COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 243,889 COMMITMENTS 121,505 21,486 18,105 87,091 194,490 226,701 234,081 17,188 9,808 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -8,909) -7,711 574 -607 1,253 -11,215 -7,065 -11,248 -1,844 2,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 8.8 7.4 35.7 79.7 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 140 58 67 60 72 234 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,233 COMMITMENTS 7,971 1,875 146 3,982 10,643 12,099 12,664 2,134 1,569 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,131) -975 -241 -98 285 -543 -788 -882 -343 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 13.2 1.0 28.0 74.8 85.0 89.0 15.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 20 19 6 16 18 42 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 250,327 COMMITMENTS 65,908 68,186 27,036 144,507 144,257 237,451 239,479 12,876 10,848 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,975) -4,409 -3,546 -602 -1,156 -943 -6,167 -5,091 1,192 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 27.2 10.8 57.7 57.6 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 77 82 57 55 42 165 159 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 812,810 COMMITMENTS 227,741 44,017 130,647 390,998 583,713 749,386 758,377 63,424 54,433 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -8,956) -23,999 1,955 14,006 4,478 -29,399 -5,515 -13,438 -3,441 4,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 5.4 16.1 48.1 71.8 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 84 37 73 82 76 197 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 188,916 COMMITMENTS 56,998 27,804 29,434 91,139 125,064 177,571 182,302 11,345 6,614 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,208) 1,042 2,874 1,812 405 -1,332 3,259 3,354 -51 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 14.7 15.6 48.2 66.2 94.0 96.5 6.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 134 80 98 128 110 315 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 84,233 COMMITMENTS 63,443 11,076 1,074 9,680 68,715 74,197 80,865 10,036 3,368 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,854) -6,714 -2,369 -4,217 201 -4,003 -10,730 -10,589 -1,124 -1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 13.1 1.3 11.5 81.6 88.1 96.0 11.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 126 19 7 9 9 138 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 672,952 COMMITMENTS 204,933 112,500 10,336 428,840 530,361 644,109 653,197 28,843 19,755 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -86,992) 22,928 -13,556 -15,129 -75,244 -32,172 -67,445 -60,857 -19,547 -26,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 16.7 1.5 63.7 78.8 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 88 59 17 125 121 220 190 RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 INDEX X $50) OPEN INTEREST: 16,082 COMMITMENTS 5,882 554 0 9,221 15,007 15,103 15,561 979 521 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 3.4 0.0 57.3 93.3 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 6 8 10 10 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 211,783 COMMITMENTS 37,627 15,152 1,438 164,685 190,441 203,750 207,031 8,033 4,752 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -29,238) 103 2,134 -4,187 -24,480 -25,912 -28,564 -27,965 -674 -1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 7.2 0.7 77.8 89.9 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 20 13 4 58 51 79 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 812,206 COMMITMENTS 219,449 68,028 10,201 564,303 724,499 793,953 802,728 18,253 9,478 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -94,717) -888 -3,434 -4,438 -82,440 -70,203 -87,766 -78,075 -6,951 -16,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 8.4 1.3 69.5 89.2 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 98 33 20 134 88 239 134
Updated December 23, 2016