COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 347,494 COMMITMENTS 140,399 13,082 70,404 114,261 252,542 325,064 336,028 22,430 11,466 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 8,573) 4,031 -1,858 -981 4,173 11,019 7,223 8,180 1,350 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 3.8 20.3 32.9 72.7 93.5 96.7 6.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 170 56 98 71 77 283 196 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 16,443 COMMITMENTS 3,644 1,421 3,312 7,565 9,867 14,521 14,600 1,921 1,843 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -195) -221 105 10 57 -276 -154 -161 -40 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 8.6 20.1 46.0 60.0 88.3 88.8 11.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 28 15 19 25 18 59 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 288,418 COMMITMENTS 54,101 72,654 62,272 152,465 140,686 268,838 275,612 19,580 12,806 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -46,501) 688 2,938 -27,836 -21,456 -22,854 -48,603 -47,752 2,102 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 25.2 21.6 52.9 48.8 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 77 87 78 59 47 189 168 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,100,823 COMMITMENTS 231,321 17,619 281,755 488,013 753,403 1001088 1052776 99,734 48,046 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 28,878) 12,163 -1,799 3,891 5,123 27,878 21,176 29,970 7,702 -1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 1.6 25.6 44.3 68.4 90.9 95.6 9.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 103 29 97 97 92 232 192 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 215,740 COMMITMENTS 49,124 20,150 52,164 103,353 135,585 204,642 207,900 11,098 7,840 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,075) -2,783 2,790 -2,868 3,792 -1,558 -1,859 -1,637 785 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 9.3 24.2 47.9 62.8 94.9 96.4 5.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 137 98 147 140 126 358 307 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 74,468 COMMITMENTS 54,443 7,767 2,943 7,313 60,649 64,698 71,359 9,770 3,109 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,625) -398 -622 220 336 -1,584 157 -1,986 -1,782 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.1 10.4 4.0 9.8 81.4 86.9 95.8 13.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 118 19 16 11 8 133 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 628,383 COMMITMENTS 169,078 117,972 15,058 416,015 474,961 600,151 607,990 28,232 20,393 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,488) -6,194 -2,854 889 1,955 -1,577 -3,349 -3,541 -1,139 -946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 18.8 2.4 66.2 75.6 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 76 68 27 124 116 216 195 RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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