COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,089: 138,819 21,345 21,782 82,880 212,305 243,481 255,432: 20,608 8,657
Old : 242,128: 136,960 20,468 18,456 67,288 195,829 222,704 234,753: 19,424 7,375
Other: 21,961: 4,978 3,996 207 15,592 16,476 20,777 20,679: 1,184 1,282
: : :
: : Changes in Commitments from: January 3, 2017 :
: 16,931: 14,395 2,943 3,765 -3,720 10,115 14,440 16,823: 2,491 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 8.1 8.2 31.4 80.4 92.2 96.7: 7.8 3.3
Old : 100.0: 56.6 8.5 7.6 27.8 80.9 92.0 97.0: 8.0 3.0
Other: 100.0: 22.7 18.2 0.9 71.0 75.0 94.6 94.2: 5.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 166 55 73 54 71 255 172:
Old : 313: 165 59 69 46 68 242 167:
Other: 99: 22 18 5 28 39 52 60:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 43.1 17.9 54.4 10.5 39.8 17.6 49.6
Old : 10.4 46.7 18.2 57.4 10.2 45.3 17.9 56.0
Other: 42.1 44.7 61.9 63.0 39.2 44.7 58.2 61.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,221: 6,278 1,501 396 4,575 9,449 11,249 11,346: 1,972 1,875
Old : 13,221: 6,278 1,501 396 4,575 9,449 11,249 11,346: 1,972 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 156: -1,071 -12 169 958 -395 56 -238: 100 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 11.4 3.0 34.6 71.5 85.1 85.8: 14.9 14.2
Old : 100.0: 47.5 11.4 3.0 34.6 71.5 85.1 85.8: 14.9 14.2
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 : 64: 18 17 11 18 16 44 36:
Old : 64: 18 17 11 18 16 44 36:
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 : 43.2 51.8 55.9 64.4 43.1 51.4 55.8 63.3
Old : 43.2 51.8 55.9 64.4 43.1 51.4 55.8 63.3
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, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,267: 63,248 65,611 42,427 158,087 159,300 263,762 267,338: 14,505 10,929
Old : 245,989: 67,128 64,688 36,609 129,051 134,434 232,788 235,731: 13,201 10,258
Other: 32,278: 746 5,549 1,192 29,036 24,866 30,974 31,607: 1,304 671
: : :
: : Changes in Commitments from: January 3, 2017 :
: 1,098: -740 -195 3,823 -2,506 -1,662 577 1,966: 521 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.6 15.2 56.8 57.2 94.8 96.1: 5.2 3.9
Old : 100.0: 27.3 26.3 14.9 52.5 54.7 94.6 95.8: 5.4 4.2
Other: 100.0: 2.3 17.2 3.7 90.0 77.0 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 82 78 68 55 43 176 162:
Old : 236: 88 77 65 53 42 174 158:
Other: 57: 6 15 5 25 21 36 36:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 30.2 35.4 40.7 17.9 20.5 24.9 28.7
Old : 18.2 31.2 31.1 42.4 16.3 24.7 26.0 33.5
Other: 70.0 47.8 80.8 73.4 58.2 36.7 65.0 53.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 819,121: 223,476 40,482 119,561 393,545 616,193 736,582 776,236: 82,539 42,885
Old : 819,121: 223,476 40,482 119,561 393,545 616,193 736,582 776,236: 82,539 42,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 8,638: 584 -7,478 -4,153 1,832 24,324 -1,737 12,693: 10,375 -4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.9 14.6 48.0 75.2 89.9 94.8: 10.1 5.2
Old : 100.0: 27.3 4.9 14.6 48.0 75.2 89.9 94.8: 10.1 5.2
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 : 233: 85 40 80 84 82 204 175:
Old : 233: 85 40 80 84 82 204 175:
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 : 12.2 24.7 21.2 39.8 9.9 22.7 16.0 31.4
Old : 12.2 24.7 21.2 39.8 9.9 22.7 16.0 31.4
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, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 186,933: 57,406 32,201 26,828 92,406 120,538 176,640 179,567: 10,293 7,366
Old : 169,362: 57,697 33,454 22,648 79,359 106,305 159,704 162,407: 9,658 6,955
Other: 17,571: 3,219 2,257 670 13,047 14,233 16,936 17,160: 635 411
: : :
: : Changes in Commitments from: January 3, 2017 :
: -7,333: -274 -5,042 -2,183 -4,284 99 -6,741 -7,126: -592 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.2 14.4 49.4 64.5 94.5 96.1: 5.5 3.9
Old : 100.0: 34.1 19.8 13.4 46.9 62.8 94.3 95.9: 5.7 4.1
Other: 100.0: 18.3 12.8 3.8 74.3 81.0 96.4 97.7: 3.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 139 82 100 128 115 324 259:
Old : 392: 145 84 92 125 112 317 251:
Other: 136: 27 21 15 70 51 105 80:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 17.6 21.1 27.6 10.2 14.5 17.7 23.3
Old : 13.2 17.4 22.9 27.3 11.3 13.8 19.5 22.8
Other: 46.2 36.3 60.9 52.2 43.8 35.9 58.4 51.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 80,618: 61,218 8,090 1,658 7,496 67,379 70,372 77,127: 10,246 3,491
Old : 80,618: 61,218 8,090 1,658 7,496 67,379 70,372 77,127: 10,246 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,323: -3,320 -2,177 472 -802 -1,271 -3,650 -2,976: -673 -1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 10.0 2.1 9.3 83.6 87.3 95.7: 12.7 4.3
Old : 100.0: 75.9 10.0 2.1 9.3 83.6 87.3 95.7: 12.7 4.3
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 : 157: 128 15 6 9 8 137 29:
Old : 157: 128 15 6 9 8 137 29:
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 : 30.3 83.2 45.6 88.9 29.6 83.2 43.5 88.2
Old : 30.3 83.2 45.6 88.9 29.6 83.2 43.5 88.2
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, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 656,279: 196,844 114,434 11,853 417,957 508,506 626,654 634,793: 29,625 21,486
Old : 656,279: 196,844 114,434 11,853 417,957 508,506 626,654 634,793: 29,625 21,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,162: -11,713 -1,471 -476 7,506 -2,672 -4,683 -4,619: 521 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.4 1.8 63.7 77.5 95.5 96.7: 4.5 3.3
Old : 100.0: 30.0 17.4 1.8 63.7 77.5 95.5 96.7: 4.5 3.3
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 : 336: 77 62 21 125 122 210 197:
Old : 336: 77 62 21 125 122 210 197:
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 : 22.4 37.1 35.4 47.9 22.1 37.1 32.7 47.8
Old : 22.4 37.1 35.4 47.9 22.1 37.1 32.7 47.8
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, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 229,485: 46,177 15,320 1,856 173,341 207,550 221,374 224,726: 8,111 4,759
Old : 229,485: 46,177 15,320 1,856 173,341 207,550 221,374 224,726: 8,111 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 6,211: 3,342 2,004 -76 3,178 4,318 6,444 6,246: -233 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.7 0.8 75.5 90.4 96.5 97.9: 3.5 2.1
Old : 100.0: 20.1 6.7 0.8 75.5 90.4 96.5 97.9: 3.5 2.1
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 : 123: 24 11 5 60 57 86 71:
Old : 123: 24 11 5 60 57 86 71:
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 : 38.9 42.9 52.5 62.7 38.0 42.8 51.5 62.6
Old : 38.9 42.9 52.5 62.7 38.0 42.8 51.5 62.6
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, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 845,353: 223,888 70,502 12,261 589,193 751,549 825,342 834,312: 20,011 11,041
Old : 845,353: 223,888 70,502 12,261 589,193 751,549 825,342 834,312: 20,011 11,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 33,471: 20,240 4,983 -377 21,009 26,150 40,872 30,756: -7,401 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 1.5 69.7 88.9 97.6 98.7: 2.4 1.3
Old : 100.0: 26.5 8.3 1.5 69.7 88.9 97.6 98.7: 2.4 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 : 297: 96 40 21 130 84 233 138:
Old : 297: 96 40 21 130 84 233 138:
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 : 25.4 47.4 38.3 65.7 24.4 47.4 35.0 65.6
Old : 25.4 47.4 38.3 65.7 24.4 47.4 35.0 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017