COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 310,948: 134,932 16,122 54,240 101,942 230,435 291,115 300,797: 19,834 10,152
Old : 279,481: 132,094 18,575 45,145 83,719 207,389 260,958 271,108: 18,524 8,373
Other: 31,467: 6,355 1,064 5,578 18,223 23,046 30,157 29,689: 1,310 1,778
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,248: -3,579 3,827 -202 1,302 -7,856 -2,480 -4,231: -1,768 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 5.2 17.4 32.8 74.1 93.6 96.7: 6.4 3.3
Old : 100.0: 47.3 6.6 16.2 30.0 74.2 93.4 97.0: 6.6 3.0
Other: 100.0: 20.2 3.4 17.7 57.9 73.2 95.8 94.3: 4.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 178 54 96 71 77 293 193:
Old : 332: 172 63 88 69 76 281 190:
Other: 111: 39 13 21 33 43 79 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 : 11.7 36.9 18.4 47.8 8.9 32.0 14.9 40.7
Old : 9.9 40.7 17.2 50.1 8.7 37.2 15.3 46.0
Other: 31.4 38.3 51.1 58.0 25.5 38.3 39.5 47.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 16,964: 5,317 1,381 2,823 6,686 10,963 14,825 15,166: 2,139 1,798
Old : 16,964: 5,317 1,381 2,823 6,686 10,963 14,825 15,166: 2,139 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 444: -1,042 190 540 883 -15 381 714: 63 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.1 16.6 39.4 64.6 87.4 89.4: 12.6 10.6
Old : 100.0: 31.3 8.1 16.6 39.4 64.6 87.4 89.4: 12.6 10.6
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 : 79: 24 22 16 23 21 56 51:
Old : 79: 24 22 16 23 21 56 51:
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 : 27.7 41.9 42.5 55.9 26.8 41.1 37.1 50.7
Old : 27.7 41.9 42.5 55.9 26.8 41.1 37.1 50.7
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 17, 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 : 340,010: 54,268 61,766 89,426 179,651 177,291 323,345 328,484: 16,665 11,526
Old : 306,626: 57,934 60,861 83,938 149,493 151,165 291,364 295,964: 15,261 10,662
Other: 33,384: 736 5,307 1,086 30,158 26,127 31,981 32,520: 1,404 864
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,787: 2,046 -513 3,644 -5,355 -1,642 335 1,489: 1,452 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.2 26.3 52.8 52.1 95.1 96.6: 4.9 3.4
Old : 100.0: 18.9 19.8 27.4 48.8 49.3 95.0 96.5: 5.0 3.5
Other: 100.0: 2.2 15.9 3.3 90.3 78.3 95.8 97.4: 4.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 85 78 81 55 45 187 169:
Old : 241: 91 76 78 54 44 186 165:
Other: 57: 6 14 7 25 22 37 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 : 23.6 28.5 34.0 37.9 14.2 14.3 20.1 20.9
Old : 19.4 29.9 30.5 38.8 12.6 17.4 20.5 24.3
Other: 67.9 48.8 79.7 73.6 58.2 38.3 66.1 55.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,064,551: 219,979 19,935 272,243 477,310 721,984 969,532 1,014,162: 95,019 50,389
Old : 1,064,551: 219,979 19,935 272,243 477,310 721,984 969,532 1,014,162: 95,019 50,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,306: 3,492 -3,899 -5,921 -4,627 4,795 -7,056 -5,025: 3,750 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.9 25.6 44.8 67.8 91.1 95.3: 8.9 4.7
Old : 100.0: 20.7 1.9 25.6 44.8 67.8 91.1 95.3: 8.9 4.7
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 : 234: 98 28 87 92 90 219 183:
Old : 234: 98 28 87 92 90 219 183:
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 : 11.7 20.3 19.9 33.5 7.5 18.0 12.2 24.9
Old : 11.7 20.3 19.9 33.5 7.5 18.0 12.2 24.9
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 210,926: 51,486 23,051 50,302 98,759 129,350 200,547 202,704: 10,379 8,222
Old : 191,874: 50,363 24,165 45,958 85,946 114,008 182,267 184,131: 9,607 7,743
Other: 19,052: 4,120 1,883 1,347 12,813 15,342 18,280 18,573: 772 479
: : :
: : Changes in Commitments from: January 10, 2017 :
: -10,873: 465 -7,657 -2,690 -7,858 -712 -10,082 -11,059: -791 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.9 23.8 46.8 61.3 95.1 96.1: 4.9 3.9
Old : 100.0: 26.2 12.6 24.0 44.8 59.4 95.0 96.0: 5.0 4.0
Other: 100.0: 21.6 9.9 7.1 67.3 80.5 95.9 97.5: 4.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 136 86 133 133 124 340 289:
Old : 389: 139 87 129 132 122 335 285:
Other: 143: 28 24 25 72 55 115 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 17.9 20.2 27.1 9.2 13.2 16.0 21.2
Old : 13.3 17.7 22.2 26.8 10.1 12.3 17.6 20.3
Other: 45.0 35.5 58.4 50.7 42.7 34.6 56.1 49.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 78,079: 57,614 8,572 2,175 7,032 64,187 66,821 74,934: 11,258 3,145
Old : 78,079: 57,614 8,572 2,175 7,032 64,187 66,821 74,934: 11,258 3,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -2,797: -3,611 407 472 -555 -3,283 -3,695 -2,404: 898 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 11.0 2.8 9.0 82.2 85.6 96.0: 14.4 4.0
Old : 100.0: 73.8 11.0 2.8 9.0 82.2 85.6 96.0: 14.4 4.0
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 : 158: 119 23 15 12 7 139 38:
Old : 158: 119 23 15 12 7 139 38:
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 : 29.4 84.1 44.7 89.2 28.7 84.1 42.7 87.9
Old : 29.4 84.1 44.7 89.2 28.7 84.1 42.7 87.9
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 17, 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 : 654,976: 183,514 115,064 13,280 432,513 502,473 629,307 630,817: 25,669 24,159
Old : 654,976: 183,514 115,064 13,280 432,513 502,473 629,307 630,817: 25,669 24,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,239: -13,330 1,513 -523 13,723 -7,571 -129 -6,580: -4,109 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 17.6 2.0 66.0 76.7 96.1 96.3: 3.9 3.7
Old : 100.0: 28.0 17.6 2.0 66.0 76.7 96.1 96.3: 3.9 3.7
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 : 339: 73 70 25 125 116 212 197:
Old : 339: 73 70 25 125 116 212 197:
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 : 22.4 36.6 34.4 48.2 21.5 36.6 31.7 48.1
Old : 22.4 36.6 34.4 48.2 21.5 36.6 31.7 48.1
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 17, 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 : 237,680: 50,072 14,273 1,774 177,199 216,926 229,045 232,973: 8,635 4,707
Old : 237,680: 50,072 14,273 1,774 177,199 216,926 229,045 232,973: 8,635 4,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 8,195: 3,895 -1,047 -82 3,858 9,376 7,671 8,247: 524 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.0 0.7 74.6 91.3 96.4 98.0: 3.6 2.0
Old : 100.0: 21.1 6.0 0.7 74.6 91.3 96.4 98.0: 3.6 2.0
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 : 127: 27 11 5 59 57 88 71:
Old : 127: 27 11 5 59 57 88 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 : 38.8 42.7 52.2 64.9 37.9 42.6 51.3 64.7
Old : 38.8 42.7 52.2 64.9 37.9 42.6 51.3 64.7
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 17, 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 : 855,434: 230,484 69,243 12,496 591,587 765,385 834,567 847,124: 20,867 8,310
Old : 855,434: 230,484 69,243 12,496 591,587 765,385 834,567 847,124: 20,867 8,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 10,081: 6,596 -1,259 235 2,394 13,836 9,225 12,812: 856 -2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.1 1.5 69.2 89.5 97.6 99.0: 2.4 1.0
Old : 100.0: 26.9 8.1 1.5 69.2 89.5 97.6 99.0: 2.4 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 : 298: 100 37 21 131 84 238 135:
Old : 298: 100 37 21 131 84 238 135:
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 : 24.8 48.0 38.0 66.4 23.9 48.0 34.4 66.1
Old : 24.8 48.0 38.0 66.4 23.9 48.0 34.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017