COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 329,606
COMMITMENTS
139,709 15,988 66,370 103,724 232,564 309,803 314,922 19,803 14,684
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,669)
-1,156 1,844 4,058 3,130 -307 6,032 5,595 -363 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 4.9 20.1 31.5 70.6 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
167 70 102 71 75 286 207
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,101
COMMITMENTS
4,633 548 2,410 5,058 9,933 12,101 12,891 1,999 1,210
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -625)
46 86 -51 -433 -69 -437 -34 -188 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.9 17.1 35.9 70.4 85.8 91.4 14.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 19 19 22 18 59 44
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 336,622
COMMITMENTS
58,917 71,811 80,860 178,886 172,167 318,662 324,838 17,959 11,783
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -979)
-2,422 -8,783 365 3,374 8,066 1,316 -352 -2,295 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 21.3 24.0 53.1 51.1 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
93 83 87 60 49 199 179
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 970,664
COMMITMENTS
203,330 101,311 222,521 468,767 572,343 894,618 896,175 76,046 74,490
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 18,064)
3,856 13,522 -110 11,000 535 14,745 13,947 3,319 4,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 10.4 22.9 48.3 59.0 92.2 92.3 7.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
72 65 86 89 82 210 191
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 227,604
COMMITMENTS
55,916 43,026 52,874 107,321 123,006 216,110 218,905 11,494 8,699
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 9,894)
-3,011 6,766 5,995 6,422 -3,262 9,406 9,500 488 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 18.9 23.2 47.2 54.0 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
145 126 141 145 118 359 332
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,915
COMMITMENTS
52,814 8,648 1,920 12,017 61,860 66,750 72,428 8,165 2,487
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,921)
-18 2,023 339 2,700 -450 3,022 1,912 -1,101 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 11.5 2.6 16.0 82.6 89.1 96.7 10.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
94 28 18 13 12 116 53
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 546,853
COMMITMENTS
130,682 185,321 16,361 375,009 325,038 522,053 526,719 24,801 20,134
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -5,360)
-4,423 9,456 -8,161 9,438 -2,296 -3,146 -1,001 -2,214 -4,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 33.9 3.0 68.6 59.4 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
75 64 22 122 113 205 191
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 279,150
COMMITMENTS
56,993 9,925 2,582 210,542 262,802 270,117 275,309 9,033 3,841
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,137)
538 948 -113 7,583 43,262 8,008 44,097 129 -35,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.6 0.9 75.4 94.1 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 12 7 67 53 97 71
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 909,851
COMMITMENTS
284,582 68,666 11,731 588,066 821,991 884,379 902,388 25,472 7,463
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 16,967)
12,277 -4,464 -549 5,945 25,722 17,673 20,709 -706 -3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 7.5 1.3 64.6 90.3 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
129 39 23 127 84 265 137
Updated March 31, 2017