COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 323,573: 145,014 13,835 54,196 103,631 244,389 302,840 312,420: 20,733 11,153
Old : 268,056: 135,038 17,991 39,117 75,088 202,495 249,243 259,604: 18,813 8,453
Other: 55,517: 16,688 2,556 8,366 28,543 41,894 53,597 52,816: 1,920 2,700
: : :
: : Changes in Commitments from: February 7, 2017 :
: -23,921: 4,614 753 -16,208 -10,630 -8,153 -22,224 -23,608: -1,697 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 4.3 16.7 32.0 75.5 93.6 96.6: 6.4 3.4
Old : 100.0: 50.4 6.7 14.6 28.0 75.5 93.0 96.8: 7.0 3.2
Other: 100.0: 30.1 4.6 15.1 51.4 75.5 96.5 95.1: 3.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 177 52 94 71 74 284 192:
Old : 318: 173 52 87 69 73 275 183:
Other: 141: 45 24 27 38 52 94 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 : 10.9 37.6 17.1 48.7 9.8 34.7 15.7 43.0
Old : 8.8 43.8 15.9 53.4 8.3 41.3 15.2 49.4
Other: 27.4 28.0 45.8 47.9 25.6 27.6 42.3 43.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 16,385: 3,311 1,400 3,369 7,637 9,919 14,318 14,688: 2,067 1,697
Old : 16,385: 3,311 1,400 3,369 7,637 9,919 14,318 14,688: 2,067 1,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -58: -333 -21 57 72 52 -204 88: 146 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.5 20.6 46.6 60.5 87.4 89.6: 12.6 10.4
Old : 100.0: 20.2 8.5 20.6 46.6 60.5 87.4 89.6: 12.6 10.4
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 : 74: 29 12 18 27 19 59 46:
Old : 74: 29 12 18 27 19 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 : 27.1 36.9 41.4 51.4 24.3 35.9 33.6 47.8
Old : 27.1 36.9 41.4 51.4 24.3 35.9 33.6 47.8
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 14, 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 : 297,821: 58,444 78,852 63,781 156,259 143,276 278,484 285,908: 19,337 11,913
Old : 251,493: 62,462 77,683 56,197 115,782 106,992 234,441 240,872: 17,052 10,621
Other: 46,328: 790 5,978 2,775 40,478 36,283 44,043 45,036: 2,286 1,293
: : :
: : Changes in Commitments from: February 7, 2017 :
: 9,403: 4,342 6,198 1,509 3,795 2,590 9,646 10,296: -242 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.5 21.4 52.5 48.1 93.5 96.0: 6.5 4.0
Old : 100.0: 24.8 30.9 22.3 46.0 42.5 93.2 95.8: 6.8 4.2
Other: 100.0: 1.7 12.9 6.0 87.4 78.3 95.1 97.2: 4.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 93 87 71 56 42 191 168:
Old : 257: 99 85 68 56 40 190 164:
Other: 69: 12 19 13 29 21 50 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 20.7 29.7 31.6 15.1 12.0 22.0 19.7
Old : 14.7 20.2 26.2 30.3 13.7 14.2 22.5 23.6
Other: 53.5 45.0 67.4 67.2 41.2 34.2 52.3 45.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 1,098,071: 222,814 25,488 271,405 510,247 747,398 1,004,466 1,044,290: 93,605 53,780
Old : 1,098,071: 222,814 25,488 271,405 510,247 747,398 1,004,466 1,044,290: 93,605 53,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -2,752: -8,507 7,869 -10,350 22,234 -6,005 3,377 -8,486: -6,129 5,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.3 24.7 46.5 68.1 91.5 95.1: 8.5 4.9
Old : 100.0: 20.3 2.3 24.7 46.5 68.1 91.5 95.1: 8.5 4.9
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 : 232: 89 35 91 93 89 219 185:
Old : 232: 89 35 91 93 89 219 185:
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 : 12.5 21.1 20.4 34.2 7.4 19.8 12.0 26.2
Old : 12.5 21.1 20.4 34.2 7.4 19.8 12.0 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, February 14, 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 : 197,783: 52,733 25,708 43,207 91,367 121,022 187,308 189,937: 10,475 7,846
Old : 174,069: 50,214 26,872 37,468 76,818 102,531 164,501 166,871: 9,568 7,198
Other: 23,714: 5,908 2,225 2,350 14,549 18,490 22,807 23,066: 907 648
: : :
: : Changes in Commitments from: February 7, 2017 :
: -17,957: 3,609 5,558 -8,957 -11,986 -14,564 -17,334 -17,963: -623 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.0 21.8 46.2 61.2 94.7 96.0: 5.3 4.0
Old : 100.0: 28.8 15.4 21.5 44.1 58.9 94.5 95.9: 5.5 4.1
Other: 100.0: 24.9 9.4 9.9 61.4 78.0 96.2 97.3: 3.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 135 99 132 134 117 345 288:
Old : 400: 138 102 128 132 114 338 285:
Other: 158: 33 26 28 79 57 130 94:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 16.8 19.9 27.2 10.0 14.0 17.1 22.8
Old : 11.5 16.1 21.7 27.4 11.3 13.4 19.3 22.5
Other: 34.0 31.3 46.1 46.2 29.7 30.3 40.0 43.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 74,786: 53,325 7,531 2,725 8,601 61,518 64,651 71,774: 10,134 3,012
Old : 74,786: 53,325 7,531 2,725 8,601 61,518 64,651 71,774: 10,134 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 318: -1,118 -236 -217 1,288 869 -47 415: 365 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 10.1 3.6 11.5 82.3 86.4 96.0: 13.6 4.0
Old : 100.0: 71.3 10.1 3.6 11.5 82.3 86.4 96.0: 13.6 4.0
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 : 153: 111 25 14 12 8 127 43:
Old : 153: 111 25 14 12 8 127 43:
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 : 27.6 85.5 42.3 90.2 26.6 85.5 40.8 88.2
Old : 27.6 85.5 42.3 90.2 26.6 85.5 40.8 88.2
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 14, 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 : 622,013: 162,919 111,910 15,430 413,918 473,687 592,267 601,027: 29,746 20,987
Old : 622,013: 162,919 111,910 15,430 413,918 473,687 592,267 601,027: 29,746 20,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -6,370: -6,159 -6,062 372 -2,097 -1,273 -7,884 -6,964: 1,514 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.0 2.5 66.5 76.2 95.2 96.6: 4.8 3.4
Old : 100.0: 26.2 18.0 2.5 66.5 76.2 95.2 96.6: 4.8 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 : 348: 84 62 29 136 116 233 194:
Old : 348: 84 62 29 136 116 233 194:
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 : 22.9 34.2 33.3 45.9 20.4 34.2 29.7 45.7
Old : 22.9 34.2 33.3 45.9 20.4 34.2 29.7 45.7
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 14, 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 : 267,484: 54,454 15,082 2,630 202,086 245,038 259,170 262,750: 8,314 4,734
Old : 267,484: 54,454 15,082 2,630 202,086 245,038 259,170 262,750: 8,314 4,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,696: 1,638 1,465 485 3,008 2,312 5,131 4,262: -435 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.6 1.0 75.6 91.6 96.9 98.2: 3.1 1.8
Old : 100.0: 20.4 5.6 1.0 75.6 91.6 96.9 98.2: 3.1 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 : 126: 28 10 4 64 53 92 67:
Old : 126: 28 10 4 64 53 92 67:
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 : 35.5 49.5 48.8 71.8 34.7 49.4 47.8 70.8
Old : 35.5 49.5 48.8 71.8 34.7 49.4 47.8 70.8
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 14, 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 : 877,122: 257,767 72,587 13,060 583,522 784,241 854,349 869,888: 22,773 7,234
Old : 877,122: 257,767 72,587 13,060 583,522 784,241 854,349 869,888: 22,773 7,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 20,661: 8,674 4,622 111 12,029 16,792 20,814 21,525: -153 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.3 1.5 66.5 89.4 97.4 99.2: 2.6 0.8
Old : 100.0: 29.4 8.3 1.5 66.5 89.4 97.4 99.2: 2.6 0.8
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 : 317: 113 38 24 133 84 256 136:
Old : 317: 113 38 24 133 84 256 136:
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 50.2 35.5 67.8 22.0 50.2 33.0 67.8
Old : 23.6 50.2 35.5 67.8 22.0 50.2 33.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017