COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,793 COMMITMENTS 125,357 22,545 16,458 91,455 204,521 233,270 243,524 18,523 8,269 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 12,597) 21,806 -1,342 -502 -10,321 15,002 10,983 13,158 1,614 -561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 9.0 6.5 36.3 81.2 92.6 96.7 7.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 152 50 61 54 75 238 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,866 COMMITMENTS 9,752 2,578 184 3,265 11,503 13,201 14,265 2,665 1,601 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -248) -353 100 53 -82 -327 -382 -174 134 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 16.2 1.2 20.6 72.5 83.2 89.9 16.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 28 20 6 16 17 50 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,224 COMMITMENTS 78,555 70,423 24,305 126,467 137,903 229,327 232,631 12,897 9,593 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,459) -2,862 4,403 4,563 3,082 -2,711 4,783 6,255 676 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 29.1 10.0 52.2 56.9 94.7 96.0 5.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 77 78 60 54 42 167 158 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 819,282 COMMITMENTS 262,752 46,038 111,569 367,848 615,976 742,169 773,583 77,113 45,699 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -28,139) -31,975 4,216 3,840 5,501 -40,814 -22,634 -32,758 -5,505 4,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.6 13.6 44.9 75.2 90.6 94.4 9.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 82 43 72 82 75 199 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,007 COMMITMENTS 71,125 13,981 24,700 83,503 146,308 179,328 184,989 11,679 6,018 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -13,823) -3,212 -1,057 -4,748 -5,738 -7,711 -13,698 -13,516 -125 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 7.3 12.9 43.7 76.6 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 136 68 85 112 113 300 230 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 93,965 COMMITMENTS 72,226 19,037 2,800 9,539 68,678 84,565 90,515 9,400 3,450 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 12,795) 11,476 6,715 103 237 6,136 11,816 12,954 979 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 20.3 3.0 10.2 73.1 90.0 96.3 10.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 114 29 12 8 9 128 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 352,668 COMMITMENTS 97,888 63,729 6,885 222,132 261,892 326,905 332,506 25,763 20,162 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 8,267) 12,874 -1,508 2,265 -8,071 6,421 7,068 7,178 1,199 1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 18.1 2.0 63.0 74.3 92.7 94.3 7.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 63 44 15 107 104 176 157 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 226,822 COMMITMENTS 34,430 14,298 2,333 182,959 205,426 219,722 222,057 7,100 4,765 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,707) 1,203 1,287 -655 5,517 4,443 6,065 5,075 -358 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 6.3 1.0 80.7 90.6 96.9 97.9 3.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 14 13 5 61 56 78 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 833,382 COMMITMENTS 210,731 70,827 12,192 588,068 741,739 810,991 824,758 22,391 8,624 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -11,944) -13,153 865 -1,040 1,834 -4,496 -12,359 -4,671 415 -7,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 8.5 1.5 70.6 89.0 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 98 39 25 137 84 247 136
Updated November 25, 2016