COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY 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: 239,196 COMMITMENTS 103,551 23,887 16,960 101,776 189,519 222,287 230,366 16,909 8,830 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -9,715) -1,170 -4,970 -6,522 -1,011 1,868 -8,703 -9,624 -1,012 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 10.0 7.1 42.5 79.2 92.9 96.3 7.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 137 49 71 63 70 235 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY 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: 16,114 COMMITMENTS 10,105 2,478 131 3,347 11,830 13,583 14,439 2,531 1,675 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -888) -207 -236 -2 -483 -588 -692 -826 -196 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 15.4 0.8 20.8 73.4 84.3 89.6 15.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 18 5 15 16 50 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY 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: 236,765 COMMITMENTS 81,417 66,020 19,742 123,385 140,614 224,544 226,376 12,221 10,389 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,454) -1,672 6,508 -1,604 2,587 -6,502 -689 -1,598 -1,765 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 27.9 8.3 52.1 59.4 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 77 77 56 55 43 165 152 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY 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: 847,421 COMMITMENTS 294,727 41,822 107,729 362,347 656,790 764,803 806,341 82,618 41,080 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,793) -13,974 3,211 4,425 15,283 -9,530 5,734 -1,894 -3,941 3,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 4.9 12.7 42.8 77.5 90.3 95.2 9.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 91 37 67 78 76 196 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY 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: 204,830 COMMITMENTS 74,337 15,038 29,448 89,241 154,019 193,026 198,505 11,804 6,325 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -19,708) -10,163 -4,359 -8,123 -1,102 -5,956 -19,388 -18,438 -320 -1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 7.3 14.4 43.6 75.2 94.2 96.9 5.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 145 66 91 126 117 320 239 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY 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: 81,170 COMMITMENTS 60,750 12,322 2,697 9,302 62,542 72,749 77,561 8,421 3,609 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -4,761) -4,773 -905 -368 627 -4,916 -4,514 -6,189 -247 1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.8 15.2 3.3 11.5 77.1 89.6 95.6 10.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 103 26 12 8 9 118 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY 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: 344,401 COMMITMENTS 85,014 65,237 4,620 230,203 255,471 319,837 325,328 24,564 19,073 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 28,693) 32,537 -6,239 -358 -9,124 31,634 23,055 25,037 5,638 3,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 18.9 1.3 66.8 74.2 92.9 94.5 7.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 57 42 15 104 104 170 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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