COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 307,944: 137,206 13,124 52,855 97,727 229,795 287,789 295,774: 20,155 12,169
Old : 242,489: 124,290 17,414 37,119 63,046 179,592 224,454 234,124: 18,035 8,365
Other: 65,455: 20,148 2,941 8,506 34,681 50,203 63,335 61,650: 2,120 3,805
: : :
: : Changes in Commitments from: February 21, 2017 :
: 7,124: 1,220 -872 2,965 1,189 4,420 5,375 6,514: 1,749 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 4.3 17.2 31.7 74.6 93.5 96.0: 6.5 4.0
Old : 100.0: 51.3 7.2 15.3 26.0 74.1 92.6 96.6: 7.4 3.4
Other: 100.0: 30.8 4.5 13.0 53.0 76.7 96.8 94.2: 3.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 169 47 87 64 76 264 185:
Old : 299: 156 54 79 61 75 253 174:
Other: 146: 50 23 25 37 54 96 93:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 36.1 17.6 46.9 9.3 33.8 15.6 43.1
Old : 8.7 42.7 16.3 51.7 8.4 40.1 15.8 48.8
Other: 26.6 25.6 43.6 44.7 24.9 24.9 41.7 40.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,593: 3,359 1,293 2,123 6,331 8,505 11,813 11,921: 1,780 1,672
Old : 13,586: 3,359 1,293 2,120 6,328 8,502 11,807 11,915: 1,779 1,671
Other: 7: 0 0 3 3 3 6 6: 1 1
: : :
: : Changes in Commitments from: February 21, 2017 :
: -418: -3 63 125 -515 -777 -394 -590: -24 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.5 15.6 46.6 62.6 86.9 87.7: 13.1 12.3
Old : 100.0: 24.7 9.5 15.6 46.6 62.6 86.9 87.7: 13.1 12.3
Other: 100.0: 3.3 0.0 41.7 41.7 45.0 86.6 86.6: 13.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 13 15 23 15 51 38:
Old : 63: 23 13 15 23 15 51 38:
Other: 3: 1 0 1 1 1 2 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 : 23.7 43.6 38.5 58.3 23.2 39.8 32.6 51.1
Old : 23.7 43.6 38.5 58.3 23.2 39.9 32.6 51.1
Other: 86.6 86.6 86.6 86.6 45.0 45.0 45.0 45.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 326,324: 66,164 93,205 66,928 172,125 154,084 305,217 314,218: 21,106 12,106
Old : 273,616: 67,877 89,803 58,842 128,355 114,207 255,074 262,852: 18,542 10,764
Other: 52,707: 3,159 8,275 3,215 43,770 39,877 50,144 51,366: 2,564 1,342
: : :
: : Changes in Commitments from: February 21, 2017 :
: 17,128: 3,025 10,228 112 12,087 6,751 15,224 17,092: 1,904 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.6 20.5 52.7 47.2 93.5 96.3: 6.5 3.7
Old : 100.0: 24.8 32.8 21.5 46.9 41.7 93.2 96.1: 6.8 3.9
Other: 100.0: 6.0 15.7 6.1 83.0 75.7 95.1 97.5: 4.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 97 99 73 57 43 195 181:
Old : 270: 106 96 68 57 41 195 174:
Other: 78: 13 27 14 30 22 52 54:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 19.4 28.9 30.1 15.5 11.1 22.4 18.7
Old : 15.3 19.6 25.5 29.1 13.9 12.7 21.6 21.3
Other: 48.6 43.0 63.6 65.6 41.3 32.3 52.7 43.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 912,021: 214,506 37,380 202,518 417,786 612,949 834,810 852,848: 77,211 59,173
Old : 912,021: 214,506 37,380 202,518 417,786 612,949 834,810 852,848: 77,211 59,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -40,248: -10,631 17,597 -6,697 -2,319 -53,633 -19,647 -42,733: -20,602 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.1 22.2 45.8 67.2 91.5 93.5: 8.5 6.5
Old : 100.0: 23.5 4.1 22.2 45.8 67.2 91.5 93.5: 8.5 6.5
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 : 226: 80 44 82 84 79 205 172:
Old : 226: 80 44 82 84 79 205 172:
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 : 11.8 23.4 20.1 35.5 9.4 19.6 15.2 27.4
Old : 11.8 23.4 20.1 35.5 9.4 19.6 15.2 27.4
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, 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 : 204,621: 54,909 27,309 44,680 94,981 124,236 194,570 196,226: 10,051 8,396
Old : 178,084: 52,839 28,987 36,864 79,296 104,412 168,999 170,264: 9,085 7,820
Other: 26,537: 6,567 2,818 3,319 15,685 19,824 25,571 25,962: 966 576
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,984: -1,315 2,095 2,665 4,070 -448 5,420 4,312: -435 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.3 21.8 46.4 60.7 95.1 95.9: 4.9 4.1
Old : 100.0: 29.7 16.3 20.7 44.5 58.6 94.9 95.6: 5.1 4.4
Other: 100.0: 24.7 10.6 12.5 59.1 74.7 96.4 97.8: 3.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 148 93 127 136 120 345 290:
Old : 405: 145 103 123 134 115 339 284:
Other: 174: 43 26 31 82 62 139 106:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 17.2 20.5 27.4 9.8 14.1 17.6 22.3
Old : 11.6 16.8 22.1 27.5 11.2 13.7 20.0 23.1
Other: 30.9 28.4 43.4 42.6 26.4 27.3 35.6 40.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 75,463: 52,586 7,781 3,311 10,193 61,416 66,090 72,508: 9,373 2,955
Old : 75,463: 52,586 7,781 3,311 10,193 61,416 66,090 72,508: 9,373 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 58: -218 754 138 116 -453 37 439: 21 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 10.3 4.4 13.5 81.4 87.6 96.1: 12.4 3.9
Old : 100.0: 69.7 10.3 4.4 13.5 81.4 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 : 152: 104 27 19 14 9 125 50:
Old : 152: 104 27 19 14 9 125 50:
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 83.8 45.2 88.6 28.0 82.8 43.0 86.2
Old : 28.7 83.8 45.2 88.6 28.0 82.8 43.0 86.2
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 with Delta-adjusted Options and Futures Combined, 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 : 616,636: 153,385 131,941 22,065 412,432 440,446 587,883 594,453: 28,753 22,183
Old : 616,636: 153,385 131,941 22,065 412,432 440,446 587,883 594,453: 28,753 22,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,164: -434 16,167 5,893 -3,928 -23,853 1,531 -1,792: -366 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.4 3.6 66.9 71.4 95.3 96.4: 4.7 3.6
Old : 100.0: 24.9 21.4 3.6 66.9 71.4 95.3 96.4: 4.7 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 26 135 116 232 192:
Old : 348: 81 66 26 135 116 232 192:
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 : 23.5 30.9 33.8 43.4 21.1 30.9 30.4 43.1
Old : 23.5 30.9 33.8 43.4 21.1 30.9 30.4 43.1
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, 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 with Delta-adjusted Options and Futures Combined, 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