COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 243,809: 120,473 20,207 20,057 86,826 194,865 227,356 235,129: 16,453 8,680
Old : 222,974: 118,014 20,449 16,281 73,131 178,332 207,426 215,062: 15,548 7,912
Other: 20,835: 6,062 3,361 173 13,695 16,533 19,930 20,067: 905 768
: : :
: : Changes in Commitments from: December 20, 2016 :
: -80: -1,032 -1,279 1,952 -265 375 655 1,048: -735 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 8.3 8.2 35.6 79.9 93.3 96.4: 6.7 3.6
Old : 100.0: 52.9 9.2 7.3 32.8 80.0 93.0 96.5: 7.0 3.5
Other: 100.0: 29.1 16.1 0.8 65.7 79.4 95.7 96.3: 4.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 146 55 66 56 68 235 160:
Old : 289: 146 56 64 50 67 226 157:
Other: 94: 21 18 4 29 36 54 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 41.8 20.1 53.0 11.6 38.8 19.2 48.4
Old : 12.3 45.4 21.0 56.3 11.7 44.1 20.0 55.0
Other: 45.7 49.9 64.8 66.6 42.6 49.9 61.7 65.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 13,153: 7,326 1,648 214 3,731 9,669 11,271 11,531: 1,882 1,622
Old : 13,153: 7,326 1,648 214 3,731 9,669 11,271 11,531: 1,882 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,080: -645 -227 68 -251 -974 -828 -1,133: -252 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 12.5 1.6 28.4 73.5 85.7 87.7: 14.3 12.3
Old : 100.0: 55.7 12.5 1.6 28.4 73.5 85.7 87.7: 14.3 12.3
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 : 65: 19 18 7 16 17 41 37:
Old : 65: 19 18 7 16 17 41 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 : 45.6 52.0 59.2 67.0 45.6 52.0 58.6 66.4
Old : 45.6 52.0 59.2 67.0 45.6 52.0 58.6 66.4
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 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 : 253,726: 64,489 66,102 30,393 146,493 146,279 241,375 242,774: 12,351 10,952
Old : 228,090: 65,706 65,628 27,349 123,897 124,803 216,952 217,780: 11,138 10,310
Other: 25,636: 819 2,510 1,008 22,596 21,476 24,423 24,994: 1,213 642
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,399: -1,419 -2,084 3,357 1,986 2,022 3,924 3,295: -525 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 26.1 12.0 57.7 57.7 95.1 95.7: 4.9 4.3
Old : 100.0: 28.8 28.8 12.0 54.3 54.7 95.1 95.5: 4.9 4.5
Other: 100.0: 3.2 9.8 3.9 88.1 83.8 95.3 97.5: 4.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 84 77 62 53 42 171 158:
Old : 234: 88 78 59 52 40 169 154:
Other: 51: 7 11 4 23 19 33 32:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 29.2 35.9 40.0 19.6 22.1 27.6 31.1
Old : 19.3 29.8 32.7 41.3 17.3 23.6 27.7 32.7
Other: 66.5 54.6 79.2 78.9 58.1 37.7 63.2 57.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 808,168: 224,858 49,385 132,227 386,818 576,821 743,903 758,433: 64,265 49,735
Old : 808,168: 224,858 49,385 132,227 386,818 576,821 743,903 758,433: 64,265 49,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,642: -2,883 5,368 1,580 -4,180 -6,892 -5,483 56: 841 -4,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.1 16.4 47.9 71.4 92.0 93.8: 8.0 6.2
Old : 100.0: 27.8 6.1 16.4 47.9 71.4 92.0 93.8: 8.0 6.2
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 : 232: 85 41 76 83 77 202 168:
Old : 232: 85 41 76 83 77 202 168:
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 25.9 20.2 39.9 10.2 23.6 16.6 31.6
Old : 11.2 25.9 20.2 39.9 10.2 23.6 16.6 31.6
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 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 : 189,312: 55,603 32,119 29,566 93,829 120,546 178,998 182,231: 10,314 7,081
Old : 172,080: 57,171 33,159 25,644 79,540 106,537 162,355 165,340: 9,725 6,740
Other: 17,232: 1,575 2,103 779 14,289 14,009 16,643 16,891: 589 341
: : :
: : Changes in Commitments from: December 20, 2016 :
: 396: -1,395 4,315 132 2,690 -4,518 1,427 -71: -1,031 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.0 15.6 49.6 63.7 94.6 96.3: 5.4 3.7
Old : 100.0: 33.2 19.3 14.9 46.2 61.9 94.3 96.1: 5.7 3.9
Other: 100.0: 9.1 12.2 4.5 82.9 81.3 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 134 89 100 127 108 316 254:
Old : 385: 136 92 92 125 106 309 248:
Other: 128: 22 18 14 70 51 100 77:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 18.4 21.4 28.5 9.7 14.5 17.4 22.9
Old : 13.0 18.3 22.7 28.5 10.7 14.2 19.1 23.2
Other: 54.0 37.0 65.7 52.1 51.6 36.9 62.9 51.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 87,191: 65,725 13,081 891 9,800 69,836 76,416 83,808: 10,775 3,383
Old : 87,191: 65,725 13,081 891 9,800 69,836 76,416 83,808: 10,775 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,958: 2,282 2,005 -183 120 1,121 2,219 2,943: 739 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 15.0 1.0 11.2 80.1 87.6 96.1: 12.4 3.9
Old : 100.0: 75.4 15.0 1.0 11.2 80.1 87.6 96.1: 12.4 3.9
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 : 161: 126 20 5 9 8 136 33:
Old : 161: 126 20 5 9 8 136 33:
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 : 29.6 78.8 44.0 86.2 27.7 78.8 42.0 86.2
Old : 29.6 78.8 44.0 86.2 27.7 78.8 42.0 86.2
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 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 : 676,871: 208,543 117,204 11,197 427,112 530,606 646,852 659,007: 30,019 17,864
Old : 676,871: 208,543 117,204 11,197 427,112 530,606 646,852 659,007: 30,019 17,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,919: 3,610 4,704 861 -1,728 245 2,743 5,810: 1,176 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 17.3 1.7 63.1 78.4 95.6 97.4: 4.4 2.6
Old : 100.0: 30.8 17.3 1.7 63.1 78.4 95.6 97.4: 4.4 2.6
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 : 343: 85 58 19 123 124 216 193:
Old : 343: 85 58 19 123 124 216 193:
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 : 22.3 37.4 34.7 48.3 21.8 37.4 32.0 48.2
Old : 22.3 37.4 34.7 48.3 21.8 37.4 32.0 48.2
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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