COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 288,409: 120,940 13,079 45,090 104,340 219,168 270,370 277,336: 18,039 11,073
Old : 261,156: 118,573 16,311 36,812 88,642 198,000 244,028 251,123: 17,129 10,033
Other: 27,253: 6,499 899 4,146 15,698 21,168 26,342 26,213: 911 1,040
: : :
: : Changes in Commitments from: December 13, 2016 :
: -14,908: -7,600 2,365 -5,808 409 -13,784 -12,999 -17,227: -1,909 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 4.5 15.6 36.2 76.0 93.7 96.2: 6.3 3.8
Old : 100.0: 45.4 6.2 14.1 33.9 75.8 93.4 96.2: 6.6 3.8
Other: 100.0: 23.8 3.3 15.2 57.6 77.7 96.7 96.2: 3.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 148 57 88 73 77 264 183:
Old : 303: 144 62 84 72 76 258 180:
Other: 96: 28 14 14 29 39 66 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 : 11.3 36.6 19.0 47.9 9.6 31.4 16.2 40.8
Old : 10.5 39.8 18.4 49.8 9.8 36.2 17.0 45.9
Other: 35.2 44.0 54.3 61.8 28.5 44.0 44.5 53.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 16,603: 8,002 1,282 1,757 4,646 11,783 14,406 14,822: 2,197 1,781
Old : 16,603: 8,002 1,282 1,757 4,646 11,783 14,406 14,822: 2,197 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -2,028: -980 39 -923 270 -904 -1,633 -1,788: -395 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 7.7 10.6 28.0 71.0 86.8 89.3: 13.2 10.7
Old : 100.0: 48.2 7.7 10.6 28.0 71.0 86.8 89.3: 13.2 10.7
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 : 78: 23 22 11 21 22 52 48:
Old : 78: 23 22 11 21 22 52 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 : 37.6 45.4 49.6 58.8 37.6 44.8 47.8 57.3
Old : 37.6 45.4 49.6 58.8 37.6 44.8 47.8 57.3
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 20, 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 : 312,133: 54,407 66,174 70,385 173,684 164,377 298,476 300,936: 13,657 11,197
Old : 288,698: 55,481 65,971 67,754 152,930 144,391 276,164 278,115: 12,533 10,582
Other: 23,436: 748 2,025 809 20,754 19,986 22,312 22,821: 1,124 615
: : :
: : Changes in Commitments from: December 13, 2016 :
: -4,134: -5,574 -4,082 494 -314 -750 -5,394 -4,338: 1,260 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.2 22.5 55.6 52.7 95.6 96.4: 4.4 3.6
Old : 100.0: 19.2 22.9 23.5 53.0 50.0 95.7 96.3: 4.3 3.7
Other: 100.0: 3.2 8.6 3.5 88.6 85.3 95.2 97.4: 4.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 78 84 71 55 45 173 171:
Old : 236: 81 86 70 54 44 172 169:
Other: 51: 9 9 9 24 19 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 : 25.4 26.3 35.9 35.8 15.9 13.7 22.1 20.9
Old : 23.0 26.4 33.8 36.4 14.3 13.8 21.7 21.3
Other: 67.8 56.8 80.6 79.9 58.8 38.8 63.5 57.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,038,618: 213,293 35,139 269,940 483,881 672,650 967,114 977,728: 71,504 60,890
Old : 1,038,618: 213,293 35,139 269,940 483,881 672,650 967,114 977,728: 71,504 60,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -38,722: -10,706 4,355 -15,668 -9,263 -32,087 -35,637 -43,401: -3,085 4,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.4 26.0 46.6 64.8 93.1 94.1: 6.9 5.9
Old : 100.0: 20.5 3.4 26.0 46.6 64.8 93.1 94.1: 6.9 5.9
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 : 232: 84 45 87 90 84 214 182:
Old : 232: 84 45 87 90 84 214 182:
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 : 10.6 21.5 18.4 33.6 8.1 18.9 13.2 25.5
Old : 10.6 21.5 18.4 33.6 8.1 18.9 13.2 25.5
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 20, 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 : 218,739: 50,105 26,078 51,882 104,706 133,803 206,694 211,763: 12,045 6,976
Old : 200,921: 51,969 27,341 47,081 90,387 119,917 189,437 194,339: 11,484 6,582
Other: 17,818: 1,541 2,142 1,396 14,319 13,886 17,257 17,425: 561 393
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,850: 703 2,647 2,516 680 -1,173 3,899 3,991: -49 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.9 23.7 47.9 61.2 94.5 96.8: 5.5 3.2
Old : 100.0: 25.9 13.6 23.4 45.0 59.7 94.3 96.7: 5.7 3.3
Other: 100.0: 8.7 12.0 7.8 80.4 77.9 96.9 97.8: 3.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 143 96 129 133 124 344 291:
Old : 403: 148 97 125 132 121 340 287:
Other: 128: 22 20 22 69 52 105 81:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 18.6 20.4 28.2 8.5 12.7 15.2 20.2
Old : 12.3 18.7 21.3 28.6 9.3 12.8 16.5 20.7
Other: 53.0 35.9 64.6 51.0 50.5 35.1 61.5 48.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 84,928: 63,445 11,071 1,404 9,823 68,921 74,672 81,396: 10,255 3,531
Old : 84,928: 63,445 11,071 1,404 9,823 68,921 74,672 81,396: 10,255 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,716: -6,671 -2,410 -4,147 243 -3,913 -10,575 -10,470: -1,141 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 13.0 1.7 11.6 81.2 87.9 95.8: 12.1 4.2
Old : 100.0: 74.7 13.0 1.7 11.6 81.2 87.9 95.8: 12.1 4.2
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 : 163: 126 21 12 10 9 144 35:
Old : 163: 126 21 12 10 9 144 35:
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 : 29.0 80.7 44.3 86.3 27.1 80.7 42.2 86.0
Old : 29.0 80.7 44.3 86.3 27.1 80.7 42.2 86.0
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 20, 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 : 675,832: 204,933 111,444 12,338 429,598 532,049 646,869 655,831: 28,963 20,000
Old : 675,832: 204,933 111,444 12,338 429,598 532,049 646,869 655,831: 28,963 20,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -87,986: 22,921 -13,622 -15,895 -75,336 -32,149 -68,310 -61,666: -19,676 -26,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 16.5 1.8 63.6 78.7 95.7 97.0: 4.3 3.0
Old : 100.0: 30.3 16.5 1.8 63.6 78.7 95.7 97.0: 4.3 3.0
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 : 348: 88 60 20 127 121 225 191:
Old : 348: 88 60 20 127 121 225 191:
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 : 22.0 37.6 34.5 48.8 21.6 37.6 31.8 48.7
Old : 22.0 37.6 34.5 48.8 21.6 37.6 31.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 INDEX X $50) :
: : :
All : 16,082: 5,882 554 0 9,221 15,007 15,103 15,561: 979 521
Old : 16,082: 5,882 554 0 9,221 15,007 15,103 15,561: 979 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 3.4 0.0 57.3 93.3 93.9 96.8: 6.1 3.2
Old : 100.0: 36.6 3.4 0.0 57.3 93.3 93.9 96.8: 6.1 3.2
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 : 20: 4 2 0 6 8 10 10:
Old : 20: 4 2 0 6 8 10 10:
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 : 78.5 74.9 90.3 93.9 78.5 74.9 90.3 93.9
Old : 78.5 74.9 90.3 93.9 78.5 74.9 90.3 93.9
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 20, 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 : 211,783: 37,627 15,152 1,438 164,685 190,441 203,750 207,031: 8,033 4,752
Old : 211,783: 37,627 15,152 1,438 164,685 190,441 203,750 207,031: 8,033 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -29,238: 103 2,134 -4,187 -24,480 -25,912 -28,564 -27,965: -674 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 0.7 77.8 89.9 96.2 97.8: 3.8 2.2
Old : 100.0: 17.8 7.2 0.7 77.8 89.9 96.2 97.8: 3.8 2.2
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 : 116: 20 13 4 58 51 79 67:
Old : 116: 20 13 4 58 51 79 67:
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 : 37.8 43.6 53.1 67.0 36.8 43.5 51.8 66.9
Old : 37.8 43.6 53.1 67.0 36.8 43.5 51.8 66.9
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 20, 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 : 812,206: 219,449 68,028 10,201 564,303 724,499 793,953 802,728: 18,253 9,478
Old : 812,206: 219,449 68,028 10,201 564,303 724,499 793,953 802,728: 18,253 9,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -94,717: -888 -3,434 -4,438 -82,440 -70,203 -87,766 -78,075: -6,951 -16,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.4 1.3 69.5 89.2 97.8 98.8: 2.2 1.2
Old : 100.0: 27.0 8.4 1.3 69.5 89.2 97.8 98.8: 2.2 1.2
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 : 296: 98 33 20 134 88 239 134:
Old : 296: 98 33 20 134 88 239 134:
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 : 24.6 48.7 37.8 67.7 23.5 48.5 34.2 66.5
Old : 24.6 48.7 37.8 67.7 23.5 48.5 34.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016