COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 276,967: 103,409 13,020 44,157 111,960 210,106 259,525 267,283: 17,442 9,684
Old : 255,160: 102,785 13,275 39,491 96,044 193,526 238,319 246,292: 16,841 8,868
Other: 21,808: 1,686 807 3,604 15,916 16,580 21,206 20,991: 602 817
: : :
: : Changes in Commitments from: November 8, 2016 :
: -51,414: 359 -1,209 -31,559 -19,002 -17,670 -50,202 -50,437: -1,212 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 4.7 15.9 40.4 75.9 93.7 96.5: 6.3 3.5
Old : 100.0: 40.3 5.2 15.5 37.6 75.8 93.4 96.5: 6.6 3.5
Other: 100.0: 7.7 3.7 16.5 73.0 76.0 97.2 96.3: 2.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 139 51 84 78 75 262 174:
Old : 291: 137 55 83 76 74 259 171:
Other: 72: 19 8 14 23 33 45 52:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 35.9 22.5 47.0 11.6 28.0 18.1 37.9
Old : 13.2 38.9 21.5 49.0 11.8 34.2 18.9 42.9
Other: 56.1 44.3 72.8 61.8 53.3 44.3 62.5 55.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 19,238: 10,158 1,246 2,753 3,656 13,380 16,567 17,380: 2,671 1,857
Old : 19,238: 10,158 1,246 2,753 3,656 13,380 16,567 17,380: 2,671 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -793: -183 -94 -93 -351 -535 -628 -722: -166 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 6.5 14.3 19.0 69.6 86.1 90.3: 13.9 9.7
Old : 100.0: 52.8 6.5 14.3 19.0 69.6 86.1 90.3: 13.9 9.7
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 : 84: 37 18 13 18 21 62 47:
Old : 84: 37 18 13 18 21 62 47:
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 : 33.6 44.0 44.4 58.7 33.6 42.1 41.6 55.9
Old : 33.6 44.0 44.4 58.7 33.6 42.1 41.6 55.9
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 15, 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 : 289,867: 72,390 64,075 55,911 148,825 159,345 277,127 279,332: 12,740 10,535
Old : 273,925: 72,769 63,675 54,562 134,647 145,770 261,978 264,006: 11,947 9,919
Other: 15,942: 595 1,375 376 14,178 13,575 15,149 15,326: 793 616
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,743: -3,805 6,769 4,123 7,085 -4,260 7,403 6,632: -1,660 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 22.1 19.3 51.3 55.0 95.6 96.4: 4.4 3.6
Old : 100.0: 26.6 23.2 19.9 49.2 53.2 95.6 96.4: 4.4 3.6
Other: 100.0: 3.7 8.6 2.4 88.9 85.2 95.0 96.1: 5.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 83 79 67 56 45 175 164:
Old : 236: 85 81 66 54 45 172 164:
Other: 45: 8 8 6 20 17 32 27:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 27.2 38.1 37.4 21.5 16.5 28.6 24.2
Old : 26.4 28.1 36.4 37.2 19.9 17.7 27.4 25.6
Other: 73.3 60.5 83.2 77.7 65.1 54.1 71.0 68.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,080,293: 293,339 27,277 251,597 448,039 755,904 992,976 1,034,779: 87,317 45,514
Old : 1,080,293: 293,339 27,277 251,597 448,039 755,904 992,976 1,034,779: 87,317 45,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -10,651: -12,992 3,464 -4,258 11,112 -13,413 -6,139 -14,208: -4,512 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.5 23.3 41.5 70.0 91.9 95.8: 8.1 4.2
Old : 100.0: 27.2 2.5 23.3 41.5 70.0 91.9 95.8: 8.1 4.2
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 : 236: 99 36 80 85 82 213 171:
Old : 236: 99 36 80 85 82 213 171:
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 : 11.7 25.6 19.5 39.6 10.3 21.1 15.2 31.9
Old : 11.7 25.6 19.5 39.6 10.3 21.1 15.2 31.9
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 15, 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 : 232,722: 74,909 14,244 48,042 97,504 163,665 220,454 225,951: 12,268 6,771
Old : 217,291: 75,144 15,153 44,937 85,447 150,829 205,528 210,920: 11,764 6,372
Other: 15,431: 1,535 860 1,335 12,057 12,836 14,927 15,031: 504 399
: : :
: : Changes in Commitments from: November 8, 2016 :
: -46,350: -8,547 -1,270 -25,235 -12,127 -18,240 -45,909 -44,745: -441 -1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 6.1 20.6 41.9 70.3 94.7 97.1: 5.3 2.9
Old : 100.0: 34.6 7.0 20.7 39.3 69.4 94.6 97.1: 5.4 2.9
Other: 100.0: 9.9 5.6 8.7 78.1 83.2 96.7 97.4: 3.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 155 74 115 131 127 347 268:
Old : 393: 160 74 111 130 125 343 265:
Other: 109: 17 16 14 51 50 78 71:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 20.1 18.9 30.6 10.2 15.4 17.3 23.6
Old : 11.3 20.8 20.1 30.7 11.0 15.4 18.5 24.1
Other: 54.5 39.9 68.8 58.0 52.9 39.3 65.5 55.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 82,020: 60,744 12,466 3,107 9,591 62,713 73,442 78,286: 8,578 3,734
Old : 82,020: 60,744 12,466 3,107 9,591 62,713 73,442 78,286: 8,578 3,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -4,404: -4,746 -875 -152 721 -4,845 -4,177 -5,872: -227 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 15.2 3.8 11.7 76.5 89.5 95.4: 10.5 4.6
Old : 100.0: 74.1 15.2 3.8 11.7 76.5 89.5 95.4: 10.5 4.6
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 : 146: 104 26 22 8 9 124 48:
Old : 146: 104 26 22 8 9 124 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 : 31.2 76.0 48.1 84.5 29.6 76.0 46.5 83.2
Old : 31.2 76.0 48.1 84.5 29.6 76.0 46.5 83.2
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 15, 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 : 345,863: 84,956 65,351 5,408 230,840 255,734 321,204 326,494: 24,659 19,369
Old : 345,863: 84,956 65,351 5,408 230,840 255,734 321,204 326,494: 24,659 19,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 29,299: 32,487 -6,288 23 -8,836 31,804 23,674 25,538: 5,625 3,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.9 1.6 66.7 73.9 92.9 94.4: 7.1 5.6
Old : 100.0: 24.6 18.9 1.6 66.7 73.9 92.9 94.4: 7.1 5.6
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 : 271: 57 42 18 105 104 173 153:
Old : 271: 57 42 18 105 104 173 153:
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 : 22.2 23.6 33.2 37.6 21.6 23.5 32.0 37.6
Old : 22.2 23.6 33.2 37.6 21.6 23.5 32.0 37.6
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 15, 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 : 221,115: 33,227 13,011 2,988 177,442 200,983 213,657 216,982: 7,458 4,133
Old : 221,115: 33,227 13,011 2,988 177,442 200,983 213,657 216,982: 7,458 4,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -978: 413 1,064 152 -457 -2,493 108 -1,277: -1,086 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.9 1.4 80.2 90.9 96.6 98.1: 3.4 1.9
Old : 100.0: 15.0 5.9 1.4 80.2 90.9 96.6 98.1: 3.4 1.9
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 : 118: 15 14 4 62 53 79 69:
Old : 118: 15 14 4 62 53 79 69:
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 : 35.2 42.0 49.4 65.4 34.1 42.0 48.1 65.4
Old : 35.2 42.0 49.4 65.4 34.1 42.0 48.1 65.4
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 15, 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 : 845,326: 223,884 69,962 13,232 586,234 746,235 823,350 829,429: 21,976 15,897
Old : 845,326: 223,884 69,962 13,232 586,234 746,235 823,350 829,429: 21,976 15,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -13,966: -51,231 21,220 404 34,941 -38,051 -15,886 -16,427: 1,920 2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 1.6 69.4 88.3 97.4 98.1: 2.6 1.9
Old : 100.0: 26.5 8.3 1.6 69.4 88.3 97.4 98.1: 2.6 1.9
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 : 310: 100 43 23 136 83 248 137:
Old : 310: 100 43 23 136 83 248 137:
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 : 23.0 52.7 33.4 67.2 22.1 52.7 30.7 65.0
Old : 23.0 52.7 33.4 67.2 22.1 52.7 30.7 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016