COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 252,798 COMMITMENTS 129,216 20,912 18,712 85,838 205,705 233,766 245,329 19,032 7,469 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,396) 1,764 232 -1,759 560 2,795 565 1,268 831 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 8.3 7.4 34.0 81.4 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 154 51 66 58 73 244 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,364 COMMITMENTS 8,946 2,116 244 3,697 11,186 12,887 13,546 2,477 1,818 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,024) -1,038 -481 10 445 -772 -583 -1,243 -441 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 13.8 1.6 24.1 72.8 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 17 5 16 18 42 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 255,302 COMMITMENTS 70,317 71,732 27,638 145,663 145,200 243,618 244,570 11,684 10,732 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,752) -6,218 3,036 -825 9,188 -587 2,145 1,624 -393 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 28.1 10.8 57.1 56.9 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 81 88 62 53 44 170 169 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 821,766 COMMITMENTS 251,740 42,062 116,641 386,520 613,112 754,901 771,815 66,865 49,951 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -14,109) -5,376 5,446 -7,842 6,978 -14,670 -6,240 -17,066 -7,869 2,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 5.1 14.2 47.0 74.6 91.9 93.9 8.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 88 37 69 81 75 196 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 185,708 COMMITMENTS 55,956 24,930 27,622 90,734 126,396 174,312 178,948 11,396 6,760 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 18) -2,517 3,759 1,610 426 -5,841 -481 -472 499 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 13.4 14.9 48.9 68.1 93.9 96.4 6.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 133 80 91 121 108 306 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 96,087 COMMITMENTS 70,157 13,445 5,291 9,479 72,718 84,927 91,454 11,160 4,633 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,776) 3,713 1,603 -397 144 1,847 3,460 3,053 -684 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.0 14.0 5.5 9.9 75.7 88.4 95.2 11.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 118 20 17 10 9 138 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 759,944 COMMITMENTS 182,005 126,056 25,465 504,084 562,533 711,554 714,054 48,390 45,890 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 68,040) -3,036 -9,575 12,305 42,084 43,056 51,353 45,786 16,687 22,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 16.6 3.4 66.3 74.0 93.6 94.0 6.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 91 62 25 143 136 244 214 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 241,021 COMMITMENTS 37,524 13,018 5,625 189,165 216,353 232,314 234,996 8,707 6,025 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 19,267) 4,830 2,459 3,646 9,627 12,259 18,103 18,364 1,164 903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 5.4 2.3 78.5 89.8 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 18 12 8 63 54 86 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 906,923 COMMITMENTS 220,337 71,462 14,639 646,743 794,702 881,719 880,803 25,204 26,120 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 71,938) 6,167 10,144 736 59,397 45,509 66,300 56,389 5,638 15,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 7.9 1.6 71.3 87.6 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 93 39 24 145 97 249 149
Updated December 16, 2016