COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 24, 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 : 264,328: 132,523 24,328 28,046 84,249 203,684 244,818 256,058: 19,510 8,270
Old : 239,995: 129,480 23,417 24,154 68,151 185,354 221,785 232,925: 18,210 7,070
Other: 24,333: 6,518 4,386 417 16,098 18,330 23,033 23,133: 1,300 1,200
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,572: -2,223 1,513 3,637 519 -2,052 1,933 3,098: 639 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 9.2 10.6 31.9 77.1 92.6 96.9: 7.4 3.1
Old : 100.0: 54.0 9.8 10.1 28.4 77.2 92.4 97.1: 7.6 2.9
Other: 100.0: 26.8 18.0 1.7 66.2 75.3 94.7 95.1: 5.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 157 56 73 53 67 247 167:
Old : 299: 156 58 70 46 64 236 162:
Other: 104: 26 20 6 28 38 55 63:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 42.3 18.9 52.0 10.7 39.9 17.8 48.7
Old : 11.3 46.2 19.2 55.0 10.2 45.7 18.0 54.5
Other: 40.2 44.7 61.6 61.8 37.4 44.7 58.2 60.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 24, 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 : 11,850: 3,604 1,300 679 5,671 8,215 9,954 10,194: 1,896 1,656
Old : 11,850: 3,604 1,300 679 5,671 8,215 9,954 10,194: 1,896 1,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -882: -1,683 -222 150 726 -891 -807 -963: -75 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.0 5.7 47.9 69.3 84.0 86.0: 16.0 14.0
Old : 100.0: 30.4 11.0 5.7 47.9 69.3 84.0 86.0: 16.0 14.0
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 : 69: 21 14 13 24 17 52 40:
Old : 69: 21 14 13 24 17 52 40:
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 : 30.7 54.5 45.8 65.2 30.2 53.8 44.5 62.9
Old : 30.7 54.5 45.8 65.2 30.2 53.8 44.5 62.9
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 24, 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 : 272,785: 66,112 69,449 43,532 146,883 148,846 256,527 261,827: 16,258 10,958
Old : 240,172: 69,220 68,279 39,211 117,018 122,551 225,449 230,041: 14,723 10,131
Other: 32,613: 488 4,766 725 29,865 26,295 31,078 31,786: 1,535 827
: : :
: : Changes in Commitments from: January 17, 2017 :
: -5,868: 26 4,193 -1,085 -5,194 -8,752 -6,253 -5,644: 385 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.5 16.0 53.8 54.6 94.0 96.0: 6.0 4.0
Old : 100.0: 28.8 28.4 16.3 48.7 51.0 93.9 95.8: 6.1 4.2
Other: 100.0: 1.5 14.6 2.2 91.6 80.6 95.3 97.5: 4.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 82 84 71 56 42 183 161:
Old : 242: 88 81 69 54 40 180 158:
Other: 57: 6 14 4 28 22 37 37:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 27.8 31.7 40.4 16.0 19.0 23.6 27.5
Old : 15.4 30.0 27.9 41.4 14.9 23.0 24.7 32.6
Other: 65.4 50.9 76.7 73.9 56.2 40.4 64.9 56.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 24, 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 : 834,634: 231,324 34,232 121,632 402,020 636,794 754,976 792,658: 79,658 41,976
Old : 834,634: 231,324 34,232 121,632 402,020 636,794 754,976 792,658: 79,658 41,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 6,374: 2,953 -1,968 1,308 9,380 10,277 13,641 9,617: -7,267 -3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.1 14.6 48.2 76.3 90.5 95.0: 9.5 5.0
Old : 100.0: 27.7 4.1 14.6 48.2 76.3 90.5 95.0: 9.5 5.0
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 : 239: 94 30 84 87 86 214 178:
Old : 239: 94 30 84 87 86 214 178:
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 26.1 21.0 41.0 9.6 24.0 15.5 33.1
Old : 12.2 26.1 21.0 41.0 9.6 24.0 15.5 33.1
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 24, 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 : 180,324: 54,570 18,325 29,493 86,465 125,757 170,528 173,575: 9,796 6,749
Old : 161,787: 53,210 19,656 25,638 73,748 110,240 152,596 155,534: 9,191 6,253
Other: 18,537: 4,439 1,748 776 12,717 15,517 17,932 18,041: 605 496
: : :
: : Changes in Commitments from: January 17, 2017 :
: 976: -1,631 -6,680 2,650 -128 5,864 891 1,834: 85 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 10.2 16.4 47.9 69.7 94.6 96.3: 5.4 3.7
Old : 100.0: 32.9 12.1 15.8 45.6 68.1 94.3 96.1: 5.7 3.9
Other: 100.0: 23.9 9.4 4.2 68.6 83.7 96.7 97.3: 3.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 141 70 111 127 116 327 258:
Old : 379: 146 73 104 124 113 319 251:
Other: 144: 25 24 14 75 55 109 85:
:----------------------------------------------------------------------------------------------------
: 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 19.2 20.6 30.4 10.8 15.4 18.5 25.2
Old : 12.8 18.9 22.6 29.9 12.0 14.8 20.6 24.7
Other: 46.1 36.5 59.8 52.2 43.8 36.4 57.5 51.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 24, 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 : 74,838: 55,098 6,676 1,970 6,938 63,451 64,006 72,097: 10,832 2,741
Old : 74,838: 55,098 6,676 1,970 6,938 63,451 64,006 72,097: 10,832 2,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -2,881: -2,491 -1,791 -121 22 -623 -2,590 -2,535: -291 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 8.9 2.6 9.3 84.8 85.5 96.3: 14.5 3.7
Old : 100.0: 73.6 8.9 2.6 9.3 84.8 85.5 96.3: 14.5 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 : 148: 116 17 8 11 7 128 32:
Old : 148: 116 17 8 11 7 128 32:
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 : 28.9 87.5 44.7 91.4 28.1 87.5 43.1 90.3
Old : 28.9 87.5 44.7 91.4 28.1 87.5 43.1 90.3
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 24, 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 : 647,446: 190,221 114,813 8,938 419,993 502,689 619,152 626,440: 28,294 21,006
Old : 647,446: 190,221 114,813 8,938 419,993 502,689 619,152 626,440: 28,294 21,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,679: 6,707 -1,307 -2,352 -11,827 1,841 -7,472 -1,818: 2,793 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.7 1.4 64.9 77.6 95.6 96.8: 4.4 3.2
Old : 100.0: 29.4 17.7 1.4 64.9 77.6 95.6 96.8: 4.4 3.2
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 : 345: 82 66 22 124 119 214 199:
Old : 345: 82 66 22 124 119 214 199:
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 : 21.7 36.8 33.9 48.3 20.9 36.8 31.2 48.2
Old : 21.7 36.8 33.9 48.3 20.9 36.8 31.2 48.2
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 24, 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 : 245,982: 51,157 15,811 1,877 184,161 223,917 237,195 241,605: 8,787 4,377
Old : 245,982: 51,157 15,811 1,877 184,161 223,917 237,195 241,605: 8,787 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 8,302: 1,085 1,538 103 6,962 6,991 8,150 8,632: 152 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.4 0.8 74.9 91.0 96.4 98.2: 3.6 1.8
Old : 100.0: 20.8 6.4 0.8 74.9 91.0 96.4 98.2: 3.6 1.8
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 : 124: 25 12 5 58 54 85 69:
Old : 124: 25 12 5 58 54 85 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 : 38.2 44.9 51.4 66.2 37.4 44.8 50.5 65.9
Old : 38.2 44.9 51.4 66.2 37.4 44.8 50.5 65.9
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 24, 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 : 850,977: 235,844 70,227 13,862 579,506 757,971 829,212 842,060: 21,765 8,917
Old : 850,977: 235,844 70,227 13,862 579,506 757,971 829,212 842,060: 21,765 8,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,457: 5,360 984 1,366 -12,081 -7,414 -5,355 -5,064: 898 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 8.3 1.6 68.1 89.1 97.4 99.0: 2.6 1.0
Old : 100.0: 27.7 8.3 1.6 68.1 89.1 97.4 99.0: 2.6 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 : 302: 100 40 22 134 86 242 140:
Old : 302: 100 40 22 134 86 242 140:
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 : 24.4 48.6 37.6 67.0 23.2 48.6 33.9 66.6
Old : 24.4 48.6 37.6 67.0 23.2 48.6 33.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017