COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 287,604
COMMITMENTS
120,380 12,370 46,505 103,329 218,636 270,215 277,512 17,389 10,092
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -805)
-560 -708 1,415 -1,010 -531 -155 176 -650 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 4.3 16.2 35.9 76.0 94.0 96.5 6.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
154 55 86 69 75 263 179
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,766
COMMITMENTS
7,363 1,154 1,888 4,554 10,908 13,805 13,949 1,961 1,817
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -837)
-639 -128 131 -93 -875 -601 -873 -236 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 7.3 12.0 28.9 69.2 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 18 12 21 21 51 47
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 315,527
COMMITMENTS
53,259 64,102 73,777 175,436 166,406 302,471 304,284 13,056 11,243
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,394)
-1,148 -2,072 3,392 1,752 2,029 3,995 3,348 -601 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.3 23.4 55.6 52.7 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
89 76 77 53 45 180 171
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,039,532
COMMITMENTS
211,674 40,962 275,114 480,134 668,158 966,922 984,234 72,610 55,298
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 914)
-1,619 5,823 5,175 -3,748 -4,492 -192 6,506 1,106 -5,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.9 26.5 46.2 64.3 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
80 52 88 91 85 217 185
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 225,314
COMMITMENTS
46,756 29,781 56,886 110,478 131,173 214,120 217,839 11,194 7,475
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 6,575)
-3,349 3,703 5,003 5,772 -2,630 7,426 6,076 -851 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 13.2 25.2 49.0 58.2 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
140 104 133 133 120 346 294
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 87,857
COMMITMENTS
65,744 13,094 1,196 9,944 70,042 76,884 84,332 10,973 3,525
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,929)
2,299 2,023 -208 121 1,121 2,212 2,935 717 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 14.9 1.4 11.3 79.7 87.5 96.0 12.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
127 21 10 10 8 143 34
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 679,559
COMMITMENTS
208,543 116,247 13,058 427,817 532,150 649,417 661,455 30,142 18,104
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,727)
3,610 4,803 720 -1,781 101 2,548 5,624 1,179 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 17.1 1.9 63.0 78.3 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
85 59 22 124 124 220 194
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50) OPEN INTEREST: 15,751
COMMITMENTS
5,895 416 0 8,822 15,014 14,717 15,430 1,034 321
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -331)
13 -138 0 -399 7 -386 -131 55 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 2.6 0.0 56.0 95.3 93.4 98.0 6.6 2.0
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 216,150
COMMITMENTS
41,300 14,742 1,830 165,585 195,273 208,715 211,845 7,435 4,305
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,367)
3,673 -410 392 900 4,832 4,965 4,814 -598 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 6.8 0.8 76.6 90.3 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 13 5 58 53 81 69
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 801,621
COMMITMENTS
206,417 67,558 11,373 563,797 713,064 781,587 791,995 20,034 9,626
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -10,585)
-13,032 -470 1,172 -506 -11,435 -12,366 -10,733 1,781 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 8.4 1.4 70.3 89.0 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
95 33 19 129 89 229 136
Updated December 30, 2016