COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 315,196: 138,511 12,294 54,443 100,640 238,291 293,594 305,028: 21,602 10,168
Old : 285,249: 136,192 14,689 45,829 82,938 216,244 264,960 276,762: 20,289 8,487
Other: 29,947: 5,728 1,015 5,204 17,702 22,047 28,635 28,266: 1,312 1,681
: : :
: : Changes in Commitments from: January 3, 2017 :
: 22,991: 13,761 1,925 8,836 -2,143 11,919 20,454 22,680: 2,537 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 3.9 17.3 31.9 75.6 93.1 96.8: 6.9 3.2
Old : 100.0: 47.7 5.1 16.1 29.1 75.8 92.9 97.0: 7.1 3.0
Other: 100.0: 19.1 3.4 17.4 59.1 73.6 95.6 94.4: 4.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 183 50 93 66 77 288 187:
Old : 328: 179 55 88 64 76 280 184:
Other: 104: 32 13 20 32 44 71 70:
:----------------------------------------------------------------------------------------------------
: 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 38.1 17.5 49.1 8.7 33.1 14.7 41.7
Old : 9.2 41.8 16.1 51.2 8.6 38.3 15.1 46.9
Other: 32.5 37.8 51.7 58.6 25.4 37.8 39.7 47.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 16,521: 6,358 1,191 2,283 5,803 10,978 14,445 14,452: 2,076 2,069
Old : 16,521: 6,358 1,191 2,283 5,803 10,978 14,445 14,452: 2,076 2,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 1,019: -1,016 92 495 1,401 15 880 602: 139 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 7.2 13.8 35.1 66.5 87.4 87.5: 12.6 12.5
Old : 100.0: 38.5 7.2 13.8 35.1 66.5 87.4 87.5: 12.6 12.5
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 : 76: 24 20 14 23 21 54 48:
Old : 76: 24 20 14 23 21 54 48:
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 : 34.9 42.8 48.2 55.8 34.5 42.3 44.4 52.5
Old : 34.9 42.8 48.2 55.8 34.5 42.3 44.4 52.5
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 338,223: 52,222 62,279 85,782 185,005 178,934 323,010 326,995: 15,213 11,228
Old : 305,876: 56,283 61,592 79,718 155,969 154,009 291,970 295,320: 13,906 10,557
Other: 32,347: 739 5,486 1,265 29,036 24,925 31,040 31,676: 1,307 671
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,753: -1,557 -1,562 2,889 -4,632 -3,143 -3,301 -1,816: 548 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.4 25.4 54.7 52.9 95.5 96.7: 4.5 3.3
Old : 100.0: 18.4 20.1 26.1 51.0 50.4 95.5 96.5: 4.5 3.5
Other: 100.0: 2.3 17.0 3.9 89.8 77.1 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 84 80 84 55 47 185 177:
Old : 240: 91 78 81 53 46 183 173:
Other: 57: 6 15 9 25 21 39 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 : 25.2 28.4 35.6 37.6 14.7 13.4 20.3 20.2
Old : 21.3 29.1 32.2 38.6 13.1 15.9 20.5 23.0
Other: 69.8 47.7 80.6 73.3 58.1 36.6 64.8 53.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 1,067,857: 216,488 23,834 278,164 481,937 717,189 976,589 1,019,187: 91,269 48,670
Old : 1,067,857: 216,488 23,834 278,164 481,937 717,189 976,589 1,019,187: 91,269 48,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 5,735: -507 -13,492 -2,158 -885 26,365 -3,550 10,716: 9,285 -4,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.2 26.0 45.1 67.2 91.5 95.4: 8.5 4.6
Old : 100.0: 20.3 2.2 26.0 45.1 67.2 91.5 95.4: 8.5 4.6
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 : 236: 90 40 88 92 87 219 184:
Old : 236: 90 40 88 92 87 219 184:
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 : 11.4 19.9 19.4 33.0 7.6 17.9 12.4 24.6
Old : 11.4 19.9 19.4 33.0 7.6 17.9 12.4 24.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 221,799: 51,021 30,709 52,992 106,616 130,062 210,629 213,763: 11,170 8,036
Old : 203,371: 51,550 32,004 48,026 93,267 115,726 192,843 195,756: 10,528 7,615
Other: 18,428: 3,105 2,339 1,332 13,350 14,336 17,787 18,008: 641 421
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,183: 2,213 -4,203 -3,330 -6,390 -668 -7,508 -8,202: -675 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.8 23.9 48.1 58.6 95.0 96.4: 5.0 3.6
Old : 100.0: 25.3 15.7 23.6 45.9 56.9 94.8 96.3: 5.2 3.7
Other: 100.0: 16.8 12.7 7.2 72.4 77.8 96.5 97.7: 3.5 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 140 106 140 135 127 356 308:
Old : 417: 147 107 137 134 124 353 304:
Other: 141: 26 27 25 71 52 114 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 16.8 20.3 25.6 8.6 12.2 15.4 19.6
Old : 13.0 16.6 22.1 25.6 9.4 11.4 16.9 18.9
Other: 44.1 34.7 58.0 49.8 41.7 33.5 55.7 48.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 80,876: 61,225 8,165 1,703 7,587 67,470 70,516 77,338: 10,360 3,538
Old : 80,876: 61,225 8,165 1,703 7,587 67,470 70,516 77,338: 10,360 3,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,748: -3,302 -2,068 169 -856 -1,389 -3,988 -3,288: -760 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 10.1 2.1 9.4 83.4 87.2 95.6: 12.8 4.4
Old : 100.0: 75.7 10.1 2.1 9.4 83.4 87.2 95.6: 12.8 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 : 160: 130 15 9 10 8 142 30:
Old : 160: 130 15 9 10 8 142 30:
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 : 30.2 83.0 45.4 88.8 29.5 83.0 43.3 88.0
Old : 30.2 83.0 45.4 88.8 29.5 83.0 43.3 88.0
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 10, 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 : 659,215: 196,844 113,551 13,803 418,789 510,044 629,436 637,398: 29,779 21,817
Old : 659,215: 196,844 113,551 13,803 418,789 510,044 629,436 637,398: 29,779 21,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,322: -11,713 -1,234 -744 7,637 -2,841 -4,820 -4,819: 498 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 17.2 2.1 63.5 77.4 95.5 96.7: 4.5 3.3
Old : 100.0: 29.9 17.2 2.1 63.5 77.4 95.5 96.7: 4.5 3.3
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 : 337: 77 63 24 125 122 213 198:
Old : 337: 77 63 24 125 122 213 198:
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 : 22.3 37.0 35.2 47.7 22.0 37.0 32.6 47.6
Old : 22.3 37.0 35.2 47.7 22.0 37.0 32.6 47.6
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 10, 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 : 229,485: 46,177 15,320 1,856 173,341 207,550 221,374 224,726: 8,111 4,759
Old : 229,485: 46,177 15,320 1,856 173,341 207,550 221,374 224,726: 8,111 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 6,211: 3,342 2,004 -76 3,178 4,318 6,444 6,246: -233 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.7 0.8 75.5 90.4 96.5 97.9: 3.5 2.1
Old : 100.0: 20.1 6.7 0.8 75.5 90.4 96.5 97.9: 3.5 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 : 123: 24 11 5 60 57 86 71:
Old : 123: 24 11 5 60 57 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 : 38.9 42.9 52.5 62.7 38.0 42.8 51.5 62.6
Old : 38.9 42.9 52.5 62.7 38.0 42.8 51.5 62.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 845,353: 223,888 70,502 12,261 589,193 751,549 825,342 834,312: 20,011 11,041
Old : 845,353: 223,888 70,502 12,261 589,193 751,549 825,342 834,312: 20,011 11,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 33,471: 20,240 4,983 -377 21,009 26,150 40,872 30,756: -7,401 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 1.5 69.7 88.9 97.6 98.7: 2.4 1.3
Old : 100.0: 26.5 8.3 1.5 69.7 88.9 97.6 98.7: 2.4 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 : 297: 96 40 21 130 84 233 138:
Old : 297: 96 40 21 130 84 233 138:
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 : 25.4 47.4 38.3 65.7 24.4 47.4 35.0 65.6
Old : 25.4 47.4 38.3 65.7 24.4 47.4 35.0 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017