COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 275,503: 111,767 13,607 47,881 96,121 198,408 255,769 259,896: 19,735 15,607
Old : 154,826: 80,835 22,348 17,928 42,354 106,622 141,117 146,898: 13,709 7,928
Other: 120,677: 46,606 6,934 14,278 53,768 91,787 114,651 112,998: 6,026 7,679
: : :
: : Changes in Commitments from: April 11, 2017 :
: -20,455: -1,037 -3,201 -11,244 -8,358 -3,253 -20,639 -17,697: 184 -2,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 4.9 17.4 34.9 72.0 92.8 94.3: 7.2 5.7
Old : 100.0: 52.2 14.4 11.6 27.4 68.9 91.1 94.9: 8.9 5.1
Other: 100.0: 38.6 5.7 11.8 44.6 76.1 95.0 93.6: 5.0 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 165 61 89 72 76 270 199:
Old : 291: 141 66 58 61 70 226 170:
Other: 201: 81 42 32 56 56 155 113:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 36.3 19.9 46.3 11.3 33.4 17.8 42.3
Old : 12.1 44.2 20.3 55.2 11.9 41.9 19.9 51.8
Other: 19.2 29.9 31.9 45.9 18.7 27.2 30.7 42.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 14,885: 2,995 1,448 2,529 7,477 9,448 13,002 13,426: 1,883 1,459
Old : 14,616: 3,000 1,448 2,508 7,276 9,227 12,784 13,183: 1,832 1,433
Other: 269: 0 5 16 201 221 218 243: 51 26
: : :
: : Changes in Commitments from: April 11, 2017 :
: 465: 174 22 -61 524 535 637 496: -171 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.7 17.0 50.2 63.5 87.4 90.2: 12.6 9.8
Old : 100.0: 20.5 9.9 17.2 49.8 63.1 87.5 90.2: 12.5 9.8
Other: 100.0: 0.0 2.0 6.1 74.8 82.3 80.9 90.3: 19.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 18 22 18 27 19 56 49:
Old : 72: 18 22 18 27 19 56 49:
Other: 10: 0 2 2 6 2 8 4:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 41.6 36.1 60.8 22.0 40.9 35.3 53.5
Old : 22.3 42.4 36.2 60.3 22.2 41.6 34.8 53.2
Other: 71.7 90.3 80.9 90.3 71.7 84.2 74.8 84.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 314,131: 64,171 87,197 60,071 169,452 156,425 293,695 303,694: 20,437 10,437
Old : 236,453: 66,662 82,631 43,963 108,601 101,142 219,226 227,736: 17,227 8,718
Other: 77,678: 4,402 11,459 9,215 60,851 55,284 74,469 75,958: 3,209 1,720
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,941: 5,855 12,932 -3,556 -841 -6,170 1,458 3,207: 1,482 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 27.8 19.1 53.9 49.8 93.5 96.7: 6.5 3.3
Old : 100.0: 28.2 34.9 18.6 45.9 42.8 92.7 96.3: 7.3 3.7
Other: 100.0: 5.7 14.8 11.9 78.3 71.2 95.9 97.8: 4.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 106 91 76 63 42 207 180:
Old : 275: 114 88 63 61 37 199 165:
Other: 100: 21 33 23 41 26 76 69:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 20.8 31.2 30.6 14.2 11.5 20.8 19.4
Old : 18.3 17.3 28.4 28.8 11.4 12.6 19.7 22.8
Other: 40.2 38.8 57.4 55.4 40.1 26.6 50.0 40.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 916,742: 222,500 135,016 168,902 458,517 537,805 849,919 841,724: 66,824 75,019
Old : 916,742: 222,500 135,016 168,902 458,517 537,805 849,919 841,724: 66,824 75,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -65,761: 8,560 6,087 -50,730 -20,220 -20,836 -62,390 -65,479: -3,371 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.7 18.4 50.0 58.7 92.7 91.8: 7.3 8.2
Old : 100.0: 24.3 14.7 18.4 50.0 58.7 92.7 91.8: 7.3 8.2
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 : 252: 79 67 84 90 82 214 197:
Old : 252: 79 67 84 90 82 214 197:
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 : 10.5 18.9 19.1 30.1 8.8 16.0 14.7 22.0
Old : 10.5 18.9 19.1 30.1 8.8 16.0 14.7 22.0
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 18, 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 : 223,442: 62,146 42,215 45,535 105,122 127,227 212,802 214,977: 10,640 8,465
Old : 174,297: 59,895 44,240 30,782 74,897 92,096 165,573 167,118: 8,723 7,179
Other: 49,146: 10,509 6,234 6,495 30,225 35,131 47,229 47,859: 1,916 1,286
: : :
: : Changes in Commitments from: April 11, 2017 :
: -20,879: 2,583 -4,097 -12,687 -10,080 -4,356 -20,183 -21,140: -696 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 18.9 20.4 47.0 56.9 95.2 96.2: 4.8 3.8
Old : 100.0: 34.4 25.4 17.7 43.0 52.8 95.0 95.9: 5.0 4.1
Other: 100.0: 21.4 12.7 13.2 61.5 71.5 96.1 97.4: 3.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 142 112 134 136 122 347 310:
Old : 415: 146 111 117 130 114 330 292:
Other: 214: 53 40 39 97 72 175 129:
:----------------------------------------------------------------------------------------------------
: 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 15.1 20.4 25.8 9.3 11.8 15.8 19.8
Old : 13.2 16.8 23.3 26.2 11.4 12.8 19.1 20.6
Other: 23.1 22.3 37.4 37.4 21.4 19.6 29.5 33.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 66,976: 46,733 3,331 2,416 9,951 58,746 59,100 64,493: 7,876 2,483
Old : 66,976: 46,733 3,331 2,416 9,951 58,746 59,100 64,493: 7,876 2,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -4,820: -2,408 -1,512 489 172 -1,103 -1,748 -2,127: -3,072 -2,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 5.0 3.6 14.9 87.7 88.2 96.3: 11.8 3.7
Old : 100.0: 69.8 5.0 3.6 14.9 87.7 88.2 96.3: 11.8 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 : 132: 89 25 22 13 7 111 48:
Old : 132: 89 25 22 13 7 111 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 : 31.1 88.1 45.9 90.1 29.8 87.8 44.6 89.3
Old : 31.1 88.1 45.9 90.1 29.8 87.8 44.6 89.3
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 18, 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 : 576,454: 135,786 206,448 12,873 403,548 338,969 552,207 558,290: 24,247 18,164
Old : 576,454: 135,786 206,448 12,873 403,548 338,969 552,207 558,290: 24,247 18,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -7,122: -4,108 9,909 -3,662 1,221 -8,914 -6,549 -2,666: -573 -4,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 35.8 2.2 70.0 58.8 95.8 96.8: 4.2 3.2
Old : 100.0: 23.6 35.8 2.2 70.0 58.8 95.8 96.8: 4.2 3.2
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 : 338: 73 75 23 123 109 207 196:
Old : 338: 73 75 23 123 109 207 196:
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 : 21.4 26.3 33.0 39.1 19.8 26.3 30.9 39.0
Old : 21.4 26.3 33.0 39.1 19.8 26.3 30.9 39.0
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 18, 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 : 283,606: 56,720 7,896 2,733 215,974 269,145 275,427 279,774: 8,179 3,832
Old : 283,606: 56,720 7,896 2,733 215,974 269,145 275,427 279,774: 8,179 3,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 136: -2,510 -617 36 3,086 415 612 -166: -476 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 2.8 1.0 76.2 94.9 97.1 98.6: 2.9 1.4
Old : 100.0: 20.0 2.8 1.0 76.2 94.9 97.1 98.6: 2.9 1.4
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 : 141: 34 10 9 73 51 107 70:
Old : 141: 34 10 9 73 51 107 70:
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 : 34.3 52.0 46.8 75.0 33.6 51.9 46.1 74.5
Old : 34.3 52.0 46.8 75.0 33.6 51.9 46.1 74.5
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 18, 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 : 924,029: 290,956 88,370 12,680 594,921 815,312 898,557 916,362: 25,472 7,667
Old : 924,029: 290,956 88,370 12,680 594,921 815,312 898,557 916,362: 25,472 7,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,347: 541 10,122 427 750 -9,101 1,718 1,448: 629 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.6 1.4 64.4 88.2 97.2 99.2: 2.8 0.8
Old : 100.0: 31.5 9.6 1.4 64.4 88.2 97.2 99.2: 2.8 0.8
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 : 334: 133 39 26 131 82 274 137:
Old : 334: 133 39 26 131 82 274 137:
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 : 19.7 51.9 32.6 69.7 18.7 51.9 31.0 69.7
Old : 19.7 51.9 32.6 69.7 18.7 51.9 31.0 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017