COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 208,696
COMMITMENTS
71,111 27,728 30,355 92,518 137,680 193,984 195,763 14,712 12,934
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -35,125)
2,642 1,023 -21,044 -16,267 -13,848 -34,670 -33,870 -456 -1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 13.3 14.5 44.3 66.0 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
113 75 80 67 72 218 197
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,777
COMMITMENTS
5,540 1,827 3,383 8,044 13,549 16,967 18,760 2,810 1,017
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,148)
1,649 -140 316 -712 1,069 1,254 1,245 -105 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 9.2 17.1 40.7 68.5 85.8 94.9 14.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 20 15 24 16 67 40
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 286,689
COMMITMENTS
98,295 31,075 67,349 106,788 181,286 272,432 279,711 14,256 6,978
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 17,027)
16,064 2,578 8,410 -6,589 6,606 17,885 17,594 -857 -567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 10.8 23.5 37.2 63.2 95.0 97.6 5.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
126 49 76 55 45 224 136
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,119,488
COMMITMENTS
257,768 52,076 255,574 512,487 757,031 1025829 1064682 93,659 54,806
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -3,294)
-7,176 -10,382 -1,653 -731 -4,798 -9,560 -16,833 6,266 13,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.7 22.8 45.8 67.6 91.6 95.1 8.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
80 48 82 89 84 207 181
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 212,702
COMMITMENTS
36,101 62,853 49,277 114,745 91,965 200,124 204,095 12,579 8,608
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -28,240)
-439 6,433 -15,876 -11,415 -17,509 -27,731 -26,952 -509 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 29.5 23.2 53.9 43.2 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
130 131 117 134 113 323 316
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 90,306
COMMITMENTS
65,696 19,353 2,177 8,630 66,471 76,504 88,001 13,802 2,305
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,525)
4,360 1,628 7 -756 3,883 3,611 5,518 1,914 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 21.4 2.4 9.6 73.6 84.7 97.4 15.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
140 28 15 12 8 162 42
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 388,931
COMMITMENTS
42,164 87,551 6,281 321,755 277,721 370,200 371,553 18,731 17,378
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 10,126)
4,896 7,207 -798 6,016 2,329 10,114 8,738 12 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 22.5 1.6 82.7 71.4 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
39 65 14 100 102 147 174
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 164,993
COMMITMENTS
43,799 7,935 3,069 111,721 150,510 158,589 161,514 6,404 3,479
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,842)
854 150 5 3,370 3,737 4,229 3,892 -387 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 4.8 1.9 67.7 91.2 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 10 3 56 50 74 62
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 445,338
COMMITMENTS
130,265 68,200 13,385 287,250 352,658 430,900 434,243 14,438 11,095
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -16,658)
2,669 11,945 575 -18,723 -24,689 -15,479 -12,169 -1,179 -4,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 15.3 3.0 64.5 79.2 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
66 44 18 102 82 179 133
Updated November 20, 2015