COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 261,756 COMMITMENTS 134,746 22,815 24,409 83,730 205,736 242,885 252,960 18,871 8,796 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -2,333) -4,073 1,470 2,627 850 -6,569 -596 -2,472 -1,737 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 8.7 9.3 32.0 78.6 92.8 96.6 7.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 163 54 77 56 71 259 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,732 COMMITMENTS 5,287 1,522 529 4,945 9,106 10,761 11,157 1,971 1,575 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -489) -991 21 133 370 -343 -488 -189 -1 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 12.0 4.2 38.8 71.5 84.5 87.6 15.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 16 10 18 16 45 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 278,653 COMMITMENTS 66,086 65,256 44,617 152,077 157,598 262,780 267,471 15,873 11,182 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 386) 2,838 -355 2,190 -6,010 -1,702 -982 133 1,368 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 23.4 16.0 54.6 56.6 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 82 78 65 55 42 178 156 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 828,260 COMMITMENTS 228,371 36,200 120,324 392,640 626,517 741,335 783,041 86,925 45,219 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 9,139) 4,895 -4,282 763 -905 10,324 4,753 6,805 4,386 2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 4.4 14.5 47.4 75.6 89.5 94.5 10.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 89 31 75 83 82 203 165 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 179,348 COMMITMENTS 56,201 25,005 26,843 86,593 119,893 169,637 171,741 9,711 7,607 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -7,585) -1,205 -7,196 15 -5,813 -645 -7,003 -7,826 -582 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 13.9 15.0 48.3 66.8 94.6 95.8 5.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 135 67 103 130 113 318 249 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 77,719 COMMITMENTS 57,589 8,467 2,091 6,916 64,074 66,596 74,632 11,123 3,087 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -2,899) -3,629 377 433 -580 -3,305 -3,776 -2,495 877 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 10.9 2.7 8.9 82.4 85.7 96.0 14.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 119 21 11 11 7 134 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 652,125 COMMITMENTS 183,514 116,120 11,290 431,820 500,848 626,624 628,258 25,501 23,867 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -4,154) -13,330 1,686 -563 13,863 -7,658 -30 -6,535 -4,124 2,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 17.8 1.7 66.2 76.8 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 73 69 21 124 116 207 196 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 237,680 COMMITMENTS 50,072 14,273 1,774 177,199 216,926 229,045 232,973 8,635 4,707 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 8,195) 3,895 -1,047 -82 3,858 9,376 7,671 8,247 524 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 6.0 0.7 74.6 91.3 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 27 11 5 59 57 88 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 855,434 COMMITMENTS 230,484 69,243 12,496 591,587 765,385 834,567 847,124 20,867 8,310 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 10,081) 6,596 -1,259 235 2,394 13,836 9,225 12,812 856 -2,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 8.1 1.5 69.2 89.5 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 100 37 21 131 84 238 135
Updated January 20, 2017