COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 302,806
COMMITMENTS
127,084 11,556 50,563 105,861 232,353 283,509 294,473 19,298 8,333
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,000)
1,247 384 1,976 627 2,866 3,850 5,226 149 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 3.8 16.7 35.0 76.7 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
155 51 77 71 83 267 177
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,872
COMMITMENTS
9,747 1,296 2,861 3,328 13,054 15,937 17,211 2,936 1,661
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6)
-38 -67 168 -315 -6 -185 95 179 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 6.9 15.2 17.6 69.2 84.4 91.2 15.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
33 19 14 15 21 56 49
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 303,315
COMMITMENTS
71,470 69,155 64,016 154,530 159,544 290,016 292,715 13,299 10,600
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,187)
1,620 263 2,790 150 407 4,559 3,459 -372 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 22.8 21.1 50.9 52.6 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
84 81 71 54 45 178 167
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,060,293
COMMITMENTS
237,922 28,552 270,849 468,864 710,423 977,635 1009824 82,658 50,470
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,674)
-11,602 -7,010 7,750 6,573 1,800 2,721 2,540 -47 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.7 25.5 44.2 67.0 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
90 42 83 88 86 215 179
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 217,890
COMMITMENTS
63,463 13,734 44,764 97,460 153,047 205,688 211,545 12,203 6,345
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,812)
-7,793 523 1,017 4,935 -3,304 -1,841 -1,764 29 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.3 20.5 44.7 70.2 94.4 97.1 5.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
140 82 118 124 118 329 264
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 93,202
COMMITMENTS
67,949 14,674 5,790 9,737 69,414 83,477 89,879 9,726 3,324
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,739)
-4,183 -4,456 2,405 -142 536 -1,920 -1,515 180 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 15.7 6.2 10.4 74.5 89.6 96.4 10.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
111 31 21 8 9 132 51
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 356,806
COMMITMENTS
98,769 59,908 7,288 225,896 270,036 331,953 337,231 24,853 19,575
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,160)
750 -4,027 -39 3,422 7,974 4,133 3,908 -973 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 16.8 2.0 63.3 75.7 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
64 40 19 110 105 183 155
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 224,724
COMMITMENTS
34,547 11,875 2,282 181,169 206,503 217,998 220,660 6,726 4,064
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,098)
117 -2,423 -51 -1,790 1,077 -1,724 -1,397 -374 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.3 1.0 80.6 91.9 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
16 15 6 61 57 80 75
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 827,266
COMMITMENTS
207,541 63,133 12,383 586,188 743,456 806,112 818,972 21,154 8,294
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6,116)
-3,190 -7,694 191 -1,880 1,717 -4,879 -5,786 -1,237 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.6 1.5 70.9 89.9 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
96 38 25 137 86 244 138
Updated December 2, 2016