COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 20, 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 : 243,889: 121,505 21,486 18,105 87,091 194,490 226,701 234,081: 17,188 9,808
Old : 223,267: 119,170 22,015 14,214 73,516 178,034 206,900 214,263: 16,367 9,004
Other: 20,622: 6,056 3,192 170 13,575 16,456 19,801 19,818: 821 804
: : :
: : Changes in Commitments from: December 13, 2016 :
: -8,909: -7,711 574 -607 1,253 -11,215 -7,065 -11,248: -1,844 2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 8.8 7.4 35.7 79.7 93.0 96.0: 7.0 4.0
Old : 100.0: 53.4 9.9 6.4 32.9 79.7 92.7 96.0: 7.3 4.0
Other: 100.0: 29.4 15.5 0.8 65.8 79.8 96.0 96.1: 4.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 140 58 67 60 72 234 167:
Old : 290: 139 60 65 53 71 224 164:
Other: 93: 22 17 4 27 36 53 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 : 11.9 41.1 20.1 52.9 11.4 38.1 19.0 48.3
Old : 12.1 44.6 20.9 55.7 11.4 43.3 19.8 54.4
Other: 46.2 50.4 65.7 66.3 43.3 50.4 62.6 65.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 20, 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 : 14,233: 7,971 1,875 146 3,982 10,643 12,099 12,664: 2,134 1,569
Old : 14,233: 7,971 1,875 146 3,982 10,643 12,099 12,664: 2,134 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,131: -975 -241 -98 285 -543 -788 -882: -343 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 13.2 1.0 28.0 74.8 85.0 89.0: 15.0 11.0
Old : 100.0: 56.0 13.2 1.0 28.0 74.8 85.0 89.0: 15.0 11.0
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 : 67: 20 19 6 16 18 42 38:
Old : 67: 20 19 6 16 18 42 38:
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 : 43.8 51.4 56.3 65.9 43.8 50.9 55.2 64.6
Old : 43.8 51.4 56.3 65.9 43.8 50.9 55.2 64.6
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 - Futures Only, December 20, 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 : 250,327: 65,908 68,186 27,036 144,507 144,257 237,451 239,479: 12,876 10,848
Old : 226,962: 66,779 67,720 24,676 123,753 124,333 215,208 216,729: 11,754 10,233
Other: 23,365: 754 2,091 735 20,754 19,924 22,243 22,750: 1,122 615
: : :
: : Changes in Commitments from: December 13, 2016 :
: -4,975: -4,409 -3,546 -602 -1,156 -943 -6,167 -5,091: 1,192 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 27.2 10.8 57.7 57.6 94.9 95.7: 5.1 4.3
Old : 100.0: 29.4 29.8 10.9 54.5 54.8 94.8 95.5: 5.2 4.5
Other: 100.0: 3.2 8.9 3.1 88.8 85.3 95.2 97.4: 4.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 77 82 57 55 42 165 159:
Old : 233: 81 83 55 54 40 164 155:
Other: 51: 7 11 5 24 19 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 : 23.5 29.2 36.3 40.0 19.9 22.0 28.0 30.9
Old : 20.2 29.7 33.5 41.3 18.2 23.0 28.4 32.5
Other: 68.0 57.0 80.9 80.1 58.9 38.9 63.7 57.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 20, 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 : 812,810: 227,741 44,017 130,647 390,998 583,713 749,386 758,377: 63,424 54,433
Old : 812,810: 227,741 44,017 130,647 390,998 583,713 749,386 758,377: 63,424 54,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -8,956: -23,999 1,955 14,006 4,478 -29,399 -5,515 -13,438: -3,441 4,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.4 16.1 48.1 71.8 92.2 93.3: 7.8 6.7
Old : 100.0: 28.0 5.4 16.1 48.1 71.8 92.2 93.3: 7.8 6.7
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 : 226: 84 37 73 82 76 197 163:
Old : 226: 84 37 73 82 76 197 163:
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 : 11.3 25.8 20.4 40.0 10.4 23.5 16.7 31.9
Old : 11.3 25.8 20.4 40.0 10.4 23.5 16.7 31.9
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 20, 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 : 188,916: 56,998 27,804 29,434 91,139 125,064 177,571 182,302: 11,345 6,614
Old : 171,797: 58,643 28,980 25,332 77,035 111,260 161,010 165,572: 10,787 6,225
Other: 17,119: 1,624 2,093 833 14,104 13,804 16,561 16,730: 558 389
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,208: 1,042 2,874 1,812 405 -1,332 3,259 3,354: -51 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 14.7 15.6 48.2 66.2 94.0 96.5: 6.0 3.5
Old : 100.0: 34.1 16.9 14.7 44.8 64.8 93.7 96.4: 6.3 3.6
Other: 100.0: 9.5 12.2 4.9 82.4 80.6 96.7 97.7: 3.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 134 80 98 128 110 315 248:
Old : 378: 137 83 90 126 107 308 241:
Other: 123: 21 15 13 68 51 96 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 : 11.4 19.4 20.7 29.8 9.8 14.9 17.6 23.7
Old : 12.3 19.4 22.1 30.0 10.8 14.8 19.4 24.3
Other: 55.1 37.3 67.2 53.0 52.6 37.1 64.0 51.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 20, 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 : 84,233: 63,443 11,076 1,074 9,680 68,715 74,197 80,865: 10,036 3,368
Old : 84,233: 63,443 11,076 1,074 9,680 68,715 74,197 80,865: 10,036 3,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,854: -6,714 -2,369 -4,217 201 -4,003 -10,730 -10,589: -1,124 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 13.1 1.3 11.5 81.6 88.1 96.0: 11.9 4.0
Old : 100.0: 75.3 13.1 1.3 11.5 81.6 88.1 96.0: 11.9 4.0
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 : 160: 126 19 7 9 9 138 33:
Old : 160: 126 19 7 9 9 138 33:
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 : 29.3 81.4 44.6 86.9 27.3 81.4 42.6 86.7
Old : 29.3 81.4 44.6 86.9 27.3 81.4 42.6 86.7
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 20, 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 : 672,952: 204,933 112,500 10,336 428,840 530,361 644,109 653,197: 28,843 19,755
Old : 672,952: 204,933 112,500 10,336 428,840 530,361 644,109 653,197: 28,843 19,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -86,992: 22,928 -13,556 -15,129 -75,244 -32,172 -67,445 -60,857: -19,547 -26,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 16.7 1.5 63.7 78.8 95.7 97.1: 4.3 2.9
Old : 100.0: 30.5 16.7 1.5 63.7 78.8 95.7 97.1: 4.3 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 : 347: 88 59 17 125 121 220 190:
Old : 347: 88 59 17 125 121 220 190:
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 : 22.1 37.8 34.6 49.0 21.7 37.8 31.9 48.9
Old : 22.1 37.8 34.6 49.0 21.7 37.8 31.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
Commitments of Traders - Futures Only, December 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 INDEX X $50) :
: : :
All : 16,082: 5,882 554 0 9,221 15,007 15,103 15,561: 979 521
Old : 16,082: 5,882 554 0 9,221 15,007 15,103 15,561: 979 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 3.4 0.0 57.3 93.3 93.9 96.8: 6.1 3.2
Old : 100.0: 36.6 3.4 0.0 57.3 93.3 93.9 96.8: 6.1 3.2
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 : 20: 4 2 0 6 8 10 10:
Old : 20: 4 2 0 6 8 10 10:
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 : 78.5 74.9 90.3 93.9 78.5 74.9 90.3 93.9
Old : 78.5 74.9 90.3 93.9 78.5 74.9 90.3 93.9
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 20, 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 : 211,783: 37,627 15,152 1,438 164,685 190,441 203,750 207,031: 8,033 4,752
Old : 211,783: 37,627 15,152 1,438 164,685 190,441 203,750 207,031: 8,033 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -29,238: 103 2,134 -4,187 -24,480 -25,912 -28,564 -27,965: -674 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 0.7 77.8 89.9 96.2 97.8: 3.8 2.2
Old : 100.0: 17.8 7.2 0.7 77.8 89.9 96.2 97.8: 3.8 2.2
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 : 116: 20 13 4 58 51 79 67:
Old : 116: 20 13 4 58 51 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 : 37.8 43.6 53.1 67.0 36.8 43.5 51.8 66.9
Old : 37.8 43.6 53.1 67.0 36.8 43.5 51.8 66.9
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 20, 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 : 812,206: 219,449 68,028 10,201 564,303 724,499 793,953 802,728: 18,253 9,478
Old : 812,206: 219,449 68,028 10,201 564,303 724,499 793,953 802,728: 18,253 9,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -94,717: -888 -3,434 -4,438 -82,440 -70,203 -87,766 -78,075: -6,951 -16,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.4 1.3 69.5 89.2 97.8 98.8: 2.2 1.2
Old : 100.0: 27.0 8.4 1.3 69.5 89.2 97.8 98.8: 2.2 1.2
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 : 296: 98 33 20 134 88 239 134:
Old : 296: 98 33 20 134 88 239 134:
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 : 24.6 48.7 37.8 67.7 23.5 48.5 34.2 66.5
Old : 24.6 48.7 37.8 67.7 23.5 48.5 34.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016