,722 222,057: 7,100 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,707: 1,203 1,287 -655 5,517 4,443 6,065 5,075: -358 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.3 1.0 80.7 90.6 96.9 97.9: 3.1 2.1
Old : 100.0: 15.2 6.3 1.0 80.7 90.6 96.9 97.9: 3.1 2.1
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 : 117: 14 13 5 61 56 78 71:
Old : 117: 14 13 5 61 56 78 71:
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 : 35.8 41.9 49.9 64.5 35.1 41.9 49.0 64.4
Old : 35.8 41.9 49.9 64.5 35.1 41.9 49.0 64.4
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 22, 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 : 833,382: 210,731 70,827 12,192 588,068 741,739 810,991 824,758: 22,391 8,624
Old : 833,382: 210,731 70,827 12,192 588,068 741,739 810,991 824,758: 22,391 8,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -11,944: -13,153 865 -1,040 1,834 -4,496 -12,359 -4,671: 415 -7,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 8.5 1.5 70.6 89.0 97.3 99.0: 2.7 1.0
Old : 100.0: 25.3 8.5 1.5 70.6 89.0 97.3 99.0: 2.7 1.0
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 : 306: 98 39 25 137 84 247 136:
Old : 306: 98 39 25 137 84 247 136:
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 : 23.6 52.9 34.6 67.9 22.7 52.9 31.8 65.9
Old : 23.6 52.9 34.6 67.9 22.7 52.9 31.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016