COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 292,205: 124,750 10,369 45,607 102,783 226,371 273,140 282,348: 19,065 9,858
Old : 264,133: 121,872 11,716 38,790 85,501 204,969 246,163 255,475: 17,970 8,658
Other: 28,072: 5,231 1,006 4,464 17,283 21,403 26,977 26,873: 1,094 1,199
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,601: 4,370 -2,001 -898 -546 7,735 2,925 4,836: 1,676 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 3.5 15.6 35.2 77.5 93.5 96.6: 6.5 3.4
Old : 100.0: 46.1 4.4 14.7 32.4 77.6 93.2 96.7: 6.8 3.3
Other: 100.0: 18.6 3.6 15.9 61.6 76.2 96.1 95.7: 3.9 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 161 48 87 66 76 267 177:
Old : 304: 155 57 83 65 75 261 174:
Other: 97: 30 12 16 31 39 67 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 : 11.5 38.9 18.9 49.4 9.5 33.9 15.9 42.3
Old : 10.4 42.7 18.0 51.9 9.7 39.3 16.7 47.9
Other: 34.5 42.6 52.0 62.4 25.6 42.6 39.8 52.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,502: 7,374 1,099 1,787 4,403 10,963 13,564 13,849: 1,937 1,652
Old : 15,502: 7,374 1,099 1,787 4,403 10,963 13,564 13,849: 1,937 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -265: 11 -55 -101 -151 55 -241 -100: -24 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 7.1 11.5 28.4 70.7 87.5 89.3: 12.5 10.7
Old : 100.0: 47.6 7.1 11.5 28.4 70.7 87.5 89.3: 12.5 10.7
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 : 75: 25 19 12 20 21 51 46:
Old : 75: 25 19 12 20 21 51 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 : 40.3 46.9 52.8 60.3 39.6 46.7 50.8 59.1
Old : 40.3 46.9 52.8 60.3 39.6 46.7 50.8 59.1
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 with Delta-adjusted Options and Futures Combined, 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 : 340,976: 53,779 63,841 82,893 189,638 182,077 326,310 328,811: 14,665 12,165
Old : 309,375: 57,973 63,399 76,516 161,444 158,102 295,933 298,018: 13,443 11,358
Other: 31,601: 758 5,394 1,425 28,194 23,975 30,378 30,794: 1,223 807
: : :
: : Changes in Commitments from: December 27, 2016 :
: 25,449: 521 -261 9,117 14,202 15,671 23,839 24,527: 1,610 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 18.7 24.3 55.6 53.4 95.7 96.4: 4.3 3.6
Old : 100.0: 18.7 20.5 24.7 52.2 51.1 95.7 96.3: 4.3 3.7
Other: 100.0: 2.4 17.1 4.5 89.2 75.9 96.1 97.4: 3.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 79 86 77 53 46 175 176:
Old : 236: 88 83 74 52 45 174 172:
Other: 57: 8 14 9 24 21 38 38:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 27.7 35.4 36.7 14.8 13.7 20.4 20.3
Old : 21.5 28.7 32.0 37.5 12.9 16.0 20.1 22.6
Other: 70.4 46.4 82.1 70.7 59.4 34.8 64.7 51.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,062,122: 216,995 37,326 280,322 482,822 690,824 980,139 1,008,472: 81,984 53,650
Old : 1,062,122: 216,995 37,326 280,322 482,822 690,824 980,139 1,008,472: 81,984 53,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 22,590: 5,321 -3,636 5,208 2,688 22,666 13,217 24,238: 9,373 -1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.5 26.4 45.5 65.0 92.3 94.9: 7.7 5.1
Old : 100.0: 20.4 3.5 26.4 45.5 65.0 92.3 94.9: 7.7 5.1
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 : 233: 87 41 82 91 86 213 181:
Old : 233: 87 41 82 91 86 213 181:
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 20.7 18.8 33.1 7.7 18.1 12.6 24.7
Old : 11.1 20.7 18.8 33.1 7.7 18.1 12.6 24.7
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, 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 : 229,982: 48,808 34,912 56,323 113,007 130,730 218,137 221,965: 11,844 8,017
Old : 212,204: 50,588 36,200 51,776 98,636 116,638 200,999 204,613: 11,205 7,591
Other: 17,778: 1,558 2,050 1,209 14,371 14,093 17,138 17,351: 639 426
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,668: 2,052 5,131 -563 2,528 -442 4,017 4,126: 650 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.2 24.5 49.1 56.8 94.8 96.5: 5.2 3.5
Old : 100.0: 23.8 17.1 24.4 46.5 55.0 94.7 96.4: 5.3 3.6
Other: 100.0: 8.8 11.5 6.8 80.8 79.3 96.4 97.6: 3.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 141 107 136 134 119 348 300:
Old : 412: 146 108 133 132 117 344 297:
Other: 132: 20 25 22 71 50 107 82:
:----------------------------------------------------------------------------------------------------
: 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 17.4 20.7 26.2 8.0 11.6 14.4 18.7
Old : 13.3 17.3 21.7 26.3 8.6 11.3 15.6 18.6
Other: 49.8 36.0 61.1 50.7 47.4 34.9 58.5 49.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 85,625: 64,527 10,232 1,534 8,443 68,860 74,504 80,626: 11,120 4,999
Old : 85,625: 64,527 10,232 1,534 8,443 68,860 74,504 80,626: 11,120 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -2,232: -1,217 -2,862 338 -1,501 -1,182 -2,380 -3,706: 148 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 11.9 1.8 9.9 80.4 87.0 94.2: 13.0 5.8
Old : 100.0: 75.4 11.9 1.8 9.9 80.4 87.0 94.2: 13.0 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 : 166: 128 23 11 10 8 144 36:
Old : 166: 128 23 11 10 8 144 36:
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 : 28.7 78.8 43.4 85.1 28.1 78.8 41.4 84.8
Old : 28.7 78.8 43.4 85.1 28.1 78.8 41.4 84.8
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, 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 : 663,537: 208,557 114,785 14,547 411,153 512,885 634,257 642,216: 29,280 21,321
Old : 663,537: 208,557 114,785 14,547 411,153 512,885 634,257 642,216: 29,280 21,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -16,022: 14 -1,463 1,489 -16,664 -19,265 -15,161 -19,239: -861 3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 17.3 2.2 62.0 77.3 95.6 96.8: 4.4 3.2
Old : 100.0: 31.4 17.3 2.2 62.0 77.3 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 : 343: 84 64 24 122 122 217 199:
Old : 343: 84 64 24 122 122 217 199:
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 : 22.7 37.6 35.3 48.2 22.3 37.6 32.7 48.1
Old : 22.7 37.6 35.3 48.2 22.3 37.6 32.7 48.1
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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