COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 283,531 COMMITMENTS 142,052 25,565 28,151 91,994 220,071 262,197 273,787 21,334 9,744 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 6,929) 4,536 -520 -2,961 3,782 9,952 5,357 6,471 1,572 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 9.0 9.9 32.4 77.6 92.5 96.6 7.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 154 59 75 57 69 249 173 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,550 COMMITMENTS 3,728 1,593 625 5,477 7,678 9,830 9,896 1,720 1,654 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -372) -283 100 -55 29 -416 -309 -371 -63 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 13.8 5.4 47.4 66.5 85.1 85.7 14.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 25 11 14 23 13 53 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 260,157 COMMITMENTS 57,497 73,929 42,737 141,191 131,233 241,425 247,899 18,732 12,258 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,902) -9,781 1,026 765 -2,062 -11,839 -11,078 -10,048 2,176 1,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 28.4 16.4 54.3 50.4 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 75 85 66 58 43 176 160 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 859,366 COMMITMENTS 245,518 31,699 124,919 396,246 659,151 766,683 815,769 92,683 43,597 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 28,022) 12,067 -4,331 3,687 4,354 30,422 20,108 29,778 7,914 -1,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 3.7 14.5 46.1 76.7 89.2 94.9 10.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 102 26 85 88 87 217 179 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 181,894 COMMITMENTS 53,807 22,594 27,651 90,112 124,312 171,570 174,557 10,324 7,337 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,332) -1,152 3,416 -4,714 1,835 -2,756 -4,031 -4,054 699 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 12.4 15.2 49.5 68.3 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 119 85 111 137 115 323 264 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 73,975 COMMITMENTS 54,335 7,602 2,760 7,217 60,553 64,312 70,915 9,663 3,060 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,626) -466 -627 161 395 -1,565 90 -2,031 -1,716 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 10.3 3.7 9.8 81.9 86.9 95.9 13.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 117 16 11 10 8 128 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 625,415 COMMITMENTS 169,078 119,950 12,530 415,718 472,769 597,326 605,249 28,089 20,166 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,183) -6,194 -2,171 203 1,972 -2,241 -4,019 -4,209 -1,164 -974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 19.2 2.0 66.5 75.6 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 76 68 24 123 116 212 195 RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 INDEX X $50) OPEN INTEREST: 19,215 COMMITMENTS 4,661 210 0 13,095 18,961 17,756 19,171 1,459 44 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 1.1 0.0 68.1 98.7 92.4 99.8 7.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 0 6 8 11 9 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 262,788 COMMITMENTS 52,816 13,617 2,145 199,078 242,726 254,039 258,488 8,749 4,300 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 10,080) 455 -1,897 -374 10,443 12,274 10,524 10,003 -444 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 5.2 0.8 75.8 92.4 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 26 9 4 63 53 89 66 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 856,461 COMMITMENTS 249,093 67,965 12,949 571,493 767,449 833,535 848,363 22,926 8,098 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,148) 200 -5,233 -68 -375 2,439 -243 -2,862 -4,905 -2,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 7.9 1.5 66.7 89.6 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 107 38 23 132 84 249 135
Updated February 10, 2017