COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 298,718: 115,105 11,827 55,102 109,548 217,676 279,754 284,604: 18,964 14,113
Old : 121,830: 58,601 10,534 19,301 33,576 86,647 111,477 116,482: 10,353 5,348
Other: 176,887: 66,236 11,025 26,069 75,972 131,029 168,277 168,122: 8,611 8,765
: : :
: : Changes in Commitments from: May 23, 2017 :
: -4,850: -10,103 -1,380 1,964 2,636 -5,521 -5,503 -4,937: 654 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 4.0 18.4 36.7 72.9 93.7 95.3: 6.3 4.7
Old : 100.0: 48.1 8.6 15.8 27.6 71.1 91.5 95.6: 8.5 4.4
Other: 100.0: 37.4 6.2 14.7 42.9 74.1 95.1 95.0: 4.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 157 61 98 68 73 267 200:
Old : 250: 117 53 58 57 62 201 147:
Other: 242: 101 60 49 55 61 187 143:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 40.2 22.8 51.1 12.1 35.3 18.0 43.9
Old : 13.2 55.4 23.8 63.2 13.1 50.3 22.4 55.8
Other: 20.0 32.8 30.1 47.7 17.5 28.4 25.9 41.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 14,222: 1,969 3,358 2,201 7,670 6,834 11,840 12,393: 2,381 1,829
Old : 13,063: 1,959 3,353 2,034 6,902 5,970 10,894 11,357: 2,169 1,707
Other: 1,158: 40 34 138 768 864 946 1,036: 212 122
: : :
: : Changes in Commitments from: May 23, 2017 :
: 272: -170 803 47 363 -485 240 365: 31 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.6 15.5 53.9 48.1 83.3 87.1: 16.7 12.9
Old : 100.0: 15.0 25.7 15.6 52.8 45.7 83.4 86.9: 16.6 13.1
Other: 100.0: 3.4 2.9 11.9 66.3 74.6 81.7 89.5: 18.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 19 25 16 29 17 55 51:
Old : 76: 22 22 16 29 17 55 51:
Other: 23: 2 7 6 8 6 15 14:
:----------------------------------------------------------------------------------------------------
: 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 38.2 34.8 55.1 18.7 37.6 31.0 51.7
Old : 20.0 41.1 33.0 56.7 19.8 40.4 32.2 54.8
Other: 58.1 76.5 73.7 86.9 58.1 72.5 69.0 76.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 327,645: 58,250 82,677 69,624 181,243 162,014 309,117 314,315: 18,528 13,330
Old : 221,528: 67,689 77,464 38,470 101,628 95,898 207,787 211,831: 13,740 9,697
Other: 106,117: 7,437 22,090 14,277 79,615 66,117 101,329 102,484: 4,788 3,633
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,963: -921 330 104 1,613 2,028 795 2,461: 1,168 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.2 21.2 55.3 49.4 94.3 95.9: 5.7 4.1
Old : 100.0: 30.6 35.0 17.4 45.9 43.3 93.8 95.6: 6.2 4.4
Other: 100.0: 7.0 20.8 13.5 75.0 62.3 95.5 96.6: 4.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 88 97 94 59 47 209 186:
Old : 257: 94 91 81 55 40 194 170:
Other: 126: 32 37 31 48 29 97 81:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.6 30.5 29.3 11.5 9.7 19.2 16.6
Old : 20.9 18.2 32.0 29.3 13.0 12.5 21.9 21.9
Other: 29.7 33.8 48.7 49.8 23.9 23.4 36.1 33.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 978,086: 203,491 163,856 201,423 498,365 525,484 903,279 890,763: 74,807 87,323
Old : 978,086: 203,491 163,856 201,423 498,365 525,484 903,279 890,763: 74,807 87,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 22,331: -8,549 9,168 3,567 25,369 1,134 20,386 13,869: 1,945 8,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.8 20.6 51.0 53.7 92.4 91.1: 7.6 8.9
Old : 100.0: 20.8 16.8 20.6 51.0 53.7 92.4 91.1: 7.6 8.9
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 : 255: 87 66 81 90 80 209 198:
Old : 255: 87 66 81 90 80 209 198:
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 : 12.9 20.2 21.1 28.8 7.9 15.5 13.7 21.6
Old : 12.9 20.2 21.1 28.8 7.9 15.5 13.7 21.6
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, May 30, 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 : 258,314: 49,173 59,754 70,777 126,688 118,823 246,637 249,354: 11,677 8,961
Old : 178,886: 49,491 59,155 45,827 74,502 66,600 169,819 171,581: 9,067 7,305
Other: 79,428: 11,894 12,811 12,739 52,186 52,223 76,819 77,773: 2,610 1,655
: : :
: : Changes in Commitments from: May 23, 2017 :
: 2,312: 803 3,559 808 1,677 -1,514 3,289 2,853: -977 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.1 27.4 49.0 46.0 95.5 96.5: 4.5 3.5
Old : 100.0: 27.7 33.1 25.6 41.6 37.2 94.9 95.9: 5.1 4.1
Other: 100.0: 15.0 16.1 16.0 65.7 65.7 96.7 97.9: 3.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 151 139 159 147 130 377 363:
Old : 457: 148 144 131 134 117 344 334:
Other: 266: 65 59 55 124 84 225 166:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 14.1 20.5 23.0 7.7 9.7 12.5 16.7
Old : 13.2 15.4 22.8 25.5 9.7 13.4 15.3 21.8
Other: 19.9 24.2 31.8 36.6 15.2 17.3 22.1 27.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 85,038: 51,405 23,761 3,291 18,201 51,910 72,897 78,963: 12,141 6,076
Old : 85,038: 51,405 23,761 3,291 18,201 51,910 72,897 78,963: 12,141 6,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -296: -3,430 199 456 -294 -3,885 -3,268 -3,230: 2,972 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 27.9 3.9 21.4 61.0 85.7 92.9: 14.3 7.1
Old : 100.0: 60.4 27.9 3.9 21.4 61.0 85.7 92.9: 14.3 7.1
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 : 153: 86 47 20 14 8 112 66:
Old : 153: 86 47 20 14 8 112 66:
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 : 37.1 69.6 51.8 75.4 35.6 69.4 50.3 75.0
Old : 37.1 69.6 51.8 75.4 35.6 69.4 50.3 75.0
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, May 30, 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 : 573,598: 120,520 193,430 13,298 410,441 341,881 544,259 548,608: 29,339 24,990
Old : 573,598: 120,520 193,430 13,298 410,441 341,881 544,259 548,608: 29,339 24,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 4,114: -4,400 -3,859 1,398 6,375 5,958 3,373 3,497: 741 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 33.7 2.3 71.6 59.6 94.9 95.6: 5.1 4.4
Old : 100.0: 21.0 33.7 2.3 71.6 59.6 94.9 95.6: 5.1 4.4
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 : 324: 72 59 24 120 118 203 190:
Old : 324: 72 59 24 120 118 203 190:
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 26.2 31.7 40.3 19.1 26.2 29.9 40.2
Old : 20.7 26.2 31.7 40.3 19.1 26.2 29.9 40.2
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, May 30, 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 : 309,661: 55,936 8,329 2,522 242,171 293,302 300,629 304,153: 9,032 5,508
Old : 309,661: 55,936 8,329 2,522 242,171 293,302 300,629 304,153: 9,032 5,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 11,471: -437 1,375 79 11,374 9,002 11,016 10,456: 455 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.7 0.8 78.2 94.7 97.1 98.2: 2.9 1.8
Old : 100.0: 18.1 2.7 0.8 78.2 94.7 97.1 98.2: 2.9 1.8
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 : 147: 39 8 7 74 56 113 71:
Old : 147: 39 8 7 74 56 113 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 : 33.0 50.5 47.7 70.9 32.2 50.5 45.8 69.8
Old : 33.0 50.5 47.7 70.9 32.2 50.5 45.8 69.8
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, May 30, 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 : 972,582: 288,372 101,506 12,255 646,362 850,862 946,989 964,623: 25,593 7,959
Old : 972,582: 288,372 101,506 12,255 646,362 850,862 946,989 964,623: 25,593 7,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 22,154: 4,388 4,201 1 19,845 13,783 24,234 17,985: -2,080 4,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.4 1.3 66.5 87.5 97.4 99.2: 2.6 0.8
Old : 100.0: 29.7 10.4 1.3 66.5 87.5 97.4 99.2: 2.6 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 : 353: 133 42 26 142 93 287 149:
Old : 353: 133 42 26 142 93 287 149:
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 : 20.1 51.4 32.8 69.2 18.9 50.6 30.8 68.3
Old : 20.1 51.4 32.8 69.2 18.9 50.6 30.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017