COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, February 07, 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 : 283,531: 142,052 25,565 28,151 91,994 220,071 262,197 273,787: 21,334 9,744
Old : 245,952: 133,463 24,762 22,091 70,832 191,385 226,386 238,238: 19,566 7,714
Other: 37,579: 13,713 5,927 936 21,162 28,686 35,811 35,549: 1,768 2,030
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,929: 4,536 -520 -2,961 3,782 9,952 5,357 6,471: 1,572 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 9.0 9.9 32.4 77.6 92.5 96.6: 7.5 3.4
Old : 100.0: 54.3 10.1 9.0 28.8 77.8 92.0 96.9: 8.0 3.1
Other: 100.0: 36.5 15.8 2.5 56.3 76.3 95.3 94.6: 4.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 154 59 75 57 69 249 173:
Old : 301: 152 60 71 50 64 237 165:
Other: 118: 28 22 5 33 45 64 71:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 40.6 18.8 50.7 11.4 39.2 18.1 47.8
Old : 10.6 45.7 18.4 55.7 9.8 45.1 17.6 53.9
Other: 37.5 33.2 57.5 50.6 35.3 33.2 54.3 50.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, February 07, 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 : 11,550: 3,728 1,593 625 5,477 7,678 9,830 9,896: 1,720 1,654
Old : 11,550: 3,728 1,593 625 5,477 7,678 9,830 9,896: 1,720 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -372: -283 100 -55 29 -416 -309 -371: -63 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 13.8 5.4 47.4 66.5 85.1 85.7: 14.9 14.3
Old : 100.0: 32.3 13.8 5.4 47.4 66.5 85.1 85.7: 14.9 14.3
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 : 66: 25 11 14 23 13 53 34:
Old : 66: 25 11 14 23 13 53 34:
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 : 33.1 51.8 47.1 65.3 33.1 51.2 47.1 64.7
Old : 33.1 51.8 47.1 65.3 33.1 51.2 47.1 64.7
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, February 07, 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 : 260,157: 57,497 73,929 42,737 141,191 131,233 241,425 247,899: 18,732 12,258
Old : 221,345: 59,575 72,563 38,642 106,141 99,069 204,358 210,274: 16,987 11,071
Other: 38,812: 1,017 4,461 1,000 35,050 32,164 37,067 37,625: 1,745 1,187
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,902: -9,781 1,026 765 -2,062 -11,839 -11,078 -10,048: 2,176 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.4 16.4 54.3 50.4 92.8 95.3: 7.2 4.7
Old : 100.0: 26.9 32.8 17.5 48.0 44.8 92.3 95.0: 7.7 5.0
Other: 100.0: 2.6 11.5 2.6 90.3 82.9 95.5 96.9: 4.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 75 85 66 58 43 176 160:
Old : 235: 80 82 63 58 40 175 154:
Other: 65: 11 14 4 31 21 45 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 : 19.0 22.6 30.9 35.9 16.0 13.7 23.9 22.9
Old : 15.4 23.9 27.8 35.3 14.9 16.3 25.2 26.7
Other: 57.3 50.2 71.9 73.3 43.6 36.5 53.6 49.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, February 07, 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 : 859,366: 245,518 31,699 124,919 396,246 659,151 766,683 815,769: 92,683 43,597
Old : 859,366: 245,518 31,699 124,919 396,246 659,151 766,683 815,769: 92,683 43,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 28,022: 12,067 -4,331 3,687 4,354 30,422 20,108 29,778: 7,914 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.7 14.5 46.1 76.7 89.2 94.9: 10.8 5.1
Old : 100.0: 28.6 3.7 14.5 46.1 76.7 89.2 94.9: 10.8 5.1
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 : 240: 102 26 85 88 87 217 179:
Old : 240: 102 26 85 88 87 217 179:
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 : 12.0 26.6 20.5 40.5 9.3 25.0 15.1 34.1
Old : 12.0 26.6 20.5 40.5 9.3 25.0 15.1 34.1
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, February 07, 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 : 181,894: 53,807 22,594 27,651 90,112 124,312 171,570 174,557: 10,324 7,337
Old : 160,225: 51,505 23,834 22,898 76,332 106,621 150,735 153,353: 9,490 6,872
Other: 21,669: 5,973 2,431 1,082 13,780 17,691 20,835 21,204: 834 465
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,332: -1,152 3,416 -4,714 1,835 -2,756 -4,031 -4,054: 699 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.4 15.2 49.5 68.3 94.3 96.0: 5.7 4.0
Old : 100.0: 32.1 14.9 14.3 47.6 66.5 94.1 95.7: 5.9 4.3
Other: 100.0: 27.6 11.2 5.0 63.6 81.6 96.2 97.9: 3.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 119 85 111 137 115 323 264:
Old : 378: 124 89 105 134 112 313 260:
Other: 155: 29 25 11 79 59 115 89:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 17.7 21.3 28.5 10.8 14.9 18.5 24.5
Old : 13.5 16.7 23.2 28.4 12.3 14.4 20.9 24.3
Other: 38.3 34.4 52.7 50.9 34.5 34.3 47.1 49.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, February 07, 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 : 73,975: 54,335 7,602 2,760 7,217 60,553 64,312 70,915: 9,663 3,060
Old : 73,975: 54,335 7,602 2,760 7,217 60,553 64,312 70,915: 9,663 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,626: -466 -627 161 395 -1,565 90 -2,031: -1,716 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 10.3 3.7 9.8 81.9 86.9 95.9: 13.1 4.1
Old : 100.0: 73.5 10.3 3.7 9.8 81.9 86.9 95.9: 13.1 4.1
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 : 148: 117 16 11 10 8 128 34:
Old : 148: 117 16 11 10 8 128 34:
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 : 27.7 87.6 41.6 91.7 26.0 87.0 39.7 89.0
Old : 27.7 87.6 41.6 91.7 26.0 87.0 39.7 89.0
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, February 07, 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 : 625,415: 169,078 119,950 12,530 415,718 472,769 597,326 605,249: 28,089 20,166
Old : 625,415: 169,078 119,950 12,530 415,718 472,769 597,326 605,249: 28,089 20,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,183: -6,194 -2,171 203 1,972 -2,241 -4,019 -4,209: -1,164 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.2 2.0 66.5 75.6 95.5 96.8: 4.5 3.2
Old : 100.0: 27.0 19.2 2.0 66.5 75.6 95.5 96.8: 4.5 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 : 340: 76 68 24 123 116 212 195:
Old : 340: 76 68 24 123 116 212 195:
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 : 23.5 35.1 34.7 47.2 21.0 35.1 31.2 47.0
Old : 23.5 35.1 34.7 47.2 21.0 35.1 31.2 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
Commitments of Traders - Futures Only, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 INDEX X $50) :
: : :
All : 19,215: 4,661 210 0 13,095 18,961 17,756 19,171: 1,459 44
Old : 19,215: 4,661 210 0 13,095 18,961 17,756 19,171: 1,459 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.1 0.0 68.1 98.7 92.4 99.8: 7.6 0.2
Old : 100.0: 24.3 1.1 0.0 68.1 98.7 92.4 99.8: 7.6 0.2
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 : 20: 5 1 0 6 8 11 9:
Old : 20: 5 1 0 6 8 11 9:
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 : 78.8 79.4 88.0 98.7 78.8 79.4 88.0 98.7
Old : 78.8 79.4 88.0 98.7 78.8 79.4 88.0 98.7
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, February 07, 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 : 262,788: 52,816 13,617 2,145 199,078 242,726 254,039 258,488: 8,749 4,300
Old : 262,788: 52,816 13,617 2,145 199,078 242,726 254,039 258,488: 8,749 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 10,080: 455 -1,897 -374 10,443 12,274 10,524 10,003: -444 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.2 0.8 75.8 92.4 96.7 98.4: 3.3 1.6
Old : 100.0: 20.1 5.2 0.8 75.8 92.4 96.7 98.4: 3.3 1.6
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: 26 9 4 63 53 89 66:
Old : 123: 26 9 4 63 53 89 66:
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 : 35.8 48.7 48.8 70.3 35.2 48.6 48.2 69.5
Old : 35.8 48.7 48.8 70.3 35.2 48.6 48.2 69.5
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, February 07, 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 : 856,461: 249,093 67,965 12,949 571,493 767,449 833,535 848,363: 22,926 8,098
Old : 856,461: 249,093 67,965 12,949 571,493 767,449 833,535 848,363: 22,926 8,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,148: 200 -5,233 -68 -375 2,439 -243 -2,862: -4,905 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.9 1.5 66.7 89.6 97.3 99.1: 2.7 0.9
Old : 100.0: 29.1 7.9 1.5 66.7 89.6 97.3 99.1: 2.7 0.9
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 : 309: 107 38 23 132 84 249 135:
Old : 309: 107 38 23 132 84 249 135:
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 : 23.6 50.3 36.0 68.4 22.3 50.3 33.3 67.9
Old : 23.6 50.3 36.0 68.4 22.3 50.3 33.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017