COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 303,317 COMMITMENTS 128,540 10,714 50,898 103,931 232,952 283,369 294,564 19,948 8,754 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,702) 944 277 -811 2,572 4,180 2,706 3,647 997 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 3.5 16.8 34.3 76.8 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 169 44 84 72 78 276 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,631 COMMITMENTS 8,983 1,243 2,680 4,376 12,688 16,039 16,611 2,592 2,020 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -886) -1,049 -30 -205 786 -891 -468 -1,126 -418 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 6.7 14.4 23.5 68.1 86.1 89.2 13.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 21 11 19 24 51 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 316,267 COMMITMENTS 59,981 70,256 69,891 173,998 165,126 303,870 305,273 12,397 10,994 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 8,691) -7,473 3,222 4,319 12,238 1,106 9,084 8,647 -393 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 22.2 22.1 55.0 52.2 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 80 92 77 53 47 178 182 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,077,339 COMMITMENTS 223,999 30,784 285,608 493,144 704,737 1002751 1021129 74,588 56,211 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -4,647) -12,236 7,306 943 14,083 -16,423 2,790 -8,174 -7,437 3,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 2.9 26.5 45.8 65.4 93.1 94.8 6.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 88 44 84 89 83 213 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 214,889 COMMITMENTS 49,402 23,431 49,366 104,026 134,976 202,795 207,773 12,094 7,116 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -9,092) -3,029 3,902 -4,473 -1,889 -9,039 -9,391 -9,611 300 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 10.9 23.0 48.4 62.8 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 141 100 125 129 119 340 284 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 96,643 COMMITMENTS 70,116 13,481 5,551 9,580 72,834 85,247 91,866 11,396 4,777 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,019) 3,713 1,566 -834 -120 1,694 2,759 2,425 -740 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.6 13.9 5.7 9.9 75.4 88.2 95.1 11.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 118 22 21 10 9 141 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 763,818 COMMITMENTS 182,012 125,066 28,233 504,934 564,198 715,179 717,498 48,639 46,320 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 69,272) -3,029 -10,680 13,531 42,095 44,168 52,597 47,018 16,675 22,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 16.4 3.7 66.1 73.9 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 92 62 30 144 137 250 216 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 241,021 COMMITMENTS 37,524 13,018 5,625 189,165 216,353 232,314 234,996 8,707 6,025 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 19,267) 4,830 2,459 3,646 9,627 12,259 18,103 18,364 1,164 903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.4 2.3 78.5 89.8 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 18 12 8 63 54 86 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 906,923 COMMITMENTS 220,337 71,462 14,639 646,743 794,702 881,719 880,803 25,204 26,120 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 71,938) 6,167 10,144 736 59,397 45,509 66,300 56,389 5,638 15,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 7.9 1.6 71.3 87.6 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 93 39 24 145 97 249 149
Updated December 16, 2016