COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 298,807: 125,836 11,172 48,587 105,235 229,487 279,658 289,247: 19,148 9,560
Old : 274,805: 124,968 12,878 42,214 89,249 210,907 256,431 265,999: 18,373 8,806
Other: 24,002: 3,445 871 3,797 15,986 18,580 23,227 23,248: 775 754
: : :
: : Changes in Commitments from: November 15, 2016 :
: 21,839: 22,427 -1,848 4,431 -6,725 19,381 20,133 21,964: 1,706 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 3.7 16.3 35.2 76.8 93.6 96.8: 6.4 3.2
Old : 100.0: 45.5 4.7 15.4 32.5 76.7 93.3 96.8: 6.7 3.2
Other: 100.0: 14.4 3.6 15.8 66.6 77.4 96.8 96.9: 3.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 166 44 82 69 81 273 179:
Old : 317: 163 49 81 65 80 268 176:
Other: 78: 22 7 13 28 36 52 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 35.8 20.1 47.6 10.5 30.0 16.7 39.9
Old : 11.3 38.7 19.1 49.5 10.7 35.3 17.5 45.1
Other: 48.0 42.7 67.0 59.2 42.8 42.7 57.7 53.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 18,879: 9,785 1,363 2,693 3,643 13,060 16,121 17,116: 2,757 1,763
Old : 18,879: 9,785 1,363 2,693 3,643 13,060 16,121 17,116: 2,757 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -359: -373 117 -60 -13 -321 -446 -264: 87 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 7.2 14.3 19.3 69.2 85.4 90.7: 14.6 9.3
Old : 100.0: 51.8 7.2 14.3 19.3 69.2 85.4 90.7: 14.6 9.3
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 : 85: 32 22 13 19 22 60 50:
Old : 85: 32 22 13 19 22 60 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 : 34.6 43.6 45.7 58.6 34.6 42.3 42.5 56.4
Old : 34.6 43.6 45.7 58.6 34.6 42.3 42.5 56.4
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 22, 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 : 299,128: 69,850 68,892 61,227 154,380 159,137 285,457 289,256: 13,671 9,872
Old : 283,059: 70,685 68,513 59,366 140,084 145,881 270,135 273,760: 12,924 9,299
Other: 16,069: 538 1,752 488 14,296 13,256 15,322 15,496: 747 573
: : :
: : Changes in Commitments from: November 15, 2016 :
: 9,261: -2,540 4,817 5,315 5,555 -208 8,330 9,924: 931 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 23.0 20.5 51.6 53.2 95.4 96.7: 4.6 3.3
Old : 100.0: 25.0 24.2 21.0 49.5 51.5 95.4 96.7: 4.6 3.3
Other: 100.0: 3.3 10.9 3.0 89.0 82.5 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 81 81 74 55 45 176 174:
Old : 240: 83 83 72 54 45 174 173:
Other: 47: 7 11 7 19 20 31 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 : 26.7 26.1 38.0 35.3 19.6 15.0 26.7 22.6
Old : 24.9 27.1 36.0 36.4 18.2 16.3 26.1 24.2
Other: 73.1 57.5 83.2 80.3 64.8 50.1 70.5 68.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,057,619: 249,524 35,562 263,099 462,291 708,623 974,914 1,007,284: 82,705 50,336
Old : 1,057,619: 249,524 35,562 263,099 462,291 708,623 974,914 1,007,284: 82,705 50,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -22,674: -43,815 8,285 11,501 14,252 -47,281 -18,062 -27,495: -4,612 4,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.4 24.9 43.7 67.0 92.2 95.2: 7.8 4.8
Old : 100.0: 23.6 3.4 24.9 43.7 67.0 92.2 95.2: 7.8 4.8
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 : 237: 91 43 81 89 84 214 177:
Old : 237: 91 43 81 89 84 214 177:
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 : 11.1 23.6 18.8 37.4 9.6 19.5 14.5 28.8
Old : 11.1 23.6 18.8 37.4 9.6 19.5 14.5 28.8
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 22, 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 : 219,703: 71,256 13,211 43,748 92,525 156,350 207,529 213,309: 12,174 6,394
Old : 203,362: 71,586 14,138 40,429 79,704 142,890 191,719 197,457: 11,643 5,905
Other: 16,341: 1,592 995 1,396 12,821 13,460 15,810 15,852: 531 489
: : :
: : Changes in Commitments from: November 15, 2016 :
: -13,019: -3,653 -1,033 -4,294 -4,978 -7,315 -12,925 -12,642: -94 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.0 19.9 42.1 71.2 94.5 97.1: 5.5 2.9
Old : 100.0: 35.2 7.0 19.9 39.2 70.3 94.3 97.1: 5.7 2.9
Other: 100.0: 9.7 6.1 8.5 78.5 82.4 96.8 97.0: 3.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 151 74 113 120 124 334 262:
Old : 388: 153 76 110 117 123 328 260:
Other: 110: 18 14 16 51 52 79 74:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 20.5 19.6 31.4 10.7 16.5 17.8 24.9
Old : 12.0 21.2 21.2 31.2 11.5 17.3 19.2 25.9
Other: 56.1 39.0 69.5 56.5 54.3 38.5 66.2 54.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 94,942: 72,132 19,130 3,386 9,879 68,878 85,397 91,394: 9,545 3,548
Old : 94,942: 72,132 19,130 3,386 9,879 68,878 85,397 91,394: 9,545 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 12,922: 11,388 6,664 279 288 6,165 11,954 13,108: 967 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 20.1 3.6 10.4 72.5 89.9 96.3: 10.1 3.7
Old : 100.0: 76.0 20.1 3.6 10.4 72.5 89.9 96.3: 10.1 3.7
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 : 159: 114 30 22 8 9 134 51:
Old : 159: 114 30 22 8 9 134 51:
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 : 28.3 68.9 47.8 81.8 27.7 68.9 45.9 80.2
Old : 28.3 68.9 47.8 81.8 27.7 68.9 45.9 80.2
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 22, 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 : 353,646: 98,019 63,935 7,326 222,474 262,062 327,820 333,323: 25,827 20,323
Old : 353,646: 98,019 63,935 7,326 222,474 262,062 327,820 333,323: 25,827 20,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 7,784: 13,063 -1,416 1,918 -8,365 6,328 6,616 6,830: 1,168 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.1 2.1 62.9 74.1 92.7 94.3: 7.3 5.7
Old : 100.0: 27.7 18.1 2.1 62.9 74.1 92.7 94.3: 7.3 5.7
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 : 280: 64 43 19 108 104 181 157:
Old : 280: 64 43 19 108 104 181 157:
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 23.7 31.8 37.4 19.4 23.7 30.1 37.3
Old : 20.1 23.7 31.8 37.4 19.4 23.7 30.1 37.3
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 22, 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 : 226,822: 34,430 14,298 2,333 182,959 205,426 219,722 222,057: 7,100 4,765
Old : 226,822: 34,430 14,298 2,333 182,959 205,426 219,722 222,057: 7,100 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,707: 1,203 1,287 -655 5,517 4,443 6,065 5,075: -358 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.3 1.0 80.7 90.6 96.9 97.9: 3.1 2.1
Old : 100.0: 15.2 6.3 1.0 80.7 90.6 96.9 97.9: 3.1 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 : 117: 14 13 5 61 56 78 71:
Old : 117: 14 13 5 61 56 78 71:
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 : 35.8 41.9 49.9 64.5 35.1 41.9 49.0 64.4
Old : 35.8 41.9 49.9 64.5 35.1 41.9 49.0 64.4
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 22, 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 : 833,382: 210,731 70,827 12,192 588,068 741,739 810,991 824,758: 22,391 8,624
Old : 833,382: 210,731 70,827 12,192 588,068 741,739 810,991 824,758: 22,391 8,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -11,944: -13,153 865 -1,040 1,834 -4,496 -12,359 -4,671: 415 -7,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 8.5 1.5 70.6 89.0 97.3 99.0: 2.7 1.0
Old : 100.0: 25.3 8.5 1.5 70.6 89.0 97.3 99.0: 2.7 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 : 306: 98 39 25 137 84 247 136:
Old : 306: 98 39 25 137 84 247 136:
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 : 23.6 52.9 34.6 67.9 22.7 52.9 31.8 65.9
Old : 23.6 52.9 34.6 67.9 22.7 52.9 31.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016