COTTON NO. 2 - ICE FUTURES U.S. Code-033661
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 243,809
COMMITMENTS
120,473 20,207 20,057 86,826 194,865 227,356 235,129 16,453 8,680
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -80)
-1,032 -1,279 1,952 -265 375 655 1,048 -735 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 8.3 8.2 35.6 79.9 93.3 96.4 6.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
146 55 66 56 68 235 160
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,153
COMMITMENTS
7,326 1,648 214 3,731 9,669 11,271 11,531 1,882 1,622
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,080)
-645 -227 68 -251 -974 -828 -1,133 -252 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 12.5 1.6 28.4 73.5 85.7 87.7 14.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 18 7 16 17 41 37
COCOA - ICE FUTURES U.S. Code-073732
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 253,726
COMMITMENTS
64,489 66,102 30,393 146,493 146,279 241,375 242,774 12,351 10,952
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,399)
-1,419 -2,084 3,357 1,986 2,022 3,924 3,295 -525 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 26.1 12.0 57.7 57.7 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
84 77 62 53 42 171 158
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 808,168
COMMITMENTS
224,858 49,385 132,227 386,818 576,821 743,903 758,433 64,265 49,735
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -4,642)
-2,883 5,368 1,580 -4,180 -6,892 -5,483 56 841 -4,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.1 16.4 47.9 71.4 92.0 93.8 8.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
85 41 76 83 77 202 168
COFFEE C - ICE FUTURES U.S. Code-083731
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 189,312
COMMITMENTS
55,603 32,119 29,566 93,829 120,546 178,998 182,231 10,314 7,081
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 396)
-1,395 4,315 132 2,690 -4,518 1,427 -71 -1,031 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 17.0 15.6 49.6 63.7 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
134 89 100 127 108 316 254
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 87,191
COMMITMENTS
65,725 13,081 891 9,800 69,836 76,416 83,808 10,775 3,383
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,958)
2,282 2,005 -183 120 1,121 2,219 2,943 739 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.4 15.0 1.0 11.2 80.1 87.6 96.1 12.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
126 20 5 9 8 136 33
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 676,871
COMMITMENTS
208,543 117,204 11,197 427,112 530,606 646,852 659,007 30,019 17,864
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,919)
3,610 4,704 861 -1,728 245 2,743 5,810 1,176 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 17.3 1.7 63.1 78.4 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
85 58 19 123 124 216 193
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50) OPEN INTEREST: 15,751
COMMITMENTS
5,895 416 0 8,822 15,014 14,717 15,430 1,034 321
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -331)
13 -138 0 -399 7 -386 -131 55 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 2.6 0.0 56.0 95.3 93.4 98.0 6.6 2.0
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 216,150
COMMITMENTS
41,300 14,742 1,830 165,585 195,273 208,715 211,845 7,435 4,305
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,367)
3,673 -410 392 900 4,832 4,965 4,814 -598 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 6.8 0.8 76.6 90.3 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 13 5 58 53 81 69
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 801,621
COMMITMENTS
206,417 67,558 11,373 563,797 713,064 781,587 791,995 20,034 9,626
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -10,585)
-13,032 -470 1,172 -506 -11,435 -12,366 -10,733 1,781 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 8.4 1.4 70.3 89.0 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
95 33 19 129 89 229 136
Updated December 30, 2016