COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 295,959: 112,804 16,808 59,124 104,480 201,661 276,408 277,593: 19,551 18,365
Old : 183,322: 87,603 25,936 29,265 51,824 116,982 168,692 172,182: 14,630 11,140
Other: 112,637: 41,891 7,563 13,169 52,656 84,679 107,716 105,411: 4,921 7,226
: : :
: : Changes in Commitments from: April 4, 2017 :
: -29,167: -14,310 -1,458 -8,094 -8,245 -20,606 -30,649 -30,158: 1,482 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 5.7 20.0 35.3 68.1 93.4 93.8: 6.6 6.2
Old : 100.0: 47.8 14.1 16.0 28.3 63.8 92.0 93.9: 8.0 6.1
Other: 100.0: 37.2 6.7 11.7 46.7 75.2 95.6 93.6: 4.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 164 73 108 77 76 287 215:
Old : 305: 149 70 83 70 73 257 189:
Other: 200: 76 46 32 54 57 148 118:
:----------------------------------------------------------------------------------------------------
: 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 33.6 19.5 43.0 10.6 30.2 16.6 38.3
Old : 10.2 39.7 18.7 49.0 10.0 36.9 17.3 45.3
Other: 19.7 28.2 32.9 44.4 19.4 25.5 32.0 41.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 14,419: 2,821 1,426 2,590 6,953 8,914 12,365 12,930: 2,054 1,489
Old : 14,228: 2,822 1,420 2,574 6,828 8,771 12,224 12,765: 2,004 1,463
Other: 191: 0 7 16 125 143 141 165: 50 26
: : :
: : Changes in Commitments from: April 4, 2017 :
: -681: -264 19 -215 -76 -550 -554 -746: -127 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.9 18.0 48.2 61.8 85.8 89.7: 14.2 10.3
Old : 100.0: 19.8 10.0 18.1 48.0 61.6 85.9 89.7: 14.1 10.3
Other: 100.0: 0.0 3.6 8.2 65.5 74.6 73.7 86.4: 26.3 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 20 18 25 19 54 48:
Old : 70: 19 19 18 25 19 54 48:
Other: 8: 0 2 2 5 1 7 3:
:----------------------------------------------------------------------------------------------------
: 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 42.6 36.3 59.6 22.4 41.2 35.1 53.3
Old : 22.7 43.2 36.3 59.3 22.7 41.7 34.7 53.0
Other: 69.6 86.4 73.7 86.4 65.0 78.2 65.5 78.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 311,190: 58,316 74,265 63,627 170,293 162,595 292,236 300,487: 18,954 10,703
Old : 235,796: 61,386 70,968 46,885 111,487 108,844 219,758 226,697: 16,038 9,099
Other: 75,394: 4,365 10,732 9,307 58,807 53,752 72,478 73,790: 2,916 1,604
: : :
: : Changes in Commitments from: April 4, 2017 :
: -25,420: 214 6,429 -15,233 -8,864 -14,601 -23,883 -23,405: -1,536 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.9 20.4 54.7 52.2 93.9 96.6: 6.1 3.4
Old : 100.0: 26.0 30.1 19.9 47.3 46.2 93.2 96.1: 6.8 3.9
Other: 100.0: 5.8 14.2 12.3 78.0 71.3 96.1 97.9: 3.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 96 92 87 61 43 205 184:
Old : 264: 101 91 77 59 41 196 176:
Other: 97: 22 31 24 38 25 74 67:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 21.0 30.8 31.1 13.8 11.9 20.3 19.3
Old : 17.3 18.0 27.8 29.1 11.5 12.8 19.6 22.2
Other: 41.0 38.9 58.3 55.7 39.9 26.0 50.3 39.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 982,503: 213,940 128,929 219,632 478,736 558,641 912,308 907,203: 70,195 75,300
Old : 982,503: 213,940 128,929 219,632 478,736 558,641 912,308 907,203: 70,195 75,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -655: 6,543 7,540 -8,190 7,509 1,957 5,861 1,306: -6,516 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 13.1 22.4 48.7 56.9 92.9 92.3: 7.1 7.7
Old : 100.0: 21.8 13.1 22.4 48.7 56.9 92.9 92.3: 7.1 7.7
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 : 257: 81 70 88 91 82 219 201:
Old : 257: 81 70 88 91 82 219 201:
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 : 10.2 17.5 18.4 27.1 8.2 15.6 13.5 20.4
Old : 10.2 17.5 18.4 27.1 8.2 15.6 13.5 20.4
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, April 11, 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 : 244,321: 59,562 46,313 58,222 115,202 131,583 232,986 236,117: 11,336 8,204
Old : 199,220: 58,484 48,442 42,897 88,055 100,523 189,436 191,862: 9,784 7,358
Other: 45,101: 10,221 7,014 6,181 27,147 31,060 43,549 44,255: 1,551 846
: : :
: : Changes in Commitments from: April 4, 2017 :
: 6,167: 2,246 985 1,593 2,716 3,685 6,554 6,263: -387 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 19.0 23.8 47.2 53.9 95.4 96.6: 4.6 3.4
Old : 100.0: 29.4 24.3 21.5 44.2 50.5 95.1 96.3: 4.9 3.7
Other: 100.0: 22.7 15.6 13.7 60.2 68.9 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 137 126 137 142 128 353 330:
Old : 431: 143 124 122 136 122 338 314:
Other: 210: 47 40 40 99 71 174 127:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 15.2 21.4 24.6 8.2 10.8 14.4 17.6
Old : 14.6 16.8 24.1 25.2 10.0 11.5 17.1 18.2
Other: 24.0 22.9 37.7 38.7 21.9 20.5 30.3 34.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 71,796: 49,141 4,843 1,927 9,779 59,849 60,848 66,620: 10,948 5,176
Old : 71,796: 49,141 4,843 1,927 9,779 59,849 60,848 66,620: 10,948 5,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,174: 302 -1,082 -78 -895 816 -670 -344: 2,844 2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 6.7 2.7 13.6 83.4 84.8 92.8: 15.2 7.2
Old : 100.0: 68.4 6.7 2.7 13.6 83.4 84.8 92.8: 15.2 7.2
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 : 128: 86 25 19 12 7 108 43:
Old : 128: 86 25 19 12 7 108 43:
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 : 29.8 83.9 44.8 86.5 28.6 83.8 43.5 85.8
Old : 29.8 83.9 44.8 86.5 28.6 83.8 43.5 85.8
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, April 11, 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 : 583,576: 139,894 196,539 16,535 402,327 347,883 558,756 560,956: 24,820 22,619
Old : 583,576: 139,894 196,539 16,535 402,327 347,883 558,756 560,956: 24,820 22,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 20,359: 3,754 6,300 -2,638 24,934 13,375 26,050 17,038: -5,692 3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 33.7 2.8 68.9 59.6 95.7 96.1: 4.3 3.9
Old : 100.0: 24.0 33.7 2.8 68.9 59.6 95.7 96.1: 4.3 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 : 348: 77 75 26 126 112 213 203:
Old : 348: 77 75 26 126 112 213 203:
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 : 20.7 25.9 31.4 38.3 18.8 25.9 29.4 37.6
Old : 20.7 25.9 31.4 38.3 18.8 25.9 29.4 37.6
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, April 11, 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 : 283,470: 59,230 8,513 2,697 212,888 268,730 274,815 279,940: 8,655 3,530
Old : 283,470: 59,230 8,513 2,697 212,888 268,730 274,815 279,940: 8,655 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,277: -1,049 -995 -45 29 108 -1,065 -932: -212 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.0 1.0 75.1 94.8 96.9 98.8: 3.1 1.2
Old : 100.0: 20.9 3.0 1.0 75.1 94.8 96.9 98.8: 3.1 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 : 142: 36 11 7 68 54 105 71:
Old : 142: 36 11 7 68 54 105 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 : 34.2 51.8 47.3 75.1 33.5 51.7 46.5 74.7
Old : 34.2 51.8 47.3 75.1 33.5 51.7 46.5 74.7
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, April 11, 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 : 921,682: 290,415 78,248 12,253 594,171 824,413 896,839 914,914: 24,843 6,768
Old : 921,682: 290,415 78,248 12,253 594,171 824,413 896,839 914,914: 24,843 6,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -15,497: -9,778 3,018 421 -6,864 -18,734 -16,221 -15,295: 724 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.5 1.3 64.5 89.4 97.3 99.3: 2.7 0.7
Old : 100.0: 31.5 8.5 1.3 64.5 89.4 97.3 99.3: 2.7 0.7
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 : 331: 133 37 24 131 82 274 133:
Old : 331: 133 37 24 131 82 274 133:
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 : 19.9 53.6 32.5 71.3 18.9 53.6 31.1 71.3
Old : 19.9 53.6 32.5 71.3 18.9 53.6 31.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017