COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 257,262 COMMITMENTS 109,447 33,913 29,276 100,955 185,110 239,678 248,299 17,584 8,963 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,241) -1,211 -2,041 236 -2,581 -1,417 -3,556 -3,222 315 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 13.2 11.4 39.2 72.0 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 137 57 76 58 67 241 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,660 COMMITMENTS 10,133 2,742 8 3,748 12,023 13,889 14,773 2,771 1,887 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,005) 1,767 882 -180 -835 -70 752 632 253 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 16.5 0.0 22.5 72.2 83.4 88.7 16.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 34 19 2 12 17 47 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 260,081 COMMITMENTS 89,078 54,416 37,679 120,660 156,582 247,417 248,677 12,664 11,404 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,782) 1,629 -479 1,940 -4,900 -4,180 -1,331 -2,719 -451 937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 20.9 14.5 46.4 60.2 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 86 71 75 57 45 187 158 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 844,926 COMMITMENTS 320,329 43,722 102,178 339,924 659,111 762,431 805,011 82,495 39,915 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,770) -23,111 -858 3,592 19,227 -14,887 -292 -12,153 -7,478 4,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 5.2 12.1 40.2 78.0 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 98 38 68 77 75 201 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 217,273 COMMITMENTS 81,673 17,268 40,691 82,965 151,704 205,329 209,663 11,944 7,610 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 11,827) 3,821 339 6,452 1,638 4,930 11,911 11,721 -84 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 7.9 18.7 38.2 69.8 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 172 72 115 122 121 359 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,739 COMMITMENTS 67,181 12,851 3,684 6,839 66,962 77,704 83,497 8,035 2,242 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -944) -803 -1,143 -285 -73 733 -1,161 -695 217 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 15.0 4.3 8.0 78.1 90.6 97.4 9.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 103 22 16 5 9 115 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 328,190 COMMITMENTS 62,113 69,622 7,651 237,670 231,542 307,434 308,815 20,756 19,375 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,199) -10,522 3,237 -721 4,210 -11,601 -7,033 -9,085 834 2,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 21.2 2.3 72.4 70.6 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 53 52 19 96 100 157 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 221,199 COMMITMENTS 37,451 10,905 2,614 172,495 203,861 212,560 217,380 8,639 3,819 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,139) -1,903 -2,058 222 -987 -396 -2,668 -2,232 529 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 4.9 1.2 78.0 92.2 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 18 11 5 60 52 79 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 881,530 COMMITMENTS 283,025 54,317 13,124 562,452 805,144 858,601 872,585 22,929 8,945 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -10,126) -9,321 2,739 1,303 -2,530 -15,031 -10,548 -10,989 422 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 6.2 1.5 63.8 91.3 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 112 30 23 134 81 253 127
Updated November 4, 2016