COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 347,494: 140,399 13,082 70,404 114,261 252,542 325,064 336,028: 22,430 11,466
Old : 299,516: 131,488 17,227 56,887 90,668 216,552 279,043 290,666: 20,473 8,850
Other: 47,978: 14,423 1,368 8,004 23,593 35,990 46,021 45,362: 1,957 2,616
: : :
: : Changes in Commitments from: January 31, 2017 :
: 8,573: 4,031 -1,858 -981 4,173 11,019 7,223 8,180: 1,350 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.8 20.3 32.9 72.7 93.5 96.7: 6.5 3.3
Old : 100.0: 43.9 5.8 19.0 30.3 72.3 93.2 97.0: 6.8 3.0
Other: 100.0: 30.1 2.9 16.7 49.2 75.0 95.9 94.5: 4.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 170 56 98 71 77 283 196:
Old : 319: 164 61 92 68 76 273 192:
Other: 124: 38 17 25 38 49 86 83:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 36.5 18.8 47.4 9.1 32.3 14.7 39.8
Old : 10.4 41.3 17.4 50.8 7.9 37.3 14.3 44.5
Other: 29.9 29.5 49.1 49.1 27.7 28.5 43.5 44.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 16,443: 3,644 1,421 3,312 7,565 9,867 14,521 14,600: 1,921 1,843
Old : 16,443: 3,644 1,421 3,312 7,565 9,867 14,521 14,600: 1,921 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -195: -221 105 10 57 -276 -154 -161: -40 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 8.6 20.1 46.0 60.0 88.3 88.8: 11.7 11.2
Old : 100.0: 22.2 8.6 20.1 46.0 60.0 88.3 88.8: 11.7 11.2
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 : 73: 28 15 19 25 18 59 46:
Old : 73: 28 15 19 25 18 59 46:
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 : 27.0 39.0 41.0 54.0 23.9 37.9 33.7 49.1
Old : 27.0 39.0 41.0 54.0 23.9 37.9 33.7 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, February 07, 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 : 288,418: 54,101 72,654 62,272 152,465 140,686 268,838 275,612: 19,580 12,806
Old : 249,149: 56,432 71,408 57,753 117,137 108,369 231,321 237,530: 17,828 11,619
Other: 39,269: 787 4,364 1,402 35,328 32,317 37,517 38,082: 1,752 1,187
: : :
: : Changes in Commitments from: January 31, 2017 :
: -46,501: 688 2,938 -27,836 -21,456 -22,854 -48,603 -47,752: 2,102 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.2 21.6 52.9 48.8 93.2 95.6: 6.8 4.4
Old : 100.0: 22.6 28.7 23.2 47.0 43.5 92.8 95.3: 7.2 4.7
Other: 100.0: 2.0 11.1 3.6 90.0 82.3 95.5 97.0: 4.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 77 87 78 59 47 189 168:
Old : 240: 83 84 75 59 45 188 164:
Other: 65: 12 13 9 31 21 48 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 21.6 29.5 34.3 14.5 12.0 21.6 20.3
Old : 13.9 22.3 26.1 33.4 13.2 13.9 22.4 23.2
Other: 56.6 49.8 71.8 72.8 43.1 36.3 53.4 49.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 1,100,823: 231,321 17,619 281,755 488,013 753,403 1,001,088 1,052,776: 99,734 48,046
Old : 1,100,823: 231,321 17,619 281,755 488,013 753,403 1,001,088 1,052,776: 99,734 48,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 28,878: 12,163 -1,799 3,891 5,123 27,878 21,176 29,970: 7,702 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 1.6 25.6 44.3 68.4 90.9 95.6: 9.1 4.4
Old : 100.0: 21.0 1.6 25.6 44.3 68.4 90.9 95.6: 9.1 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 : 242: 103 29 97 97 92 232 192:
Old : 242: 103 29 97 97 92 232 192:
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 : 10.9 21.7 18.6 34.1 7.3 19.9 11.8 27.4
Old : 10.9 21.7 18.6 34.1 7.3 19.9 11.8 27.4
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, February 07, 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 : 215,740: 49,124 20,150 52,164 103,353 135,585 204,642 207,900: 11,098 7,840
Old : 192,676: 47,098 21,493 46,292 89,033 117,527 182,423 185,313: 10,253 7,363
Other: 23,064: 5,831 2,462 2,068 14,320 18,058 22,219 22,587: 845 477
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,075: -2,783 2,790 -2,868 3,792 -1,558 -1,859 -1,637: 785 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.3 24.2 47.9 62.8 94.9 96.4: 5.1 3.6
Old : 100.0: 24.4 11.2 24.0 46.2 61.0 94.7 96.2: 5.3 3.8
Other: 100.0: 25.3 10.7 9.0 62.1 78.3 96.3 97.9: 3.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 137 98 147 140 126 358 307:
Old : 407: 141 101 143 138 123 351 304:
Other: 160: 32 27 26 80 60 128 98:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 17.4 20.1 27.3 9.1 13.1 15.5 21.2
Old : 12.9 17.2 21.7 27.2 10.2 12.4 17.3 20.7
Other: 36.0 32.4 49.5 48.0 32.4 31.3 44.2 45.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 74,468: 54,443 7,767 2,943 7,313 60,649 64,698 71,359: 9,770 3,109
Old : 74,468: 54,443 7,767 2,943 7,313 60,649 64,698 71,359: 9,770 3,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,625: -398 -622 220 336 -1,584 157 -1,986: -1,782 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 10.4 4.0 9.8 81.4 86.9 95.8: 13.1 4.2
Old : 100.0: 73.1 10.4 4.0 9.8 81.4 86.9 95.8: 13.1 4.2
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 : 153: 118 19 16 11 8 133 39:
Old : 153: 118 19 16 11 8 133 39:
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 : 27.5 87.0 41.3 91.1 25.8 86.4 39.4 88.7
Old : 27.5 87.0 41.3 91.1 25.8 86.4 39.4 88.7
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, February 07, 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 : 628,383: 169,078 117,972 15,058 416,015 474,961 600,151 607,990: 28,232 20,393
Old : 628,383: 169,078 117,972 15,058 416,015 474,961 600,151 607,990: 28,232 20,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,488: -6,194 -2,854 889 1,955 -1,577 -3,349 -3,541: -1,139 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.8 2.4 66.2 75.6 95.5 96.8: 4.5 3.2
Old : 100.0: 26.9 18.8 2.4 66.2 75.6 95.5 96.8: 4.5 3.2
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 : 340: 76 68 27 124 116 216 195:
Old : 340: 76 68 27 124 116 216 195:
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 : 23.4 35.0 34.5 46.9 20.9 35.0 31.1 46.7
Old : 23.4 35.0 34.5 46.9 20.9 35.0 31.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. Code-23977C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 INDEX X $50) :
: : :
All : 19,215: 4,661 210 0 13,095 18,961 17,756 19,171: 1,459 44
Old : 19,215: 4,661 210 0 13,095 18,961 17,756 19,171: 1,459 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.1 0.0 68.1 98.7 92.4 99.8: 7.6 0.2
Old : 100.0: 24.3 1.1 0.0 68.1 98.7 92.4 99.8: 7.6 0.2
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 : 20: 5 1 0 6 8 11 9:
Old : 20: 5 1 0 6 8 11 9:
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 : 78.8 79.4 88.0 98.7 78.8 79.4 88.0 98.7
Old : 78.8 79.4 88.0 98.7 78.8 79.4 88.0 98.7
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, February 07, 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 : 262,788: 52,816 13,617 2,145 199,078 242,726 254,039 258,488: 8,749 4,300
Old : 262,788: 52,816 13,617 2,145 199,078 242,726 254,039 258,488: 8,749 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 10,080: 455 -1,897 -374 10,443 12,274 10,524 10,003: -444 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.2 0.8 75.8 92.4 96.7 98.4: 3.3 1.6
Old : 100.0: 20.1 5.2 0.8 75.8 92.4 96.7 98.4: 3.3 1.6
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 : 123: 26 9 4 63 53 89 66:
Old : 123: 26 9 4 63 53 89 66:
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 : 35.8 48.7 48.8 70.3 35.2 48.6 48.2 69.5
Old : 35.8 48.7 48.8 70.3 35.2 48.6 48.2 69.5
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, February 07, 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 : 856,461: 249,093 67,965 12,949 571,493 767,449 833,535 848,363: 22,926 8,098
Old : 856,461: 249,093 67,965 12,949 571,493 767,449 833,535 848,363: 22,926 8,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,148: 200 -5,233 -68 -375 2,439 -243 -2,862: -4,905 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.9 1.5 66.7 89.6 97.3 99.1: 2.7 0.9
Old : 100.0: 29.1 7.9 1.5 66.7 89.6 97.3 99.1: 2.7 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 : 309: 107 38 23 132 84 249 135:
Old : 309: 107 38 23 132 84 249 135:
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 : 23.6 50.3 36.0 68.4 22.3 50.3 33.3 67.9
Old : 23.6 50.3 36.0 68.4 22.3 50.3 33.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017