COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED 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: 292,205
COMMITMENTS
124,750 10,369 45,607 102,783 226,371 273,140 282,348 19,065 9,858
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,601)
4,370 -2,001 -898 -546 7,735 2,925 4,836 1,676 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 3.5 15.6 35.2 77.5 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
161 48 87 66 76 267 177
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED 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: 15,502
COMMITMENTS
7,374 1,099 1,787 4,403 10,963 13,564 13,849 1,937 1,652
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -265)
11 -55 -101 -151 55 -241 -100 -24 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 7.1 11.5 28.4 70.7 87.5 89.3 12.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 19 12 20 21 51 46
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED 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: 340,976
COMMITMENTS
53,779 63,841 82,893 189,638 182,077 326,310 328,811 14,665 12,165
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 25,449)
521 -261 9,117 14,202 15,671 23,839 24,527 1,610 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 18.7 24.3 55.6 53.4 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
79 86 77 53 46 175 176
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED 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: 1,062,122
COMMITMENTS
216,995 37,326 280,322 482,822 690,824 980,139 1008472 81,984 53,650
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 22,590)
5,321 -3,636 5,208 2,688 22,666 13,217 24,238 9,373 -1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.5 26.4 45.5 65.0 92.3 94.9 7.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
87 41 82 91 86 213 181
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED 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: 229,982
COMMITMENTS
48,808 34,912 56,323 113,007 130,730 218,137 221,965 11,844 8,017
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,668)
2,052 5,131 -563 2,528 -442 4,017 4,126 650 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 15.2 24.5 49.1 56.8 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
141 107 136 134 119 348 300
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED 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: 85,625
COMMITMENTS
64,527 10,232 1,534 8,443 68,860 74,504 80,626 11,120 4,999
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,232)
-1,217 -2,862 338 -1,501 -1,182 -2,380 -3,706 148 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 11.9 1.8 9.9 80.4 87.0 94.2 13.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
128 23 11 10 8 144 36
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED 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: 663,537
COMMITMENTS
208,557 114,785 14,547 411,153 512,885 634,257 642,216 29,280 21,321
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -16,022)
14 -1,463 1,489 -16,664 -19,265 -15,161 -19,239 -861 3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 17.3 2.2 62.0 77.3 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
84 64 24 122 122 217 199
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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