COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 255,483 COMMITMENTS 126,896 22,532 18,967 91,005 206,984 236,868 248,483 18,615 7,000 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,690) 1,539 -13 2,509 -450 2,463 3,598 4,959 92 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 8.8 7.4 35.6 81.0 92.7 97.3 7.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 145 54 59 56 77 233 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,798 COMMITMENTS 9,683 2,572 285 2,984 11,453 12,952 14,310 2,846 1,488 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -68) -69 -6 101 -281 -50 -249 45 181 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.3 16.3 1.8 18.9 72.5 82.0 90.6 18.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 19 6 13 16 45 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 246,969 COMMITMENTS 80,869 70,836 25,916 127,649 139,872 234,434 236,624 12,535 10,345 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,745) 2,314 413 1,611 1,182 1,969 5,107 3,993 -362 752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 28.7 10.5 51.7 56.6 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 81 77 57 54 42 169 152 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 822,246 COMMITMENTS 254,341 37,808 119,529 371,861 619,357 745,731 776,694 76,515 45,552 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,964) -8,411 -8,230 7,960 4,013 3,381 3,562 3,111 -598 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 4.6 14.5 45.2 75.3 90.7 94.5 9.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 89 34 73 82 79 201 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 186,449 COMMITMENTS 64,941 14,319 23,830 86,071 142,317 174,842 180,466 11,607 5,983 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -4,558) -6,184 338 -870 2,568 -3,991 -4,486 -4,523 -72 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 7.7 12.8 46.2 76.3 93.8 96.8 6.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 127 76 90 117 108 295 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 92,156 COMMITMENTS 68,042 14,639 5,178 9,374 69,184 82,594 89,001 9,562 3,155 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,809) -4,184 -4,398 2,378 -165 506 -1,971 -1,514 162 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.8 15.9 5.6 10.2 75.1 89.6 96.6 10.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 112 29 15 8 9 127 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 355,514 COMMITMENTS 98,752 59,771 6,551 225,501 269,849 330,804 336,171 24,710 19,343 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,846) 864 -3,958 -334 3,369 7,957 3,899 3,665 -1,053 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 16.8 1.8 63.4 75.9 93.0 94.6 7.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 63 41 16 109 105 179 155 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 224,724 COMMITMENTS 34,547 11,875 2,282 181,169 206,503 217,998 220,660 6,726 4,064 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,098) 117 -2,423 -51 -1,790 1,077 -1,724 -1,397 -374 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.3 1.0 80.6 91.9 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 16 15 6 61 57 80 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 827,266 COMMITMENTS 207,541 63,133 12,383 586,188 743,456 806,112 818,972 21,154 8,294 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6,116) -3,190 -7,694 191 -1,880 1,717 -4,879 -5,786 -1,237 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 7.6 1.5 70.9 89.9 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 96 38 25 137 86 244 138
Updated December 2, 2016