COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 302,806: 127,084 11,556 50,563 105,861 232,353 283,509 294,473: 19,298 8,333
Old : 277,786: 126,171 13,796 43,283 89,715 213,155 259,169 270,233: 18,617 7,553
Other: 25,020: 4,020 868 4,174 16,146 19,198 24,340 24,240: 680 780
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,000: 1,247 384 1,976 627 2,866 3,850 5,226: 149 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 3.8 16.7 35.0 76.7 93.6 97.2: 6.4 2.8
Old : 100.0: 45.4 5.0 15.6 32.3 76.7 93.3 97.3: 6.7 2.7
Other: 100.0: 16.1 3.5 16.7 64.5 76.7 97.3 96.9: 2.7 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 155 51 77 71 83 267 177:
Old : 312: 151 56 74 67 82 259 174:
Other: 82: 20 12 15 28 37 55 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 35.9 20.0 47.5 10.5 30.3 16.7 40.0
Old : 11.3 38.6 19.1 49.2 10.8 35.4 17.5 45.1
Other: 45.4 41.7 64.2 59.6 38.7 41.6 53.7 51.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 18,872: 9,747 1,296 2,861 3,328 13,054 15,937 17,211: 2,936 1,661
Old : 18,872: 9,747 1,296 2,861 3,328 13,054 15,937 17,211: 2,936 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -6: -38 -67 168 -315 -6 -185 95: 179 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 6.9 15.2 17.6 69.2 84.4 91.2: 15.6 8.8
Old : 100.0: 51.6 6.9 15.2 17.6 69.2 84.4 91.2: 15.6 8.8
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 : 81: 33 19 14 15 21 56 49:
Old : 81: 33 19 14 15 21 56 49:
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 43.1 46.0 58.7 34.9 42.1 42.5 56.7
Old : 34.9 43.1 46.0 58.7 34.9 42.1 42.5 56.7
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 29, 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 : 303,315: 71,470 69,155 64,016 154,530 159,544 290,016 292,715: 13,299 10,600
Old : 285,841: 72,399 68,903 61,679 139,175 145,235 273,253 275,816: 12,588 10,024
Other: 17,475: 684 1,865 725 15,355 14,309 16,764 16,899: 711 576
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,187: 1,620 263 2,790 150 407 4,559 3,459: -372 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.8 21.1 50.9 52.6 95.6 96.5: 4.4 3.5
Old : 100.0: 25.3 24.1 21.6 48.7 50.8 95.6 96.5: 4.4 3.5
Other: 100.0: 3.9 10.7 4.1 87.9 81.9 95.9 96.7: 4.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 84 81 71 54 45 178 167:
Old : 239: 87 82 70 53 45 177 166:
Other: 47: 8 10 6 19 20 31 32:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 25.8 37.6 34.9 19.5 15.1 26.6 22.7
Old : 24.5 26.7 35.6 36.0 18.3 16.6 26.2 24.3
Other: 70.1 56.3 82.3 79.9 61.8 48.3 67.3 65.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,060,293: 237,922 28,552 270,849 468,864 710,423 977,635 1,009,824: 82,658 50,470
Old : 1,060,293: 237,922 28,552 270,849 468,864 710,423 977,635 1,009,824: 82,658 50,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 2,674: -11,602 -7,010 7,750 6,573 1,800 2,721 2,540: -47 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 2.7 25.5 44.2 67.0 92.2 95.2: 7.8 4.8
Old : 100.0: 22.4 2.7 25.5 44.2 67.0 92.2 95.2: 7.8 4.8
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: 90 42 83 88 86 215 179:
Old : 236: 90 42 83 88 86 215 179:
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 : 10.8 23.1 18.8 37.0 9.0 19.1 14.0 27.7
Old : 10.8 23.1 18.8 37.0 9.0 19.1 14.0 27.7
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 29, 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 : 217,890: 63,463 13,734 44,764 97,460 153,047 205,688 211,545: 12,203 6,345
Old : 201,249: 64,262 14,911 40,948 84,364 139,494 189,574 195,353: 11,676 5,896
Other: 16,641: 1,683 1,305 1,335 13,096 13,553 16,114 16,192: 527 449
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,812: -7,793 523 1,017 4,935 -3,304 -1,841 -1,764: 29 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.3 20.5 44.7 70.2 94.4 97.1: 5.6 2.9
Old : 100.0: 31.9 7.4 20.3 41.9 69.3 94.2 97.1: 5.8 2.9
Other: 100.0: 10.1 7.8 8.0 78.7 81.4 96.8 97.3: 3.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 140 82 118 124 118 329 264:
Old : 380: 146 81 113 121 117 322 262:
Other: 116: 16 19 18 56 54 86 79:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 20.1 20.5 30.9 10.2 15.3 17.4 23.2
Old : 12.5 20.8 21.8 30.7 11.0 16.0 18.8 24.1
Other: 56.0 38.4 68.3 55.1 54.0 37.9 65.7 53.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 93,202: 67,949 14,674 5,790 9,737 69,414 83,477 89,879: 9,726 3,324
Old : 93,202: 67,949 14,674 5,790 9,737 69,414 83,477 89,879: 9,726 3,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,739: -4,183 -4,456 2,405 -142 536 -1,920 -1,515: 180 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 15.7 6.2 10.4 74.5 89.6 96.4: 10.4 3.6
Old : 100.0: 72.9 15.7 6.2 10.4 74.5 89.6 96.4: 10.4 3.6
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 : 158: 111 31 21 8 9 132 51:
Old : 158: 111 31 21 8 9 132 51:
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 : 28.5 70.8 45.2 83.5 27.9 70.0 42.7 80.6
Old : 28.5 70.8 45.2 83.5 27.9 70.0 42.7 80.6
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 29, 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 : 356,806: 98,769 59,908 7,288 225,896 270,036 331,953 337,231: 24,853 19,575
Old : 356,806: 98,769 59,908 7,288 225,896 270,036 331,953 337,231: 24,853 19,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,160: 750 -4,027 -39 3,422 7,974 4,133 3,908: -973 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.8 2.0 63.3 75.7 93.0 94.5: 7.0 5.5
Old : 100.0: 27.7 16.8 2.0 63.3 75.7 93.0 94.5: 7.0 5.5
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 : 277: 64 40 19 110 105 183 155:
Old : 277: 64 40 19 110 105 183 155:
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 : 19.9 24.6 32.4 39.4 19.2 24.6 29.9 39.4
Old : 19.9 24.6 32.4 39.4 19.2 24.6 29.9 39.4
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 29, 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 : 224,724: 34,547 11,875 2,282 181,169 206,503 217,998 220,660: 6,726 4,064
Old : 224,724: 34,547 11,875 2,282 181,169 206,503 217,998 220,660: 6,726 4,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -2,098: 117 -2,423 -51 -1,790 1,077 -1,724 -1,397: -374 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.3 1.0 80.6 91.9 97.0 98.2: 3.0 1.8
Old : 100.0: 15.4 5.3 1.0 80.6 91.9 97.0 98.2: 3.0 1.8
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 : 121: 16 15 6 61 57 80 75:
Old : 121: 16 15 6 61 57 80 75:
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 43.9 49.9 66.7 34.6 43.9 49.0 66.7
Old : 35.2 43.9 49.9 66.7 34.6 43.9 49.0 66.7
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 29, 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 : 827,266: 207,541 63,133 12,383 586,188 743,456 806,112 818,972: 21,154 8,294
Old : 827,266: 207,541 63,133 12,383 586,188 743,456 806,112 818,972: 21,154 8,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -6,116: -3,190 -7,694 191 -1,880 1,717 -4,879 -5,786: -1,237 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.6 1.5 70.9 89.9 97.4 99.0: 2.6 1.0
Old : 100.0: 25.1 7.6 1.5 70.9 89.9 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 : 303: 96 38 25 137 86 244 138:
Old : 303: 96 38 25 137 86 244 138:
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 : 23.6 53.2 34.7 68.1 22.7 52.7 31.8 65.6
Old : 23.6 53.2 34.7 68.1 22.7 52.7 31.8 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016