COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 13, 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 : 252,798: 129,216 20,912 18,712 85,838 205,705 233,766 245,329: 19,032 7,469
Old : 233,069: 127,200 21,087 15,101 72,527 190,141 214,828 226,329: 18,241 6,740
Other: 19,729: 5,440 3,249 187 13,311 15,564 18,938 19,000: 791 729
: : :
: : Changes in Commitments from: December 6, 2016 :
: 1,396: 1,764 232 -1,759 560 2,795 565 1,268: 831 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 8.3 7.4 34.0 81.4 92.5 97.0: 7.5 3.0
Old : 100.0: 54.6 9.0 6.5 31.1 81.6 92.2 97.1: 7.8 2.9
Other: 100.0: 27.6 16.5 0.9 67.5 78.9 96.0 96.3: 4.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 154 51 66 58 73 244 167:
Old : 304: 153 54 61 50 71 231 162:
Other: 88: 19 18 4 26 35 49 53:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 41.6 19.0 53.8 11.0 38.4 18.5 49.0
Old : 11.5 44.8 19.7 56.3 11.0 44.0 19.1 55.4
Other: 49.1 47.6 69.9 64.0 46.4 47.5 66.7 63.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 13, 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 : 15,364: 8,946 2,116 244 3,697 11,186 12,887 13,546: 2,477 1,818
Old : 15,364: 8,946 2,116 244 3,697 11,186 12,887 13,546: 2,477 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -1,024: -1,038 -481 10 445 -772 -583 -1,243: -441 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 13.8 1.6 24.1 72.8 83.9 88.2: 16.1 11.8
Old : 100.0: 58.2 13.8 1.6 24.1 72.8 83.9 88.2: 16.1 11.8
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 : 67: 21 17 5 16 18 42 36:
Old : 67: 21 17 5 16 18 42 36:
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 : 43.0 49.3 53.6 64.3 43.0 49.1 53.6 63.8
Old : 43.0 49.3 53.6 64.3 43.0 49.1 53.6 63.8
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, December 13, 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 : 255,302: 70,317 71,732 27,638 145,663 145,200 243,618 244,570: 11,684 10,732
Old : 232,771: 71,313 71,277 24,804 125,726 126,471 221,843 222,552: 10,928 10,219
Other: 22,531: 970 2,421 868 19,937 18,729 21,775 22,018: 756 513
: : :
: : Changes in Commitments from: December 6, 2016 :
: 1,752: -6,218 3,036 -825 9,188 -587 2,145 1,624: -393 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 28.1 10.8 57.1 56.9 95.4 95.8: 4.6 4.2
Old : 100.0: 30.6 30.6 10.7 54.0 54.3 95.3 95.6: 4.7 4.4
Other: 100.0: 4.3 10.7 3.9 88.5 83.1 96.6 97.7: 3.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 81 88 62 53 44 170 169:
Old : 243: 86 89 59 53 43 169 166:
Other: 50: 8 12 6 22 18 34 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 : 24.1 28.2 36.3 38.9 19.4 20.1 28.4 28.9
Old : 21.3 28.8 33.9 40.3 17.9 21.1 28.3 30.3
Other: 67.3 55.5 80.5 80.1 57.7 37.3 63.2 56.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 13, 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 : 821,766: 251,740 42,062 116,641 386,520 613,112 754,901 771,815: 66,865 49,951
Old : 821,766: 251,740 42,062 116,641 386,520 613,112 754,901 771,815: 66,865 49,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -14,109: -5,376 5,446 -7,842 6,978 -14,670 -6,240 -17,066: -7,869 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.1 14.2 47.0 74.6 91.9 93.9: 8.1 6.1
Old : 100.0: 30.6 5.1 14.2 47.0 74.6 91.9 93.9: 8.1 6.1
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 : 228: 88 37 69 81 75 196 160:
Old : 228: 88 37 69 81 75 196 160:
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 : 11.2 26.8 19.9 41.6 10.6 23.8 17.3 33.3
Old : 11.2 26.8 19.9 41.6 10.6 23.8 17.3 33.3
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, December 13, 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 : 185,708: 55,956 24,930 27,622 90,734 126,396 174,312 178,948: 11,396 6,760
Old : 169,562: 56,985 26,270 24,118 77,591 112,787 158,694 163,175: 10,868 6,387
Other: 16,146: 1,698 1,387 777 13,143 13,609 15,618 15,773: 528 373
: : :
: : Changes in Commitments from: December 6, 2016 :
: 18: -2,517 3,759 1,610 426 -5,841 -481 -472: 499 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 13.4 14.9 48.9 68.1 93.9 96.4: 6.1 3.6
Old : 100.0: 33.6 15.5 14.2 45.8 66.5 93.6 96.2: 6.4 3.8
Other: 100.0: 10.5 8.6 4.8 81.4 84.3 96.7 97.7: 3.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 133 80 91 121 108 306 241:
Old : 373: 136 83 84 120 106 300 236:
Other: 118: 21 14 12 63 51 91 71:
:----------------------------------------------------------------------------------------------------
: 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 19.0 20.9 29.3 9.8 14.6 17.6 23.4
Old : 13.0 18.9 22.4 29.4 10.8 14.4 19.3 23.9
Other: 55.4 38.7 68.3 55.5 52.8 38.6 64.9 53.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 13, 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 : 96,087: 70,157 13,445 5,291 9,479 72,718 84,927 91,454: 11,160 4,633
Old : 96,087: 70,157 13,445 5,291 9,479 72,718 84,927 91,454: 11,160 4,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,776: 3,713 1,603 -397 144 1,847 3,460 3,053: -684 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 14.0 5.5 9.9 75.7 88.4 95.2: 11.6 4.8
Old : 100.0: 73.0 14.0 5.5 9.9 75.7 88.4 95.2: 11.6 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 : 156: 118 20 17 10 9 138 40:
Old : 156: 118 20 17 10 9 138 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 : 28.0 71.9 44.6 82.4 27.6 71.5 42.9 81.3
Old : 28.0 71.9 44.6 82.4 27.6 71.5 42.9 81.3
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, December 13, 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 $50) :
: : :
All : 759,944: 182,005 126,056 25,465 504,084 562,533 711,554 714,054: 48,390 45,890
Old : 759,944: 182,005 126,056 25,465 504,084 562,533 711,554 714,054: 48,390 45,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 68,040: -3,036 -9,575 12,305 42,084 43,056 51,353 45,786: 16,687 22,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.6 3.4 66.3 74.0 93.6 94.0: 6.4 6.0
Old : 100.0: 23.9 16.6 3.4 66.3 74.0 93.6 94.0: 6.4 6.0
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 : 361: 91 62 25 143 136 244 214:
Old : 361: 91 62 25 143 136 244 214:
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 : 20.9 29.3 32.8 41.2 20.0 27.9 29.8 39.8
Old : 20.9 29.3 32.8 41.2 20.0 27.9 29.8 39.8
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 - Futures Only, December 13, 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 : 241,021: 37,524 13,018 5,625 189,165 216,353 232,314 234,996: 8,707 6,025
Old : 241,021: 37,524 13,018 5,625 189,165 216,353 232,314 234,996: 8,707 6,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 19,267: 4,830 2,459 3,646 9,627 12,259 18,103 18,364: 1,164 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.4 2.3 78.5 89.8 96.4 97.5: 3.6 2.5
Old : 100.0: 15.6 5.4 2.3 78.5 89.8 96.4 97.5: 3.6 2.5
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 : 118: 18 12 8 63 54 86 70:
Old : 118: 18 12 8 63 54 86 70:
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 : 33.7 43.5 47.8 65.4 32.9 41.1 46.9 61.3
Old : 33.7 43.5 47.8 65.4 32.9 41.1 46.9 61.3
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, December 13, 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 : 906,923: 220,337 71,462 14,639 646,743 794,702 881,719 880,803: 25,204 26,120
Old : 906,923: 220,337 71,462 14,639 646,743 794,702 881,719 880,803: 25,204 26,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 71,938: 6,167 10,144 736 59,397 45,509 66,300 56,389: 5,638 15,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.9 1.6 71.3 87.6 97.2 97.1: 2.8 2.9
Old : 100.0: 24.3 7.9 1.6 71.3 87.6 97.2 97.1: 2.8 2.9
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 : 301: 93 39 24 145 97 249 149:
Old : 301: 93 39 24 145 97 249 149:
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 : 21.0 51.6 33.6 65.7 20.2 48.1 28.9 60.1
Old : 21.0 51.6 33.6 65.7 20.2 48.1 28.9 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016