COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 329,606: 139,709 15,988 66,370 103,724 232,564 309,803 314,922: 19,803 14,684 Old : 233,237: 119,874 21,756 42,527 54,249 159,565 216,649 223,847: 16,587 9,390 Other: 96,369: 32,090 6,486 11,589 49,475 72,999 93,154 91,075: 3,216 5,295 : : : : : Changes in Commitments from: March 21, 2017 : : 5,669: -1,156 1,844 4,058 3,130 -307 6,032 5,595: -363 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 4.9 20.1 31.5 70.6 94.0 95.5: 6.0 4.5 Old : 100.0: 51.4 9.3 18.2 23.3 68.4 92.9 96.0: 7.1 4.0 Other: 100.0: 33.3 6.7 12.0 51.3 75.7 96.7 94.5: 3.3 5.5 : : : :# Traders : Number of Traders in Each Category : All : 333: 167 70 102 71 75 286 207: Old : 310: 156 66 89 64 73 265 186: Other: 180: 62 40 27 51 55 127 109: :---------------------------------------------------------------------------------------------------- : 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 : 11.0 35.4 17.9 45.5 9.3 32.8 15.0 41.1 Old : 8.5 42.7 16.1 51.1 8.1 40.2 15.2 47.8 Other: 21.2 24.9 35.0 42.7 20.9 22.3 33.9 39.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,101: 4,633 548 2,410 5,058 9,933 12,101 12,891: 1,999 1,210 Old : 14,066: 4,629 548 2,398 5,043 9,915 12,071 12,862: 1,995 1,205 Other: 35: 4 0 12 15 18 31 30: 4 5 : : : : : Changes in Commitments from: March 21, 2017 : : -625: 46 86 -51 -433 -69 -437 -34: -188 -591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 3.9 17.1 35.9 70.4 85.8 91.4: 14.2 8.6 Old : 100.0: 32.9 3.9 17.1 35.9 70.5 85.8 91.4: 14.2 8.6 Other: 100.0: 11.3 0.4 34.0 43.1 51.1 88.4 85.5: 11.6 14.5 : : : :# Traders : Number of Traders in Each Category : All : 71: 23 19 19 22 18 59 44: Old : 71: 23 19 19 22 18 59 44: Other: 5: 1 1 2 2 1 4 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 : 21.5 47.8 34.2 63.0 21.2 46.6 31.4 57.0 Old : 21.5 48.0 34.1 63.0 21.3 46.7 31.4 57.1 Other: 88.4 85.5 88.4 85.5 54.4 51.5 54.4 51.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 336,622: 58,917 71,811 80,860 178,886 172,167 318,662 324,838: 17,959 11,783 Old : 266,429: 62,418 68,773 65,883 122,832 121,709 251,133 256,365: 15,295 10,064 Other: 70,193: 3,233 9,772 8,243 56,053 50,458 67,529 68,474: 2,664 1,719 : : : : : Changes in Commitments from: March 21, 2017 : : -979: -2,422 -8,783 365 3,374 8,066 1,316 -352: -2,295 -627 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 21.3 24.0 53.1 51.1 94.7 96.5: 5.3 3.5 Old : 100.0: 23.4 25.8 24.7 46.1 45.7 94.3 96.2: 5.7 3.8 Other: 100.0: 4.6 13.9 11.7 79.9 71.9 96.2 97.6: 3.8 2.4 : : : :# Traders : Number of Traders in Each Category : All : 251: 93 83 87 60 49 199 179: Old : 250: 101 78 80 59 47 196 171: Other: 85: 13 29 20 37 25 63 61: :---------------------------------------------------------------------------------------------------- : 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 : 18.6 20.8 28.7 30.3 12.4 11.7 19.0 18.9 Old : 14.7 18.5 24.6 28.6 10.4 11.9 18.3 21.4 Other: 43.3 39.2 59.4 56.1 39.9 25.5 51.2 38.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 970,664: 203,330 101,311 222,521 468,767 572,343 894,618 896,175: 76,046 74,490 Old : 970,664: 203,330 101,311 222,521 468,767 572,343 894,618 896,175: 76,046 74,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 18,064: 3,856 13,522 -110 11,000 535 14,745 13,947: 3,319 4,116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 10.4 22.9 48.3 59.0 92.2 92.3: 7.8 7.7 Old : 100.0: 20.9 10.4 22.9 48.3 59.0 92.2 92.3: 7.8 7.7 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 : 241: 72 65 86 89 82 210 191: Old : 241: 72 65 86 89 82 210 191: 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 : 11.1 20.1 19.9 30.0 9.3 16.4 15.0 22.0 Old : 11.1 20.1 19.9 30.0 9.3 16.4 15.0 22.0 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 with Delta-adjusted Options and Futures Combined, 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 : 227,604: 55,916 43,026 52,874 107,321 123,006 216,110 218,905: 11,494 8,699 Old : 193,873: 55,651 44,661 41,645 86,535 99,728 183,831 186,035: 10,042 7,838 Other: 33,731: 7,177 5,277 4,316 20,786 23,277 32,279 32,870: 1,452 861 : : : : : Changes in Commitments from: March 21, 2017 : : 9,894: -3,011 6,766 5,995 6,422 -3,262 9,406 9,500: 488 394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 18.9 23.2 47.2 54.0 95.0 96.2: 5.0 3.8 Old : 100.0: 28.7 23.0 21.5 44.6 51.4 94.8 96.0: 5.2 4.0 Other: 100.0: 21.3 15.6 12.8 61.6 69.0 95.7 97.4: 4.3 2.6 : : : :# Traders : Number of Traders in Each Category : All : 445: 145 126 141 145 118 359 332: Old : 441: 149 124 130 137 113 344 319: Other: 197: 38 41 36 99 71 161 125: :---------------------------------------------------------------------------------------------------- : 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 : 13.2 15.7 21.6 25.2 9.1 12.3 16.0 19.5 Old : 14.8 16.1 24.5 25.2 10.5 12.3 17.8 20.0 Other: 25.5 25.4 37.7 40.7 22.6 25.3 30.9 35.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 74,915: 52,814 8,648 1,920 12,017 61,860 66,750 72,428: 8,165 2,487 Old : 74,915: 52,814 8,648 1,920 12,017 61,860 66,750 72,428: 8,165 2,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 1,921: -18 2,023 339 2,700 -450 3,022 1,912: -1,101 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 11.5 2.6 16.0 82.6 89.1 96.7: 10.9 3.3 Old : 100.0: 70.5 11.5 2.6 16.0 82.6 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 : 145: 94 28 18 13 12 116 53: Old : 145: 94 28 18 13 12 116 53: 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 : 27.6 83.0 43.8 87.1 26.5 82.8 42.4 86.8 Old : 27.6 83.0 43.8 87.1 26.5 82.8 42.4 86.8 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 with Delta-adjusted Options and Futures Combined, 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 : 546,853: 130,682 185,321 16,361 375,009 325,038 522,053 526,719: 24,801 20,134 Old : 546,853: 130,682 185,321 16,361 375,009 325,038 522,053 526,719: 24,801 20,134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -5,360: -4,423 9,456 -8,161 9,438 -2,296 -3,146 -1,001: -2,214 -4,358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 33.9 3.0 68.6 59.4 95.5 96.3: 4.5 3.7 Old : 100.0: 23.9 33.9 3.0 68.6 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: 75 64 22 122 113 205 191: Old : 331: 75 64 22 122 113 205 191: 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 : 21.1 24.7 32.1 37.9 18.5 24.7 29.3 37.1 Old : 21.1 24.7 32.1 37.9 18.5 24.7 29.3 37.1 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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