COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 303,317: 128,540 10,714 50,898 103,931 232,952 283,369 294,564: 19,948 8,754
Old : 277,002: 126,048 13,266 43,315 88,537 212,636 257,900 269,218: 19,103 7,784
Other: 26,315: 5,947 903 4,128 15,394 20,315 25,469 25,346: 846 969
: : :
: : Changes in Commitments from: December 6, 2016 :
: 3,702: 944 277 -811 2,572 4,180 2,706 3,647: 997 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 3.5 16.8 34.3 76.8 93.4 97.1: 6.6 2.9
Old : 100.0: 45.5 4.8 15.6 32.0 76.8 93.1 97.2: 6.9 2.8
Other: 100.0: 22.6 3.4 15.7 58.5 77.2 96.8 96.3: 3.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 169 44 84 72 78 276 179:
Old : 317: 164 51 78 71 77 268 176:
Other: 90: 29 10 14 28 38 61 58:
:----------------------------------------------------------------------------------------------------
: 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 37.3 18.9 49.0 9.2 31.7 15.5 41.4
Old : 10.6 40.1 18.1 51.0 9.3 36.4 16.2 46.2
Other: 37.1 41.5 56.8 60.1 30.3 41.5 46.8 51.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 18,631: 8,983 1,243 2,680 4,376 12,688 16,039 16,611: 2,592 2,020
Old : 18,631: 8,983 1,243 2,680 4,376 12,688 16,039 16,611: 2,592 2,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -886: -1,049 -30 -205 786 -891 -468 -1,126: -418 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 6.7 14.4 23.5 68.1 86.1 89.2: 13.9 10.8
Old : 100.0: 48.2 6.7 14.4 23.5 68.1 86.1 89.2: 13.9 10.8
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 : 77: 25 21 11 19 24 51 50:
Old : 77: 25 21 11 19 24 51 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 : 35.4 42.5 46.6 56.8 35.4 42.0 43.7 55.0
Old : 35.4 42.5 46.6 56.8 35.4 42.0 43.7 55.0
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 13, 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 : 316,267: 59,981 70,256 69,891 173,998 165,126 303,870 305,273: 12,397 10,994
Old : 293,661: 61,203 70,092 66,758 154,061 146,330 282,022 283,181: 11,639 10,481
Other: 22,606: 964 2,350 947 19,937 18,796 21,848 22,093: 757 513
: : :
: : Changes in Commitments from: December 6, 2016 :
: 8,691: -7,473 3,222 4,319 12,238 1,106 9,084 8,647: -393 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 22.2 22.1 55.0 52.2 96.1 96.5: 3.9 3.5
Old : 100.0: 20.8 23.9 22.7 52.5 49.8 96.0 96.4: 4.0 3.6
Other: 100.0: 4.3 10.4 4.2 88.2 83.1 96.7 97.7: 3.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 80 92 77 53 47 178 182:
Old : 246: 84 94 75 53 47 177 181:
Other: 50: 9 11 10 22 18 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 25.8 36.9 35.2 15.8 12.4 22.8 19.5
Old : 23.9 26.0 35.1 35.9 14.2 12.4 22.3 19.9
Other: 67.1 55.3 80.3 79.9 57.5 37.2 63.0 56.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,077,339: 223,999 30,784 285,608 493,144 704,737 1,002,751 1,021,129: 74,588 56,211
Old : 1,077,339: 223,999 30,784 285,608 493,144 704,737 1,002,751 1,021,129: 74,588 56,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -4,647: -12,236 7,306 943 14,083 -16,423 2,790 -8,174: -7,437 3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.9 26.5 45.8 65.4 93.1 94.8: 6.9 5.2
Old : 100.0: 20.8 2.9 26.5 45.8 65.4 93.1 94.8: 6.9 5.2
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 : 235: 88 44 84 89 83 213 181:
Old : 235: 88 44 84 89 83 213 181:
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 : 10.5 21.6 18.0 34.2 8.1 18.3 13.0 25.0
Old : 10.5 21.6 18.0 34.2 8.1 18.3 13.0 25.0
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 13, 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 : 214,889: 49,402 23,431 49,366 104,026 134,976 202,795 207,773: 12,094 7,116
Old : 198,119: 50,546 24,806 45,288 90,722 121,286 186,556 191,380: 11,563 6,739
Other: 16,770: 1,623 1,391 1,312 13,304 13,689 16,239 16,393: 531 377
: : :
: : Changes in Commitments from: December 6, 2016 :
: -9,092: -3,029 3,902 -4,473 -1,889 -9,039 -9,391 -9,611: 300 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.9 23.0 48.4 62.8 94.4 96.7: 5.6 3.3
Old : 100.0: 25.5 12.5 22.9 45.8 61.2 94.2 96.6: 5.8 3.4
Other: 100.0: 9.7 8.3 7.8 79.3 81.6 96.8 97.8: 3.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 141 100 125 129 119 340 284:
Old : 401: 146 100 121 128 117 336 281:
Other: 121: 21 17 21 64 52 98 78:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 18.4 20.7 27.8 8.5 12.5 15.2 20.0
Old : 13.2 18.3 21.8 28.1 9.2 12.4 16.5 20.4
Other: 53.4 37.3 65.8 53.5 50.8 36.9 62.4 51.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 96,643: 70,116 13,481 5,551 9,580 72,834 85,247 91,866: 11,396 4,777
Old : 96,643: 70,116 13,481 5,551 9,580 72,834 85,247 91,866: 11,396 4,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,019: 3,713 1,566 -834 -120 1,694 2,759 2,425: -740 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 13.9 5.7 9.9 75.4 88.2 95.1: 11.8 4.9
Old : 100.0: 72.6 13.9 5.7 9.9 75.4 88.2 95.1: 11.8 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 : 158: 118 22 21 10 9 141 43:
Old : 158: 118 22 21 10 9 141 43:
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 : 27.9 71.6 44.3 82.1 27.4 71.1 42.7 80.9
Old : 27.9 71.6 44.3 82.1 27.4 71.1 42.7 80.9
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 13, 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 : 763,818: 182,012 125,066 28,233 504,934 564,198 715,179 717,498: 48,639 46,320
Old : 763,818: 182,012 125,066 28,233 504,934 564,198 715,179 717,498: 48,639 46,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 69,272: -3,029 -10,680 13,531 42,095 44,168 52,597 47,018: 16,675 22,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.4 3.7 66.1 73.9 93.6 93.9: 6.4 6.1
Old : 100.0: 23.8 16.4 3.7 66.1 73.9 93.6 93.9: 6.4 6.1
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 : 362: 92 62 30 144 137 250 216:
Old : 362: 92 62 30 144 137 250 216:
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 : 20.8 29.2 32.6 41.0 19.9 27.7 29.7 39.6
Old : 20.8 29.2 32.6 41.0 19.9 27.7 29.7 39.6
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 13, 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 : 241,021: 37,524 13,018 5,625 189,165 216,353 232,314 234,996: 8,707 6,025
Old : 241,021: 37,524 13,018 5,625 189,165 216,353 232,314 234,996: 8,707 6,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 19,267: 4,830 2,459 3,646 9,627 12,259 18,103 18,364: 1,164 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.4 2.3 78.5 89.8 96.4 97.5: 3.6 2.5
Old : 100.0: 15.6 5.4 2.3 78.5 89.8 96.4 97.5: 3.6 2.5
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 : 118: 18 12 8 63 54 86 70:
Old : 118: 18 12 8 63 54 86 70:
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 : 33.7 43.5 47.8 65.4 32.9 41.1 46.9 61.3
Old : 33.7 43.5 47.8 65.4 32.9 41.1 46.9 61.3
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 13, 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 : 906,923: 220,337 71,462 14,639 646,743 794,702 881,719 880,803: 25,204 26,120
Old : 906,923: 220,337 71,462 14,639 646,743 794,702 881,719 880,803: 25,204 26,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 71,938: 6,167 10,144 736 59,397 45,509 66,300 56,389: 5,638 15,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.9 1.6 71.3 87.6 97.2 97.1: 2.8 2.9
Old : 100.0: 24.3 7.9 1.6 71.3 87.6 97.2 97.1: 2.8 2.9
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 : 301: 93 39 24 145 97 249 149:
Old : 301: 93 39 24 145 97 249 149:
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 : 21.0 51.6 33.6 65.7 20.2 48.1 28.9 60.1
Old : 21.0 51.6 33.6 65.7 20.2 48.1 28.9 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016