COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 257,262: 109,447 33,913 29,276 100,955 185,110 239,678 248,299: 17,584 8,963
Old : 241,117: 109,228 31,632 28,477 86,320 172,521 224,025 232,630: 17,092 8,487
Other: 16,145: 826 2,888 192 14,635 12,589 15,653 15,669: 492 476
: : :
: : Changes in Commitments from: October 25, 2016 :
: -3,241: -1,211 -2,041 236 -2,581 -1,417 -3,556 -3,222: 315 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.2 11.4 39.2 72.0 93.2 96.5: 6.8 3.5
Old : 100.0: 45.3 13.1 11.8 35.8 71.6 92.9 96.5: 7.1 3.5
Other: 100.0: 5.1 17.9 1.2 90.6 78.0 97.0 97.1: 3.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 137 57 76 58 67 241 169:
Old : 292: 140 55 75 56 66 238 165:
Other: 66: 5 19 4 20 29 29 48:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 35.1 21.7 45.1 13.1 30.1 19.8 38.9
Old : 13.6 37.4 21.2 46.8 13.4 35.7 20.5 43.7
Other: 76.6 48.0 86.6 65.8 72.9 48.0 82.7 65.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,660: 10,133 2,742 8 3,748 12,023 13,889 14,773: 2,771 1,887
Old : 16,660: 10,133 2,742 8 3,748 12,023 13,889 14,773: 2,771 1,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,005: 1,767 882 -180 -835 -70 752 632: 253 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 16.5 0.0 22.5 72.2 83.4 88.7: 16.6 11.3
Old : 100.0: 60.8 16.5 0.0 22.5 72.2 83.4 88.7: 16.6 11.3
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 : 76: 34 19 2 12 17 47 37:
Old : 76: 34 19 2 12 17 47 37:
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 : 41.1 44.6 52.5 62.8 39.7 43.7 51.1 59.7
Old : 41.1 44.6 52.5 62.8 39.7 43.7 51.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 260,081: 89,078 54,416 37,679 120,660 156,582 247,417 248,677: 12,664 11,404
Old : 245,593: 89,809 54,336 36,162 107,440 144,164 233,411 234,662: 12,182 10,931
Other: 14,488: 779 1,590 7 13,220 12,418 14,006 14,015: 482 473
: : :
: : Changes in Commitments from: October 25, 2016 :
: -1,782: 1,629 -479 1,940 -4,900 -4,180 -1,331 -2,719: -451 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 20.9 14.5 46.4 60.2 95.1 95.6: 4.9 4.4
Old : 100.0: 36.6 22.1 14.7 43.7 58.7 95.0 95.5: 5.0 4.5
Other: 100.0: 5.4 11.0 0.0 91.2 85.7 96.7 96.7: 3.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 86 71 75 57 45 187 158:
Old : 233: 90 72 74 55 45 184 158:
Other: 45: 9 9 1 18 17 28 26:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 26.9 30.5 39.3 19.8 22.1 27.0 31.3
Old : 19.2 27.9 29.0 38.2 17.8 23.8 25.4 32.9
Other: 78.8 65.6 87.5 80.9 70.3 63.0 77.3 72.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 844,926: 320,329 43,722 102,178 339,924 659,111 762,431 805,011: 82,495 39,915
Old : 844,926: 320,329 43,722 102,178 339,924 659,111 762,431 805,011: 82,495 39,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,770: -23,111 -858 3,592 19,227 -14,887 -292 -12,153: -7,478 4,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 5.2 12.1 40.2 78.0 90.2 95.3: 9.8 4.7
Old : 100.0: 37.9 5.2 12.1 40.2 78.0 90.2 95.3: 9.8 4.7
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 : 235: 98 38 68 77 75 201 158:
Old : 235: 98 38 68 77 75 201 158:
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 : 14.1 30.8 22.3 47.7 13.7 27.3 20.5 42.0
Old : 14.1 30.8 22.3 47.7 13.7 27.3 20.5 42.0
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 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,273: 81,673 17,268 40,691 82,965 151,704 205,329 209,663: 11,944 7,610
Old : 204,986: 82,113 18,032 38,010 73,255 141,490 193,378 197,532: 11,608 7,454
Other: 12,287: 1,191 867 1,050 9,710 10,214 11,951 12,131: 336 156
: : :
: : Changes in Commitments from: October 25, 2016 :
: 11,827: 3,821 339 6,452 1,638 4,930 11,911 11,721: -84 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.9 18.7 38.2 69.8 94.5 96.5: 5.5 3.5
Old : 100.0: 40.1 8.8 18.5 35.7 69.0 94.3 96.4: 5.7 3.6
Other: 100.0: 9.7 7.1 8.5 79.0 83.1 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 172 72 115 122 121 359 262:
Old : 415: 177 72 113 121 118 357 258:
Other: 113: 19 13 9 54 49 80 65:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 18.7 19.3 30.1 10.6 15.7 18.2 24.0
Old : 11.4 18.3 20.4 30.2 11.2 15.9 19.3 25.3
Other: 58.0 46.1 72.8 64.5 57.9 44.0 68.0 58.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,739: 67,181 12,851 3,684 6,839 66,962 77,704 83,497: 8,035 2,242
Old : 85,739: 67,181 12,851 3,684 6,839 66,962 77,704 83,497: 8,035 2,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -944: -803 -1,143 -285 -73 733 -1,161 -695: 217 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 15.0 4.3 8.0 78.1 90.6 97.4: 9.4 2.6
Old : 100.0: 78.4 15.0 4.3 8.0 78.1 90.6 97.4: 9.4 2.6
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 : 140: 103 22 16 5 9 115 44:
Old : 140: 103 22 16 5 9 115 44:
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 : 36.3 77.6 54.7 86.4 35.7 77.6 53.1 84.9
Old : 36.3 77.6 54.7 86.4 35.7 77.6 53.1 84.9
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 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 328,190: 62,113 69,622 7,651 237,670 231,542 307,434 308,815: 20,756 19,375
Old : 328,190: 62,113 69,622 7,651 237,670 231,542 307,434 308,815: 20,756 19,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -6,199: -10,522 3,237 -721 4,210 -11,601 -7,033 -9,085: 834 2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.2 2.3 72.4 70.6 93.7 94.1: 6.3 5.9
Old : 100.0: 18.9 21.2 2.3 72.4 70.6 93.7 94.1: 6.3 5.9
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 : 267: 53 52 19 96 100 157 163:
Old : 267: 53 52 19 96 100 157 163:
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 : 29.0 28.2 39.9 37.6 27.1 28.2 36.7 37.5
Old : 29.0 28.2 39.9 37.6 27.1 28.2 36.7 37.5
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 01, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,199: 37,451 10,905 2,614 172,495 203,861 212,560 217,380: 8,639 3,819
Old : 221,199: 37,451 10,905 2,614 172,495 203,861 212,560 217,380: 8,639 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,139: -1,903 -2,058 222 -987 -396 -2,668 -2,232: 529 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.9 1.2 78.0 92.2 96.1 98.3: 3.9 1.7
Old : 100.0: 16.9 4.9 1.2 78.0 92.2 96.1 98.3: 3.9 1.7
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 : 117: 18 11 5 60 52 79 67:
Old : 117: 18 11 5 60 52 79 67:
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 : 35.5 42.2 49.3 65.8 34.6 42.2 48.2 65.8
Old : 35.5 42.2 49.3 65.8 34.6 42.2 48.2 65.8
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 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 881,530: 283,025 54,317 13,124 562,452 805,144 858,601 872,585: 22,929 8,945
Old : 881,530: 283,025 54,317 13,124 562,452 805,144 858,601 872,585: 22,929 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -10,126: -9,321 2,739 1,303 -2,530 -15,031 -10,548 -10,989: 422 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.2 1.5 63.8 91.3 97.4 99.0: 2.6 1.0
Old : 100.0: 32.1 6.2 1.5 63.8 91.3 97.4 99.0: 2.6 1.0
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 : 309: 112 30 23 134 81 253 127:
Old : 309: 112 30 23 134 81 253 127:
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 : 19.5 58.0 30.3 71.5 18.5 58.0 27.8 70.3
Old : 19.5 58.0 30.3 71.5 18.5 58.0 27.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016