COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 248,911 COMMITMENTS 104,721 28,857 23,482 102,787 187,651 230,990 239,990 17,921 8,921 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -8,351) -4,726 -5,056 -5,794 1,832 2,541 -8,688 -8,309 337 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 11.6 9.4 41.3 75.4 92.8 96.4 7.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 135 56 82 61 71 241 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,002 COMMITMENTS 10,312 2,714 133 3,830 12,418 14,275 15,265 2,727 1,737 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 342) 179 -28 125 82 395 386 492 -44 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 16.0 0.8 22.5 73.0 84.0 89.8 16.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 31 19 4 15 17 49 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 239,219 COMMITMENTS 83,089 59,512 21,346 120,798 147,116 225,233 227,974 13,986 11,245 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -20,862) -5,989 5,096 -16,333 138 -9,466 -22,184 -20,703 1,322 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 24.9 8.9 50.5 61.5 94.2 95.3 5.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 75 76 60 59 48 175 155 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 845,628 COMMITMENTS 308,701 38,611 103,304 347,064 666,320 759,069 808,235 86,559 37,393 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 702) -11,628 -5,111 1,126 7,140 7,209 -3,362 3,224 4,064 -2,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 4.6 12.2 41.0 78.8 89.8 95.6 10.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 100 31 65 79 79 201 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,538 COMMITMENTS 84,500 19,397 37,571 90,343 159,975 212,414 216,943 12,124 7,595 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 7,265) 2,827 2,129 -3,120 7,378 8,271 7,085 7,280 180 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 8.6 16.7 40.2 71.2 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 168 71 110 127 120 352 260 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,931 COMMITMENTS 65,523 13,227 3,065 8,675 67,458 77,263 83,750 8,668 2,181 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 192) -1,658 376 -619 1,836 496 -441 253 633 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.3 15.4 3.6 10.1 78.5 89.9 97.5 10.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 103 21 10 7 9 116 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 315,708 COMMITMENTS 52,477 71,476 4,978 239,327 223,837 296,782 300,291 18,926 15,417 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -12,482) -9,636 1,854 -2,673 1,657 -7,705 -10,652 -8,524 -1,830 -3,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 22.6 1.6 75.8 70.9 94.0 95.1 6.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 47 50 18 96 100 151 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 222,093 COMMITMENTS 32,814 11,947 2,836 177,899 203,476 213,549 218,259 8,544 3,834 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 894) -4,637 1,042 222 5,404 -385 989 879 -95 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 5.4 1.3 80.1 91.6 96.2 98.3 3.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 14 11 5 61 53 76 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 859,292 COMMITMENTS 275,115 48,742 12,828 551,293 784,286 839,236 845,856 20,056 13,436 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -22,238) -7,910 -5,575 -296 -11,159 -20,858 -19,365 -26,729 -2,873 4,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 5.7 1.5 64.2 91.3 97.7 98.4 2.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 109 30 24 129 90 245 137
Updated November 11, 2016