COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 318,736: 143,541 11,223 55,391 100,241 240,159 299,173 306,773: 19,563 11,963
Old : 244,847: 126,918 16,749 37,273 63,620 183,040 227,810 237,062: 17,036 7,784
Other: 73,889: 25,374 3,224 9,368 36,622 57,119 71,363 69,711: 2,526 4,178
: : :
: : Changes in Commitments from: February 28, 2017 :
: 10,792: 6,335 -1,901 2,536 2,514 10,364 11,384 10,999: -592 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 3.5 17.4 31.4 75.3 93.9 96.2: 6.1 3.8
Old : 100.0: 51.8 6.8 15.2 26.0 74.8 93.0 96.8: 7.0 3.2
Other: 100.0: 34.3 4.4 12.7 49.6 77.3 96.6 94.3: 3.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 173 47 91 67 76 276 184:
Old : 302: 159 51 82 64 75 263 171:
Other: 160: 62 23 26 42 53 114 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 : 10.5 38.1 16.8 48.9 9.3 35.7 15.2 44.6
Old : 8.7 44.9 16.0 54.2 8.3 42.2 15.4 51.2
Other: 22.4 24.2 37.1 42.4 22.4 23.5 36.0 39.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 13,482: 3,758 1,054 2,266 5,856 8,347 11,880 11,667: 1,602 1,815
Old : 13,459: 3,743 1,054 2,262 5,854 8,329 11,860 11,645: 1,600 1,814
Other: 23: 15 0 3 2 18 21 22: 2 1
: : :
: : Changes in Commitments from: February 28, 2017 :
: -111: 399 -239 143 -475 -158 67 -254: -179 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.8 16.8 43.4 61.9 88.1 86.5: 11.9 13.5
Old : 100.0: 27.8 7.8 16.8 43.5 61.9 88.1 86.5: 11.9 13.5
Other: 100.0: 65.6 0.0 15.0 10.6 80.6 91.2 95.6: 8.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 28 13 19 24 17 58 45:
Old : 71: 28 13 19 24 17 58 45:
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 : 23.0 43.5 37.3 57.1 22.4 42.7 32.3 50.6
Old : 23.0 43.4 37.2 57.1 22.4 42.7 32.3 50.7
Other: 91.2 95.6 91.2 95.6 76.2 80.6 76.2 80.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 340,735: 66,321 95,485 74,968 177,918 158,429 319,207 328,882: 21,529 11,853
Old : 283,219: 68,939 91,668 64,182 131,193 116,822 264,314 272,671: 18,905 10,547
Other: 57,517: 3,118 9,554 5,050 46,725 41,607 54,893 56,211: 2,624 1,306
: : :
: : Changes in Commitments from: February 28, 2017 :
: 14,412: 156 2,280 8,039 5,793 4,345 13,989 14,665: 423 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.0 22.0 52.2 46.5 93.7 96.5: 6.3 3.5
Old : 100.0: 24.3 32.4 22.7 46.3 41.2 93.3 96.3: 6.7 3.7
Other: 100.0: 5.4 16.6 8.8 81.2 72.3 95.4 97.7: 4.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 97 94 79 60 44 199 186:
Old : 272: 109 90 74 59 42 198 179:
Other: 85: 10 32 15 36 23 57 59:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 18.9 28.3 28.7 14.9 11.1 22.0 18.8
Old : 15.7 18.6 25.3 28.8 13.8 12.7 21.6 21.8
Other: 46.4 40.5 63.4 62.0 40.0 29.6 51.5 40.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 915,638: 204,366 47,708 207,443 427,450 591,443 839,259 846,593: 76,379 69,045
Old : 915,638: 204,366 47,708 207,443 427,450 591,443 839,259 846,593: 76,379 69,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 3,617: -10,140 10,327 4,924 9,664 -21,507 4,448 -6,255: -832 9,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.2 22.7 46.7 64.6 91.7 92.5: 8.3 7.5
Old : 100.0: 22.3 5.2 22.7 46.7 64.6 91.7 92.5: 8.3 7.5
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: 75 50 82 86 78 205 172:
Old : 226: 75 50 82 86 78 205 172:
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 : 10.6 21.1 19.3 33.1 9.7 17.5 15.6 24.8
Old : 10.6 21.1 19.3 33.1 9.7 17.5 15.6 24.8
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, March 07, 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 : 205,724: 55,041 31,630 43,118 97,242 123,188 195,400 197,935: 10,323 7,788
Old : 177,627: 54,306 33,820 34,188 79,890 102,520 168,384 170,528: 9,243 7,098
Other: 28,097: 6,650 3,724 3,015 17,352 20,668 27,017 27,407: 1,080 690
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,102: 132 4,320 -1,562 2,260 -1,049 830 1,710: 273 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.4 21.0 47.3 59.9 95.0 96.2: 5.0 3.8
Old : 100.0: 30.6 19.0 19.2 45.0 57.7 94.8 96.0: 5.2 4.0
Other: 100.0: 23.7 13.3 10.7 61.8 73.6 96.2 97.5: 3.8 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 148 108 127 144 123 356 303:
Old : 424: 153 107 120 141 119 347 296:
Other: 179: 37 32 34 88 63 144 111:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 17.3 21.0 27.4 10.0 14.1 17.7 22.1
Old : 12.1 16.9 22.6 27.6 11.1 13.8 20.0 22.6
Other: 30.3 27.3 42.8 41.3 25.4 26.4 35.4 39.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 83,738: 57,575 6,561 2,053 13,573 72,045 73,201 80,659: 10,537 3,078
Old : 83,738: 57,575 6,561 2,053 13,573 72,045 73,201 80,659: 10,537 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 8,275: 4,989 -1,220 -1,258 3,380 10,629 7,111 8,151: 1,164 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 7.8 2.5 16.2 86.0 87.4 96.3: 12.6 3.7
Old : 100.0: 68.8 7.8 2.5 16.2 86.0 87.4 96.3: 12.6 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 : 147: 107 22 16 14 8 128 40:
Old : 147: 107 22 16 14 8 128 40:
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 : 26.2 86.0 42.6 89.7 25.6 83.4 40.7 85.7
Old : 26.2 86.0 42.6 89.7 25.6 83.4 40.7 85.7
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, March 07, 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 : 611,213: 147,931 158,248 25,230 406,268 406,073 579,430 589,551: 31,784 21,662
Old : 611,213: 147,931 158,248 25,230 406,268 406,073 579,430 589,551: 31,784 21,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,422: -5,454 26,307 3,165 -6,164 -34,374 -8,453 -4,902: 3,031 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.9 4.1 66.5 66.4 94.8 96.5: 5.2 3.5
Old : 100.0: 24.2 25.9 4.1 66.5 66.4 94.8 96.5: 5.2 3.5
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 : 346: 77 69 28 138 116 229 199:
Old : 346: 77 69 28 138 116 229 199:
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 : 23.4 27.4 33.4 39.1 20.9 27.2 30.7 38.8
Old : 23.4 27.4 33.4 39.1 20.9 27.2 30.7 38.8
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 with Delta-adjusted Options and Futures Combined, March 07, 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 : 291,868: 55,383 14,375 2,369 224,515 271,512 282,267 288,256: 9,601 3,612
Old : 291,868: 55,383 14,375 2,369 224,515 271,512 282,267 288,256: 9,601 3,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 9,074: 444 343 323 7,728 8,962 8,495 9,628: 579 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.9 0.8 76.9 93.0 96.7 98.8: 3.3 1.2
Old : 100.0: 19.0 4.9 0.8 76.9 93.0 96.7 98.8: 3.3 1.2
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 : 133: 30 10 6 70 57 100 73:
Old : 133: 30 10 6 70 57 100 73:
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 : 32.5 47.6 47.1 70.3 31.7 47.1 45.5 68.2
Old : 32.5 47.6 47.1 70.3 31.7 47.1 45.5 68.2
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, March 07, 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 : 902,024: 259,229 72,161 13,960 599,947 802,524 873,136 888,645: 28,888 13,379
Old : 902,024: 259,229 72,161 13,960 599,947 802,524 873,136 888,645: 28,888 13,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 185: -1,458 2,730 2,777 -6,672 -9,864 -5,353 -4,357: 5,538 4,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.0 1.5 66.5 89.0 96.8 98.5: 3.2 1.5
Old : 100.0: 28.7 8.0 1.5 66.5 89.0 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 : 315: 115 36 29 134 85 261 139:
Old : 315: 115 36 29 134 85 261 139:
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 : 22.6 49.7 34.5 68.7 20.7 49.3 32.1 68.3
Old : 22.6 49.7 34.5 68.7 20.7 49.3 32.1 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017