COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 03, 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 : 247,158: 124,424 18,402 18,017 86,600 202,190 229,041 238,609: 18,117 8,549
Old : 226,068: 122,143 17,128 15,409 71,380 185,823 208,932 218,360: 17,136 7,708
Other: 21,090: 4,746 3,739 143 15,220 16,367 20,109 20,249: 981 841
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,349: 3,951 -1,805 -2,040 -226 7,325 1,685 3,480: 1,664 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 7.4 7.3 35.0 81.8 92.7 96.5: 7.3 3.5
Old : 100.0: 54.0 7.6 6.8 31.6 82.2 92.4 96.6: 7.6 3.4
Other: 100.0: 22.5 17.7 0.7 72.2 77.6 95.3 96.0: 4.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 153 49 64 52 70 235 160:
Old : 292: 152 54 62 46 69 226 157:
Other: 94: 21 18 5 29 35 53 55:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 43.6 19.6 54.2 11.2 40.2 18.7 49.7
Old : 11.9 47.4 20.4 57.7 11.2 46.1 19.4 56.4
Other: 43.8 49.5 61.6 67.2 40.8 49.5 57.4 66.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 03, 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 : 13,065: 7,349 1,513 227 3,617 9,844 11,193 11,584: 1,872 1,481
Old : 13,065: 7,349 1,513 227 3,617 9,844 11,193 11,584: 1,872 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -88: 23 -135 13 -114 175 -78 53: -10 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 11.6 1.7 27.7 75.3 85.7 88.7: 14.3 11.3
Old : 100.0: 56.2 11.6 1.7 27.7 75.3 85.7 88.7: 14.3 11.3
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 : 63: 21 16 7 13 16 38 35:
Old : 63: 21 16 7 13 16 38 35:
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 : 47.4 54.5 59.9 68.8 47.4 54.5 59.7 68.1
Old : 47.4 54.5 59.9 68.8 47.4 54.5 59.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, January 03, 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 : 277,169: 63,988 65,806 38,604 160,593 160,962 263,185 265,372: 13,984 11,797
Old : 245,638: 67,921 65,045 32,555 132,399 137,048 232,875 234,648: 12,763 10,990
Other: 31,531: 763 5,457 1,353 28,194 23,914 30,310 30,724: 1,221 807
: : :
: : Changes in Commitments from: December 27, 2016 :
: 23,443: -501 -296 8,211 14,100 14,683 21,810 22,598: 1,633 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.7 13.9 57.9 58.1 95.0 95.7: 5.0 4.3
Old : 100.0: 27.7 26.5 13.3 53.9 55.8 94.8 95.5: 5.2 4.5
Other: 100.0: 2.4 17.3 4.3 89.4 75.8 96.1 97.4: 3.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 79 81 63 53 43 167 162:
Old : 231: 86 80 59 52 41 166 156:
Other: 57: 6 16 5 24 21 35 37:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 29.7 35.8 40.3 18.2 20.9 26.0 29.1
Old : 18.9 31.5 31.5 42.0 16.2 25.1 26.5 33.4
Other: 70.5 46.5 82.3 70.8 59.6 34.9 64.9 51.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 03, 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 : 810,483: 222,892 47,960 123,714 391,713 591,869 738,319 763,543: 72,164 46,940
Old : 810,483: 222,892 47,960 123,714 391,713 591,869 738,319 763,543: 72,164 46,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 2,315: -1,966 -1,425 -8,513 4,895 15,048 -5,584 5,110: 7,899 -2,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.9 15.3 48.3 73.0 91.1 94.2: 8.9 5.8
Old : 100.0: 27.5 5.9 15.3 48.3 73.0 91.1 94.2: 8.9 5.8
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 : 228: 86 36 68 83 78 196 163:
Old : 228: 86 36 68 83 78 196 163:
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 : 11.5 25.5 20.5 40.0 10.1 23.0 16.4 31.3
Old : 11.5 25.5 20.5 40.0 10.1 23.0 16.4 31.3
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 - Futures Only, January 03, 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 : 194,266: 57,680 37,243 29,011 96,690 120,439 183,381 186,693: 10,885 7,573
Old : 177,243: 59,164 38,423 25,230 82,598 106,436 166,992 170,089: 10,251 7,154
Other: 17,023: 1,679 1,983 618 14,092 14,003 16,389 16,604: 634 419
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,954: 2,077 5,124 -555 2,861 -107 4,383 4,462: 571 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 19.2 14.9 49.8 62.0 94.4 96.1: 5.6 3.9
Old : 100.0: 33.4 21.7 14.2 46.6 60.1 94.2 96.0: 5.8 4.0
Other: 100.0: 9.9 11.6 3.6 82.8 82.3 96.3 97.5: 3.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 132 92 97 127 108 314 255:
Old : 388: 136 94 89 124 106 307 248:
Other: 128: 22 19 13 70 49 99 75:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 17.7 21.7 27.4 9.4 14.0 16.9 22.5
Old : 13.5 17.5 23.0 27.2 10.3 13.5 18.5 22.4
Other: 52.0 37.4 63.8 52.9 49.6 37.1 61.1 51.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 03, 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 : 84,941: 64,538 10,267 1,186 8,298 68,650 74,022 80,103: 10,919 4,838
Old : 84,941: 64,538 10,267 1,186 8,298 68,650 74,022 80,103: 10,919 4,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -2,250: -1,187 -2,814 295 -1,502 -1,186 -2,394 -3,705: 144 1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 12.1 1.4 9.8 80.8 87.1 94.3: 12.9 5.7
Old : 100.0: 76.0 12.1 1.4 9.8 80.8 87.1 94.3: 12.9 5.7
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 : 164: 128 22 6 9 8 138 35:
Old : 164: 128 22 6 9 8 138 35:
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 : 29.0 79.5 43.8 85.6 28.3 79.5 41.8 85.5
Old : 29.0 79.5 43.8 85.6 28.3 79.5 41.8 85.5
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 - Futures Only, January 03, 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 : 660,441: 208,557 115,905 12,329 410,451 511,178 631,337 639,412: 29,104 21,029
Old : 660,441: 208,557 115,905 12,329 410,451 511,178 631,337 639,412: 29,104 21,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -16,430: 14 -1,299 1,132 -16,661 -19,428 -15,515 -19,595: -915 3,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.5 1.9 62.1 77.4 95.6 96.8: 4.4 3.2
Old : 100.0: 31.6 17.5 1.9 62.1 77.4 95.6 96.8: 4.4 3.2
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 : 342: 84 63 20 121 122 212 198:
Old : 342: 84 63 20 121 122 212 198:
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 : 22.8 37.8 35.4 48.4 22.4 37.8 32.9 48.3
Old : 22.8 37.8 35.4 48.4 22.4 37.8 32.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 INDEX X $50) :
: : :
All : 17,224: 5,826 847 0 10,271 16,242 16,097 17,089: 1,127 135
Old : 17,224: 5,826 847 0 10,271 16,242 16,097 17,089: 1,127 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,473: -69 431 0 1,449 1,228 1,380 1,659: 93 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.9 0.0 59.6 94.3 93.5 99.2: 6.5 0.8
Old : 100.0: 33.8 4.9 0.0 59.6 94.3 93.5 99.2: 6.5 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 : 21: 4 3 0 6 8 10 11:
Old : 21: 4 3 0 6 8 10 11:
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 : 78.7 77.1 89.4 95.4 78.7 77.1 89.4 95.4
Old : 78.7 77.1 89.4 95.4 78.7 77.1 89.4 95.4
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 - Futures Only, January 03, 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 : 223,274: 42,835 13,316 1,932 170,163 203,232 214,930 218,480: 8,344 4,794
Old : 223,274: 42,835 13,316 1,932 170,163 203,232 214,930 218,480: 8,344 4,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 7,124: 1,535 -1,426 102 4,578 7,959 6,215 6,635: 909 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 6.0 0.9 76.2 91.0 96.3 97.9: 3.7 2.1
Old : 100.0: 19.2 6.0 0.9 76.2 91.0 96.3 97.9: 3.7 2.1
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 : 124: 23 13 5 60 56 86 71:
Old : 124: 23 13 5 60 56 86 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 : 37.9 44.0 52.5 65.3 37.0 43.9 51.4 65.2
Old : 37.9 44.0 52.5 65.3 37.0 43.9 51.4 65.2
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 - Futures Only, January 03, 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 : 811,882: 203,648 65,519 12,638 568,184 725,399 784,470 803,556: 27,412 8,326
Old : 811,882: 203,648 65,519 12,638 568,184 725,399 784,470 803,556: 27,412 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 10,261: -2,769 -2,039 1,265 4,387 12,335 2,883 11,561: 7,378 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.1 1.6 70.0 89.3 96.6 99.0: 3.4 1.0
Old : 100.0: 25.1 8.1 1.6 70.0 89.3 96.6 99.0: 3.4 1.0
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 : 294: 98 39 21 129 84 232 139:
Old : 294: 98 39 21 129 84 232 139:
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 : 25.1 47.4 38.3 65.7 24.1 47.3 34.9 65.2
Old : 25.1 47.4 38.3 65.7 24.1 47.3 34.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017