COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 287,604: 120,380 12,370 46,505 103,329 218,636 270,215 277,512: 17,389 10,092
Old : 259,862: 117,781 15,515 38,173 87,523 197,148 243,477 250,836: 16,385 9,026
Other: 27,742: 6,671 927 4,261 15,806 21,488 26,738 26,676: 1,004 1,066
: : :
: : Changes in Commitments from: December 20, 2016 :
: -805: -560 -708 1,415 -1,010 -531 -155 176: -650 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 4.3 16.2 35.9 76.0 94.0 96.5: 6.0 3.5
Old : 100.0: 45.3 6.0 14.7 33.7 75.9 93.7 96.5: 6.3 3.5
Other: 100.0: 24.0 3.3 15.4 57.0 77.5 96.4 96.2: 3.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 154 55 86 69 75 263 179:
Old : 302: 152 57 82 68 74 257 176:
Other: 96: 26 15 14 31 39 66 59:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 37.2 19.1 48.1 9.9 32.2 16.3 41.2
Old : 10.8 40.7 18.4 50.5 10.1 37.2 17.3 46.6
Other: 35.2 43.2 54.2 62.1 26.9 43.2 42.6 52.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 15,766: 7,363 1,154 1,888 4,554 10,908 13,805 13,949: 1,961 1,817
Old : 15,766: 7,363 1,154 1,888 4,554 10,908 13,805 13,949: 1,961 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -837: -639 -128 131 -93 -875 -601 -873: -236 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 7.3 12.0 28.9 69.2 87.6 88.5: 12.4 11.5
Old : 100.0: 46.7 7.3 12.0 28.9 69.2 87.6 88.5: 12.4 11.5
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 : 75: 25 18 12 21 21 51 47:
Old : 75: 25 18 12 21 21 51 47:
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 : 39.4 44.4 51.6 58.5 38.5 44.2 50.0 57.1
Old : 39.4 44.4 51.6 58.5 38.5 44.2 50.0 57.1
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 27, 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 : 315,527: 53,259 64,102 73,777 175,436 166,406 302,471 304,284: 13,056 11,243
Old : 289,824: 54,729 63,938 70,414 152,840 144,871 277,982 279,223: 11,841 10,601
Other: 25,704: 814 2,448 1,079 22,596 21,535 24,489 25,062: 1,215 642
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,394: -1,148 -2,072 3,392 1,752 2,029 3,995 3,348: -601 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.3 23.4 55.6 52.7 95.9 96.4: 4.1 3.6
Old : 100.0: 18.9 22.1 24.3 52.7 50.0 95.9 96.3: 4.1 3.7
Other: 100.0: 3.2 9.5 4.2 87.9 83.8 95.3 97.5: 4.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 89 76 77 53 45 180 171:
Old : 238: 91 79 75 52 44 178 169:
Other: 51: 9 9 8 23 19 36 33:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 26.5 35.5 36.1 15.8 14.0 21.6 21.2
Old : 22.1 26.8 33.1 36.5 13.6 14.2 21.1 21.5
Other: 66.3 54.4 79.0 78.8 57.9 37.6 63.0 57.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 1,039,532: 211,674 40,962 275,114 480,134 668,158 966,922 984,234: 72,610 55,298
Old : 1,039,532: 211,674 40,962 275,114 480,134 668,158 966,922 984,234: 72,610 55,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 914: -1,619 5,823 5,175 -3,748 -4,492 -192 6,506: 1,106 -5,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.9 26.5 46.2 64.3 93.0 94.7: 7.0 5.3
Old : 100.0: 20.4 3.9 26.5 46.2 64.3 93.0 94.7: 7.0 5.3
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 : 236: 80 52 88 91 85 217 185:
Old : 236: 80 52 88 91 85 217 185:
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 : 10.8 21.4 18.4 33.3 7.9 18.8 13.0 25.1
Old : 10.8 21.4 18.4 33.3 7.9 18.8 13.0 25.1
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 27, 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 : 225,314: 46,756 29,781 56,886 110,478 131,173 214,120 217,839: 11,194 7,475
Old : 207,359: 48,566 30,885 52,269 95,924 117,078 196,759 200,232: 10,601 7,128
Other: 17,955: 1,483 2,189 1,325 14,554 14,094 17,362 17,608: 593 347
: : :
: : Changes in Commitments from: December 20, 2016 :
: 6,575: -3,349 3,703 5,003 5,772 -2,630 7,426 6,076: -851 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.2 25.2 49.0 58.2 95.0 96.7: 5.0 3.3
Old : 100.0: 23.4 14.9 25.2 46.3 56.5 94.9 96.6: 5.1 3.4
Other: 100.0: 8.3 12.2 7.4 81.1 78.5 96.7 98.1: 3.3 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 140 104 133 133 120 346 294:
Old : 408: 143 106 129 132 118 342 291:
Other: 132: 24 21 23 71 52 108 84:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 18.0 21.4 27.5 8.1 12.0 14.5 19.0
Old : 13.2 17.9 22.2 27.9 8.8 11.9 15.7 19.2
Other: 51.9 35.7 63.0 50.1 49.5 34.9 60.4 48.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 87,857: 65,744 13,094 1,196 9,944 70,042 76,884 84,332: 10,973 3,525
Old : 87,857: 65,744 13,094 1,196 9,944 70,042 76,884 84,332: 10,973 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,929: 2,299 2,023 -208 121 1,121 2,212 2,935: 717 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 14.9 1.4 11.3 79.7 87.5 96.0: 12.5 4.0
Old : 100.0: 74.8 14.9 1.4 11.3 79.7 87.5 96.0: 12.5 4.0
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 : 164: 127 21 10 10 8 143 34:
Old : 164: 127 21 10 10 8 143 34:
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 : 29.4 78.2 43.6 85.5 27.5 78.2 41.7 85.5
Old : 29.4 78.2 43.6 85.5 27.5 78.2 41.7 85.5
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 27, 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 : 679,559: 208,543 116,247 13,058 427,817 532,150 649,417 661,455: 30,142 18,104
Old : 679,559: 208,543 116,247 13,058 427,817 532,150 649,417 661,455: 30,142 18,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,727: 3,610 4,803 720 -1,781 101 2,548 5,624: 1,179 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.1 1.9 63.0 78.3 95.6 97.3: 4.4 2.7
Old : 100.0: 30.7 17.1 1.9 63.0 78.3 95.6 97.3: 4.4 2.7
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 : 344: 85 59 22 124 124 220 194:
Old : 344: 85 59 22 124 124 220 194:
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 : 22.2 37.3 34.5 48.2 21.8 37.3 31.8 48.1
Old : 22.2 37.3 34.5 48.2 21.8 37.3 31.8 48.1
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 27, 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 : 15,751: 5,895 416 0 8,822 15,014 14,717 15,430: 1,034 321
Old : 15,751: 5,895 416 0 8,822 15,014 14,717 15,430: 1,034 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -331: 13 -138 0 -399 7 -386 -131: 55 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.6 0.0 56.0 95.3 93.4 98.0: 6.6 2.0
Old : 100.0: 37.4 2.6 0.0 56.0 95.3 93.4 98.0: 6.6 2.0
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 : 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 : 77.6 76.5 89.7 95.3 77.6 76.5 89.7 95.3
Old : 77.6 76.5 89.7 95.3 77.6 76.5 89.7 95.3
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 27, 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 : 216,150: 41,300 14,742 1,830 165,585 195,273 208,715 211,845: 7,435 4,305
Old : 216,150: 41,300 14,742 1,830 165,585 195,273 208,715 211,845: 7,435 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,367: 3,673 -410 392 900 4,832 4,965 4,814: -598 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.8 0.8 76.6 90.3 96.6 98.0: 3.4 2.0
Old : 100.0: 19.1 6.8 0.8 76.6 90.3 96.6 98.0: 3.4 2.0
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 : 119: 21 13 5 58 53 81 69:
Old : 119: 21 13 5 58 53 81 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 : 38.3 43.9 53.2 66.5 37.2 43.8 52.0 66.4
Old : 38.3 43.9 53.2 66.5 37.2 43.8 52.0 66.4
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 27, 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 : 801,621: 206,417 67,558 11,373 563,797 713,064 781,587 791,995: 20,034 9,626
Old : 801,621: 206,417 67,558 11,373 563,797 713,064 781,587 791,995: 20,034 9,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -10,585: -13,032 -470 1,172 -506 -11,435 -12,366 -10,733: 1,781 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 8.4 1.4 70.3 89.0 97.5 98.8: 2.5 1.2
Old : 100.0: 25.7 8.4 1.4 70.3 89.0 97.5 98.8: 2.5 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 : 289: 95 33 19 129 89 229 136:
Old : 289: 95 33 19 129 89 229 136:
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 : 25.0 48.0 38.3 67.1 23.9 47.8 34.6 65.7
Old : 25.0 48.0 38.3 67.1 23.9 47.8 34.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016