COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 17, 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 : 261,756: 134,746 22,815 24,409 83,730 205,736 242,885 252,960: 18,871 8,796
Old : 238,349: 132,754 22,379 20,274 67,623 188,258 220,651 230,911: 17,698 7,438
Other: 23,407: 5,645 4,089 482 16,107 17,478 22,234 22,049: 1,173 1,358
: : :
: : Changes in Commitments from: January 10, 2017 :
: -2,333: -4,073 1,470 2,627 850 -6,569 -596 -2,472: -1,737 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 8.7 9.3 32.0 78.6 92.8 96.6: 7.2 3.4
Old : 100.0: 55.7 9.4 8.5 28.4 79.0 92.6 96.9: 7.4 3.1
Other: 100.0: 24.1 17.5 2.1 68.8 74.7 95.0 94.2: 5.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 163 54 77 56 71 259 175:
Old : 313: 162 59 68 49 70 241 172:
Other: 105: 28 18 6 30 38 61 59:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 41.7 18.7 52.9 10.7 39.0 17.8 48.4
Old : 11.0 45.4 19.0 56.1 10.2 44.7 18.0 55.3
Other: 41.6 45.0 60.5 62.4 38.7 45.0 57.0 60.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 17, 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 : 12,732: 5,287 1,522 529 4,945 9,106 10,761 11,157: 1,971 1,575
Old : 12,732: 5,287 1,522 529 4,945 9,106 10,761 11,157: 1,971 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -489: -991 21 133 370 -343 -488 -189: -1 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 12.0 4.2 38.8 71.5 84.5 87.6: 15.5 12.4
Old : 100.0: 41.5 12.0 4.2 38.8 71.5 84.5 87.6: 15.5 12.4
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 : 67: 21 16 10 18 16 45 37:
Old : 67: 21 16 10 18 16 45 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 : 35.6 53.0 49.4 64.9 35.6 52.7 48.8 64.4
Old : 35.6 53.0 49.4 64.9 35.6 52.7 48.8 64.4
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, January 17, 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 : 278,653: 66,086 65,256 44,617 152,077 157,598 262,780 267,471: 15,873 11,182
Old : 245,341: 69,554 64,093 39,396 121,919 131,534 230,869 235,023: 14,472 10,318
Other: 33,312: 743 5,374 1,010 30,158 26,064 31,911 32,448: 1,401 864
: : :
: : Changes in Commitments from: January 10, 2017 :
: 386: 2,838 -355 2,190 -6,010 -1,702 -982 133: 1,368 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.4 16.0 54.6 56.6 94.3 96.0: 5.7 4.0
Old : 100.0: 28.3 26.1 16.1 49.7 53.6 94.1 95.8: 5.9 4.2
Other: 100.0: 2.2 16.1 3.0 90.5 78.2 95.8 97.4: 4.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 82 78 65 55 42 178 156:
Old : 238: 87 77 62 54 41 177 152:
Other: 57: 6 14 3 25 22 34 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 : 21.5 30.4 33.6 41.3 17.3 21.8 24.6 29.8
Old : 16.8 32.3 29.3 43.0 15.7 26.7 26.0 35.3
Other: 68.1 48.9 79.9 73.7 58.4 38.4 66.2 55.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 17, 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 : 828,260: 228,371 36,200 120,324 392,640 626,517 741,335 783,041: 86,925 45,219
Old : 828,260: 228,371 36,200 120,324 392,640 626,517 741,335 783,041: 86,925 45,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 9,139: 4,895 -4,282 763 -905 10,324 4,753 6,805: 4,386 2,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.4 14.5 47.4 75.6 89.5 94.5: 10.5 5.5
Old : 100.0: 27.6 4.4 14.5 47.4 75.6 89.5 94.5: 10.5 5.5
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 : 228: 89 31 75 83 82 203 165:
Old : 228: 89 31 75 83 82 203 165:
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 : 12.9 25.3 21.9 40.2 9.7 22.6 15.6 31.1
Old : 12.9 25.3 21.9 40.2 9.7 22.6 15.6 31.1
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 17, 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 : 179,348: 56,201 25,005 26,843 86,593 119,893 169,637 171,741: 9,711 7,607
Old : 161,273: 54,888 26,152 23,322 74,116 104,660 152,326 154,134: 8,947 7,139
Other: 18,075: 4,242 1,782 592 12,477 15,233 17,311 17,607: 764 468
: : :
: : Changes in Commitments from: January 10, 2017 :
: -7,585: -1,205 -7,196 15 -5,813 -645 -7,003 -7,826: -582 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 13.9 15.0 48.3 66.8 94.6 95.8: 5.4 4.2
Old : 100.0: 34.0 16.2 14.5 46.0 64.9 94.5 95.6: 5.5 4.4
Other: 100.0: 23.5 9.9 3.3 69.0 84.3 95.8 97.4: 4.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 135 67 103 130 113 318 249:
Old : 369: 137 70 94 127 111 309 242:
Other: 137: 26 20 15 70 54 104 82:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 18.7 21.4 29.2 10.9 15.5 18.7 24.8
Old : 13.8 18.4 23.5 28.7 12.1 14.7 20.7 24.1
Other: 47.4 37.4 61.5 53.3 45.0 37.3 59.1 52.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 17, 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 : 77,719: 57,589 8,467 2,091 6,916 64,074 66,596 74,632: 11,123 3,087
Old : 77,719: 57,589 8,467 2,091 6,916 64,074 66,596 74,632: 11,123 3,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -2,899: -3,629 377 433 -580 -3,305 -3,776 -2,495: 877 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 10.9 2.7 8.9 82.4 85.7 96.0: 14.3 4.0
Old : 100.0: 74.1 10.9 2.7 8.9 82.4 85.7 96.0: 14.3 4.0
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 : 155: 119 21 11 11 7 134 36:
Old : 155: 119 21 11 11 7 134 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 : 29.5 84.5 44.9 89.4 28.8 84.5 42.9 88.1
Old : 29.5 84.5 44.9 89.4 28.8 84.5 42.9 88.1
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 17, 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 : 652,125: 183,514 116,120 11,290 431,820 500,848 626,624 628,258: 25,501 23,867
Old : 652,125: 183,514 116,120 11,290 431,820 500,848 626,624 628,258: 25,501 23,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,154: -13,330 1,686 -563 13,863 -7,658 -30 -6,535: -4,124 2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.8 1.7 66.2 76.8 96.1 96.3: 3.9 3.7
Old : 100.0: 28.1 17.8 1.7 66.2 76.8 96.1 96.3: 3.9 3.7
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 : 338: 73 69 21 124 116 207 196:
Old : 338: 73 69 21 124 116 207 196:
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 : 22.5 36.8 34.5 48.4 21.6 36.8 31.8 48.3
Old : 22.5 36.8 34.5 48.4 21.6 36.8 31.8 48.3
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, January 17, 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 : 237,680: 50,072 14,273 1,774 177,199 216,926 229,045 232,973: 8,635 4,707
Old : 237,680: 50,072 14,273 1,774 177,199 216,926 229,045 232,973: 8,635 4,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 8,195: 3,895 -1,047 -82 3,858 9,376 7,671 8,247: 524 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.0 0.7 74.6 91.3 96.4 98.0: 3.6 2.0
Old : 100.0: 21.1 6.0 0.7 74.6 91.3 96.4 98.0: 3.6 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 : 127: 27 11 5 59 57 88 71:
Old : 127: 27 11 5 59 57 88 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 : 38.8 42.7 52.2 64.9 37.9 42.6 51.3 64.7
Old : 38.8 42.7 52.2 64.9 37.9 42.6 51.3 64.7
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 17, 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 : 855,434: 230,484 69,243 12,496 591,587 765,385 834,567 847,124: 20,867 8,310
Old : 855,434: 230,484 69,243 12,496 591,587 765,385 834,567 847,124: 20,867 8,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 10,081: 6,596 -1,259 235 2,394 13,836 9,225 12,812: 856 -2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.1 1.5 69.2 89.5 97.6 99.0: 2.4 1.0
Old : 100.0: 26.9 8.1 1.5 69.2 89.5 97.6 99.0: 2.4 1.0
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 : 298: 100 37 21 131 84 238 135:
Old : 298: 100 37 21 131 84 238 135:
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 : 24.8 48.0 38.0 66.4 23.9 48.0 34.4 66.1
Old : 24.8 48.0 38.0 66.4 23.9 48.0 34.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017