COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 258,028: 73,138 37,633 50,785 121,361 153,927 245,283 242,345: 12,744 15,683
Old : 247,943: 71,273 37,745 49,101 115,269 145,487 235,644 232,334: 12,299 15,609
Other: 10,085: 2,062 85 1,487 6,091 8,440 9,639 10,011: 446 74
: : :
: : Changes in Commitments from: July 3, 2017 :
: 5,304: -1,945 1,763 1,289 7,277 4,278 6,621 7,331: -1,317 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.6 19.7 47.0 59.7 95.1 93.9: 4.9 6.1
Old : 100.0: 28.7 15.2 19.8 46.5 58.7 95.0 93.7: 5.0 6.3
Other: 100.0: 20.4 0.8 14.7 60.4 83.7 95.6 99.3: 4.4 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 109 83 79 73 66 223 192:
Old : 284: 108 82 78 73 65 221 191:
Other: 52: 11 8 7 15 23 31 34:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 31.6 27.7 41.8 13.8 22.5 20.4 31.2
Old : 17.0 32.6 26.9 41.6 14.4 24.8 21.3 32.2
Other: 58.1 54.8 74.4 76.5 55.3 54.8 63.7 70.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 13,111: 1,224 4,291 2,001 8,075 4,960 11,299 11,252: 1,812 1,860
Old : 11,085: 1,162 4,285 1,612 6,715 3,544 9,489 9,441: 1,596 1,644
Other: 2,026: 77 21 374 1,359 1,416 1,810 1,810: 216 216
: : :
: : Changes in Commitments from: July 3, 2017 :
: 322: 35 161 87 251 35 372 283: -51 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 32.7 15.3 61.6 37.8 86.2 85.8: 13.8 14.2
Old : 100.0: 10.5 38.7 14.5 60.6 32.0 85.6 85.2: 14.4 14.8
Other: 100.0: 3.8 1.0 18.4 67.1 69.9 89.3 89.3: 10.7 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 24 15 26 15 50 47:
Old : 71: 19 22 15 26 14 50 46:
Other: 28: 4 7 10 12 7 23 17:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 34.0 42.0 52.0 22.3 33.8 37.2 50.0
Old : 26.3 36.6 41.7 54.5 26.2 36.4 40.3 53.9
Other: 46.1 67.9 63.4 82.5 45.8 62.8 58.8 65.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 306,350: 55,827 95,947 67,128 158,596 127,995 281,552 291,071: 24,798 15,279
Old : 151,745: 63,151 81,889 12,521 61,314 48,103 136,987 142,513: 14,758 9,232
Other: 154,605: 24,214 45,597 23,068 97,282 79,892 144,565 148,558: 10,040 6,048
: : :
: : Changes in Commitments from: July 3, 2017 :
: 12,267: 2,194 5,898 2,697 3,861 2,850 8,752 11,444: 3,516 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 31.3 21.9 51.8 41.8 91.9 95.0: 8.1 5.0
Old : 100.0: 41.6 54.0 8.3 40.4 31.7 90.3 93.9: 9.7 6.1
Other: 100.0: 15.7 29.5 14.9 62.9 51.7 93.5 96.1: 6.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 91 90 89 60 43 200 186:
Old : 244: 93 86 45 48 29 161 140:
Other: 174: 58 52 43 54 32 134 109:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 18.4 28.6 28.9 11.8 10.6 19.5 18.4
Old : 22.3 19.8 35.3 34.6 20.1 19.8 29.5 33.8
Other: 24.5 29.5 38.6 43.4 18.0 20.3 29.0 29.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 918,156: 163,930 226,007 194,233 489,543 419,877 847,706 840,116: 70,451 78,040
Old : 918,156: 163,930 226,007 194,233 489,543 419,877 847,706 840,116: 70,451 78,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -13,438: -24,002 -11,842 158 10,920 -3,428 -12,924 -15,112: -514 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 24.6 21.2 53.3 45.7 92.3 91.5: 7.7 8.5
Old : 100.0: 17.9 24.6 21.2 53.3 45.7 92.3 91.5: 7.7 8.5
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: 78 65 81 94 77 210 192:
Old : 252: 78 65 81 94 77 210 192:
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 : 11.5 15.4 20.3 25.4 8.3 12.1 13.9 19.7
Old : 11.5 15.4 20.3 25.4 8.3 12.1 13.9 19.7
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 11, 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 : 271,284: 47,419 79,557 80,281 133,222 102,972 260,922 262,810: 10,362 8,474
Old : 144,530: 58,615 74,497 26,306 53,532 37,290 138,453 138,093: 6,076 6,436
Other: 126,754: 19,071 35,327 23,707 79,690 65,682 122,468 124,717: 4,286 2,037
: : :
: : Changes in Commitments from: July 3, 2017 :
: 490: -5,214 -4,223 3,917 3,567 1,478 2,270 1,171: -1,780 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.3 29.6 49.1 38.0 96.2 96.9: 3.8 3.1
Old : 100.0: 40.6 51.5 18.2 37.0 25.8 95.8 95.5: 4.2 4.5
Other: 100.0: 15.0 27.9 18.7 62.9 51.8 96.6 98.4: 3.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 149 154 161 156 127 390 374:
Old : 466: 159 140 92 128 102 324 297:
Other: 339: 88 94 86 139 93 278 224:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 13.7 21.6 23.3 7.5 9.4 12.3 16.8
Old : 14.4 16.5 23.7 29.6 14.3 15.3 22.9 27.8
Other: 20.2 23.3 28.9 33.8 12.6 16.4 18.6 23.7
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 11,628: 758 2,819 3,057 7,810 5,750 11,625 11,626: 3 2
Old : 11,628: 758 2,819 3,057 7,810 5,750 11,625 11,626: 3 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 384: -14 319 94 307 -28 386 384: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 24.2 26.3 67.2 49.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 24.2 26.3 67.2 49.4 100.0 100.0: 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: 5 7 11 8 6 20 17:
Old : 21: 5 7 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 : 82.6 65.4 92.5 88.6 29.0 27.2 29.9 29.5
Old : 82.6 65.4 92.5 88.6 29.0 27.2 29.9 29.5
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 11, 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 : 53,219: 29,604 27,301 2,706 13,290 20,249 45,600 50,255: 7,619 2,963
Old : 53,219: 29,604 27,301 2,706 13,290 20,249 45,600 50,255: 7,619 2,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 2,399: -437 3,048 -287 3,623 -95 2,899 2,665: -500 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 51.3 5.1 25.0 38.0 85.7 94.4: 14.3 5.6
Old : 100.0: 55.6 51.3 5.1 25.0 38.0 85.7 94.4: 14.3 5.6
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 : 139: 71 52 16 10 8 89 70:
Old : 139: 71 52 16 10 8 89 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 : 33.9 55.4 48.5 69.8 31.8 55.0 46.3 69.0
Old : 33.9 55.4 48.5 69.8 31.8 55.0 46.3 69.0
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, July 11, 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 : 571,600: 149,166 186,599 12,612 381,410 351,613 543,188 550,824: 28,412 20,777
Old : 571,600: 149,166 186,599 12,612 381,410 351,613 543,188 550,824: 28,412 20,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,210: -8,766 10,766 1,730 8,298 -12,973 1,262 -476: -2,472 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 32.6 2.2 66.7 61.5 95.0 96.4: 5.0 3.6
Old : 100.0: 26.1 32.6 2.2 66.7 61.5 95.0 96.4: 5.0 3.6
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 : 309: 67 60 26 116 111 193 187:
Old : 309: 67 60 26 116 111 193 187:
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 : 22.4 23.2 34.6 37.3 19.9 23.2 31.2 37.2
Old : 22.4 23.2 34.6 37.3 19.9 23.2 31.2 37.2
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, July 11, 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 : 319,564: 37,615 27,244 14,037 259,542 272,852 311,194 314,133: 8,370 5,431
Old : 319,564: 37,615 27,244 14,037 259,542 272,852 311,194 314,133: 8,370 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 9,645: -2,253 2,252 2,776 7,667 3,644 8,190 8,672: 1,455 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.5 4.4 81.2 85.4 97.4 98.3: 2.6 1.7
Old : 100.0: 11.8 8.5 4.4 81.2 85.4 97.4 98.3: 2.6 1.7
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 : 144: 35 10 10 73 53 110 71:
Old : 144: 35 10 10 73 53 110 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 : 33.1 48.1 47.9 69.5 32.9 47.8 45.8 69.0
Old : 33.1 48.1 47.9 69.5 32.9 47.8 45.8 69.0
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 11, 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 : 1,032,098: 288,486 83,225 30,465 688,703 912,569 1,007,654 1,026,259: 24,444 5,839
Old : 1,032,098: 288,486 83,225 30,465 688,703 912,569 1,007,654 1,026,259: 24,444 5,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 31,186: 8,554 3,602 1,347 20,343 29,036 30,244 33,985: 942 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.1 3.0 66.7 88.4 97.6 99.4: 2.4 0.6
Old : 100.0: 28.0 8.1 3.0 66.7 88.4 97.6 99.4: 2.4 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 : 359: 133 47 25 140 94 284 155:
Old : 359: 133 47 25 140 94 284 155:
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 : 23.3 51.9 34.3 68.1 22.4 51.9 32.0 68.1
Old : 23.3 51.9 34.3 68.1 22.4 51.9 32.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017