COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 170,519: 69,688 31,728 9,247 79,884 116,788 158,819 157,763: 11,700 12,756
Old : 161,778: 69,530 31,830 8,903 71,911 108,628 150,344 149,361: 11,434 12,417
Other: 8,741: 324 64 178 7,973 8,160 8,475 8,402: 266 339
: : :
: : Changes in Commitments from: November 17, 2015 :
: -5,878: -2,672 2,720 -2,109 1,116 -7,168 -3,665 -6,557: -2,213 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 18.6 5.4 46.8 68.5 93.1 92.5: 6.9 7.5
Old : 100.0: 43.0 19.7 5.5 44.5 67.1 92.9 92.3: 7.1 7.7
Other: 100.0: 3.7 0.7 2.0 91.2 93.4 97.0 96.1: 3.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 100 82 51 47 60 172 175:
Old : 266: 102 82 50 44 56 169 170:
Other: 60: 11 4 4 21 26 33 33:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 27.5 25.4 38.8 14.7 23.2 24.5 33.3
Old : 15.3 28.1 26.0 38.9 15.3 24.9 26.0 35.3
Other: 64.1 59.7 81.5 82.6 63.2 58.6 80.6 81.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,326: 5,818 2,390 417 6,232 11,532 12,467 14,339: 2,859 987
Old : 15,325: 5,818 2,390 417 6,231 11,532 12,466 14,339: 2,859 986
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: November 17, 2015 :
: -210: 215 -284 -89 -466 97 -340 -276: 130 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.6 2.7 40.7 75.2 81.3 93.6: 18.7 6.4
Old : 100.0: 38.0 15.6 2.7 40.7 75.2 81.3 93.6: 18.7 6.4
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 29 11 8 21 14 54 29:
Old : 68: 29 11 8 20 14 53 29:
Other: 1: 0 0 0 1 0 1 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 : 27.1 55.2 44.3 75.1 27.1 54.8 44.3 71.6
Old : 27.1 55.2 44.3 75.1 27.1 54.8 44.3 71.6
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,947: 106,032 37,554 37,635 84,054 159,526 227,721 234,715: 14,226 7,232
Old : 205,177: 103,263 36,242 26,104 62,370 136,022 191,737 198,368: 13,440 6,809
Other: 36,770: 9,022 7,565 5,278 21,684 23,504 35,984 36,347: 786 423
: : :
: : Changes in Commitments from: November 17, 2015 :
: 8,247: 6,204 5,465 -413 2,086 2,410 7,877 7,462: 370 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 15.5 15.6 34.7 65.9 94.1 97.0: 5.9 3.0
Old : 100.0: 50.3 17.7 12.7 30.4 66.3 93.4 96.7: 6.6 3.3
Other: 100.0: 24.5 20.6 14.4 59.0 63.9 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 118 44 55 53 45 202 122:
Old : 235: 116 49 55 51 44 199 120:
Other: 59: 17 7 4 24 20 43 29:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 38.6 26.0 47.7 12.8 28.5 20.4 36.7
Old : 12.7 35.0 22.0 44.7 12.7 31.0 21.3 39.4
Other: 68.4 65.8 80.1 82.5 55.7 49.7 63.6 62.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 861,967: 265,054 70,578 91,936 411,004 653,419 767,994 815,933: 93,973 46,034
Old : 861,967: 265,054 70,578 91,936 411,004 653,419 767,994 815,933: 93,973 46,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 23,886: 18,336 -3,130 5,638 -5,620 24,452 18,354 26,960: 5,532 -3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.2 10.7 47.7 75.8 89.1 94.7: 10.9 5.3
Old : 100.0: 30.7 8.2 10.7 47.7 75.8 89.1 94.7: 10.9 5.3
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 : 230: 86 43 61 78 77 191 159:
Old : 230: 86 43 61 78 77 191 159:
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 : 12.1 31.6 22.1 44.7 10.9 27.1 19.4 37.4
Old : 12.1 31.6 22.1 44.7 10.9 27.1 19.4 37.4
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 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 172,995: 37,127 54,229 28,382 96,902 82,895 162,411 165,506: 10,584 7,489
Old : 155,715: 38,503 57,070 21,247 86,573 70,353 146,323 148,670: 9,392 7,045
Other: 17,280: 4,455 2,990 1,304 10,329 12,542 16,088 16,836: 1,192 444
: : :
: : Changes in Commitments from: November 17, 2015 :
: -13,054: -1,255 -9,661 -1,867 -8,623 -724 -11,745 -12,252: -1,309 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 31.3 16.4 56.0 47.9 93.9 95.7: 6.1 4.3
Old : 100.0: 24.7 36.7 13.6 55.6 45.2 94.0 95.5: 6.0 4.5
Other: 100.0: 25.8 17.3 7.5 59.8 72.6 93.1 97.4: 6.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 123 109 85 131 103 302 261:
Old : 389: 125 111 79 128 98 297 252:
Other: 124: 16 19 7 70 48 89 71:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 13.9 24.8 25.1 12.5 12.0 18.6 20.6
Old : 15.4 14.1 26.2 26.1 13.0 12.0 19.9 22.2
Other: 43.2 39.0 54.1 52.5 38.1 38.9 48.6 50.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,193: 64,881 18,735 3,225 9,433 67,538 77,539 89,498: 13,654 1,695
Old : 91,193: 64,881 18,735 3,225 9,433 67,538 77,539 89,498: 13,654 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,201: -815 -434 1,122 963 1,102 1,270 1,790: -69 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 20.5 3.5 10.3 74.1 85.0 98.1: 15.0 1.9
Old : 100.0: 71.1 20.5 3.5 10.3 74.1 85.0 98.1: 15.0 1.9
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 : 184: 136 28 19 12 8 161 45:
Old : 184: 136 28 19 12 8 161 45:
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 80.1 38.8 88.1 28.2 79.9 37.5 87.6
Old : 28.8 80.1 38.8 88.1 28.2 79.9 37.5 87.6
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 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 396,081: 49,544 91,040 6,211 320,633 283,999 376,388 381,250: 19,693 14,831
Old : 396,081: 49,544 91,040 6,211 320,633 283,999 376,388 381,250: 19,693 14,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,636: 7,380 3,553 10 -885 6,457 6,505 10,020: 1,131 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.0 1.6 81.0 71.7 95.0 96.3: 5.0 3.7
Old : 100.0: 12.5 23.0 1.6 81.0 71.7 95.0 96.3: 5.0 3.7
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 : 276: 45 60 16 101 107 153 177:
Old : 276: 45 60 16 101 107 153 177:
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 : 41.3 36.0 52.0 46.8 38.4 36.0 47.8 45.7
Old : 41.3 36.0 52.0 46.8 38.4 36.0 47.8 45.7
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 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,917: 45,000 8,066 3,043 113,370 153,067 161,413 164,176: 6,504 3,741
Old : 167,917: 45,000 8,066 3,043 113,370 153,067 161,413 164,176: 6,504 3,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,924: 1,201 131 -26 1,649 2,557 2,824 2,662: 100 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.8 1.8 67.5 91.2 96.1 97.8: 3.9 2.2
Old : 100.0: 26.8 4.8 1.8 67.5 91.2 96.1 97.8: 3.9 2.2
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 : 115: 20 10 3 54 52 75 64:
Old : 115: 20 10 3 54 52 75 64:
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 : 35.3 46.9 50.1 63.5 33.7 46.9 48.2 63.4
Old : 35.3 46.9 50.1 63.5 33.7 46.9 48.2 63.4
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 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 448,159: 130,594 70,181 12,742 289,129 355,899 432,465 438,822: 15,694 9,337
Old : 448,159: 130,594 70,181 12,742 289,129 355,899 432,465 438,822: 15,694 9,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,821: 329 1,981 -643 1,879 3,241 1,565 4,579: 1,256 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.7 2.8 64.5 79.4 96.5 97.9: 3.5 2.1
Old : 100.0: 29.1 15.7 2.8 64.5 79.4 96.5 97.9: 3.5 2.1
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 : 256: 66 49 19 104 84 183 139:
Old : 256: 66 49 19 104 84 183 139:
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 : 26.8 29.7 39.2 43.8 17.7 26.9 28.0 38.2
Old : 26.8 29.7 39.2 43.8 17.7 26.9 28.0 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015