COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 276,602 COMMITMENTS 137,516 26,085 31,112 88,212 210,119 256,840 267,316 19,762 9,286 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 12,274) 4,993 1,757 3,066 3,963 6,435 12,022 11,258 252 1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 9.4 11.2 31.9 76.0 92.9 96.6 7.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 157 59 73 58 66 251 170 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,922 COMMITMENTS 4,011 1,493 680 5,448 8,094 10,139 10,267 1,783 1,655 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 72) 407 193 1 -223 -121 185 73 -113 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 12.5 5.7 45.7 67.9 85.0 86.1 15.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 23 11 15 21 14 50 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 269,059 COMMITMENTS 67,278 72,903 41,972 143,253 143,072 252,503 257,947 16,556 11,112 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,726) 1,166 3,454 -1,560 -3,630 -5,774 -4,024 -3,880 298 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 27.1 15.6 53.2 53.2 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 86 77 66 58 43 181 159 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 831,344 COMMITMENTS 233,451 36,030 121,232 391,892 628,729 746,575 785,991 84,769 45,353 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,290) 2,127 1,798 -400 -10,128 -8,065 -8,401 -6,667 5,111 3,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 4.3 14.6 47.1 75.6 89.8 94.5 10.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 90 34 77 87 87 207 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 185,226 COMMITMENTS 54,959 19,178 32,365 88,277 127,068 175,601 178,611 9,625 6,615 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 4,902) 389 853 2,872 1,812 1,311 5,073 5,036 -171 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 10.4 17.5 47.7 68.6 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 131 82 117 131 117 327 269 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,601 COMMITMENTS 54,801 8,229 2,599 6,822 62,118 64,222 72,946 11,379 2,655 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 763) -297 1,553 629 -116 -1,333 216 849 547 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 10.9 3.4 9.0 82.2 84.9 96.5 15.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 109 22 14 11 8 125 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 630,598 COMMITMENTS 175,272 122,121 12,327 413,746 475,010 601,345 609,458 29,253 21,140 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -16,848) -14,949 7,308 3,389 -6,247 -27,679 -17,807 -16,982 959 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 19.4 2.0 65.6 75.3 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 70 72 22 125 117 207 199 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 252,708 COMMITMENTS 52,361 15,514 2,519 188,635 230,452 243,515 248,485 9,193 4,223 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 6,726) 1,204 -297 642 4,474 6,535 6,320 6,880 406 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 6.1 1.0 74.6 91.2 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 26 10 5 58 54 84 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 861,609 COMMITMENTS 248,893 73,198 13,017 571,868 765,010 833,778 851,225 27,831 10,384 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 10,632) 13,049 2,971 -845 -7,638 7,039 4,566 9,165 6,066 1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 8.5 1.5 66.4 88.8 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 103 43 21 134 87 246 142
Updated February 3, 2017