COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 21, 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 : 278,130: 140,559 19,766 33,544 85,006 212,164 259,109 265,474: 19,021 12,656
Old : 203,476: 124,497 21,099 20,022 42,609 153,489 187,128 194,610: 16,348 8,866
Other: 74,654: 29,035 11,640 549 42,397 58,675 71,981 70,864: 2,673 3,790
: : :
: : Changes in Commitments from: March 14, 2017 :
: 3,424: -841 3,569 2,154 1,689 -4,287 3,002 1,436: 422 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 7.1 12.1 30.6 76.3 93.2 95.4: 6.8 4.6
Old : 100.0: 61.2 10.4 9.8 20.9 75.4 92.0 95.6: 8.0 4.4
Other: 100.0: 38.9 15.6 0.7 56.8 78.6 96.4 94.9: 3.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 149 59 77 59 62 250 166:
Old : 286: 145 56 56 45 58 221 144:
Other: 161: 51 34 7 41 52 95 92:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 40.8 17.8 50.9 10.6 40.1 17.4 49.3
Old : 9.5 48.4 18.1 58.3 9.5 47.9 17.9 57.5
Other: 26.2 27.7 41.2 47.5 25.9 26.3 40.9 46.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 21, 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 : 11,460: 4,704 918 530 4,112 8,444 9,346 9,892: 2,114 1,568
Old : 11,455: 4,704 916 530 4,112 8,442 9,346 9,888: 2,109 1,567
Other: 5: 0 2 0 0 2 0 4: 5 1
: : :
: : Changes in Commitments from: March 14, 2017 :
: 697: 724 -227 7 -416 1,021 315 801: 382 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 8.0 4.6 35.9 73.7 81.6 86.3: 18.4 13.7
Old : 100.0: 41.1 8.0 4.6 35.9 73.7 81.6 86.3: 18.4 13.7
Other: 100.0: 0.0 40.0 0.0 0.0 40.0 0.0 80.0: 100.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 11 12 20 16 51 35:
Old : 65: 25 11 12 20 16 51 35:
Other: 2: 0 1 0 0 1 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 52.6 40.1 67.2 25.2 52.4 36.8 64.8
Old : 27.4 52.6 40.1 67.2 25.2 52.4 36.9 64.8
Other: 0.0 80.0 0.0 80.0 0.0 80.0 0.0 80.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 21, 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 : 281,932: 68,433 80,826 43,293 151,679 146,372 263,405 270,491: 18,527 11,441
Old : 219,426: 71,313 77,157 32,769 99,616 99,731 203,698 209,657: 15,728 9,769
Other: 62,506: 4,183 10,732 3,461 52,063 46,641 59,707 60,834: 2,799 1,672
: : :
: : Changes in Commitments from: March 14, 2017 :
: -3,034: -5,563 -12,637 2,949 321 6,638 -2,293 -3,050: -741 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.7 15.4 53.8 51.9 93.4 95.9: 6.6 4.1
Old : 100.0: 32.5 35.2 14.9 45.4 45.5 92.8 95.5: 7.2 4.5
Other: 100.0: 6.7 17.2 5.5 83.3 74.6 95.5 97.3: 4.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 93 72 66 61 42 189 153:
Old : 244: 99 71 59 58 38 186 142:
Other: 83: 14 26 9 34 24 54 53:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 22.0 29.6 32.5 15.9 15.9 24.1 25.1
Old : 16.2 20.6 26.5 32.9 14.7 17.1 23.9 29.2
Other: 45.7 41.3 64.1 60.1 40.9 26.5 54.0 39.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 21, 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 : 788,422: 215,749 89,633 121,206 385,029 511,405 721,984 722,244: 66,438 66,178
Old : 788,422: 215,749 89,633 121,206 385,029 511,405 721,984 722,244: 66,438 66,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 18,822: -4,316 12,844 8,625 18,267 -5,761 22,576 15,708: -3,754 3,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.4 15.4 48.8 64.9 91.6 91.6: 8.4 8.4
Old : 100.0: 27.4 11.4 15.4 48.8 64.9 91.6 91.6: 8.4 8.4
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 : 239: 75 61 81 81 75 197 183:
Old : 239: 75 61 81 81 75 197 183:
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 : 12.5 24.6 21.7 36.4 11.8 20.5 18.6 27.9
Old : 12.5 24.6 21.7 36.4 11.8 20.5 18.6 27.9
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, March 21, 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 : 187,689: 61,442 37,497 25,674 90,192 116,670 177,308 179,841: 10,381 7,848
Old : 158,225: 60,462 39,168 16,952 71,692 95,047 149,106 151,167: 9,119 7,058
Other: 29,464: 7,736 5,085 1,966 18,500 21,623 28,202 28,674: 1,262 790
: : :
: : Changes in Commitments from: March 14, 2017 :
: 3,906: 1,592 40 1,502 538 2,199 3,632 3,741: 274 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.0 13.7 48.1 62.2 94.5 95.8: 5.5 4.2
Old : 100.0: 38.2 24.8 10.7 45.3 60.1 94.2 95.5: 5.8 4.5
Other: 100.0: 26.3 17.3 6.7 62.8 73.4 95.7 97.3: 4.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 143 90 112 134 112 346 267:
Old : 408: 148 92 99 126 106 329 254:
Other: 179: 38 30 24 87 67 140 108:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 16.2 22.5 27.4 10.4 14.7 18.7 24.0
Old : 13.4 16.3 24.7 27.6 11.8 14.8 21.6 24.8
Other: 28.4 27.4 43.2 41.9 25.4 27.3 35.0 40.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 21, 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 : 72,753: 52,787 6,522 1,487 9,276 62,288 63,550 70,297: 9,203 2,456
Old : 72,753: 52,787 6,522 1,487 9,276 62,288 63,550 70,297: 9,203 2,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -1,699: -1,917 -439 393 -88 -1,390 -1,612 -1,436: -87 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 9.0 2.0 12.7 85.6 87.4 96.6: 12.6 3.4
Old : 100.0: 72.6 9.0 2.0 12.7 85.6 87.4 96.6: 12.6 3.4
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 : 145: 102 26 14 13 8 120 44:
Old : 145: 102 26 14 13 8 120 44:
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 : 29.1 86.2 46.8 90.0 28.3 86.0 45.1 89.2
Old : 29.1 86.2 46.8 90.0 28.3 86.0 45.1 89.2
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, March 21, 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 : 549,826: 134,947 177,166 22,496 365,513 325,734 522,956 525,396: 26,870 24,430
Old : 549,826: 134,947 177,166 22,496 365,513 325,734 522,956 525,396: 26,870 24,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -77,514: -6,454 11,095 -2,940 -63,689 -84,052 -73,083 -75,897: -4,431 -1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 32.2 4.1 66.5 59.2 95.1 95.6: 4.9 4.4
Old : 100.0: 24.5 32.2 4.1 66.5 59.2 95.1 95.6: 4.9 4.4
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 : 339: 79 68 25 124 108 216 188:
Old : 339: 79 68 25 124 108 216 188:
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 : 21.4 24.8 31.9 37.0 18.9 24.8 29.1 36.8
Old : 21.4 24.8 31.9 37.0 18.9 24.8 29.1 36.8
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, March 21, 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 : 271,013: 56,455 8,977 2,695 202,959 219,540 262,109 231,212: 8,904 39,801
Old : 271,013: 56,455 8,977 2,695 202,959 219,540 262,109 231,212: 8,904 39,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -50,914: -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246: -901 39,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.3 1.0 74.9 81.0 96.7 85.3: 3.3 14.7
Old : 100.0: 20.8 3.3 1.0 74.9 81.0 96.7 85.3: 3.3 14.7
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 : 131: 29 11 7 65 53 95 70:
Old : 131: 29 11 7 65 53 95 70:
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 : 35.9 43.7 49.6 64.2 34.9 43.4 48.4 64.0
Old : 35.9 43.7 49.6 64.2 34.9 43.4 48.4 64.0
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, March 21, 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 : 892,884: 272,305 73,130 12,280 582,121 796,269 866,706 881,679: 26,178 11,205
Old : 892,884: 272,305 73,130 12,280 582,121 796,269 866,706 881,679: 26,178 11,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -51,852: 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003: -8,380 -4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.2 1.4 65.2 89.2 97.1 98.7: 2.9 1.3
Old : 100.0: 30.5 8.2 1.4 65.2 89.2 97.1 98.7: 2.9 1.3
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 : 324: 124 39 25 129 81 262 136:
Old : 324: 124 39 25 129 81 262 136:
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 : 21.3 52.5 33.7 71.3 19.9 52.5 31.6 71.3
Old : 21.3 52.5 33.7 71.3 19.9 52.5 31.6 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017