COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 337,640
COMMITMENTS
108,030 17,885 82,001 129,171 226,640 319,203 326,526 18,437 11,113
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -4,614)
-1,362 -29 -1,449 -2,134 -3,208 -4,945 -4,686 331 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 5.3 24.3 38.3 67.1 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
139 64 99 82 78 278 198
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,624
COMMITMENTS
10,157 1,295 2,744 3,823 13,504 16,724 17,543 2,900 2,081
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,396)
1,761 403 491 -1,161 41 1,091 935 305 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 6.6 14.0 19.5 68.8 85.2 89.4 14.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
39 18 12 15 21 59 46
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 326,122
COMMITMENTS
79,633 52,615 77,653 155,444 184,204 312,730 314,472 13,392 11,650
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,902)
1,023 -601 1,814 -6,358 -6,153 -3,522 -4,940 -380 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.1 23.8 47.7 56.5 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
90 75 85 59 49 197 172
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,081,953
COMMITMENTS
313,822 29,478 251,607 429,082 756,053 994,510 1037138 87,443 44,816
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -11,322)
-32,316 2,198 5,101 23,228 -23,180 -3,987 -15,882 -7,334 4,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 2.7 23.3 39.7 69.9 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
101 40 81 86 82 217 176
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 265,143
COMMITMENTS
79,804 14,256 72,639 100,340 170,042 252,784 256,937 12,359 8,206
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 12,157)
4,051 -602 6,524 1,769 6,243 12,344 12,165 -186 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 5.4 27.4 37.8 64.1 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
176 89 145 132 132 392 300
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 86,405
COMMITMENTS
67,208 12,982 3,979 7,021 67,111 78,207 84,071 8,198 2,333
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -937)
-854 -1,116 -281 -48 727 -1,182 -670 246 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.8 15.0 4.6 8.1 77.7 90.5 97.3 9.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
103 23 24 5 9 120 48
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 328,990
COMMITMENTS
62,015 69,781 8,088 238,022 231,648 308,124 309,517 20,866 19,473
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -5,989)
-10,630 3,241 -529 4,288 -11,564 -6,871 -8,852 882 2,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 21.2 2.5 72.3 70.4 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
53 52 21 97 102 159 166
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 221,199
COMMITMENTS
37,451 10,905 2,614 172,495 203,861 212,560 217,380 8,639 3,819
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,139)
-1,903 -2,058 222 -987 -396 -2,668 -2,232 529 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.9 1.2 78.0 92.2 96.1 98.3 3.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
18 11 5 60 52 79 67
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 881,530
COMMITMENTS
283,025 54,317 13,124 562,452 805,144 858,601 872,585 22,929 8,945
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -10,126)
-9,321 2,739 1,303 -2,530 -15,031 -10,548 -10,989 422 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 6.2 1.5 63.8 91.3 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
112 30 23 134 81 253 127
Updated November 4, 2016