COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 298,807
COMMITMENTS
125,836 11,172 48,587 105,235 229,487 279,658 289,247 19,148 9,560
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 21,839)
22,427 -1,848 4,431 -6,725 19,381 20,133 21,964 1,706 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 3.7 16.3 35.2 76.8 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
166 44 82 69 81 273 179
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,879
COMMITMENTS
9,785 1,363 2,693 3,643 13,060 16,121 17,116 2,757 1,763
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -359)
-373 117 -60 -13 -321 -446 -264 87 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 7.2 14.3 19.3 69.2 85.4 90.7 14.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 22 13 19 22 60 50
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 299,128
COMMITMENTS
69,850 68,892 61,227 154,380 159,137 285,457 289,256 13,671 9,872
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 9,261)
-2,540 4,817 5,315 5,555 -208 8,330 9,924 931 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 23.0 20.5 51.6 53.2 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
81 81 74 55 45 176 174
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,057,619
COMMITMENTS
249,524 35,562 263,099 462,291 708,623 974,914 1007284 82,705 50,336
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -22,674)
-43,815 8,285 11,501 14,252 -47,281 -18,062 -27,495 -4,612 4,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 3.4 24.9 43.7 67.0 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
91 43 81 89 84 214 177
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 219,703
COMMITMENTS
71,256 13,211 43,748 92,525 156,350 207,529 213,309 12,174 6,394
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -13,019)
-3,653 -1,033 -4,294 -4,978 -7,315 -12,925 -12,642 -94 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.0 19.9 42.1 71.2 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
151 74 113 120 124 334 262
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 94,942
COMMITMENTS
72,132 19,130 3,386 9,879 68,878 85,397 91,394 9,545 3,548
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 12,922)
11,388 6,664 279 288 6,165 11,954 13,108 967 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 20.1 3.6 10.4 72.5 89.9 96.3 10.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
114 30 22 8 9 134 51
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 353,646
COMMITMENTS
98,019 63,935 7,326 222,474 262,062 327,820 333,323 25,827 20,323
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,784)
13,063 -1,416 1,918 -8,365 6,328 6,616 6,830 1,168 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 18.1 2.1 62.9 74.1 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
64 43 19 108 104 181 157
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 226,822
COMMITMENTS
34,430 14,298 2,333 182,959 205,426 219,722 222,057 7,100 4,765
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,707)
1,203 1,287 -655 5,517 4,443 6,065 5,075 -358 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 6.3 1.0 80.7 90.6 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 13 5 61 56 78 71
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 833,382
COMMITMENTS
210,731 70,827 12,192 588,068 741,739 810,991 824,758 22,391 8,624
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -11,944)
-13,153 865 -1,040 1,834 -4,496 -12,359 -4,671 415 -7,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 8.5 1.5 70.6 89.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
98 39 25 137 84 247 136
Updated November 25, 2016