COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 276,967
COMMITMENTS
103,409 13,020 44,157 111,960 210,106 259,525 267,283 17,442 9,684
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -51,414)
359 -1,209 -31,559 -19,002 -17,670 -50,202 -50,437 -1,212 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 4.7 15.9 40.4 75.9 93.7 96.5 6.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
139 51 84 78 75 262 174
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,238
COMMITMENTS
10,158 1,246 2,753 3,656 13,380 16,567 17,380 2,671 1,857
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -793)
-183 -94 -93 -351 -535 -628 -722 -166 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 6.5 14.3 19.0 69.6 86.1 90.3 13.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 18 13 18 21 62 47
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 289,867
COMMITMENTS
72,390 64,075 55,911 148,825 159,345 277,127 279,332 12,740 10,535
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,743)
-3,805 6,769 4,123 7,085 -4,260 7,403 6,632 -1,660 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 22.1 19.3 51.3 55.0 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
83 79 67 56 45 175 164
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,080,293
COMMITMENTS
293,339 27,277 251,597 448,039 755,904 992,976 1034779 87,317 45,514
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -10,651)
-12,992 3,464 -4,258 11,112 -13,413 -6,139 -14,208 -4,512 3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.5 23.3 41.5 70.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
99 36 80 85 82 213 171
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 232,722
COMMITMENTS
74,909 14,244 48,042 97,504 163,665 220,454 225,951 12,268 6,771
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -46,350)
-8,547 -1,270 -25,235 -12,127 -18,240 -45,909 -44,745 -441 -1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 6.1 20.6 41.9 70.3 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
155 74 115 131 127 347 268
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 82,020
COMMITMENTS
60,744 12,466 3,107 9,591 62,713 73,442 78,286 8,578 3,734
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -4,404)
-4,746 -875 -152 721 -4,845 -4,177 -5,872 -227 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 15.2 3.8 11.7 76.5 89.5 95.4 10.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
104 26 22 8 9 124 48
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 345,863
COMMITMENTS
84,956 65,351 5,408 230,840 255,734 321,204 326,494 24,659 19,369
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 29,299)
32,487 -6,288 23 -8,836 31,804 23,674 25,538 5,625 3,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 18.9 1.6 66.7 73.9 92.9 94.4 7.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 42 18 105 104 173 153
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 221,115
COMMITMENTS
33,227 13,011 2,988 177,442 200,983 213,657 216,982 7,458 4,133
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -978)
413 1,064 152 -457 -2,493 108 -1,277 -1,086 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.9 1.4 80.2 90.9 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
15 14 4 62 53 79 69
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 845,326
COMMITMENTS
223,884 69,962 13,232 586,234 746,235 823,350 829,429 21,976 15,897
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -13,966)
-51,231 21,220 404 34,941 -38,051 -15,886 -16,427 1,920 2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.3 1.6 69.4 88.3 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
100 43 23 136 83 248 137
Updated November 18, 2016