COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 255,483: 126,896 22,532 18,967 91,005 206,984 236,868 248,483: 18,615 7,000
Old : 236,683: 126,309 22,148 15,890 76,516 192,169 218,715 230,207: 17,968 6,476
Other: 18,800: 3,471 3,268 193 14,489 14,815 18,153 18,276: 647 524
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,690: 1,539 -13 2,509 -450 2,463 3,598 4,959: 92 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 8.8 7.4 35.6 81.0 92.7 97.3: 7.3 2.7
Old : 100.0: 53.4 9.4 6.7 32.3 81.2 92.4 97.3: 7.6 2.7
Other: 100.0: 18.5 17.4 1.0 77.1 78.8 96.6 97.2: 3.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 145 54 59 56 77 233 165:
Old : 298: 147 53 57 49 74 224 159:
Other: 80: 14 16 5 25 34 42 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 : 12.5 39.9 20.3 52.1 12.4 36.2 19.7 47.0
Old : 12.7 42.7 20.7 54.2 12.6 42.4 20.5 53.4
Other: 59.5 47.2 77.5 64.8 56.2 47.1 74.3 63.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 15,798: 9,683 2,572 285 2,984 11,453 12,952 14,310: 2,846 1,488
Old : 15,798: 9,683 2,572 285 2,984 11,453 12,952 14,310: 2,846 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -68: -69 -6 101 -281 -50 -249 45: 181 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 16.3 1.8 18.9 72.5 82.0 90.6: 18.0 9.4
Old : 100.0: 61.3 16.3 1.8 18.9 72.5 82.0 90.6: 18.0 9.4
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 : 71: 26 19 6 13 16 45 38:
Old : 71: 26 19 6 13 16 45 38:
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 : 41.6 48.4 53.0 65.0 41.6 47.5 52.1 64.0
Old : 41.6 48.4 53.0 65.0 41.6 47.5 52.1 64.0
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 - Futures Only, 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 : 246,969: 80,869 70,836 25,916 127,649 139,872 234,434 236,624: 12,535 10,345
Old : 229,579: 81,771 70,564 23,683 112,294 125,563 217,748 219,810: 11,831 9,769
Other: 17,390: 768 1,942 563 15,355 14,309 16,686 16,814: 704 576
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,745: 2,314 413 1,611 1,182 1,969 5,107 3,993: -362 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 28.7 10.5 51.7 56.6 94.9 95.8: 5.1 4.2
Old : 100.0: 35.6 30.7 10.3 48.9 54.7 94.8 95.7: 5.2 4.3
Other: 100.0: 4.4 11.2 3.2 88.3 82.3 96.0 96.7: 4.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 81 77 57 54 42 169 152:
Old : 232: 84 78 54 53 42 167 150:
Other: 47: 8 10 2 19 20 28 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 27.4 36.3 38.0 23.4 22.5 32.5 31.8
Old : 23.1 28.7 35.0 39.6 22.2 25.0 32.5 34.6
Other: 70.4 56.6 82.7 80.3 62.1 48.5 67.6 66.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 822,246: 254,341 37,808 119,529 371,861 619,357 745,731 776,694: 76,515 45,552
Old : 822,246: 254,341 37,808 119,529 371,861 619,357 745,731 776,694: 76,515 45,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 2,964: -8,411 -8,230 7,960 4,013 3,381 3,562 3,111: -598 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 4.6 14.5 45.2 75.3 90.7 94.5: 9.3 5.5
Old : 100.0: 30.9 4.6 14.5 45.2 75.3 90.7 94.5: 9.3 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 : 229: 89 34 73 82 79 201 163:
Old : 229: 89 34 73 82 79 201 163:
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 : 12.2 29.1 20.8 44.4 11.6 24.6 18.0 36.0
Old : 12.2 29.1 20.8 44.4 11.6 24.6 18.0 36.0
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 - Futures Only, 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 : 186,449: 64,941 14,319 23,830 86,071 142,317 174,842 180,466: 11,607 5,983
Old : 170,456: 65,695 15,527 20,534 73,144 128,858 159,373 164,919: 11,083 5,537
Other: 15,993: 1,757 1,303 785 12,927 13,459 15,469 15,547: 524 446
: : :
: : Changes in Commitments from: November 22, 2016 :
: -4,558: -6,184 338 -870 2,568 -3,991 -4,486 -4,523: -72 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 7.7 12.8 46.2 76.3 93.8 96.8: 6.2 3.2
Old : 100.0: 38.5 9.1 12.0 42.9 75.6 93.5 96.8: 6.5 3.2
Other: 100.0: 11.0 8.1 4.9 80.8 84.2 96.7 97.2: 3.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 127 76 90 117 108 295 235:
Old : 359: 131 77 83 114 107 286 232:
Other: 114: 19 14 13 55 53 83 73:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 20.9 22.0 33.0 11.9 17.2 20.3 26.4
Old : 13.3 21.2 23.9 32.8 13.0 17.9 22.2 27.5
Other: 58.3 39.8 71.1 57.3 56.2 39.7 68.4 55.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 92,156: 68,042 14,639 5,178 9,374 69,184 82,594 89,001: 9,562 3,155
Old : 92,156: 68,042 14,639 5,178 9,374 69,184 82,594 89,001: 9,562 3,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,809: -4,184 -4,398 2,378 -165 506 -1,971 -1,514: 162 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 15.9 5.6 10.2 75.1 89.6 96.6: 10.4 3.4
Old : 100.0: 73.8 15.9 5.6 10.2 75.1 89.6 96.6: 10.4 3.4
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 : 157: 112 29 15 8 9 127 49:
Old : 157: 112 29 15 8 9 127 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 : 28.8 71.6 45.7 84.2 28.2 70.8 43.2 81.6
Old : 28.8 71.6 45.7 84.2 28.2 70.8 43.2 81.6
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 - Futures Only, 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 : 355,514: 98,752 59,771 6,551 225,501 269,849 330,804 336,171: 24,710 19,343
Old : 355,514: 98,752 59,771 6,551 225,501 269,849 330,804 336,171: 24,710 19,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 2,846: 864 -3,958 -334 3,369 7,957 3,899 3,665: -1,053 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 16.8 1.8 63.4 75.9 93.0 94.6: 7.0 5.4
Old : 100.0: 27.8 16.8 1.8 63.4 75.9 93.0 94.6: 7.0 5.4
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: 63 41 16 109 105 179 155:
Old : 277: 63 41 16 109 105 179 155:
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 : 20.0 24.7 32.5 39.6 19.3 24.7 30.0 39.6
Old : 20.0 24.7 32.5 39.6 19.3 24.7 30.0 39.6
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 - Futures Only, 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 - Futures Only, 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