COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 288,409
COMMITMENTS
120,940 13,079 45,090 104,340 219,168 270,370 277,336 18,039 11,073
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -14,908)
-7,600 2,365 -5,808 409 -13,784 -12,999 -17,227 -1,909 2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 4.5 15.6 36.2 76.0 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
148 57 88 73 77 264 183
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,603
COMMITMENTS
8,002 1,282 1,757 4,646 11,783 14,406 14,822 2,197 1,781
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -2,028)
-980 39 -923 270 -904 -1,633 -1,788 -395 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 7.7 10.6 28.0 71.0 86.8 89.3 13.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 22 11 21 22 52 48
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 312,133
COMMITMENTS
54,407 66,174 70,385 173,684 164,377 298,476 300,936 13,657 11,197
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,134)
-5,574 -4,082 494 -314 -750 -5,394 -4,338 1,260 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.2 22.5 55.6 52.7 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
78 84 71 55 45 173 171
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,038,618
COMMITMENTS
213,293 35,139 269,940 483,881 672,650 967,114 977,728 71,504 60,890
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -38,722)
-10,706 4,355 -15,668 -9,263 -32,087 -35,637 -43,401 -3,085 4,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.4 26.0 46.6 64.8 93.1 94.1 6.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
84 45 87 90 84 214 182
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 218,739
COMMITMENTS
50,105 26,078 51,882 104,706 133,803 206,694 211,763 12,045 6,976
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,850)
703 2,647 2,516 680 -1,173 3,899 3,991 -49 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 11.9 23.7 47.9 61.2 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
143 96 129 133 124 344 291
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 84,928
COMMITMENTS
63,445 11,071 1,404 9,823 68,921 74,672 81,396 10,255 3,531
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,716)
-6,671 -2,410 -4,147 243 -3,913 -10,575 -10,470 -1,141 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 13.0 1.7 11.6 81.2 87.9 95.8 12.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
126 21 12 10 9 144 35
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 675,832
COMMITMENTS
204,933 111,444 12,338 429,598 532,049 646,869 655,831 28,963 20,000
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -87,986)
22,921 -13,622 -15,895 -75,336 -32,149 -68,310 -61,666 -19,676 -26,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 16.5 1.8 63.6 78.7 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
88 60 20 127 121 225 191
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50) OPEN INTEREST: 16,082
COMMITMENTS
5,882 554 0 9,221 15,007 15,103 15,561 979 521
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 3.4 0.0 57.3 93.3 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 6 8 10 10
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 211,783
COMMITMENTS
37,627 15,152 1,438 164,685 190,441 203,750 207,031 8,033 4,752
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -29,238)
103 2,134 -4,187 -24,480 -25,912 -28,564 -27,965 -674 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.2 0.7 77.8 89.9 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 13 4 58 51 79 67
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 812,206
COMMITMENTS
219,449 68,028 10,201 564,303 724,499 793,953 802,728 18,253 9,478
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -94,717)
-888 -3,434 -4,438 -82,440 -70,203 -87,766 -78,075 -6,951 -16,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 8.4 1.3 69.5 89.2 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
98 33 20 134 88 239 134
Updated December 23, 2016