COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 06, 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 : 251,402: 127,452 20,680 20,471 85,278 202,910 233,201 244,061: 18,201 7,341
Old : 232,141: 126,599 20,927 16,836 71,249 187,749 214,684 225,512: 17,457 6,629
Other: 19,261: 4,296 3,196 192 14,029 15,161 18,517 18,549: 744 712
: : :
: : Changes in Commitments from: November 29, 2016 :
: -4,081: 556 -1,852 1,504 -5,727 -4,074 -3,667 -4,422: -414 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 8.2 8.1 33.9 80.7 92.8 97.1: 7.2 2.9
Old : 100.0: 54.5 9.0 7.3 30.7 80.9 92.5 97.1: 7.5 2.9
Other: 100.0: 22.3 16.6 1.0 72.8 78.7 96.1 96.3: 3.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 150 52 61 57 73 235 162:
Old : 297: 148 53 58 51 71 226 157:
Other: 80: 15 16 4 24 34 42 51:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 40.9 19.4 53.1 11.4 37.7 18.9 48.3
Old : 11.8 44.0 20.0 55.4 11.5 43.3 19.6 54.5
Other: 55.0 46.9 74.4 63.7 52.0 46.9 71.2 63.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 06, 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 : 16,388: 9,984 2,597 234 3,252 11,958 13,470 14,789: 2,918 1,599
Old : 16,388: 9,984 2,597 234 3,252 11,958 13,470 14,789: 2,918 1,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 590: 301 25 -51 268 505 518 479: 72 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 15.8 1.4 19.8 73.0 82.2 90.2: 17.8 9.8
Old : 100.0: 60.9 15.8 1.4 19.8 73.0 82.2 90.2: 17.8 9.8
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 : 73: 26 18 5 15 16 46 37:
Old : 73: 26 18 5 15 16 46 37:
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 : 42.1 48.3 52.9 64.3 42.1 47.3 52.1 62.9
Old : 42.1 48.3 52.9 64.3 42.1 47.3 52.1 62.9
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 - Futures Only, December 06, 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 : 253,550: 76,535 68,696 28,463 136,475 145,787 241,473 242,946: 12,077 10,604
Old : 234,699: 76,826 68,404 26,307 120,250 130,024 223,383 224,735: 11,316 9,964
Other: 18,851: 1,159 1,742 706 16,225 15,763 18,090 18,211: 761 640
: : :
: : Changes in Commitments from: November 29, 2016 :
: 6,581: -4,334 -2,140 2,547 8,826 5,915 7,039 6,322: -458 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 27.1 11.2 53.8 57.5 95.2 95.8: 4.8 4.2
Old : 100.0: 32.7 29.1 11.2 51.2 55.4 95.2 95.8: 4.8 4.2
Other: 100.0: 6.1 9.2 3.7 86.1 83.6 96.0 96.6: 4.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 82 77 60 55 44 173 156:
Old : 235: 83 80 57 54 44 171 154:
Other: 49: 9 10 3 22 18 32 30:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 28.0 36.4 38.8 21.5 21.7 30.5 30.8
Old : 22.3 29.1 34.4 40.6 20.6 24.1 30.8 33.4
Other: 67.1 55.7 79.3 80.8 54.6 44.0 61.1 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 06, 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 : 835,875: 257,116 36,616 124,483 379,542 627,782 761,141 788,881: 74,734 46,994
Old : 835,875: 257,116 36,616 124,483 379,542 627,782 761,141 788,881: 74,734 46,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 13,629: 2,775 -1,192 4,954 7,681 8,425 15,410 12,187: -1,781 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.4 14.9 45.4 75.1 91.1 94.4: 8.9 5.6
Old : 100.0: 30.8 4.4 14.9 45.4 75.1 91.1 94.4: 8.9 5.6
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 : 226: 85 34 69 80 77 194 160:
Old : 226: 85 34 69 80 77 194 160:
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 : 11.2 28.7 19.9 43.5 10.6 24.5 17.2 35.2
Old : 11.2 28.7 19.9 43.5 10.6 24.5 17.2 35.2
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 - Futures Only, December 06, 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 : 185,690: 58,473 21,171 26,012 90,308 132,237 174,793 179,420: 10,897 6,270
Old : 169,496: 59,507 22,632 22,438 77,137 118,519 159,082 163,589: 10,414 5,907
Other: 16,194: 1,735 1,308 805 13,171 13,718 15,711 15,831: 483 363
: : :
: : Changes in Commitments from: November 29, 2016 :
: -759: -6,468 6,852 2,182 4,237 -10,080 -49 -1,046: -710 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.4 14.0 48.6 71.2 94.1 96.6: 5.9 3.4
Old : 100.0: 35.1 13.4 13.2 45.5 69.9 93.9 96.5: 6.1 3.5
Other: 100.0: 10.7 8.1 5.0 81.3 84.7 97.0 97.8: 3.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 124 78 88 121 107 300 232:
Old : 361: 128 81 81 120 105 293 228:
Other: 116: 20 13 12 58 54 86 73:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 19.7 22.0 30.3 11.2 15.2 18.5 24.2
Old : 14.2 19.7 23.1 30.1 12.2 15.2 20.3 24.7
Other: 57.2 39.2 70.1 56.6 54.9 39.1 67.0 54.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 06, 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 : 93,311: 66,444 11,842 5,688 9,335 70,871 81,467 88,401: 11,844 4,910
Old : 93,311: 66,444 11,842 5,688 9,335 70,871 81,467 88,401: 11,844 4,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,155: -1,598 -2,797 510 -39 1,687 -1,127 -600: 2,282 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 12.7 6.1 10.0 76.0 87.3 94.7: 12.7 5.3
Old : 100.0: 71.2 12.7 6.1 10.0 76.0 87.3 94.7: 12.7 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 : 155: 112 25 19 10 9 133 46:
Old : 155: 112 25 19 10 9 133 46:
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 : 27.4 72.1 42.1 82.5 26.7 71.7 40.3 81.0
Old : 27.4 72.1 42.1 82.5 26.7 71.7 40.3 81.0
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 - Futures Only, December 06, 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 : 691,904: 185,041 135,631 13,160 462,000 519,477 660,201 668,268: 31,703 23,636
Old : 691,904: 185,041 135,631 13,160 462,000 519,477 660,201 668,268: 31,703 23,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 336,390: 86,289 75,860 6,609 236,499 249,628 329,397 332,097: 6,993 4,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.6 1.9 66.8 75.1 95.4 96.6: 4.6 3.4
Old : 100.0: 26.7 19.6 1.9 66.8 75.1 95.4 96.6: 4.6 3.4
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 : 359: 86 66 20 130 127 226 203:
Old : 359: 86 66 20 130 127 226 203:
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 : 22.1 25.7 34.1 39.4 21.6 25.7 31.5 39.0
Old : 22.1 25.7 34.1 39.4 21.6 25.7 31.5 39.0
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 - Futures Only, December 06, 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 : 221,754: 32,694 10,559 1,979 179,538 204,094 214,211 216,632: 7,543 5,122
Old : 221,754: 32,694 10,559 1,979 179,538 204,094 214,211 216,632: 7,543 5,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,970: -1,853 -1,316 -303 -1,631 -2,409 -3,787 -4,028: 817 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.8 0.9 81.0 92.0 96.6 97.7: 3.4 2.3
Old : 100.0: 14.7 4.8 0.9 81.0 92.0 96.6 97.7: 3.4 2.3
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 : 115: 12 12 5 63 55 78 69:
Old : 115: 12 12 5 63 55 78 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 : 35.0 45.1 50.6 67.5 34.2 44.6 49.7 67.1
Old : 35.0 45.1 50.6 67.5 34.2 44.6 49.7 67.1
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 - Futures Only, December 06, 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 : 834,985: 214,170 61,318 13,903 587,346 749,193 815,419 824,414: 19,566 10,571
Old : 834,985: 214,170 61,318 13,903 587,346 749,193 815,419 824,414: 19,566 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 7,719: 6,629 -1,815 1,520 1,158 5,737 9,307 5,442: -1,588 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 7.3 1.7 70.3 89.7 97.7 98.7: 2.3 1.3
Old : 100.0: 25.6 7.3 1.7 70.3 89.7 97.7 98.7: 2.3 1.3
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 : 303: 96 37 25 139 90 245 142:
Old : 303: 96 37 25 139 90 245 142:
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 : 22.8 53.8 34.2 68.6 22.0 52.4 31.2 65.3
Old : 22.8 53.8 34.2 68.6 22.0 52.4 31.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016