COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 337,640: 108,030 17,885 82,001 129,171 226,640 319,203 326,526: 18,437 11,113
Old : 316,814: 107,534 17,423 77,906 113,447 211,032 298,887 306,361: 17,927 10,453
Other: 20,826: 1,034 999 3,558 15,725 15,608 20,316 20,165: 510 661
: : :
: : Changes in Commitments from: October 25, 2016 :
: -4,614: -1,362 -29 -1,449 -2,134 -3,208 -4,945 -4,686: 331 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.3 24.3 38.3 67.1 94.5 96.7: 5.5 3.3
Old : 100.0: 33.9 5.5 24.6 35.8 66.6 94.3 96.7: 5.7 3.3
Other: 100.0: 5.0 4.8 17.1 75.5 74.9 97.6 96.8: 2.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 139 64 99 82 78 278 198:
Old : 310: 141 63 98 81 78 275 196:
Other: 67: 12 13 14 22 30 41 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 : 13.7 31.3 22.5 41.7 10.1 23.8 15.1 31.5
Old : 12.7 33.4 21.1 42.8 10.3 28.4 15.7 34.7
Other: 59.4 43.6 76.6 61.7 56.5 43.6 63.8 55.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 19,624: 10,157 1,295 2,744 3,823 13,504 16,724 17,543: 2,900 2,081
Old : 19,624: 10,157 1,295 2,744 3,823 13,504 16,724 17,543: 2,900 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,396: 1,761 403 491 -1,161 41 1,091 935: 305 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 6.6 14.0 19.5 68.8 85.2 89.4: 14.8 10.6
Old : 100.0: 51.8 6.6 14.0 19.5 68.8 85.2 89.4: 14.8 10.6
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 : 83: 39 18 12 15 21 59 46:
Old : 83: 39 18 12 15 21 59 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 : 34.9 41.2 46.5 58.3 33.7 39.5 43.4 55.0
Old : 34.9 41.2 46.5 58.3 33.7 39.5 43.4 55.0
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 with Delta-adjusted Options and Futures Combined, November 01, 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 : 326,122: 79,633 52,615 77,653 155,444 184,204 312,730 314,472: 13,392 11,650
Old : 311,508: 80,246 52,417 76,128 142,224 171,786 298,599 300,332: 12,910 11,177
Other: 14,613: 654 1,465 257 13,220 12,418 14,131 14,140: 482 473
: : :
: : Changes in Commitments from: October 25, 2016 :
: -3,902: 1,023 -601 1,814 -6,358 -6,153 -3,522 -4,940: -380 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.1 23.8 47.7 56.5 95.9 96.4: 4.1 3.6
Old : 100.0: 25.8 16.8 24.4 45.7 55.1 95.9 96.4: 4.1 3.6
Other: 100.0: 4.5 10.0 1.8 90.5 85.0 96.7 96.8: 3.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 90 75 85 59 49 197 172:
Old : 241: 95 75 85 58 49 196 172:
Other: 46: 9 10 4 18 17 30 28:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 25.5 33.0 37.2 15.8 14.8 21.5 22.1
Old : 22.1 26.3 31.2 36.5 14.0 15.9 19.9 23.0
Other: 78.1 65.0 86.7 80.2 69.7 62.5 76.6 72.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 1,081,953: 313,822 29,478 251,607 429,082 756,053 994,510 1,037,138: 87,443 44,816
Old : 1,081,953: 313,822 29,478 251,607 429,082 756,053 994,510 1,037,138: 87,443 44,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -11,322: -32,316 2,198 5,101 23,228 -23,180 -3,987 -15,882: -7,334 4,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 2.7 23.3 39.7 69.9 91.9 95.9: 8.1 4.1
Old : 100.0: 29.0 2.7 23.3 39.7 69.9 91.9 95.9: 8.1 4.1
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 : 240: 101 40 81 86 82 217 176:
Old : 240: 101 40 81 86 82 217 176:
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 : 11.8 24.7 19.6 38.5 10.7 20.5 16.0 32.1
Old : 11.8 24.7 19.6 38.5 10.7 20.5 16.0 32.1
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 with Delta-adjusted Options and Futures Combined, November 01, 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 : 265,143: 79,804 14,256 72,639 100,340 170,042 252,784 256,937: 12,359 8,206
Old : 252,288: 80,253 14,918 69,560 90,455 159,761 240,267 244,239: 12,020 8,048
Other: 12,855: 1,145 931 1,485 9,886 10,281 12,516 12,698: 339 158
: : :
: : Changes in Commitments from: October 25, 2016 :
: 12,157: 4,051 -602 6,524 1,769 6,243 12,344 12,165: -186 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.4 27.4 37.8 64.1 95.3 96.9: 4.7 3.1
Old : 100.0: 31.8 5.9 27.6 35.9 63.3 95.2 96.8: 4.8 3.2
Other: 100.0: 8.9 7.2 11.6 76.9 80.0 97.4 98.8: 2.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 176 89 145 132 132 392 300:
Old : 438: 180 90 143 131 129 390 296:
Other: 114: 17 16 15 55 49 83 70:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 18.5 19.0 29.6 8.7 13.5 14.9 19.8
Old : 11.8 18.3 19.9 29.7 9.1 13.7 15.6 20.6
Other: 55.4 44.2 69.6 61.7 55.3 41.5 64.9 55.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 86,405: 67,208 12,982 3,979 7,021 67,111 78,207 84,071: 8,198 2,333
Old : 86,405: 67,208 12,982 3,979 7,021 67,111 78,207 84,071: 8,198 2,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -937: -854 -1,116 -281 -48 727 -1,182 -670: 246 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 15.0 4.6 8.1 77.7 90.5 97.3: 9.5 2.7
Old : 100.0: 77.8 15.0 4.6 8.1 77.7 90.5 97.3: 9.5 2.7
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 : 141: 103 23 24 5 9 120 48:
Old : 141: 103 23 24 5 9 120 48:
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 : 36.0 77.1 54.3 86.0 35.4 77.1 52.7 84.3
Old : 36.0 77.1 54.3 86.0 35.4 77.1 52.7 84.3
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 with Delta-adjusted Options and Futures Combined, November 01, 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 : 328,990: 62,015 69,781 8,088 238,022 231,648 308,124 309,517: 20,866 19,473
Old : 328,990: 62,015 69,781 8,088 238,022 231,648 308,124 309,517: 20,866 19,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -5,989: -10,630 3,241 -529 4,288 -11,564 -6,871 -8,852: 882 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.2 2.5 72.3 70.4 93.7 94.1: 6.3 5.9
Old : 100.0: 18.8 21.2 2.5 72.3 70.4 93.7 94.1: 6.3 5.9
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 : 267: 53 52 21 97 102 159 166:
Old : 267: 53 52 21 97 102 159 166:
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 : 29.0 28.1 39.8 37.5 27.0 28.1 36.6 37.5
Old : 29.0 28.1 39.8 37.5 27.0 28.1 36.6 37.5
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 with Delta-adjusted Options and Futures Combined, November 01, 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 : 221,199: 37,451 10,905 2,614 172,495 203,861 212,560 217,380: 8,639 3,819
Old : 221,199: 37,451 10,905 2,614 172,495 203,861 212,560 217,380: 8,639 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,139: -1,903 -2,058 222 -987 -396 -2,668 -2,232: 529 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.9 1.2 78.0 92.2 96.1 98.3: 3.9 1.7
Old : 100.0: 16.9 4.9 1.2 78.0 92.2 96.1 98.3: 3.9 1.7
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 : 117: 18 11 5 60 52 79 67:
Old : 117: 18 11 5 60 52 79 67:
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 : 35.5 42.2 49.3 65.8 34.6 42.2 48.2 65.8
Old : 35.5 42.2 49.3 65.8 34.6 42.2 48.2 65.8
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 with Delta-adjusted Options and Futures Combined, November 01, 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 : 881,530: 283,025 54,317 13,124 562,452 805,144 858,601 872,585: 22,929 8,945
Old : 881,530: 283,025 54,317 13,124 562,452 805,144 858,601 872,585: 22,929 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -10,126: -9,321 2,739 1,303 -2,530 -15,031 -10,548 -10,989: 422 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.2 1.5 63.8 91.3 97.4 99.0: 2.6 1.0
Old : 100.0: 32.1 6.2 1.5 63.8 91.3 97.4 99.0: 2.6 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 : 309: 112 30 23 134 81 253 127:
Old : 309: 112 30 23 134 81 253 127:
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 : 19.5 58.0 30.3 71.5 18.5 58.0 27.8 70.3
Old : 19.5 58.0 30.3 71.5 18.5 58.0 27.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016