COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 28, 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 : 281,653: 139,043 22,163 36,121 87,808 211,059 262,972 269,343: 18,681 12,310
Old : 201,345: 121,763 23,167 21,350 42,536 148,339 185,649 192,856: 15,696 8,489
Other: 80,308: 31,576 13,292 475 45,272 62,720 77,323 76,487: 2,985 3,821
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,523: -1,516 2,397 2,577 2,802 -1,105 3,863 3,869: -340 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 7.9 12.8 31.2 74.9 93.4 95.6: 6.6 4.4
Old : 100.0: 60.5 11.5 10.6 21.1 73.7 92.2 95.8: 7.8 4.2
Other: 100.0: 39.3 16.6 0.6 56.4 78.1 96.3 95.2: 3.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 154 65 76 58 64 250 175:
Old : 292: 152 58 58 41 60 221 151:
Other: 167: 52 40 8 43 53 99 98:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 39.4 18.1 49.3 10.9 38.6 17.5 47.7
Old : 9.4 47.1 17.8 56.5 9.4 46.8 17.6 55.7
Other: 25.3 27.9 41.0 47.3 25.0 26.1 40.7 45.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 28, 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 : 11,026: 4,800 881 515 3,822 8,575 9,137 9,971: 1,889 1,055
Old : 11,010: 4,801 873 514 3,810 8,573 9,125 9,960: 1,885 1,050
Other: 16: 0 9 0 12 2 12 11: 4 5
: : :
: : Changes in Commitments from: March 21, 2017 :
: -434: 96 -37 -15 -290 131 -209 79: -225 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 8.0 4.7 34.7 77.8 82.9 90.4: 17.1 9.6
Old : 100.0: 43.6 7.9 4.7 34.6 77.9 82.9 90.5: 17.1 9.5
Other: 100.0: 0.0 56.3 0.0 75.0 12.5 75.0 68.8: 25.0 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 25 11 15 17 14 51 33:
Old : 63: 25 11 15 17 14 51 33:
Other: 4: 0 2 0 1 1 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 57.7 41.2 72.5 26.6 56.9 40.1 70.2
Old : 26.9 57.8 41.2 72.6 26.7 57.0 40.2 70.2
Other: 75.0 68.8 75.0 68.8 75.0 68.8 75.0 68.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 28, 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 : 281,950: 64,666 72,189 44,605 156,228 154,447 265,499 271,241: 16,451 10,709
Old : 216,325: 68,566 69,834 32,791 101,098 104,688 202,455 207,313: 13,870 9,012
Other: 65,625: 4,190 10,445 3,724 55,130 49,759 63,044 63,928: 2,581 1,697
: : :
: : Changes in Commitments from: March 21, 2017 :
: 18: -3,767 -8,637 1,312 4,549 8,075 2,094 750: -2,076 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.6 15.8 55.4 54.8 94.2 96.2: 5.8 3.8
Old : 100.0: 31.7 32.3 15.2 46.7 48.4 93.6 95.8: 6.4 4.2
Other: 100.0: 6.4 15.9 5.7 84.0 75.8 96.1 97.4: 3.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 90 76 72 60 45 188 162:
Old : 241: 99 71 65 57 43 184 153:
Other: 83: 14 26 9 37 24 56 54:
:----------------------------------------------------------------------------------------------------
: 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 22.3 29.1 32.0 14.8 14.4 22.6 23.1
Old : 14.4 19.8 24.7 31.8 12.4 15.4 21.8 27.1
Other: 46.3 41.6 63.5 59.5 42.6 27.2 54.8 41.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 28, 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 : 806,906: 220,367 105,501 120,745 396,668 510,789 737,780 737,035: 69,126 69,871
Old : 806,906: 220,367 105,501 120,745 396,668 510,789 737,780 737,035: 69,126 69,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 18,484: 4,618 15,868 -461 11,639 -616 15,796 14,791: 2,688 3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.1 15.0 49.2 63.3 91.4 91.3: 8.6 8.7
Old : 100.0: 27.3 13.1 15.0 49.2 63.3 91.4 91.3: 8.6 8.7
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 : 234: 73 58 74 80 75 191 176:
Old : 234: 73 58 74 80 75 191 176:
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 : 12.3 23.1 21.6 34.8 11.6 19.1 18.3 26.2
Old : 12.3 23.1 21.6 34.8 11.6 19.1 18.3 26.2
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 28, 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 : 191,066: 60,215 45,524 26,173 94,038 111,114 180,426 182,811: 10,640 8,255
Old : 160,456: 58,906 46,691 17,580 74,739 88,763 151,225 153,034: 9,231 7,422
Other: 30,610: 7,624 5,148 2,278 19,299 22,351 29,201 29,777: 1,409 833
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,377: -1,227 8,027 499 3,846 -5,556 3,118 2,970: 259 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.8 13.7 49.2 58.2 94.4 95.7: 5.6 4.3
Old : 100.0: 36.7 29.1 11.0 46.6 55.3 94.2 95.4: 5.8 4.6
Other: 100.0: 24.9 16.8 7.4 63.0 73.0 95.4 97.3: 4.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 126 118 109 138 109 327 291:
Old : 413: 131 117 94 129 103 309 275:
Other: 186: 37 34 25 95 65 147 111:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 15.6 22.7 26.5 10.2 13.9 18.7 22.6
Old : 14.3 15.9 25.8 26.3 12.1 14.1 21.5 23.4
Other: 27.0 27.9 40.2 44.4 24.9 27.9 34.0 39.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 28, 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 : 74,650: 52,849 8,636 1,712 11,989 61,841 66,550 72,189: 8,100 2,461
Old : 74,650: 52,849 8,636 1,712 11,989 61,841 66,550 72,189: 8,100 2,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,897: 62 2,114 225 2,713 -447 3,000 1,892: -1,103 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 11.6 2.3 16.1 82.8 89.1 96.7: 10.9 3.3
Old : 100.0: 70.8 11.6 2.3 16.1 82.8 89.1 96.7: 10.9 3.3
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 : 140: 91 27 13 12 12 111 48:
Old : 140: 91 27 13 12 12 111 48:
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 83.3 44.0 87.4 26.6 83.1 42.5 87.2
Old : 27.7 83.3 44.0 87.4 26.6 83.1 42.5 87.2
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 28, 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 : 544,306: 130,356 186,689 14,309 374,949 323,329 519,614 524,327: 24,692 19,979
Old : 544,306: 130,356 186,689 14,309 374,949 323,329 519,614 524,327: 24,692 19,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -5,520: -4,591 9,523 -8,187 9,436 -2,405 -3,342 -1,069: -2,178 -4,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 34.3 2.6 68.9 59.4 95.5 96.3: 4.5 3.7
Old : 100.0: 23.9 34.3 2.6 68.9 59.4 95.5 96.3: 4.5 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 : 331: 73 66 20 122 112 203 190:
Old : 331: 73 66 20 122 112 203 190:
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 : 21.2 24.8 32.2 38.1 18.6 24.8 29.5 37.3
Old : 21.2 24.8 32.2 38.1 18.6 24.8 29.5 37.3
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 28, 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 : 279,150: 56,993 9,925 2,582 210,542 262,802 270,117 275,309: 9,033 3,841
Old : 279,150: 56,993 9,925 2,582 210,542 262,802 270,117 275,309: 9,033 3,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 8,137: 538 948 -113 7,583 43,262 8,008 44,097: 129 -35,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.6 0.9 75.4 94.1 96.8 98.6: 3.2 1.4
Old : 100.0: 20.4 3.6 0.9 75.4 94.1 96.8 98.6: 3.2 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 : 133: 29 12 7 67 53 97 71:
Old : 133: 29 12 7 67 53 97 71:
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 : 34.8 48.7 49.3 73.9 33.8 48.6 48.1 73.5
Old : 34.8 48.7 49.3 73.9 33.8 48.6 48.1 73.5
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, March 28, 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 : 909,851: 284,582 68,666 11,731 588,066 821,991 884,379 902,388: 25,472 7,463
Old : 909,851: 284,582 68,666 11,731 588,066 821,991 884,379 902,388: 25,472 7,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 16,967: 12,277 -4,464 -549 5,945 25,722 17,673 20,709: -706 -3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.5 1.3 64.6 90.3 97.2 99.2: 2.8 0.8
Old : 100.0: 31.3 7.5 1.3 64.6 90.3 97.2 99.2: 2.8 0.8
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 : 330: 129 39 23 127 84 265 137:
Old : 330: 129 39 23 127 84 265 137:
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 : 20.4 53.4 33.4 72.0 19.0 53.3 31.4 72.0
Old : 20.4 53.4 33.4 72.0 19.0 53.3 31.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2017