COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 296,841: 102,258 17,529 61,353 117,956 202,842 281,567 281,724: 15,274 15,117
Old : 73,195: 27,098 5,230 18,639 23,141 45,919 68,878 69,788: 4,318 3,407
Other: 223,646: 80,878 18,017 36,996 94,815 156,923 212,689 211,936: 10,957 11,710
: : :
: : Changes in Commitments from: June 6, 2017 :
: 2,381: -7,241 4,407 5,854 5,449 -9,824 4,063 438: -1,682 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 5.9 20.7 39.7 68.3 94.9 94.9: 5.1 5.1
Old : 100.0: 37.0 7.1 25.5 31.6 62.7 94.1 95.3: 5.9 4.7
Other: 100.0: 36.2 8.1 16.5 42.4 70.2 95.1 94.8: 4.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 140 75 93 76 76 261 206:
Old : 192: 75 39 47 60 57 153 126:
Other: 285: 123 76 67 63 66 222 175:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 35.0 25.8 46.1 12.6 28.4 17.9 36.8
Old : 20.5 45.1 31.7 55.6 12.8 34.5 19.7 39.7
Other: 18.7 33.9 28.9 46.7 16.9 28.8 24.5 39.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 15,085: 1,446 4,021 2,583 8,930 6,706 12,959 13,310: 2,126 1,775
Old : 13,753: 1,385 4,030 2,361 8,055 5,703 11,800 12,094: 1,953 1,659
Other: 1,331: 81 10 203 875 1,003 1,159 1,215: 173 116
: : :
: : Changes in Commitments from: June 6, 2017 :
: 274: -133 77 -19 547 385 395 443: -121 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.7 17.1 59.2 44.5 85.9 88.2: 14.1 11.8
Old : 100.0: 10.1 29.3 17.2 58.6 41.5 85.8 87.9: 14.2 12.1
Other: 100.0: 6.0 0.7 15.2 65.7 75.3 87.0 91.3: 13.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 22 17 30 22 56 56:
Old : 76: 20 23 17 30 22 56 56:
Other: 25: 6 4 8 10 7 19 16:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 32.9 35.8 49.3 17.8 32.6 30.5 46.1
Old : 20.6 35.6 36.0 51.7 20.0 35.4 32.7 49.9
Other: 53.7 74.1 70.7 86.1 52.8 69.8 65.5 72.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 276,511: 56,001 76,351 54,395 144,631 132,037 255,027 262,783: 21,485 13,729
Old : 153,850: 61,346 70,689 16,190 60,988 57,835 138,524 144,714: 15,326 9,137
Other: 122,661: 17,757 28,765 15,103 83,643 74,202 116,503 118,069: 6,158 4,592
: : :
: : Changes in Commitments from: June 6, 2017 :
: -18,808: -1,623 -1,604 -3,974 -15,297 -11,958 -20,895 -17,537: 2,087 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 27.6 19.7 52.3 47.8 92.2 95.0: 7.8 5.0
Old : 100.0: 39.9 45.9 10.5 39.6 37.6 90.0 94.1: 10.0 5.9
Other: 100.0: 14.5 23.5 12.3 68.2 60.5 95.0 96.3: 5.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 83 84 77 60 42 190 166:
Old : 233: 86 80 55 49 37 161 147:
Other: 146: 45 41 30 51 30 108 90:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 22.6 29.4 32.5 12.9 14.5 21.8 22.8
Old : 20.2 23.7 32.1 37.1 19.1 21.3 29.3 33.1
Other: 27.4 31.5 43.3 48.0 19.6 20.8 29.9 31.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,041,794: 197,083 204,204 237,843 533,228 517,428 968,154 959,476: 73,640 82,319
Old : 1,041,794: 197,083 204,204 237,843 533,228 517,428 968,154 959,476: 73,640 82,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 17,822: -3,961 11,722 949 19,807 5,434 16,796 18,106: 1,026 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.6 22.8 51.2 49.7 92.9 92.1: 7.1 7.9
Old : 100.0: 18.9 19.6 22.8 51.2 49.7 92.9 92.1: 7.1 7.9
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 : 258: 86 64 92 93 83 220 205:
Old : 258: 86 64 92 93 83 220 205:
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 : 12.8 16.7 21.5 25.6 7.2 11.6 12.3 18.2
Old : 12.8 16.7 21.5 25.6 7.2 11.6 12.3 18.2
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 13, 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 : 257,027: 50,573 72,722 64,606 128,229 110,362 243,408 247,690: 13,619 9,337
Old : 164,825: 49,342 69,137 33,012 72,096 55,217 154,450 157,367: 10,376 7,458
Other: 92,201: 16,681 19,034 16,144 56,133 55,144 88,958 90,323: 3,243 1,878
: : :
: : Changes in Commitments from: June 6, 2017 :
: -18,510: 1,918 5,463 -18,287 -2,514 -5,606 -18,884 -18,431: 374 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.3 25.1 49.9 42.9 94.7 96.4: 5.3 3.6
Old : 100.0: 29.9 41.9 20.0 43.7 33.5 93.7 95.5: 6.3 4.5
Other: 100.0: 18.1 20.6 17.5 60.9 59.8 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 150 134 146 147 127 365 352:
Old : 445: 148 132 103 132 115 322 312:
Other: 295: 79 69 60 127 87 239 187:
:----------------------------------------------------------------------------------------------------
: 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 14.2 20.4 23.8 7.7 9.8 12.5 17.1
Old : 14.0 16.1 22.9 27.1 11.0 15.1 18.0 24.6
Other: 17.8 23.8 27.5 35.8 12.7 17.4 18.4 26.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 85,059: 51,880 23,902 2,627 18,343 52,278 72,850 78,807: 12,209 6,252
Old : 85,059: 51,880 23,902 2,627 18,343 52,278 72,850 78,807: 12,209 6,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -2,410: -1,990 -1,816 -442 162 -173 -2,270 -2,431: -140 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 28.1 3.1 21.6 61.5 85.6 92.6: 14.4 7.4
Old : 100.0: 61.0 28.1 3.1 21.6 61.5 85.6 92.6: 14.4 7.4
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 : 137: 66 52 19 12 9 91 69:
Old : 137: 66 52 19 12 9 91 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 : 44.5 71.4 59.2 78.6 42.7 71.2 57.4 77.8
Old : 44.5 71.4 59.2 78.6 42.7 71.2 57.4 77.8
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 13, 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 : 658,653: 165,673 157,973 14,702 446,621 453,546 626,997 626,221: 31,657 32,432
Old : 658,653: 165,673 157,973 14,702 446,621 453,546 626,997 626,221: 31,657 32,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 86,835: 25,118 -18,137 1,632 59,240 95,091 85,990 78,586: 845 8,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.0 2.2 67.8 68.9 95.2 95.1: 4.8 4.9
Old : 100.0: 25.2 24.0 2.2 67.8 68.9 95.2 95.1: 4.8 4.9
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 : 333: 76 62 32 129 127 222 205:
Old : 333: 76 62 32 129 127 222 205:
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 : 17.4 27.7 28.5 41.4 15.1 24.5 24.3 36.4
Old : 17.4 27.7 28.5 41.4 15.1 24.5 24.3 36.4
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 13, 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 : 329,863: 52,551 9,482 15,771 250,426 297,565 318,748 322,818: 11,115 7,045
Old : 329,863: 52,551 9,482 15,771 250,426 297,565 318,748 322,818: 11,115 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 23,397: -2,621 760 12,825 11,716 8,452 21,920 22,037: 1,477 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.9 4.8 75.9 90.2 96.6 97.9: 3.4 2.1
Old : 100.0: 15.9 2.9 4.8 75.9 90.2 96.6 97.9: 3.4 2.1
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 : 135: 31 8 9 78 57 111 72:
Old : 135: 31 8 9 78 57 111 72:
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 : 29.6 49.0 43.3 69.5 28.8 46.8 39.9 63.8
Old : 29.6 49.0 43.3 69.5 28.8 46.8 39.9 63.8
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, June 13, 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 : 1,140,938: 305,011 102,008 23,363 766,140 994,097 1,094,514 1,119,468: 46,424 21,470
Old : 1,140,938: 305,011 102,008 23,363 766,140 994,097 1,094,514 1,119,468: 46,424 21,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 154,054: 12,042 5,318 6,933 111,398 126,215 130,373 138,466: 23,681 15,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 8.9 2.0 67.2 87.1 95.9 98.1: 4.1 1.9
Old : 100.0: 26.7 8.9 2.0 67.2 87.1 95.9 98.1: 4.1 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 : 355: 130 43 32 143 102 289 164:
Old : 355: 130 43 32 143 102 289 164:
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 : 20.3 53.0 32.0 68.1 15.8 43.5 25.3 58.6
Old : 20.3 53.0 32.0 68.1 15.8 43.5 25.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017