COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,402 COMMITMENTS 127,452 20,680 20,471 85,278 202,910 233,201 244,061 18,201 7,341 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,081) 556 -1,852 1,504 -5,727 -4,074 -3,667 -4,422 -414 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 8.2 8.1 33.9 80.7 92.8 97.1 7.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 150 52 61 57 73 235 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,388 COMMITMENTS 9,984 2,597 234 3,252 11,958 13,470 14,789 2,918 1,599 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 590) 301 25 -51 268 505 518 479 72 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 15.8 1.4 19.8 73.0 82.2 90.2 17.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 26 18 5 15 16 46 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 253,550 COMMITMENTS 76,535 68,696 28,463 136,475 145,787 241,473 242,946 12,077 10,604 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 6,581) -4,334 -2,140 2,547 8,826 5,915 7,039 6,322 -458 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 27.1 11.2 53.8 57.5 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 82 77 60 55 44 173 156 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 835,875 COMMITMENTS 257,116 36,616 124,483 379,542 627,782 761,141 788,881 74,734 46,994 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 13,629) 2,775 -1,192 4,954 7,681 8,425 15,410 12,187 -1,781 1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 4.4 14.9 45.4 75.1 91.1 94.4 8.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 85 34 69 80 77 194 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 185,690 COMMITMENTS 58,473 21,171 26,012 90,308 132,237 174,793 179,420 10,897 6,270 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -759) -6,468 6,852 2,182 4,237 -10,080 -49 -1,046 -710 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 11.4 14.0 48.6 71.2 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 124 78 88 121 107 300 232 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 93,311 COMMITMENTS 66,444 11,842 5,688 9,335 70,871 81,467 88,401 11,844 4,910 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,155) -1,598 -2,797 510 -39 1,687 -1,127 -600 2,282 1,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 12.7 6.1 10.0 76.0 87.3 94.7 12.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 112 25 19 10 9 133 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 691,904 COMMITMENTS 185,041 135,631 13,160 462,000 519,477 660,201 668,268 31,703 23,636 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 336,390) 86,289 75,860 6,609 236,499 249,628 329,397 332,097 6,993 4,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 19.6 1.9 66.8 75.1 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 86 66 20 130 127 226 203 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 221,754 COMMITMENTS 32,694 10,559 1,979 179,538 204,094 214,211 216,632 7,543 5,122 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,970) -1,853 -1,316 -303 -1,631 -2,409 -3,787 -4,028 817 1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 4.8 0.9 81.0 92.0 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 12 12 5 63 55 78 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 834,985 COMMITMENTS 214,170 61,318 13,903 587,346 749,193 815,419 824,414 19,566 10,571 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 7,719) 6,629 -1,815 1,520 1,158 5,737 9,307 5,442 -1,588 2,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 7.3 1.7 70.3 89.7 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 96 37 25 139 90 245 142
Updated December 9, 2016