COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 14, 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 : 274,706: 141,400 16,197 31,390 83,317 216,451 256,107 264,038: 18,599 10,668 Old : 206,802: 127,125 17,192 19,325 44,256 163,074 190,706 199,591: 16,096 7,211 Other: 67,904: 25,841 10,571 499 39,061 53,377 65,401 64,447: 2,503 3,457 : : : : : Changes in Commitments from: March 7, 2017 : : 1,349: -1,907 -443 4,729 -1,694 -3,613 1,128 673: 221 676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 5.9 11.4 30.3 78.8 93.2 96.1: 6.8 3.9 Old : 100.0: 61.5 8.3 9.3 21.4 78.9 92.2 96.5: 7.8 3.5 Other: 100.0: 38.1 15.6 0.7 57.5 78.6 96.3 94.9: 3.7 5.1 : : : :# Traders : Number of Traders in Each Category : All : 306: 157 53 76 56 64 251 165: Old : 294: 157 49 57 44 60 228 143: Other: 155: 50 30 7 39 52 91 88: :---------------------------------------------------------------------------------------------------- : 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 : 10.8 42.3 17.9 52.3 10.8 41.6 17.6 51.1 Old : 9.6 49.7 18.0 59.8 9.6 49.3 17.9 59.2 Other: 28.2 27.2 44.1 46.7 27.9 26.9 43.8 45.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 14, 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 : 10,763: 3,980 1,145 523 4,528 7,423 9,031 9,091: 1,732 1,672 Old : 10,759: 3,980 1,144 523 4,528 7,421 9,031 9,088: 1,728 1,671 Other: 4: 0 1 0 0 2 0 3: 4 1 : : : : : Changes in Commitments from: March 7, 2017 : : 402: 270 -187 39 -142 520 167 372: 235 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 10.6 4.9 42.1 69.0 83.9 84.5: 16.1 15.5 Old : 100.0: 37.0 10.6 4.9 42.1 69.0 83.9 84.5: 16.1 15.5 Other: 100.0: 0.0 25.0 0.0 0.0 50.0 0.0 75.0: 100.0 25.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 25 12 12 19 12 48 33: Old : 63: 25 12 12 19 12 48 33: Other: 2: 0 1 0 0 1 0 2: :---------------------------------------------------------------------------------------------------- : 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 : 28.7 53.0 43.0 66.5 28.0 51.8 40.2 63.3 Old : 28.7 53.1 43.0 66.5 28.0 51.8 40.3 63.3 Other: 0.0 75.0 0.0 75.0 0.0 75.0 0.0 75.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 14, 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 : 284,966: 73,996 93,463 40,344 151,358 139,734 265,698 273,541: 19,268 11,425 Old : 226,303: 75,416 89,099 31,248 102,997 96,087 209,661 216,434: 16,642 9,869 Other: 58,663: 4,126 9,910 3,550 48,361 43,647 56,037 57,107: 2,626 1,556 : : : : : Changes in Commitments from: March 7, 2017 : : -7,060: 775 -4,271 827 -7,951 -3,780 -6,349 -7,224: -711 164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 32.8 14.2 53.1 49.0 93.2 96.0: 6.8 4.0 Old : 100.0: 33.3 39.4 13.8 45.5 42.5 92.6 95.6: 7.4 4.4 Other: 100.0: 7.0 16.9 6.1 82.4 74.4 95.5 97.3: 4.5 2.7 : : : :# Traders : Number of Traders in Each Category : All : 249: 94 74 64 59 40 187 157: Old : 248: 105 69 56 57 37 185 145: Other: 84: 12 29 7 35 23 53 53: :---------------------------------------------------------------------------------------------------- : 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 : 20.4 20.0 30.9 32.2 17.3 14.3 25.6 23.9 Old : 16.7 20.1 26.7 32.4 15.6 16.5 25.0 28.6 Other: 45.0 41.9 64.2 61.7 40.7 26.5 52.4 39.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 14, 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 : 769,600: 220,065 76,789 112,581 366,762 517,166 699,408 706,536: 70,192 63,064 Old : 769,600: 220,065 76,789 112,581 366,762 517,166 699,408 706,536: 70,192 63,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 4,010: 542 23,742 381 2,982 -20,319 3,905 3,804: 105 206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 10.0 14.6 47.7 67.2 90.9 91.8: 9.1 8.2 Old : 100.0: 28.6 10.0 14.6 47.7 67.2 90.9 91.8: 9.1 8.2 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 : 230: 79 53 73 76 71 193 166: Old : 230: 79 53 73 76 71 193 166: 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 : 12.4 25.3 21.9 37.8 11.9 21.9 18.9 30.0 Old : 12.4 25.3 21.9 37.8 11.9 21.9 18.9 30.0 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, March 14, 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 : 183,783: 59,850 37,457 24,172 89,654 114,471 173,676 176,100: 10,107 7,683 Old : 155,192: 59,188 39,524 15,264 71,847 93,535 146,299 148,323: 8,893 6,869 Other: 28,591: 7,684 4,955 1,886 17,807 20,936 27,377 27,777: 1,214 814 : : : : : Changes in Commitments from: March 7, 2017 : : 8,613: 1,360 4,049 3,494 3,099 770 7,953 8,313: 660 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 20.4 13.2 48.8 62.3 94.5 95.8: 5.5 4.2 Old : 100.0: 38.1 25.5 9.8 46.3 60.3 94.3 95.6: 5.7 4.4 Other: 100.0: 26.9 17.3 6.6 62.3 73.2 95.8 97.2: 4.2 2.8 : : : :# Traders : Number of Traders in Each Category : All : 408: 137 98 103 136 113 335 269: Old : 405: 142 99 92 130 106 320 257: Other: 179: 37 29 20 87 66 136 105: :---------------------------------------------------------------------------------------------------- : 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 : 12.3 16.5 22.4 27.8 10.5 15.1 19.1 24.2 Old : 13.0 16.4 24.7 28.0 12.1 15.0 22.0 24.9 Other: 29.1 28.0 43.0 43.2 26.5 27.9 35.6 41.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 14, 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 : 74,452: 54,704 6,961 1,094 9,364 63,678 65,162 71,733: 9,290 2,719 Old : 74,452: 54,704 6,961 1,094 9,364 63,678 65,162 71,733: 9,290 2,719 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -9,059: -2,836 472 -860 -4,161 -8,333 -7,857 -8,721: -1,202 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 9.3 1.5 12.6 85.5 87.5 96.3: 12.5 3.7 Old : 100.0: 73.5 9.3 1.5 12.6 85.5 87.5 96.3: 12.5 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 : 145: 105 24 8 10 8 118 39: Old : 145: 105 24 8 10 8 118 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 : 28.3 85.9 46.0 89.9 27.5 85.9 44.1 89.2 Old : 28.3 85.9 46.0 89.9 27.5 85.9 44.1 89.2 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, March 14, 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 : 627,340: 141,401 166,071 25,436 429,202 409,786 596,039 601,293: 31,301 26,047 Old : 627,340: 141,401 166,071 25,436 429,202 409,786 596,039 601,293: 31,301 26,047 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 19,643: -6,530 5,818 3,043 23,427 6,129 19,940 14,990: -297 4,653 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 26.5 4.1 68.4 65.3 95.0 95.8: 5.0 4.2 Old : 100.0: 22.5 26.5 4.1 68.4 65.3 95.0 95.8: 5.0 4.2 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 : 344: 80 65 32 143 121 238 204: Old : 344: 80 65 32 143 121 238 204: 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 : 19.8 25.3 29.2 36.5 16.6 22.9 25.5 33.8 Old : 19.8 25.3 29.2 36.5 16.6 22.9 25.5 33.8 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, March 14, 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 : 321,927: 56,979 17,837 5,009 250,134 298,612 312,122 321,458: 9,805 469 Old : 321,927: 56,979 17,837 5,009 250,134 298,612 312,122 321,458: 9,805 469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 30,059: 1,596 3,462 2,640 25,619 27,100 29,855 33,202: 204 -3,143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 5.5 1.6 77.7 92.8 97.0 99.9: 3.0 0.1 Old : 100.0: 17.7 5.5 1.6 77.7 92.8 97.0 99.9: 3.0 0.1 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 : 136: 31 10 12 72 58 107 79: Old : 136: 31 10 12 72 58 107 79: 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 : 29.6 47.2 44.3 69.1 28.6 41.0 41.7 60.3 Old : 29.6 47.2 44.3 69.1 28.6 41.0 41.7 60.3 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, March 14, 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 : 944,736: 257,099 70,358 19,439 633,640 838,885 910,178 928,682: 34,558 16,054 Old : 944,736: 257,099 70,358 19,439 633,640 838,885 910,178 928,682: 34,558 16,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 42,712: -2,130 -1,803 5,479 33,693 36,361 37,042 40,037: 5,670 2,675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 7.4 2.1 67.1 88.8 96.3 98.3: 3.7 1.7 Old : 100.0: 27.2 7.4 2.1 67.1 88.8 96.3 98.3: 3.7 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 : 320: 120 35 33 136 88 270 144: Old : 320: 120 35 33 136 88 270 144: 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 : 20.9 48.1 32.6 68.5 19.5 46.8 30.4 64.8 Old : 20.9 48.1 32.6 68.5 19.5 46.8 30.4 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017