COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, February 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 : 266,379: 137,727 18,788 25,619 83,751 211,456 247,097 255,863: 19,282 10,516
Old : 212,949: 127,482 19,471 16,121 51,992 169,815 195,595 205,407: 17,354 7,542
Other: 53,430: 19,348 8,420 395 31,759 41,641 51,502 50,456: 1,928 2,974
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,785: 1,880 375 560 612 3,400 3,052 4,335: 1,733 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 7.1 9.6 31.4 79.4 92.8 96.1: 7.2 3.9
Old : 100.0: 59.9 9.1 7.6 24.4 79.7 91.9 96.5: 8.1 3.5
Other: 100.0: 36.2 15.8 0.7 59.4 77.9 96.4 94.4: 3.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 154 51 68 50 69 234 165:
Old : 289: 152 51 56 37 66 214 150:
Other: 139: 40 27 5 32 50 73 81:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 39.8 18.7 50.6 10.9 39.1 18.1 48.6
Old : 9.5 46.6 17.9 56.6 9.5 46.0 17.9 56.0
Other: 32.5 27.7 53.0 46.3 30.7 27.5 51.2 45.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, February 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 : 10,304: 3,463 1,448 340 4,945 7,011 8,748 8,799: 1,556 1,505
Old : 10,303: 3,463 1,448 340 4,945 7,011 8,748 8,799: 1,555 1,504
Other: 1: 0 0 0 0 0 0 0: 1 1
: : :
: : Changes in Commitments from: February 21, 2017 :
: -810: 64 8 -73 -698 -904 -707 -969: -103 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 14.1 3.3 48.0 68.0 84.9 85.4: 15.1 14.6
Old : 100.0: 33.6 14.1 3.3 48.0 68.0 84.9 85.4: 15.1 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 100.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 21 10 11 22 11 46 29:
Old : 57: 21 10 11 22 11 46 29:
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 : 31.0 53.4 45.9 68.3 29.6 50.4 43.0 62.5
Old : 31.0 53.4 45.9 68.3 29.6 50.4 43.0 62.5
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, February 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 : 281,942: 71,910 95,001 35,239 155,350 140,177 262,499 270,417: 19,443 11,525
Old : 230,266: 73,443 91,577 27,732 112,175 100,767 213,350 220,076: 16,916 10,190
Other: 51,676: 3,503 8,460 2,471 43,175 39,410 49,149 50,341: 2,527 1,335
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,404: 4,529 11,395 -4,501 10,604 5,455 10,632 12,349: 1,772 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 33.7 12.5 55.1 49.7 93.1 95.9: 6.9 4.1
Old : 100.0: 31.9 39.8 12.0 48.7 43.8 92.7 95.6: 7.3 4.4
Other: 100.0: 6.8 16.4 4.8 83.5 76.3 95.1 97.4: 4.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 92 93 55 56 40 178 166:
Old : 259: 101 89 50 56 37 178 157:
Other: 77: 12 27 6 30 22 48 49:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 20.6 31.2 32.4 17.9 13.2 25.9 22.5
Old : 16.7 21.3 27.7 32.3 16.5 15.6 25.7 26.1
Other: 49.6 43.4 64.4 66.2 42.1 32.8 53.7 44.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, February 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 : 765,789: 223,047 43,280 110,520 361,295 558,439 694,862 712,239: 70,927 53,550
Old : 765,789: 223,047 43,280 110,520 361,295 558,439 694,862 712,239: 70,927 53,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -36,782: -3,880 15,484 -4,481 -7,661 -49,986 -16,022 -38,983: -20,760 2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.7 14.4 47.2 72.9 90.7 93.0: 9.3 7.0
Old : 100.0: 29.1 5.7 14.4 47.2 72.9 90.7 93.0: 9.3 7.0
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 : 224: 84 37 73 77 75 193 162:
Old : 224: 84 37 73 77 75 193 162:
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 : 13.9 27.1 23.0 41.1 11.3 23.1 18.3 32.6
Old : 13.9 27.1 23.0 41.1 11.3 23.1 18.3 32.6
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, February 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 : 176,736: 57,747 29,000 23,920 85,762 115,841 167,429 168,761: 9,307 7,975
Old : 152,111: 54,973 30,502 17,703 71,081 96,493 143,757 144,698: 8,354 7,413
Other: 24,625: 7,117 2,841 1,874 14,681 19,348 23,672 24,063: 953 562
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,807: 467 2,592 702 2,270 -1,353 3,439 1,941: -632 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.4 13.5 48.5 65.5 94.7 95.5: 5.3 4.5
Old : 100.0: 36.1 20.1 11.6 46.7 63.4 94.5 95.1: 5.5 4.9
Other: 100.0: 28.9 11.5 7.6 59.6 78.6 96.1 97.7: 3.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 130 88 96 131 112 314 256:
Old : 383: 131 95 88 128 107 305 247:
Other: 168: 41 22 16 82 61 128 95:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 17.4 21.9 28.9 11.3 15.6 19.8 24.9
Old : 13.2 16.9 24.3 29.0 13.1 15.3 22.7 25.6
Other: 33.3 30.3 45.3 45.6 28.5 30.1 37.7 44.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, February 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 : 74,909: 52,631 7,821 2,865 10,116 61,315 65,612 72,001: 9,297 2,908
Old : 74,909: 52,631 7,821 2,865 10,116 61,315 65,612 72,001: 9,297 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 107: -25 979 -31 129 -458 73 490: 34 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 10.4 3.8 13.5 81.9 87.6 96.1: 12.4 3.9
Old : 100.0: 70.3 10.4 3.8 13.5 81.9 87.6 96.1: 12.4 3.9
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 : 146: 101 25 16 13 9 120 46:
Old : 146: 101 25 16 13 9 120 46:
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 84.5 45.5 89.3 28.2 83.4 43.4 86.8
Old : 29.0 84.5 45.5 89.3 28.2 83.4 43.4 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 - Futures Only, February 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 : 613,586: 153,385 133,688 19,604 412,102 438,400 585,091 591,692: 28,495 21,894
Old : 613,586: 153,385 133,688 19,604 412,102 438,400 585,091 591,692: 28,495 21,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 826: -434 16,397 5,603 -3,944 -24,143 1,225 -2,143: -399 2,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.8 3.2 67.2 71.4 95.4 96.4: 4.6 3.6
Old : 100.0: 25.0 21.8 3.2 67.2 71.4 95.4 96.4: 4.6 3.6
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 : 348: 81 66 24 134 116 229 192:
Old : 348: 81 66 24 134 116 229 192:
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 : 23.6 31.0 33.9 43.6 21.2 31.0 30.5 43.4
Old : 23.6 31.0 33.9 43.6 21.2 31.0 30.5 43.4
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, February 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 : 282,794: 54,939 14,032 2,046 216,787 262,550 273,772 278,628: 9,022 4,166
Old : 282,794: 54,939 14,032 2,046 216,787 262,550 273,772 278,628: 9,022 4,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,436: 1,071 -265 -417 6,114 6,715 6,768 6,033: -332 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.0 0.7 76.7 92.8 96.8 98.5: 3.2 1.5
Old : 100.0: 19.4 5.0 0.7 76.7 92.8 96.8 98.5: 3.2 1.5
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 10 4 70 54 99 68:
Old : 133: 29 10 4 70 54 99 68:
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 : 33.5 51.2 48.2 73.4 32.7 50.7 47.4 71.6
Old : 33.5 51.2 48.2 73.4 32.7 50.7 47.4 71.6
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, February 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 : 901,839: 260,687 69,431 11,183 606,619 812,388 878,489 893,002: 23,350 8,837
Old : 901,839: 260,687 69,431 11,183 606,619 812,388 878,489 893,002: 23,350 8,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 9,886: 2,565 -50 -1,759 8,729 11,254 9,535 9,445: 351 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.7 1.2 67.3 90.1 97.4 99.0: 2.6 1.0
Old : 100.0: 28.9 7.7 1.2 67.3 90.1 97.4 99.0: 2.6 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 : 318: 117 39 26 137 80 265 134:
Old : 318: 117 39 26 137 80 265 134:
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 : 22.5 50.2 34.5 69.5 20.8 49.9 32.2 69.1
Old : 22.5 50.2 34.5 69.5 20.8 49.9 32.2 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017