COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 338,920: 136,368 14,941 71,384 110,088 241,523 317,840 327,848: 21,080 11,072
Old : 301,128: 131,813 17,936 59,855 90,030 214,159 281,699 291,951: 19,430 9,178
Other: 37,792: 8,862 1,312 7,222 20,058 27,364 36,142 35,897: 1,650 1,895
: : :
: : Changes in Commitments from: January 24, 2017 :
: 21,063: 4,267 -787 9,234 7,193 11,319 20,694 19,766: 369 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.4 21.1 32.5 71.3 93.8 96.7: 6.2 3.3
Old : 100.0: 43.8 6.0 19.9 29.9 71.1 93.5 97.0: 6.5 3.0
Other: 100.0: 23.4 3.5 19.1 53.1 72.4 95.6 95.0: 4.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 171 57 94 69 74 280 191:
Old : 318: 166 62 89 65 73 270 187:
Other: 113: 37 15 23 37 43 80 75:
:----------------------------------------------------------------------------------------------------
: 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 36.9 19.5 47.8 8.4 31.4 14.0 38.9
Old : 11.2 41.0 17.9 50.2 8.1 36.9 14.4 44.0
Other: 30.2 34.7 50.9 57.1 26.6 33.5 40.5 44.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 16,638: 3,865 1,316 3,302 7,509 10,143 14,676 14,761: 1,962 1,877
Old : 16,638: 3,865 1,316 3,302 7,509 10,143 14,676 14,761: 1,962 1,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -78: 335 197 -6 -317 -303 11 -113: -89 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.9 19.8 45.1 61.0 88.2 88.7: 11.8 11.3
Old : 100.0: 23.2 7.9 19.8 45.1 61.0 88.2 88.7: 11.8 11.3
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 : 73: 28 13 19 25 20 58 48:
Old : 73: 28 13 19 25 20 58 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 : 25.5 40.9 39.1 55.4 22.3 39.3 32.6 50.5
Old : 25.5 40.9 39.1 55.4 22.3 39.3 32.6 50.5
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 31, 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 : 334,919: 53,413 69,716 90,108 173,920 163,539 317,441 323,364: 17,477 11,555
Old : 300,309: 55,657 68,748 85,949 142,834 134,985 284,440 289,683: 15,869 10,626
Other: 34,610: 595 3,806 1,321 31,086 28,554 33,001 33,681: 1,608 929
: : :
: : Changes in Commitments from: January 24, 2017 :
: -738: -142 3,605 1,104 -2,143 -5,676 -1,181 -966: 443 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.8 26.9 51.9 48.8 94.8 96.5: 5.2 3.5
Old : 100.0: 18.5 22.9 28.6 47.6 44.9 94.7 96.5: 5.3 3.5
Other: 100.0: 1.7 11.0 3.8 89.8 82.5 95.4 97.3: 4.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 85 84 85 59 47 192 177:
Old : 245: 90 82 83 59 45 192 173:
Other: 58: 7 13 6 31 23 42 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 : 21.1 24.4 30.8 35.4 12.8 9.9 18.8 16.9
Old : 17.9 25.3 28.3 35.4 11.5 11.6 19.1 19.2
Other: 60.1 50.9 73.6 73.6 49.3 38.4 59.2 52.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,071,945: 219,158 19,418 277,864 482,890 725,524 979,912 1,022,807: 92,033 49,138
Old : 1,071,945: 219,158 19,418 277,864 482,890 725,524 979,912 1,022,807: 92,033 49,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,461: -1,380 511 1,570 -8,461 -7,781 -8,271 -5,700: 4,809 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 1.8 25.9 45.0 67.7 91.4 95.4: 8.6 4.6
Old : 100.0: 20.4 1.8 25.9 45.0 67.7 91.4 95.4: 8.6 4.6
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 : 238: 85 44 92 95 95 223 193:
Old : 238: 85 44 92 95 95 223 193:
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 : 10.7 21.1 18.5 33.7 7.2 19.4 11.9 26.5
Old : 10.7 21.1 18.5 33.7 7.2 19.4 11.9 26.5
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 31, 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 : 216,814: 51,907 17,361 55,032 99,561 137,143 206,501 209,537: 10,313 7,278
Old : 195,614: 50,444 18,710 50,076 85,468 120,024 185,989 188,810: 9,626 6,805
Other: 21,200: 4,732 1,920 1,687 14,093 17,120 20,512 20,727: 687 473
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,033: -11 165 2,600 1,657 1,444 4,246 4,208: -213 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 8.0 25.4 45.9 63.3 95.2 96.6: 4.8 3.4
Old : 100.0: 25.8 9.6 25.6 43.7 61.4 95.1 96.5: 4.9 3.5
Other: 100.0: 22.3 9.1 8.0 66.5 80.8 96.8 97.8: 3.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 140 103 151 136 128 360 313:
Old : 410: 142 107 146 133 126 353 309:
Other: 149: 28 26 26 75 57 120 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 : 12.1 17.9 20.6 27.9 9.0 13.3 15.5 21.4
Old : 12.7 17.6 22.1 27.7 10.0 12.4 17.1 20.5
Other: 39.0 32.4 56.0 48.4 37.0 31.6 51.3 46.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 76,093: 54,841 8,389 2,723 6,977 62,233 64,541 73,345: 11,552 2,747
Old : 76,093: 54,841 8,389 2,723 6,977 62,233 64,541 73,345: 11,552 2,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 828: -307 1,567 643 -92 -1,326 244 884: 584 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 11.0 3.6 9.2 81.8 84.8 96.4: 15.2 3.6
Old : 100.0: 72.1 11.0 3.6 9.2 81.8 84.8 96.4: 15.2 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 : 151: 109 24 20 12 8 130 44:
Old : 151: 109 24 20 12 8 130 44:
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 : 27.9 85.5 42.1 90.0 26.5 85.3 40.6 88.3
Old : 27.9 85.5 42.1 90.0 26.5 85.3 40.6 88.3
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, January 31, 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 : 632,871: 175,272 120,826 14,168 414,060 476,537 603,500 611,532: 29,371 21,339
Old : 632,871: 175,272 120,826 14,168 414,060 476,537 603,500 611,532: 29,371 21,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -16,384: -14,949 6,849 3,860 -6,256 -27,259 -17,344 -16,550: 960 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.1 2.2 65.4 75.3 95.4 96.6: 4.6 3.4
Old : 100.0: 27.7 19.1 2.2 65.4 75.3 95.4 96.6: 4.6 3.4
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 : 338: 70 72 24 126 117 210 199:
Old : 338: 70 72 24 126 117 210 199:
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 : 22.1 35.8 33.8 47.6 20.5 35.8 31.2 47.4
Old : 22.1 35.8 33.8 47.6 20.5 35.8 31.2 47.4
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, January 31, 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 : 252,708: 52,361 15,514 2,519 188,635 230,452 243,515 248,485: 9,193 4,223
Old : 252,708: 52,361 15,514 2,519 188,635 230,452 243,515 248,485: 9,193 4,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 6,726: 1,204 -297 642 4,474 6,535 6,320 6,880: 406 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.1 1.0 74.6 91.2 96.4 98.3: 3.6 1.7
Old : 100.0: 20.7 6.1 1.0 74.6 91.2 96.4 98.3: 3.6 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 : 122: 26 10 5 58 54 84 69:
Old : 122: 26 10 5 58 54 84 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 : 36.0 47.8 48.5 68.9 35.4 47.6 47.9 68.2
Old : 36.0 47.8 48.5 68.9 35.4 47.6 47.9 68.2
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 31, 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 : 861,609: 248,893 73,198 13,017 571,868 765,010 833,778 851,225: 27,831 10,384
Old : 861,609: 248,893 73,198 13,017 571,868 765,010 833,778 851,225: 27,831 10,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 10,632: 13,049 2,971 -845 -7,638 7,039 4,566 9,165: 6,066 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 8.5 1.5 66.4 88.8 96.8 98.8: 3.2 1.2
Old : 100.0: 28.9 8.5 1.5 66.4 88.8 96.8 98.8: 3.2 1.2
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 : 312: 103 43 21 134 87 246 142:
Old : 312: 103 43 21 134 87 246 142:
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 : 23.7 49.4 36.5 66.8 22.5 49.4 33.5 66.7
Old : 23.7 49.4 36.5 66.8 22.5 49.4 33.5 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017