COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,328 COMMITMENTS 132,523 24,328 28,046 84,249 203,684 244,818 256,058 19,510 8,270 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,572) -2,223 1,513 3,637 519 -2,052 1,933 3,098 639 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 9.2 10.6 31.9 77.1 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 157 56 73 53 67 247 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,850 COMMITMENTS 3,604 1,300 679 5,671 8,215 9,954 10,194 1,896 1,656 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -882) -1,683 -222 150 726 -891 -807 -963 -75 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 11.0 5.7 47.9 69.3 84.0 86.0 16.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 14 13 24 17 52 40 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 272,785 COMMITMENTS 66,112 69,449 43,532 146,883 148,846 256,527 261,827 16,258 10,958 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -5,868) 26 4,193 -1,085 -5,194 -8,752 -6,253 -5,644 385 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 25.5 16.0 53.8 54.6 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 82 84 71 56 42 183 161 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 834,634 COMMITMENTS 231,324 34,232 121,632 402,020 636,794 754,976 792,658 79,658 41,976 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 6,374) 2,953 -1,968 1,308 9,380 10,277 13,641 9,617 -7,267 -3,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 4.1 14.6 48.2 76.3 90.5 95.0 9.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 94 30 84 87 86 214 178 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,324 COMMITMENTS 54,570 18,325 29,493 86,465 125,757 170,528 173,575 9,796 6,749 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 976) -1,631 -6,680 2,650 -128 5,864 891 1,834 85 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 10.2 16.4 47.9 69.7 94.6 96.3 5.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 141 70 111 127 116 327 258 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,838 COMMITMENTS 55,098 6,676 1,970 6,938 63,451 64,006 72,097 10,832 2,741 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -2,881) -2,491 -1,791 -121 22 -623 -2,590 -2,535 -291 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 8.9 2.6 9.3 84.8 85.5 96.3 14.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 116 17 8 11 7 128 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 647,446 COMMITMENTS 190,221 114,813 8,938 419,993 502,689 619,152 626,440 28,294 21,006 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -4,679) 6,707 -1,307 -2,352 -11,827 1,841 -7,472 -1,818 2,793 -2,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 17.7 1.4 64.9 77.6 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 82 66 22 124 119 214 199 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 245,982 COMMITMENTS 51,157 15,811 1,877 184,161 223,917 237,195 241,605 8,787 4,377 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 8,302) 1,085 1,538 103 6,962 6,991 8,150 8,632 152 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 6.4 0.8 74.9 91.0 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 25 12 5 58 54 85 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,977 COMMITMENTS 235,844 70,227 13,862 579,506 757,971 829,212 842,060 21,765 8,917 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -4,457) 5,360 984 1,366 -12,081 -7,414 -5,355 -5,064 898 607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 8.3 1.6 68.1 89.1 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 100 40 22 134 86 242 140
Updated January 27, 2017