COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 294,460: 109,499 13,121 55,499 112,507 212,666 277,505 281,286: 16,956 13,175
Old : 102,300: 46,623 9,424 19,212 29,080 69,531 94,915 98,167: 7,385 4,133
Other: 192,161: 70,707 11,527 28,457 83,426 143,135 182,590 183,119: 9,571 9,042
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,258: -5,606 1,294 397 2,959 -5,010 -2,249 -3,319: -2,008 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 4.5 18.8 38.2 72.2 94.2 95.5: 5.8 4.5
Old : 100.0: 45.6 9.2 18.8 28.4 68.0 92.8 96.0: 7.2 4.0
Other: 100.0: 36.8 6.0 14.8 43.4 74.5 95.0 95.3: 5.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 149 64 92 73 74 261 198:
Old : 226: 97 51 52 59 59 182 137:
Other: 251: 112 57 56 59 64 197 153:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 38.7 24.1 49.8 12.5 33.2 18.2 41.8
Old : 14.6 52.2 25.0 59.6 12.0 45.3 20.1 50.3
Other: 20.0 34.7 30.3 48.8 18.3 29.7 25.9 42.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 14,811: 1,579 3,944 2,602 8,383 6,320 12,564 12,867: 2,247 1,945
Old : 13,548: 1,560 3,943 2,411 7,502 5,371 11,472 11,725: 2,075 1,823
Other: 1,263: 35 17 175 881 949 1,092 1,142: 172 122
: : :
: : Changes in Commitments from: May 30, 2017 :
: 589: -391 586 402 713 -514 724 474: -134 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 26.6 17.6 56.6 42.7 84.8 86.9: 15.2 13.1
Old : 100.0: 11.5 29.1 17.8 55.4 39.6 84.7 86.5: 15.3 13.5
Other: 100.0: 2.8 1.4 13.9 69.7 75.1 86.4 90.3: 13.6 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 22 17 30 20 55 54:
Old : 75: 21 21 17 30 20 55 54:
Other: 24: 4 5 7 10 7 18 15:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 33.5 35.4 49.8 18.6 33.3 30.7 46.9
Old : 19.5 36.2 34.1 51.8 19.2 36.0 32.5 50.8
Other: 57.2 76.4 74.4 87.4 57.2 71.6 69.0 73.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 295,319: 57,625 77,955 58,369 159,927 143,995 275,921 280,320: 19,398 15,000
Old : 181,003: 66,122 71,613 23,267 77,757 75,223 167,146 170,103: 13,858 10,901
Other: 114,316: 12,166 27,005 14,440 82,170 68,773 108,776 110,217: 5,540 4,099
: : :
: : Changes in Commitments from: May 30, 2017 :
: -32,326: -625 -4,722 -11,255 -21,316 -18,019 -33,195 -33,996: 870 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 26.4 19.8 54.2 48.8 93.4 94.9: 6.6 5.1
Old : 100.0: 36.5 39.6 12.9 43.0 41.6 92.3 94.0: 7.7 6.0
Other: 100.0: 10.6 23.6 12.6 71.9 60.2 95.2 96.4: 4.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 80 79 83 60 42 193 165:
Old : 232: 90 71 62 54 36 174 144:
Other: 132: 34 41 30 48 28 101 82:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.9 28.2 31.7 12.5 14.5 20.8 22.0
Old : 18.0 22.6 30.5 34.3 17.4 19.1 27.7 30.3
Other: 27.7 34.1 46.1 50.0 22.5 24.4 33.9 34.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 1,023,972: 201,043 192,481 236,894 513,421 511,995 951,358 941,370: 72,614 82,602
Old : 1,023,972: 201,043 192,481 236,894 513,421 511,995 951,358 941,370: 72,614 82,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 45,886: -2,448 28,626 35,471 15,056 -13,490 48,079 50,607: -2,193 -4,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.8 23.1 50.1 50.0 92.9 91.9: 7.1 8.1
Old : 100.0: 19.6 18.8 23.1 50.1 50.0 92.9 91.9: 7.1 8.1
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 : 261: 88 66 94 91 79 220 206:
Old : 261: 88 66 94 91 79 220 206:
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 : 12.3 18.3 20.8 27.3 7.4 13.3 12.7 19.6
Old : 12.3 18.3 20.8 27.3 7.4 13.3 12.7 19.6
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, June 06, 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 : 275,537: 48,656 67,259 82,893 130,743 115,968 262,292 266,120: 13,245 9,416
Old : 190,968: 49,992 64,051 55,459 75,002 63,575 180,453 183,085: 10,514 7,883
Other: 84,569: 12,737 17,282 13,361 55,741 52,393 81,839 83,036: 2,730 1,533
: : :
: : Changes in Commitments from: May 30, 2017 :
: 17,222: -517 7,505 12,117 4,055 -2,855 15,655 16,767: 1,568 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 24.4 30.1 47.5 42.1 95.2 96.6: 4.8 3.4
Old : 100.0: 26.2 33.5 29.0 39.3 33.3 94.5 95.9: 5.5 4.1
Other: 100.0: 15.1 20.4 15.8 65.9 62.0 96.8 98.2: 3.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 158 147 160 145 127 375 374:
Old : 469: 159 146 134 131 112 343 343:
Other: 277: 70 63 57 126 84 230 175:
:----------------------------------------------------------------------------------------------------
: 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 12.9 19.8 21.8 7.1 8.8 11.5 15.7
Old : 13.1 14.6 22.0 25.4 8.6 12.5 13.7 20.9
Other: 17.9 23.0 29.6 35.6 14.5 16.8 21.5 27.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 87,469: 53,870 25,719 3,069 18,181 52,450 75,120 81,238: 12,349 6,231
Old : 87,469: 53,870 25,719 3,069 18,181 52,450 75,120 81,238: 12,349 6,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 2,430: 2,465 1,958 -222 -20 540 2,223 2,275: 208 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 29.4 3.5 20.8 60.0 85.9 92.9: 14.1 7.1
Old : 100.0: 61.6 29.4 3.5 20.8 60.0 85.9 92.9: 14.1 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 : 143: 71 53 20 14 8 99 69:
Old : 143: 71 53 20 14 8 99 69:
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 : 38.5 69.5 53.8 75.2 37.1 69.2 52.3 74.8
Old : 38.5 69.5 53.8 75.2 37.1 69.2 52.3 74.8
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, June 06, 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 : 571,818: 140,555 176,110 13,070 387,381 358,455 541,007 547,636: 30,812 24,183
Old : 571,818: 140,555 176,110 13,070 387,381 358,455 541,007 547,636: 30,812 24,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,780: 20,035 -17,320 -227 -23,059 16,575 -3,252 -972: 1,472 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 30.8 2.3 67.7 62.7 94.6 95.8: 5.4 4.2
Old : 100.0: 24.6 30.8 2.3 67.7 62.7 94.6 95.8: 5.4 4.2
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 : 330: 77 58 26 125 119 213 192:
Old : 330: 77 58 26 125 119 213 192:
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 : 19.1 28.3 30.4 42.0 17.7 28.2 28.7 41.8
Old : 19.1 28.3 30.4 42.0 17.7 28.2 28.7 41.8
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, June 06, 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 : 306,466: 55,172 8,722 2,946 238,710 289,113 296,828 300,781: 9,638 5,685
Old : 306,466: 55,172 8,722 2,946 238,710 289,113 296,828 300,781: 9,638 5,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,195: -764 393 424 -3,461 -4,189 -3,801 -3,372: 606 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.8 1.0 77.9 94.3 96.9 98.1: 3.1 1.9
Old : 100.0: 18.0 2.8 1.0 77.9 94.3 96.9 98.1: 3.1 1.9
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 : 143: 35 9 7 76 54 112 69:
Old : 143: 35 9 7 76 54 112 69:
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 : 31.6 51.1 45.1 71.3 30.7 50.5 42.6 69.6
Old : 31.6 51.1 45.1 71.3 30.7 50.5 42.6 69.6
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, June 06, 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 : 986,884: 292,969 96,690 16,430 654,742 867,882 964,141 981,002: 22,743 5,882
Old : 986,884: 292,969 96,690 16,430 654,742 867,882 964,141 981,002: 22,743 5,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 14,302: 4,597 -4,816 4,175 8,380 17,020 17,152 16,379: -2,850 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.8 1.7 66.3 87.9 97.7 99.4: 2.3 0.6
Old : 100.0: 29.7 9.8 1.7 66.3 87.9 97.7 99.4: 2.3 0.6
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 : 362: 143 38 30 146 91 302 147:
Old : 362: 143 38 30 146 91 302 147:
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 : 19.1 51.8 31.0 69.4 18.0 50.6 29.2 68.2
Old : 19.1 51.8 31.0 69.4 18.0 50.6 29.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017