COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 31, 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 : 276,602: 137,516 26,085 31,112 88,212 210,119 256,840 267,316: 19,762 9,286
Old : 248,484: 133,333 24,383 26,490 70,385 189,729 230,208 240,602: 18,276 7,882
Other: 28,118: 8,213 5,732 592 17,827 20,390 26,632 26,714: 1,486 1,404
: : :
: : Changes in Commitments from: January 24, 2017 :
: 12,274: 4,993 1,757 3,066 3,963 6,435 12,022 11,258: 252 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 9.4 11.2 31.9 76.0 92.9 96.6: 7.1 3.4
Old : 100.0: 53.7 9.8 10.7 28.3 76.4 92.6 96.8: 7.4 3.2
Other: 100.0: 29.2 20.4 2.1 63.4 72.5 94.7 95.0: 5.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 157 59 73 58 66 251 170:
Old : 301: 153 64 67 49 62 236 162:
Other: 107: 26 21 6 32 39 59 65:
:----------------------------------------------------------------------------------------------------
: 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 41.3 18.3 51.2 10.5 38.9 17.3 47.6
Old : 11.0 45.6 18.6 54.7 9.9 45.1 17.5 53.9
Other: 37.8 40.1 59.4 58.6 35.2 40.1 56.2 58.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 31, 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 : 11,922: 4,011 1,493 680 5,448 8,094 10,139 10,267: 1,783 1,655
Old : 11,922: 4,011 1,493 680 5,448 8,094 10,139 10,267: 1,783 1,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 72: 407 193 1 -223 -121 185 73: -113 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.5 5.7 45.7 67.9 85.0 86.1: 15.0 13.9
Old : 100.0: 33.6 12.5 5.7 45.7 67.9 85.0 86.1: 15.0 13.9
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 : 65: 23 11 15 21 14 50 36:
Old : 65: 23 11 15 21 14 50 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 : 30.3 54.5 43.8 66.9 30.3 54.0 43.8 66.1
Old : 30.3 54.5 43.8 66.9 30.3 54.0 43.8 66.1
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 31, 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 : 269,059: 67,278 72,903 41,972 143,253 143,072 252,503 257,947: 16,556 11,112
Old : 234,770: 69,261 71,799 38,141 112,416 114,647 219,818 224,587: 14,952 10,183
Other: 34,289: 746 3,833 1,102 30,837 28,425 32,685 33,360: 1,604 929
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,726: 1,166 3,454 -1,560 -3,630 -5,774 -4,024 -3,880: 298 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 27.1 15.6 53.2 53.2 93.8 95.9: 6.2 4.1
Old : 100.0: 29.5 30.6 16.2 47.9 48.8 93.6 95.7: 6.4 4.3
Other: 100.0: 2.2 11.2 3.2 89.9 82.9 95.3 97.3: 4.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 86 77 66 58 43 181 159:
Old : 240: 90 76 64 58 41 181 155:
Other: 58: 8 12 2 31 23 40 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 : 18.4 26.2 29.9 38.9 15.9 16.9 23.9 25.8
Old : 15.5 28.2 27.2 39.4 14.7 20.1 25.1 30.0
Other: 60.7 51.2 73.6 74.0 49.9 38.7 59.2 53.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 31, 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 : 831,344: 233,451 36,030 121,232 391,892 628,729 746,575 785,991: 84,769 45,353
Old : 831,344: 233,451 36,030 121,232 391,892 628,729 746,575 785,991: 84,769 45,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,290: 2,127 1,798 -400 -10,128 -8,065 -8,401 -6,667: 5,111 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.3 14.6 47.1 75.6 89.8 94.5: 10.2 5.5
Old : 100.0: 28.1 4.3 14.6 47.1 75.6 89.8 94.5: 10.2 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 : 234: 90 34 77 87 87 207 174:
Old : 234: 90 34 77 87 87 207 174:
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 : 11.1 26.0 19.8 40.5 9.3 24.4 15.1 33.1
Old : 11.1 26.0 19.8 40.5 9.3 24.4 15.1 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 31, 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 : 185,226: 54,959 19,178 32,365 88,277 127,068 175,601 178,611: 9,625 6,615
Old : 165,077: 53,509 20,748 28,101 74,520 110,073 156,130 158,922: 8,947 6,155
Other: 20,149: 4,814 1,794 900 13,757 16,995 19,471 19,689: 678 460
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,902: 389 853 2,872 1,812 1,311 5,073 5,036: -171 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.4 17.5 47.7 68.6 94.8 96.4: 5.2 3.6
Old : 100.0: 32.4 12.6 17.0 45.1 66.7 94.6 96.3: 5.4 3.7
Other: 100.0: 23.9 8.9 4.5 68.3 84.3 96.6 97.7: 3.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 131 82 117 131 117 327 269:
Old : 381: 135 85 108 127 115 317 262:
Other: 143: 26 22 13 74 56 107 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 : 12.5 18.7 22.2 29.6 10.5 15.1 18.3 24.4
Old : 13.3 17.9 24.1 29.4 11.8 14.2 20.5 24.0
Other: 41.0 34.0 58.9 50.9 38.9 33.9 54.0 50.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 31, 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 : 75,601: 54,801 8,229 2,599 6,822 62,118 64,222 72,946: 11,379 2,655
Old : 75,601: 54,801 8,229 2,599 6,822 62,118 64,222 72,946: 11,379 2,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 763: -297 1,553 629 -116 -1,333 216 849: 547 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 10.9 3.4 9.0 82.2 84.9 96.5: 15.1 3.5
Old : 100.0: 72.5 10.9 3.4 9.0 82.2 84.9 96.5: 15.1 3.5
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 : 148: 109 22 14 11 8 125 40:
Old : 148: 109 22 14 11 8 125 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 : 28.1 86.0 42.4 90.6 26.7 85.9 40.8 88.8
Old : 28.1 86.0 42.4 90.6 26.7 85.9 40.8 88.8
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 31, 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 : 630,598: 175,272 122,121 12,327 413,746 475,010 601,345 609,458: 29,253 21,140
Old : 630,598: 175,272 122,121 12,327 413,746 475,010 601,345 609,458: 29,253 21,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -16,848: -14,949 7,308 3,389 -6,247 -27,679 -17,807 -16,982: 959 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.4 2.0 65.6 75.3 95.4 96.6: 4.6 3.4
Old : 100.0: 27.8 19.4 2.0 65.6 75.3 95.4 96.6: 4.6 3.4
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 : 338: 70 72 22 125 117 207 199:
Old : 338: 70 72 22 125 117 207 199:
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 : 22.1 36.0 33.9 47.8 20.6 36.0 31.3 47.6
Old : 22.1 36.0 33.9 47.8 20.6 36.0 31.3 47.6
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 31, 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 : 252,708: 52,361 15,514 2,519 188,635 230,452 243,515 248,485: 9,193 4,223
Old : 252,708: 52,361 15,514 2,519 188,635 230,452 243,515 248,485: 9,193 4,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 6,726: 1,204 -297 642 4,474 6,535 6,320 6,880: 406 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.1 1.0 74.6 91.2 96.4 98.3: 3.6 1.7
Old : 100.0: 20.7 6.1 1.0 74.6 91.2 96.4 98.3: 3.6 1.7
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 : 122: 26 10 5 58 54 84 69:
Old : 122: 26 10 5 58 54 84 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 : 36.0 47.8 48.5 68.9 35.4 47.6 47.9 68.2
Old : 36.0 47.8 48.5 68.9 35.4 47.6 47.9 68.2
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 31, 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 : 861,609: 248,893 73,198 13,017 571,868 765,010 833,778 851,225: 27,831 10,384
Old : 861,609: 248,893 73,198 13,017 571,868 765,010 833,778 851,225: 27,831 10,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 10,632: 13,049 2,971 -845 -7,638 7,039 4,566 9,165: 6,066 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 8.5 1.5 66.4 88.8 96.8 98.8: 3.2 1.2
Old : 100.0: 28.9 8.5 1.5 66.4 88.8 96.8 98.8: 3.2 1.2
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 : 312: 103 43 21 134 87 246 142:
Old : 312: 103 43 21 134 87 246 142:
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 : 23.7 49.4 36.5 66.8 22.5 49.4 33.5 66.7
Old : 23.7 49.4 36.5 66.8 22.5 49.4 33.5 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017