COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 328,381: 103,050 14,229 75,715 130,961 227,776 309,727 317,720: 18,655 10,661
Old : 307,091: 102,519 14,199 71,409 115,082 211,501 289,010 297,109: 18,081 9,983
Other: 21,290: 1,302 801 3,536 15,879 16,275 20,717 20,612: 573 679
: : :
: : Changes in Commitments from: November 1, 2016 :
: -9,258: -4,980 -3,656 -6,286 1,790 1,136 -9,476 -8,806: 218 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 4.3 23.1 39.9 69.4 94.3 96.8: 5.7 3.2
Old : 100.0: 33.4 4.6 23.3 37.5 68.9 94.1 96.7: 5.9 3.3
Other: 100.0: 6.1 3.8 16.6 74.6 76.4 97.3 96.8: 2.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 142 59 103 85 80 279 203:
Old : 312: 138 62 102 84 80 276 201:
Other: 71: 17 9 14 23 32 44 51:
:----------------------------------------------------------------------------------------------------
: 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 32.1 22.5 42.4 9.7 23.8 15.1 31.6
Old : 12.5 34.2 20.8 43.5 9.9 28.6 15.6 34.9
Other: 58.2 44.0 75.2 62.2 55.4 44.0 62.8 56.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 20,031: 10,341 1,340 2,846 4,007 13,916 17,195 18,102: 2,836 1,929
Old : 20,031: 10,341 1,340 2,846 4,007 13,916 17,195 18,102: 2,836 1,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 407: 184 45 102 184 412 470 559: -63 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 6.7 14.2 20.0 69.5 85.8 90.4: 14.2 9.6
Old : 100.0: 51.6 6.7 14.2 20.0 69.5 85.8 90.4: 14.2 9.6
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 : 85: 36 20 14 18 21 61 50:
Old : 85: 36 20 14 18 21 61 50:
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 : 33.5 42.7 44.9 57.5 32.2 40.9 41.8 54.6
Old : 33.5 42.7 44.9 57.5 32.2 40.9 41.8 54.6
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 with Delta-adjusted Options and Futures Combined, November 08, 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 : 284,124: 76,196 57,307 51,788 141,740 163,605 269,724 272,700: 14,400 11,424
Old : 268,954: 76,246 56,946 50,887 128,103 150,262 255,236 258,095: 13,717 10,859
Other: 15,170: 556 968 295 13,637 13,343 14,488 14,605: 682 565
: : :
: : Changes in Commitments from: November 1, 2016 :
: -41,998: -3,437 4,692 -25,864 -13,704 -20,599 -43,006 -41,772: 1,008 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 20.2 18.2 49.9 57.6 94.9 96.0: 5.1 4.0
Old : 100.0: 28.3 21.2 18.9 47.6 55.9 94.9 96.0: 5.1 4.0
Other: 100.0: 3.7 6.4 1.9 89.9 88.0 95.5 96.3: 4.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 80 75 76 60 51 183 171:
Old : 233: 83 76 75 58 51 180 171:
Other: 45: 7 9 6 20 18 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 27.3 37.0 38.1 21.5 18.2 28.2 25.8
Old : 25.8 28.4 35.1 37.5 19.8 19.6 26.9 27.3
Other: 76.5 62.5 85.1 79.2 68.1 60.1 73.2 70.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 1,090,944: 306,332 23,813 255,856 436,927 769,317 999,115 1,048,986: 91,829 41,957
Old : 1,090,944: 306,332 23,813 255,856 436,927 769,317 999,115 1,048,986: 91,829 41,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 8,990: -7,490 -5,664 4,249 7,846 13,264 4,605 11,848: 4,385 -2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.2 23.5 40.1 70.5 91.6 96.2: 8.4 3.8
Old : 100.0: 28.1 2.2 23.5 40.1 70.5 91.6 96.2: 8.4 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 : 241: 102 36 78 87 85 220 172:
Old : 241: 102 36 78 87 85 220 172:
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 : 11.9 25.7 19.8 39.1 10.5 20.9 15.2 32.1
Old : 11.9 25.7 19.8 39.1 10.5 20.9 15.2 32.1
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 08, 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 : 279,072: 83,456 15,514 73,277 109,630 181,905 266,363 270,696: 12,709 8,376
Old : 264,417: 83,652 16,241 70,221 98,232 169,775 252,105 256,238: 12,312 8,179
Other: 14,655: 1,433 902 1,427 11,399 12,130 14,258 14,458: 397 197
: : :
: : Changes in Commitments from: November 1, 2016 :
: 13,929: 3,652 1,258 637 9,290 11,863 13,579 13,759: 350 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.6 26.3 39.3 65.2 95.4 97.0: 4.6 3.0
Old : 100.0: 31.6 6.1 26.6 37.2 64.2 95.3 96.9: 4.7 3.1
Other: 100.0: 9.8 6.2 9.7 77.8 82.8 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 175 87 141 135 131 385 298:
Old : 433: 176 90 139 134 128 383 294:
Other: 116: 19 15 15 54 54 83 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 : 10.8 19.0 19.0 30.3 8.6 13.3 14.7 20.1
Old : 11.4 19.2 19.8 30.5 9.1 13.5 15.5 20.8
Other: 52.7 40.7 68.1 59.0 51.2 39.9 64.5 54.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 86,423: 65,490 13,341 3,259 8,870 67,558 77,619 84,158: 8,804 2,266
Old : 86,423: 65,490 13,341 3,259 8,870 67,558 77,619 84,158: 8,804 2,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 19: -1,718 359 -719 1,850 447 -588 86: 607 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 15.4 3.8 10.3 78.2 89.8 97.4: 10.2 2.6
Old : 100.0: 75.8 15.4 3.8 10.3 78.2 89.8 97.4: 10.2 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: 105 20 17 7 9 121 40:
Old : 140: 105 20 17 7 9 121 40:
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 : 34.4 78.8 52.1 87.7 33.9 78.8 51.0 86.5
Old : 34.4 78.8 52.1 87.7 33.9 78.8 51.0 86.5
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 08, 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 : 316,564: 52,469 71,639 5,385 239,676 223,930 297,530 300,955: 19,034 15,609
Old : 316,564: 52,469 71,639 5,385 239,676 223,930 297,530 300,955: 19,034 15,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -12,426: -9,546 1,859 -2,702 1,654 -7,718 -10,594 -8,562: -1,832 -3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 22.6 1.7 75.7 70.7 94.0 95.1: 6.0 4.9
Old : 100.0: 16.6 22.6 1.7 75.7 70.7 94.0 95.1: 6.0 4.9
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 : 257: 46 51 20 97 102 154 162:
Old : 257: 46 51 20 97 102 154 162:
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 : 30.0 28.7 40.7 38.0 27.2 28.7 36.9 37.8
Old : 30.0 28.7 40.7 38.0 27.2 28.7 36.9 37.8
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 08, 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 : 222,093: 32,814 11,947 2,836 177,899 203,476 213,549 218,259: 8,544 3,834
Old : 222,093: 32,814 11,947 2,836 177,899 203,476 213,549 218,259: 8,544 3,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 894: -4,637 1,042 222 5,404 -385 989 879: -95 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.4 1.3 80.1 91.6 96.2 98.3: 3.8 1.7
Old : 100.0: 14.8 5.4 1.3 80.1 91.6 96.2 98.3: 3.8 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 : 113: 14 11 5 61 53 76 68:
Old : 113: 14 11 5 61 53 76 68:
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 : 34.9 42.2 49.0 65.7 33.9 42.2 47.9 65.7
Old : 34.9 42.2 49.0 65.7 33.9 42.2 47.9 65.7
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 08, 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 : 859,292: 275,115 48,742 12,828 551,293 784,286 839,236 845,856: 20,056 13,436
Old : 859,292: 275,115 48,742 12,828 551,293 784,286 839,236 845,856: 20,056 13,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -22,238: -7,910 -5,575 -296 -11,159 -20,858 -19,365 -26,729: -2,873 4,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.7 1.5 64.2 91.3 97.7 98.4: 2.3 1.6
Old : 100.0: 32.0 5.7 1.5 64.2 91.3 97.7 98.4: 2.3 1.6
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 : 304: 109 30 24 129 90 245 137:
Old : 304: 109 30 24 129 90 245 137:
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 : 20.1 56.6 30.6 70.7 18.9 56.5 27.7 69.1
Old : 20.1 56.6 30.6 70.7 18.9 56.5 27.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016