COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 299,615: 127,595 10,437 51,709 101,359 228,771 280,663 290,917: 18,952 8,698
Old : 273,750: 126,350 13,188 43,986 85,246 208,860 255,583 266,034: 18,168 7,716
Other: 25,865: 4,835 839 4,132 16,113 19,911 25,081 24,882: 784 982
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,191: 512 -1,119 1,145 -4,502 -3,582 -2,845 -3,556: -346 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 3.5 17.3 33.8 76.4 93.7 97.1: 6.3 2.9
Old : 100.0: 46.2 4.8 16.1 31.1 76.3 93.4 97.2: 6.6 2.8
Other: 100.0: 18.7 3.2 16.0 62.3 77.0 97.0 96.2: 3.0 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 157 51 77 71 79 266 173:
Old : 310: 153 54 73 70 78 260 170:
Other: 82: 23 10 14 27 37 55 56:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 36.8 19.3 48.3 9.6 31.3 15.9 40.8
Old : 10.6 39.6 18.4 50.3 9.8 36.2 16.7 46.0
Other: 41.5 40.9 61.2 59.8 34.2 40.8 49.7 51.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 19,517: 10,032 1,273 2,885 3,590 13,579 16,507 17,737: 3,010 1,781
Old : 19,517: 10,032 1,273 2,885 3,590 13,579 16,507 17,737: 3,010 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 645: 284 -23 24 262 525 570 526: 75 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 6.5 14.8 18.4 69.6 84.6 90.9: 15.4 9.1
Old : 100.0: 51.4 6.5 14.8 18.4 69.6 84.6 90.9: 15.4 9.1
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 : 83: 33 18 14 17 23 58 50:
Old : 83: 33 18 14 17 23 58 50:
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 : 35.3 43.2 46.2 58.2 35.3 42.2 42.7 56.0
Old : 35.3 43.2 46.2 58.2 35.3 42.2 42.7 56.0
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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 307,576: 67,454 67,034 65,572 161,760 164,021 294,786 296,627: 12,789 10,949
Old : 288,649: 68,033 67,022 63,061 145,535 148,258 276,629 278,340: 12,021 10,309
Other: 18,926: 1,085 1,675 848 16,225 15,763 18,158 18,286: 769 640
: : :
: : Changes in Commitments from: November 29, 2016 :
: 4,260: -4,016 -2,121 1,556 7,230 4,477 4,770 3,911: -510 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.8 21.3 52.6 53.3 95.8 96.4: 4.2 3.6
Old : 100.0: 23.6 23.2 21.8 50.4 51.4 95.8 96.4: 4.2 3.6
Other: 100.0: 5.7 8.9 4.5 85.7 83.3 95.9 96.6: 4.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 87 77 72 55 46 179 169:
Old : 240: 89 79 71 54 46 178 168:
Other: 49: 9 10 7 22 18 35 31:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 25.8 38.1 35.3 18.0 14.3 25.1 21.7
Old : 24.9 26.6 36.2 36.5 17.1 15.6 25.0 23.2
Other: 66.8 55.5 79.0 80.5 54.4 43.8 60.9 60.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,081,986: 236,236 23,478 284,665 479,061 721,160 999,961 1,029,303: 82,025 52,684
Old : 1,081,986: 236,236 23,478 284,665 479,061 721,160 999,961 1,029,303: 82,025 52,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 21,693: -1,686 -5,074 13,816 10,197 10,737 22,326 19,479: -633 2,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.2 26.3 44.3 66.7 92.4 95.1: 7.6 4.9
Old : 100.0: 21.8 2.2 26.3 44.3 66.7 92.4 95.1: 7.6 4.9
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 : 233: 86 43 82 88 85 212 178:
Old : 233: 86 43 82 88 85 212 178:
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 : 10.2 22.9 17.9 36.2 8.2 19.1 13.1 26.6
Old : 10.2 22.9 17.9 36.2 8.2 19.1 13.1 26.6
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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 223,980: 52,431 19,529 53,840 105,915 144,015 212,186 217,383: 11,794 6,597
Old : 207,166: 53,524 20,947 49,770 92,583 130,217 195,877 200,935: 11,289 6,231
Other: 16,814: 1,659 1,334 1,317 13,332 13,797 16,309 16,448: 506 366
: : :
: : Changes in Commitments from: November 29, 2016 :
: 6,090: -11,032 5,795 9,075 8,455 -9,032 6,498 5,838: -408 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.7 24.0 47.3 64.3 94.7 97.1: 5.3 2.9
Old : 100.0: 25.8 10.1 24.0 44.7 62.9 94.6 97.0: 5.4 3.0
Other: 100.0: 9.9 7.9 7.8 79.3 82.1 97.0 97.8: 3.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 140 87 126 129 119 339 274:
Old : 389: 146 88 121 128 117 334 271:
Other: 118: 16 19 18 59 55 90 79:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 19.2 21.0 28.8 9.3 13.1 15.4 20.5
Old : 13.4 19.2 22.1 28.8 10.0 13.3 16.6 21.0
Other: 55.0 37.9 67.5 54.6 52.8 37.5 64.5 52.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 94,624: 66,403 11,915 6,386 9,700 71,140 82,488 89,440: 12,136 5,184
Old : 94,624: 66,403 11,915 6,386 9,700 71,140 82,488 89,440: 12,136 5,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,422: -1,546 -2,759 595 -37 1,726 -988 -438: 2,410 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 12.6 6.7 10.3 75.2 87.2 94.5: 12.8 5.5
Old : 100.0: 70.2 12.6 6.7 10.3 75.2 87.2 94.5: 12.8 5.5
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 : 155: 112 25 24 10 9 136 48:
Old : 155: 112 25 24 10 9 136 48:
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 : 27.0 71.4 41.5 81.6 26.3 70.6 39.8 79.7
Old : 27.0 71.4 41.5 81.6 26.3 70.6 39.8 79.7
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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 694,546: 185,041 135,747 14,703 462,839 520,030 662,582 670,480: 31,964 24,066
Old : 694,546: 185,041 135,747 14,703 462,839 520,030 662,582 670,480: 31,964 24,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 337,740: 86,272 75,839 7,415 236,942 249,994 330,629 333,248: 7,110 4,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 19.5 2.1 66.6 74.9 95.4 96.5: 4.6 3.5
Old : 100.0: 26.6 19.5 2.1 66.6 74.9 95.4 96.5: 4.6 3.5
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 : 360: 86 67 23 132 127 231 204:
Old : 360: 86 67 23 132 127 231 204:
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 25.6 33.9 39.3 21.5 25.6 31.4 38.8
Old : 22.1 25.6 33.9 39.3 21.5 25.6 31.4 38.8
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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 221,754: 32,694 10,559 1,979 179,538 204,094 214,211 216,632: 7,543 5,122
Old : 221,754: 32,694 10,559 1,979 179,538 204,094 214,211 216,632: 7,543 5,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,970: -1,853 -1,316 -303 -1,631 -2,409 -3,787 -4,028: 817 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.8 0.9 81.0 92.0 96.6 97.7: 3.4 2.3
Old : 100.0: 14.7 4.8 0.9 81.0 92.0 96.6 97.7: 3.4 2.3
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 : 115: 12 12 5 63 55 78 69:
Old : 115: 12 12 5 63 55 78 69:
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 : 35.0 45.1 50.6 67.5 34.2 44.6 49.7 67.1
Old : 35.0 45.1 50.6 67.5 34.2 44.6 49.7 67.1
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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 834,985: 214,170 61,318 13,903 587,346 749,193 815,419 824,414: 19,566 10,571
Old : 834,985: 214,170 61,318 13,903 587,346 749,193 815,419 824,414: 19,566 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 7,719: 6,629 -1,815 1,520 1,158 5,737 9,307 5,442: -1,588 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 7.3 1.7 70.3 89.7 97.7 98.7: 2.3 1.3
Old : 100.0: 25.6 7.3 1.7 70.3 89.7 97.7 98.7: 2.3 1.3
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 : 303: 96 37 25 139 90 245 142:
Old : 303: 96 37 25 139 90 245 142:
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 : 22.8 53.8 34.2 68.6 22.0 52.4 31.2 65.3
Old : 22.8 53.8 34.2 68.6 22.0 52.4 31.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016