COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 317,858: 132,101 15,728 62,151 102,895 230,203 297,147 308,082: 20,711 9,776
Old : 285,324: 128,622 18,288 52,744 84,702 206,150 266,068 277,182: 19,256 8,142
Other: 32,534: 7,269 1,230 5,617 18,193 24,053 31,079 30,900: 1,455 1,634
: : :
: : Changes in Commitments from: January 17, 2017 :
: 6,909: -2,831 -394 7,910 953 -231 6,032 7,285: 877 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 4.9 19.6 32.4 72.4 93.5 96.9: 6.5 3.1
Old : 100.0: 45.1 6.4 18.5 29.7 72.3 93.3 97.1: 6.7 2.9
Other: 100.0: 22.3 3.8 17.3 55.9 73.9 95.5 95.0: 4.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 173 54 94 67 72 280 186:
Old : 318: 166 61 90 64 71 272 183:
Other: 110: 37 14 22 33 43 75 74:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 37.5 19.2 47.9 8.8 32.7 14.7 40.4
Old : 10.9 41.4 17.9 50.1 8.5 37.9 15.1 45.2
Other: 30.9 38.0 51.8 57.5 26.8 38.0 40.6 47.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 16,715: 3,531 1,120 3,308 7,826 10,446 14,664 14,873: 2,051 1,842
Old : 16,715: 3,531 1,120 3,308 7,826 10,446 14,664 14,873: 2,051 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -249: -1,786 -261 485 1,140 -516 -161 -293: -88 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.7 19.8 46.8 62.5 87.7 89.0: 12.3 11.0
Old : 100.0: 21.1 6.7 19.8 46.8 62.5 87.7 89.0: 12.3 11.0
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 : 75: 24 15 18 27 21 59 48:
Old : 75: 24 15 18 27 21 59 48:
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 : 23.9 41.4 38.4 56.4 22.0 39.9 32.2 49.1
Old : 23.9 41.4 38.4 56.4 22.0 39.9 32.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 335,656: 53,555 66,111 89,004 176,063 169,215 318,622 324,330: 17,034 11,327
Old : 302,968: 56,789 65,129 84,485 146,198 142,855 287,472 292,468: 15,496 10,500
Other: 32,689: 481 4,697 804 29,865 26,360 31,150 31,862: 1,539 827
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,354: -713 4,345 -423 -3,587 -8,076 -4,723 -4,154: 369 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.7 26.5 52.5 50.4 94.9 96.6: 5.1 3.4
Old : 100.0: 18.7 21.5 27.9 48.3 47.2 94.9 96.5: 5.1 3.5
Other: 100.0: 1.5 14.4 2.5 91.4 80.6 95.3 97.5: 4.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 85 87 90 58 46 198 177:
Old : 248: 93 82 88 56 44 195 174:
Other: 57: 6 14 8 28 22 40 38:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 25.6 32.8 37.3 13.0 13.2 19.2 19.8
Old : 19.0 27.0 29.6 37.7 11.8 14.2 19.4 21.8
Other: 65.2 50.8 76.5 73.8 56.1 40.3 64.8 56.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,075,406: 220,538 18,907 276,294 491,351 733,305 988,183 1,028,507: 87,223 46,899
Old : 1,075,406: 220,538 18,907 276,294 491,351 733,305 988,183 1,028,507: 87,223 46,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 10,855: 559 -1,028 4,051 14,041 11,321 18,650 14,345: -7,796 -3,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 25.7 45.7 68.2 91.9 95.6: 8.1 4.4
Old : 100.0: 20.5 1.8 25.7 45.7 68.2 91.9 95.6: 8.1 4.4
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 : 243: 92 40 98 95 93 229 196:
Old : 243: 92 40 98 95 93 229 196:
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 20.8 19.4 34.0 7.5 19.0 12.1 26.2
Old : 11.1 20.8 19.4 34.0 7.5 19.0 12.1 26.2
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, January 24, 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 : 212,781: 51,918 17,196 52,433 97,904 135,699 202,255 205,328: 10,526 7,453
Old : 193,160: 50,701 18,448 47,704 84,848 120,066 183,253 186,218: 9,907 6,942
Other: 19,621: 4,398 1,929 1,548 13,057 15,633 19,002 19,111: 619 511
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,855: 432 -5,855 2,130 -854 6,349 1,708 2,624: 147 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.1 24.6 46.0 63.8 95.1 96.5: 4.9 3.5
Old : 100.0: 26.2 9.6 24.7 43.9 62.2 94.9 96.4: 5.1 3.6
Other: 100.0: 22.4 9.8 7.9 66.5 79.7 96.8 97.4: 3.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 147 85 146 134 127 356 300:
Old : 400: 151 88 141 132 124 350 295:
Other: 151: 30 26 25 76 56 121 93:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 18.4 19.3 28.4 9.1 13.4 15.5 21.6
Old : 12.5 18.3 21.1 27.9 10.1 12.7 17.1 21.0
Other: 43.5 34.6 56.5 49.4 41.3 33.6 54.3 47.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 75,265: 55,148 6,822 2,080 7,069 63,560 64,297 72,462: 10,967 2,803
Old : 75,265: 55,148 6,822 2,080 7,069 63,560 64,297 72,462: 10,967 2,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -2,814: -2,466 -1,750 -95 37 -628 -2,524 -2,472: -291 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 9.1 2.8 9.4 84.4 85.4 96.3: 14.6 3.7
Old : 100.0: 73.3 9.1 2.8 9.4 84.4 85.4 96.3: 14.6 3.7
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 : 151: 116 19 13 12 7 133 35:
Old : 151: 116 19 13 12 7 133 35:
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 : 28.7 87.0 44.4 91.1 28.0 87.0 42.8 89.9
Old : 28.7 87.0 44.4 91.1 28.0 87.0 42.8 89.9
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, January 24, 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 : 649,255: 190,221 113,977 10,308 420,315 503,796 620,844 628,081: 28,410 21,173
Old : 649,255: 190,221 113,977 10,308 420,315 503,796 620,844 628,081: 28,410 21,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -5,722: 6,707 -1,087 -2,972 -12,197 1,323 -8,463 -2,736: 2,741 -2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 17.6 1.6 64.7 77.6 95.6 96.7: 4.4 3.3
Old : 100.0: 29.3 17.6 1.6 64.7 77.6 95.6 96.7: 4.4 3.3
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 : 345: 82 66 25 125 119 218 199:
Old : 345: 82 66 25 125 119 218 199:
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 : 21.7 36.7 33.8 48.1 20.9 36.7 31.2 48.0
Old : 21.7 36.7 33.8 48.1 20.9 36.7 31.2 48.0
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, January 24, 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 : 245,982: 51,157 15,811 1,877 184,161 223,917 237,195 241,605: 8,787 4,377
Old : 245,982: 51,157 15,811 1,877 184,161 223,917 237,195 241,605: 8,787 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 8,302: 1,085 1,538 103 6,962 6,991 8,150 8,632: 152 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.4 0.8 74.9 91.0 96.4 98.2: 3.6 1.8
Old : 100.0: 20.8 6.4 0.8 74.9 91.0 96.4 98.2: 3.6 1.8
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 : 124: 25 12 5 58 54 85 69:
Old : 124: 25 12 5 58 54 85 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 : 38.2 44.9 51.4 66.2 37.4 44.8 50.5 65.9
Old : 38.2 44.9 51.4 66.2 37.4 44.8 50.5 65.9
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, January 24, 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 : 850,977: 235,844 70,227 13,862 579,506 757,971 829,212 842,060: 21,765 8,917
Old : 850,977: 235,844 70,227 13,862 579,506 757,971 829,212 842,060: 21,765 8,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,457: 5,360 984 1,366 -12,081 -7,414 -5,355 -5,064: 898 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 8.3 1.6 68.1 89.1 97.4 99.0: 2.6 1.0
Old : 100.0: 27.7 8.3 1.6 68.1 89.1 97.4 99.0: 2.6 1.0
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 : 302: 100 40 22 134 86 242 140:
Old : 302: 100 40 22 134 86 242 140:
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 : 24.4 48.6 37.6 67.0 23.2 48.6 33.9 66.6
Old : 24.4 48.6 37.6 67.0 23.2 48.6 33.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017