COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 247,158 COMMITMENTS 124,424 18,402 18,017 86,600 202,190 229,041 238,609 18,117 8,549 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,349) 3,951 -1,805 -2,040 -226 7,325 1,685 3,480 1,664 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 7.4 7.3 35.0 81.8 92.7 96.5 7.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 153 49 64 52 70 235 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,065 COMMITMENTS 7,349 1,513 227 3,617 9,844 11,193 11,584 1,872 1,481 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -88) 23 -135 13 -114 175 -78 53 -10 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 11.6 1.7 27.7 75.3 85.7 88.7 14.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 21 16 7 13 16 38 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 277,169 COMMITMENTS 63,988 65,806 38,604 160,593 160,962 263,185 265,372 13,984 11,797 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 23,443) -501 -296 8,211 14,100 14,683 21,810 22,598 1,633 845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 23.7 13.9 57.9 58.1 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 79 81 63 53 43 167 162 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 810,483 COMMITMENTS 222,892 47,960 123,714 391,713 591,869 738,319 763,543 72,164 46,940 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,315) -1,966 -1,425 -8,513 4,895 15,048 -5,584 5,110 7,899 -2,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 5.9 15.3 48.3 73.0 91.1 94.2 8.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 86 36 68 83 78 196 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,266 COMMITMENTS 57,680 37,243 29,011 96,690 120,439 183,381 186,693 10,885 7,573 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,954) 2,077 5,124 -555 2,861 -107 4,383 4,462 571 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 19.2 14.9 49.8 62.0 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 132 92 97 127 108 314 255 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 84,941 COMMITMENTS 64,538 10,267 1,186 8,298 68,650 74,022 80,103 10,919 4,838 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,250) -1,187 -2,814 295 -1,502 -1,186 -2,394 -3,705 144 1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 12.1 1.4 9.8 80.8 87.1 94.3 12.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 128 22 6 9 8 138 35 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 660,441 COMMITMENTS 208,557 115,905 12,329 410,451 511,178 631,337 639,412 29,104 21,029 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -16,430) 14 -1,299 1,132 -16,661 -19,428 -15,515 -19,595 -915 3,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 17.5 1.9 62.1 77.4 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 84 63 20 121 122 212 198 RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 INDEX X $50) OPEN INTEREST: 17,224 COMMITMENTS 5,826 847 0 10,271 16,242 16,097 17,089 1,127 135 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,473) -69 431 0 1,449 1,228 1,380 1,659 93 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 4.9 0.0 59.6 94.3 93.5 99.2 6.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 6 8 10 11 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 223,274 COMMITMENTS 42,835 13,316 1,932 170,163 203,232 214,930 218,480 8,344 4,794 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 7,124) 1,535 -1,426 102 4,578 7,959 6,215 6,635 909 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 6.0 0.9 76.2 91.0 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 13 5 60 56 86 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 811,882 COMMITMENTS 203,648 65,519 12,638 568,184 725,399 784,470 803,556 27,412 8,326 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 10,261) -2,769 -2,039 1,265 4,387 12,335 2,883 11,561 7,378 -1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 8.1 1.6 70.0 89.3 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 98 39 21 129 84 232 139
Updated January 6, 2017