COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 21, 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 : 261,594: 135,847 18,413 25,059 83,139 208,056 244,045 251,528: 17,549 10,066 Old : 212,745: 127,980 19,464 15,648 53,524 170,207 197,152 205,319: 15,593 7,426 Other: 48,849: 16,684 7,766 594 29,615 37,849 46,893 46,209: 1,956 2,640 : : : : : Changes in Commitments from: February 14, 2017 : : -20,464: -8,759 -981 -2,579 -6,772 -17,323 -18,110 -20,883: -2,354 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 7.0 9.6 31.8 79.5 93.3 96.2: 6.7 3.8 Old : 100.0: 60.2 9.1 7.4 25.2 80.0 92.7 96.5: 7.3 3.5 Other: 100.0: 34.2 15.9 1.2 60.6 77.5 96.0 94.6: 4.0 5.4 : : : :# Traders : Number of Traders in Each Category : All : 297: 152 51 61 51 66 229 159: Old : 289: 151 49 47 39 63 210 143: Other: 134: 38 25 5 31 49 71 79: :---------------------------------------------------------------------------------------------------- : 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 40.1 18.7 50.6 11.1 39.0 18.5 48.4 Old : 10.0 46.6 18.4 56.3 10.0 46.1 18.4 55.7 Other: 32.0 28.9 53.5 47.3 30.2 28.9 51.5 46.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 21, 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 : 11,114: 3,399 1,440 413 5,643 7,915 9,455 9,768: 1,659 1,346 Old : 11,113: 3,399 1,440 413 5,643 7,915 9,455 9,768: 1,658 1,345 Other: 1: 0 0 0 0 0 0 0: 1 1 : : : : : Changes in Commitments from: February 14, 2017 : : -575: 79 -133 -357 -99 83 -377 -407: -198 -168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 13.0 3.7 50.8 71.2 85.1 87.9: 14.9 12.1 Old : 100.0: 30.6 13.0 3.7 50.8 71.2 85.1 87.9: 14.9 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 100.0 100.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 24 10 11 22 13 50 31: Old : 63: 24 10 11 22 13 50 31: 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 : 36.9 51.3 50.6 67.6 36.9 51.2 49.4 66.6 Old : 36.9 51.3 50.6 67.6 36.9 51.2 49.4 66.6 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 21, 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 : 269,538: 67,381 83,606 39,740 144,746 134,722 251,867 258,068: 17,671 11,470 Old : 220,888: 70,478 80,305 33,079 102,001 97,454 205,558 210,838: 15,330 10,050 Other: 48,650: 1,521 7,919 2,043 42,745 37,268 46,309 47,230: 2,341 1,420 : : : : : Changes in Commitments from: February 14, 2017 : : 7,757: 4,345 3,942 1,778 1,914 1,921 8,037 7,641: -280 116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 31.0 14.7 53.7 50.0 93.4 95.7: 6.6 4.3 Old : 100.0: 31.9 36.4 15.0 46.2 44.1 93.1 95.5: 6.9 4.5 Other: 100.0: 3.1 16.3 4.2 87.9 76.6 95.2 97.1: 4.8 2.9 : : : :# Traders : Number of Traders in Each Category : All : 246: 87 80 62 56 39 178 158: Old : 245: 97 76 57 56 37 177 151: Other: 74: 11 24 6 30 22 47 46: :---------------------------------------------------------------------------------------------------- : 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 : 19.3 23.0 30.6 35.6 16.8 13.7 24.7 22.6 Old : 14.6 24.4 26.7 35.5 13.9 16.4 23.6 26.7 Other: 54.9 44.5 68.4 66.4 43.1 32.6 52.9 44.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 21, 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 : 802,571: 226,927 27,796 115,001 368,956 608,425 710,884 751,222: 91,687 51,349 Old : 802,571: 226,927 27,796 115,001 368,956 608,425 710,884 751,222: 91,687 51,349 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -56,291: -12,944 -8,999 -1,067 -46,711 -47,950 -60,722 -58,016: 4,431 1,725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 3.5 14.3 46.0 75.8 88.6 93.6: 11.4 6.4 Old : 100.0: 28.3 3.5 14.3 46.0 75.8 88.6 93.6: 11.4 6.4 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 : 217: 87 30 75 76 73 195 153: Old : 217: 87 30 75 76 73 195 153: 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 : 13.2 29.0 22.2 43.4 10.2 26.6 16.9 35.6 Old : 13.2 29.0 22.2 43.4 10.2 26.6 16.9 35.6 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 21, 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 : 173,929: 57,280 26,408 23,218 83,492 117,194 163,990 166,820: 9,939 7,109 Old : 151,065: 54,233 27,565 18,438 69,334 98,606 142,005 144,609: 9,060 6,456 Other: 22,864: 6,257 2,053 1,570 14,158 18,588 21,985 22,211: 879 653 : : : : : Changes in Commitments from: February 14, 2017 : : -810: 2,205 -621 -2,409 -700 2,517 -904 -513: 94 -297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 15.2 13.3 48.0 67.4 94.3 95.9: 5.7 4.1 Old : 100.0: 35.9 18.2 12.2 45.9 65.3 94.0 95.7: 6.0 4.3 Other: 100.0: 27.4 9.0 6.9 61.9 81.3 96.2 97.1: 3.8 2.9 : : : :# Traders : Number of Traders in Each Category : All : 374: 140 73 92 126 108 317 235: Old : 372: 143 77 84 124 105 308 229: Other: 155: 36 20 16 79 56 122 86: :---------------------------------------------------------------------------------------------------- : 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 : 11.3 18.0 21.4 29.6 11.3 16.0 19.4 25.6 Old : 13.0 17.2 23.9 29.9 13.0 15.5 22.3 26.3 Other: 35.8 32.8 48.1 48.3 31.0 32.4 41.3 46.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 21, 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 : 74,802: 52,656 6,842 2,896 9,987 61,773 65,539 71,511: 9,263 3,291 Old : 74,802: 52,656 6,842 2,896 9,987 61,773 65,539 71,511: 9,263 3,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 592: -459 -412 311 1,478 352 1,330 251: -738 341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 9.1 3.9 13.4 82.6 87.6 95.6: 12.4 4.4 Old : 100.0: 70.4 9.1 3.9 13.4 82.6 87.6 95.6: 12.4 4.4 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 : 149: 110 22 10 12 8 123 39: Old : 149: 110 22 10 12 8 123 39: 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 : 27.8 84.8 43.5 89.9 26.7 84.8 41.1 87.4 Old : 27.8 84.8 43.5 89.9 26.7 84.8 41.1 87.4 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 21, 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 : 612,760: 153,819 117,291 14,001 416,046 462,543 583,866 593,835: 28,894 18,925 Old : 612,760: 153,819 117,291 14,001 416,046 462,543 583,866 593,835: 28,894 18,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -5,570: -9,100 3,120 1,629 2,484 -8,611 -4,987 -3,862: -583 -1,708 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 19.1 2.3 67.9 75.5 95.3 96.9: 4.7 3.1 Old : 100.0: 25.1 19.1 2.3 67.9 75.5 95.3 96.9: 4.7 3.1 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 : 351: 85 65 23 132 120 228 197: Old : 351: 85 65 23 132 120 228 197: 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 : 23.5 34.7 34.0 47.3 21.3 34.7 30.6 47.1 Old : 23.5 34.7 34.0 47.3 21.3 34.7 30.6 47.1 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 21, 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 : 276,358: 53,868 14,297 2,463 210,673 255,835 267,004 272,595: 9,354 3,763 Old : 276,358: 53,868 14,297 2,463 210,673 255,835 267,004 272,595: 9,354 3,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 8,874: -586 -785 -167 8,587 10,797 7,834 9,845: 1,040 -971 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 5.2 0.9 76.2 92.6 96.6 98.6: 3.4 1.4 Old : 100.0: 19.5 5.2 0.9 76.2 92.6 96.6 98.6: 3.4 1.4 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 : 127: 27 10 5 66 53 93 68: Old : 127: 27 10 5 66 53 93 68: 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 : 34.4 52.5 48.2 74.3 33.7 52.0 47.4 72.6 Old : 34.4 52.5 48.2 74.3 33.7 52.0 47.4 72.6 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, February 21, 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 : 891,953: 258,122 69,481 12,942 597,890 801,134 868,954 883,557: 22,999 8,396 Old : 891,953: 258,122 69,481 12,942 597,890 801,134 868,954 883,557: 22,999 8,396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 14,831: 355 -3,106 -118 14,368 16,893 14,605 13,669: 226 1,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 7.8 1.5 67.0 89.8 97.4 99.1: 2.6 0.9 Old : 100.0: 28.9 7.8 1.5 67.0 89.8 97.4 99.1: 2.6 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 : 317: 117 36 24 132 84 259 134: Old : 317: 117 36 24 132 84 259 134: 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 : 23.4 50.4 35.0 69.5 21.8 50.2 32.6 69.3 Old : 23.4 50.4 35.0 69.5 21.8 50.2 32.6 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017