COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 206,539: 66,611 30,919 30,942 96,261 131,152 193,813 193,013: 12,726 13,526
Old : 196,362: 66,592 31,034 30,007 87,343 122,167 183,942 183,208: 12,420 13,154
Other: 10,177: 163 30 790 8,918 8,985 9,871 9,805: 306 372
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,158: -4,500 3,192 587 3,743 -6,528 -171 -2,750: -1,987 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 15.0 15.0 46.6 63.5 93.8 93.5: 6.2 6.5
Old : 100.0: 33.9 15.8 15.3 44.5 62.2 93.7 93.3: 6.3 6.7
Other: 100.0: 1.6 0.3 7.8 87.6 88.3 97.0 96.3: 3.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 101 90 70 61 68 201 195:
Old : 280: 102 91 70 58 66 198 193:
Other: 69: 13 6 10 25 30 41 43:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 26.2 23.7 36.2 12.3 19.3 20.5 27.9
Old : 14.1 26.8 23.9 36.3 12.7 20.7 21.7 28.8
Other: 55.9 51.3 71.3 74.9 54.1 50.9 69.1 70.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 19,304: 5,713 1,507 3,101 7,533 13,569 16,347 18,177: 2,957 1,127
Old : 19,303: 5,713 1,507 3,101 7,532 13,569 16,346 18,177: 2,957 1,126
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: November 17, 2015 :
: -473: 173 -320 -283 -510 20 -620 -583: 147 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.8 16.1 39.0 70.3 84.7 94.2: 15.3 5.8
Old : 100.0: 29.6 7.8 16.1 39.0 70.3 84.7 94.2: 15.3 5.8
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 : 73: 30 14 12 24 16 62 34:
Old : 73: 30 14 12 24 16 62 34:
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 : 21.5 51.0 36.1 69.7 21.5 46.9 35.2 60.0
Old : 21.5 51.0 36.1 69.7 21.5 46.9 35.2 60.0
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 with Delta-adjusted Options and Futures Combined, 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 : 293,739: 104,311 36,224 66,957 107,887 182,801 279,154 285,982: 14,584 7,756
Old : 256,136: 101,026 34,676 55,185 86,127 158,941 242,338 248,803: 13,798 7,333
Other: 37,602: 8,721 6,984 6,336 21,760 23,859 36,816 37,179: 786 423
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,050: 6,016 5,149 -392 1,098 1,515 6,722 6,272: 328 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 12.3 22.8 36.7 62.2 95.0 97.4: 5.0 2.6
Old : 100.0: 39.4 13.5 21.5 33.6 62.1 94.6 97.1: 5.4 2.9
Other: 100.0: 23.2 18.6 16.8 57.9 63.5 97.9 98.9: 2.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 118 51 70 56 48 215 137:
Old : 242: 116 56 70 54 47 212 135:
Other: 59: 18 6 9 24 22 46 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 : 18.3 35.2 27.0 44.4 10.6 21.9 16.7 29.0
Old : 16.0 32.0 24.3 41.9 10.1 23.0 16.8 30.0
Other: 66.9 64.3 78.3 81.5 54.4 48.5 62.2 61.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,154,171: 278,153 48,292 264,688 511,652 788,560 1,054,494 1,101,540: 99,678 52,631
Old : 1,154,171: 278,153 48,292 264,688 511,652 788,560 1,054,494 1,101,540: 99,678 52,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 34,684: 20,385 -3,785 9,114 -834 31,529 28,665 36,859: 6,019 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.2 22.9 44.3 68.3 91.4 95.4: 8.6 4.6
Old : 100.0: 24.1 4.2 22.9 44.3 68.3 91.4 95.4: 8.6 4.6
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 : 236: 88 47 80 88 85 214 178:
Old : 236: 88 47 80 88 85 214 178:
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 : 12.3 26.2 20.7 38.3 8.1 21.8 14.4 29.4
Old : 12.3 26.2 20.7 38.3 8.1 21.8 14.4 29.4
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 with Delta-adjusted Options and Futures Combined, 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 : 200,987: 35,084 52,763 48,506 106,147 91,869 189,737 193,138: 11,251 7,850
Old : 181,912: 35,888 55,728 40,771 95,202 78,008 171,861 174,507: 10,052 7,405
Other: 19,075: 4,706 2,545 2,225 10,945 13,861 17,876 18,631: 1,199 445
: : :
: : Changes in Commitments from: November 17, 2015 :
: -11,715: -1,017 -10,090 -771 -8,599 -96 -10,387 -10,957: -1,328 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 26.3 24.1 52.8 45.7 94.4 96.1: 5.6 3.9
Old : 100.0: 19.7 30.6 22.4 52.3 42.9 94.5 95.9: 5.5 4.1
Other: 100.0: 24.7 13.3 11.7 57.4 72.7 93.7 97.7: 6.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 134 114 113 135 113 324 295:
Old : 405: 130 120 109 132 110 320 289:
Other: 125: 22 14 16 70 49 96 75:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 12.9 22.8 22.6 10.7 10.3 16.3 17.8
Old : 14.5 13.1 23.8 23.4 11.1 10.3 17.4 18.8
Other: 39.4 36.3 50.4 51.0 34.4 35.2 42.9 47.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 91,490: 64,882 18,905 3,292 9,592 67,571 77,766 89,767: 13,724 1,723
Old : 91,490: 64,882 18,905 3,292 9,592 67,571 77,766 89,767: 13,724 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,184: -814 -448 1,114 962 1,100 1,263 1,767: -78 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 20.7 3.6 10.5 73.9 85.0 98.1: 15.0 1.9
Old : 100.0: 70.9 20.7 3.6 10.5 73.9 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 : 185: 137 28 19 13 8 162 46:
Old : 185: 137 28 19 13 8 162 46:
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 : 28.7 79.9 38.7 87.8 28.1 79.7 37.4 87.2
Old : 28.7 79.9 38.7 87.8 28.1 79.7 37.4 87.2
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 with Delta-adjusted Options and Futures Combined, 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 : 396,465: 49,544 91,032 6,312 320,727 284,012 376,584 381,356: 19,882 15,109
Old : 396,465: 49,544 91,032 6,312 320,727 284,012 376,584 381,356: 19,882 15,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,534: 7,380 3,481 31 -1,027 6,292 6,384 9,804: 1,151 -2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.0 1.6 80.9 71.6 95.0 96.2: 5.0 3.8
Old : 100.0: 12.5 23.0 1.6 80.9 71.6 95.0 96.2: 5.0 3.8
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 : 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 35.9 51.9 46.7 38.3 35.9 47.7 45.6
Old : 41.3 35.9 51.9 46.7 38.3 35.9 47.7 45.6
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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