COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 252,723: 75,083 35,870 49,495 114,084 149,649 238,662 235,014: 14,061 17,709
Old : 243,903: 73,771 36,093 48,047 108,473 142,195 230,290 226,335: 13,613 17,568
Other: 8,821: 1,600 63 1,162 5,611 7,454 8,372 8,679: 448 141
: : :
: : Changes in Commitments from: June 27, 2017 :
: 6,689: -890 4,165 2,473 3,778 -1,857 5,361 4,782: 1,328 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.2 19.6 45.1 59.2 94.4 93.0: 5.6 7.0
Old : 100.0: 30.2 14.8 19.7 44.5 58.3 94.4 92.8: 5.6 7.2
Other: 100.0: 18.1 0.7 13.2 63.6 84.5 94.9 98.4: 5.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 113 85 82 72 64 230 191:
Old : 289: 111 84 81 72 63 228 190:
Other: 45: 9 7 6 12 23 25 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 31.0 27.5 41.7 14.2 22.8 20.8 31.9
Old : 17.5 31.9 26.6 41.7 14.8 25.1 21.6 33.1
Other: 65.6 58.7 77.6 75.4 60.0 56.9 67.2 69.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 12,790: 1,189 4,129 1,914 7,824 4,924 10,927 10,968: 1,862 1,821
Old : 10,913: 1,111 4,127 1,551 6,570 3,600 9,232 9,278: 1,682 1,635
Other: 1,876: 94 18 348 1,254 1,324 1,696 1,690: 181 186
: : :
: : Changes in Commitments from: June 27, 2017 :
: -149: -253 88 62 223 -215 33 -65: -182 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 32.3 15.0 61.2 38.5 85.4 85.8: 14.6 14.2
Old : 100.0: 10.2 37.8 14.2 60.2 33.0 84.6 85.0: 15.4 15.0
Other: 100.0: 5.0 0.9 18.6 66.8 70.6 90.4 90.1: 9.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 22 15 24 14 46 44:
Old : 65: 18 19 15 24 13 46 43:
Other: 29: 5 6 10 12 7 23 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 34.9 42.6 53.1 22.4 34.7 37.5 51.1
Old : 26.9 37.7 42.2 56.0 26.7 37.5 40.6 55.2
Other: 49.1 69.0 67.6 83.6 48.9 64.7 62.5 66.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 294,083: 53,633 90,050 64,431 154,736 125,145 272,800 279,626: 21,283 14,457
Old : 150,400: 58,885 74,363 16,041 61,411 51,023 136,338 141,427: 14,062 8,973
Other: 143,683: 20,266 41,205 22,872 93,324 74,122 136,462 138,199: 7,221 5,484
: : :
: : Changes in Commitments from: June 27, 2017 :
: -29: -581 -143 3,094 -669 -1,823 1,844 1,128: -1,873 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 30.6 21.9 52.6 42.6 92.8 95.1: 7.2 4.9
Old : 100.0: 39.2 49.4 10.7 40.8 33.9 90.7 94.0: 9.3 6.0
Other: 100.0: 14.1 28.7 15.9 65.0 51.6 95.0 96.2: 5.0 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 83 91 84 61 41 194 178:
Old : 240: 99 75 51 49 30 164 140:
Other: 168: 43 60 38 55 31 125 106:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 19.6 29.2 30.0 12.3 12.0 20.5 20.1
Old : 22.9 19.7 35.8 36.1 21.0 19.1 30.6 33.4
Other: 24.6 29.0 39.0 43.0 18.6 18.5 29.8 27.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 931,594: 187,932 237,849 194,074 478,623 423,304 860,629 855,228: 70,965 76,367
Old : 931,594: 187,932 237,849 194,074 478,623 423,304 860,629 855,228: 70,965 76,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -39,706: -2,729 -5,718 -2,528 -34,213 -29,071 -39,469 -37,316: -237 -2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.5 20.8 51.4 45.4 92.4 91.8: 7.6 8.2
Old : 100.0: 20.2 25.5 20.8 51.4 45.4 92.4 91.8: 7.6 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 : 260: 88 67 83 90 78 212 199:
Old : 260: 88 67 83 90 78 212 199:
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 : 11.1 15.3 20.0 24.7 8.2 11.5 13.8 19.3
Old : 11.1 15.3 20.0 24.7 8.2 11.5 13.8 19.3
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, July 03, 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 : 270,794: 52,633 83,781 76,363 129,655 101,494 258,652 261,638: 12,142 9,155
Old : 150,752: 58,669 77,710 27,573 56,635 38,782 142,877 144,064: 7,875 6,688
Other: 120,041: 20,136 32,243 22,618 73,020 62,713 115,774 117,574: 4,267 2,468
: : :
: : Changes in Commitments from: June 27, 2017 :
: 3,487: 2,647 -133 -534 1,697 3,631 3,810 2,964: -323 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.9 28.2 47.9 37.5 95.5 96.6: 4.5 3.4
Old : 100.0: 38.9 51.5 18.3 37.6 25.7 94.8 95.6: 5.2 4.4
Other: 100.0: 16.8 26.9 18.8 60.8 52.2 96.4 97.9: 3.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 157 138 147 156 127 381 354:
Old : 456: 155 134 87 127 101 319 285:
Other: 326: 86 82 78 138 88 265 211:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.4 21.2 23.5 7.3 10.0 12.2 17.5
Old : 14.3 17.0 23.4 30.0 14.1 16.1 22.5 27.6
Other: 19.9 23.0 28.8 34.0 12.4 15.3 18.2 23.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 11,244: 772 2,500 2,963 7,504 5,778 11,239 11,242: 5 2
Old : 11,244: 772 2,500 2,963 7,504 5,778 11,239 11,242: 5 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -107: 58 -39 -82 -82 14 -107 -107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.2 26.4 66.7 51.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 22.2 26.4 66.7 51.4 100.0 100.0: 0.0 0.0
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 : 21: 4 8 11 8 6 20 17:
Old : 21: 4 8 11 8 6 20 17:
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 : 80.3 66.1 91.0 89.6 24.3 25.3 26.7 26.8
Old : 80.3 66.1 91.0 89.6 24.3 25.3 26.7 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 50,819: 30,041 24,253 2,993 9,667 20,344 42,701 47,590: 8,119 3,229
Old : 50,819: 30,041 24,253 2,993 9,667 20,344 42,701 47,590: 8,119 3,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 2,574: 2,125 1,742 -190 453 626 2,388 2,177: 186 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 47.7 5.9 19.0 40.0 84.0 93.6: 16.0 6.4
Old : 100.0: 59.1 47.7 5.9 19.0 40.0 84.0 93.6: 16.0 6.4
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 : 136: 70 50 16 9 9 89 67:
Old : 136: 70 50 16 9 9 89 67:
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 : 35.2 57.4 51.3 68.9 33.3 57.1 49.2 67.3
Old : 35.2 57.4 51.3 68.9 33.3 57.1 49.2 67.3
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, July 03, 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 : 572,810: 157,932 175,832 10,882 373,113 364,586 541,926 551,300: 30,884 21,510
Old : 572,810: 157,932 175,832 10,882 373,113 364,586 541,926 551,300: 30,884 21,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -7,372: 1,464 2,791 -2,406 -8,146 -8,439 -9,088 -8,054: 1,715 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 30.7 1.9 65.1 63.6 94.6 96.2: 5.4 3.8
Old : 100.0: 27.6 30.7 1.9 65.1 63.6 94.6 96.2: 5.4 3.8
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 : 313: 73 57 25 115 110 198 182:
Old : 313: 73 57 25 115 110 198 182:
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 22.9 32.4 37.5 17.9 22.9 28.9 37.4
Old : 20.3 22.9 32.4 37.5 17.9 22.9 28.9 37.4
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, July 03, 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 : 309,919: 39,868 24,992 11,261 251,875 269,208 303,004 305,461: 6,915 4,458
Old : 309,919: 39,868 24,992 11,261 251,875 269,208 303,004 305,461: 6,915 4,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -382: -1,582 77 213 2,744 248 1,375 538: -1,757 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.1 3.6 81.3 86.9 97.8 98.6: 2.2 1.4
Old : 100.0: 12.9 8.1 3.6 81.3 86.9 97.8 98.6: 2.2 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 : 145: 36 10 7 74 52 111 68:
Old : 145: 36 10 7 74 52 111 68:
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 : 33.2 49.2 48.0 71.2 33.0 48.8 45.9 70.5
Old : 33.2 49.2 48.0 71.2 33.0 48.8 45.9 70.5
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, July 03, 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 : 1,000,913: 279,932 79,623 29,118 668,360 883,533 977,410 992,274: 23,502 8,638
Old : 1,000,913: 279,932 79,623 29,118 668,360 883,533 977,410 992,274: 23,502 8,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 10,999: 6,479 4,963 717 4,692 7,537 11,888 13,217: -890 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.0 2.9 66.8 88.3 97.7 99.1: 2.3 0.9
Old : 100.0: 28.0 8.0 2.9 66.8 88.3 97.7 99.1: 2.3 0.9
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 : 351: 128 45 23 136 95 274 153:
Old : 351: 128 45 23 136 95 274 153:
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 : 22.9 53.4 33.9 69.7 22.0 53.4 32.3 69.7
Old : 22.9 53.4 33.9 69.7 22.0 53.4 32.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017