COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,539
COMMITMENTS
66,611 30,919 30,942 96,261 131,152 193,813 193,013 12,726 13,526
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,158)
-4,500 3,192 587 3,743 -6,528 -171 -2,750 -1,987 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 15.0 15.0 46.6 63.5 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
101 90 70 61 68 201 195
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,304
COMMITMENTS
5,713 1,507 3,101 7,533 13,569 16,347 18,177 2,957 1,127
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -473)
173 -320 -283 -510 20 -620 -583 147 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.8 16.1 39.0 70.3 84.7 94.2 15.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 14 12 24 16 62 34
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 293,739
COMMITMENTS
104,311 36,224 66,957 107,887 182,801 279,154 285,982 14,584 7,756
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,050)
6,016 5,149 -392 1,098 1,515 6,722 6,272 328 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 12.3 22.8 36.7 62.2 95.0 97.4 5.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
118 51 70 56 48 215 137
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,154,171
COMMITMENTS
278,153 48,292 264,688 511,652 788,560 1054494 1101540 99,678 52,631
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 34,684)
20,385 -3,785 9,114 -834 31,529 28,665 36,859 6,019 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.2 22.9 44.3 68.3 91.4 95.4 8.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
88 47 80 88 85 214 178
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 200,987
COMMITMENTS
35,084 52,763 48,506 106,147 91,869 189,737 193,138 11,251 7,850
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -11,715)
-1,017 -10,090 -771 -8,599 -96 -10,387 -10,957 -1,328 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 26.3 24.1 52.8 45.7 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
134 114 113 135 113 324 295
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 91,490
COMMITMENTS
64,882 18,905 3,292 9,592 67,571 77,766 89,767 13,724 1,723
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,184)
-814 -448 1,114 962 1,100 1,263 1,767 -78 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 20.7 3.6 10.5 73.9 85.0 98.1 15.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
137 28 19 13 8 162 46
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 396,465
COMMITMENTS
49,544 91,032 6,312 320,727 284,012 376,584 381,356 19,882 15,109
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,534)
7,380 3,481 31 -1,027 6,292 6,384 9,804 1,151 -2,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 23.0 1.6 80.9 71.6 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
45 60 16 101 107 153 177
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 167,917
COMMITMENTS
45,000 8,066 3,043 113,370 153,067 161,413 164,176 6,504 3,741
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,924)
1,201 131 -26 1,649 2,557 2,824 2,662 100 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.8 1.8 67.5 91.2 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
20 10 3 54 52 75 64
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 448,159
COMMITMENTS
130,594 70,181 12,742 289,129 355,899 432,465 438,822 15,694 9,337
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,821)
329 1,981 -643 1,879 3,241 1,565 4,579 1,256 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 15.7 2.8 64.5 79.4 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
66 49 19 104 84 183 139
Updated November 30, 2015