COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 300,820: 135,986 13,996 49,890 96,538 225,375 282,414 289,261: 18,406 11,559
Old : 241,009: 124,911 17,746 35,269 64,569 179,784 224,749 232,799: 16,260 8,210
Other: 59,811: 17,480 2,654 8,217 31,969 45,591 57,665 56,462: 2,145 3,349
: : :
: : Changes in Commitments from: February 14, 2017 :
: -22,753: -9,028 161 -4,305 -7,093 -19,014 -20,426 -23,159: -2,327 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 4.7 16.6 32.1 74.9 93.9 96.2: 6.1 3.8
Old : 100.0: 51.8 7.4 14.6 26.8 74.6 93.3 96.6: 6.7 3.4
Other: 100.0: 29.2 4.4 13.7 53.4 76.2 96.4 94.4: 3.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 165 50 86 63 73 260 183:
Old : 300: 156 53 76 61 72 249 173:
Other: 139: 46 21 25 36 53 92 91:
:----------------------------------------------------------------------------------------------------
: 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 36.3 17.5 47.0 9.6 33.9 16.1 43.1
Old : 9.2 42.9 16.9 51.7 8.8 40.5 16.3 48.9
Other: 26.1 26.0 44.7 45.3 24.5 25.7 42.2 41.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 14,011: 3,363 1,230 1,998 6,846 9,283 12,207 12,511: 1,805 1,501
Old : 14,004: 3,361 1,230 1,996 6,844 9,278 12,200 12,504: 1,804 1,500
Other: 8: 2 0 2 2 4 7 7: 1 1
: : :
: : Changes in Commitments from: February 14, 2017 :
: -2,373: 52 -170 -1,371 -792 -636 -2,111 -2,177: -263 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 8.8 14.3 48.9 66.3 87.1 89.3: 12.9 10.7
Old : 100.0: 24.0 8.8 14.3 48.9 66.3 87.1 89.3: 12.9 10.7
Other: 100.0: 24.5 0.0 31.2 31.2 55.7 86.9 86.9: 13.1 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 26 14 16 23 16 55 40:
Old : 69: 26 14 16 23 16 55 40:
Other: 3: 1 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 43.6 44.6 58.7 29.9 42.9 40.8 56.5
Old : 30.8 43.6 44.6 58.7 29.9 42.9 40.9 56.5
Other: 86.9 86.9 86.9 86.9 55.7 55.7 55.7 55.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 309,196: 63,139 82,977 66,816 160,038 147,332 289,993 297,126: 19,203 12,070
Old : 259,664: 66,364 79,681 59,704 116,764 109,634 242,832 249,019: 16,833 10,646
Other: 49,531: 1,273 7,795 2,614 43,275 37,698 47,161 48,107: 2,370 1,424
: : :
: : Changes in Commitments from: February 14, 2017 :
: 11,374: 4,695 4,126 3,035 3,779 4,057 11,509 11,218: -135 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.8 21.6 51.8 47.7 93.8 96.1: 6.2 3.9
Old : 100.0: 25.6 30.7 23.0 45.0 42.2 93.5 95.9: 6.5 4.1
Other: 100.0: 2.6 15.7 5.3 87.4 76.1 95.2 97.1: 4.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 90 86 74 57 43 193 168:
Old : 254: 99 84 69 57 42 192 163:
Other: 75: 12 24 13 30 22 50 51:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 21.7 29.1 33.4 14.6 11.9 21.5 19.3
Old : 14.0 22.7 25.2 32.5 11.8 13.8 20.1 22.6
Other: 53.9 44.0 67.2 65.9 42.4 32.2 52.0 43.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 952,269: 225,137 19,784 209,215 420,105 666,582 854,457 895,581: 97,812 56,688
Old : 952,269: 225,137 19,784 209,215 420,105 666,582 854,457 895,581: 97,812 56,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -145,802: 2,323 -5,704 -62,189 -90,142 -80,816 -150,009 -148,709: 4,207 2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.1 22.0 44.1 70.0 89.7 94.0: 10.3 6.0
Old : 100.0: 23.6 2.1 22.0 44.1 70.0 89.7 94.0: 10.3 6.0
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 : 220: 88 32 83 83 77 205 165:
Old : 220: 88 32 83 83 77 205 165:
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 : 11.2 25.2 19.1 37.6 8.6 22.7 13.9 30.2
Old : 11.2 25.2 19.1 37.6 8.6 22.7 13.9 30.2
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 21, 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 : 199,637: 56,225 25,214 42,015 90,911 124,685 189,151 191,914: 10,486 7,723
Old : 175,265: 53,332 26,372 36,140 76,197 105,710 165,669 168,222: 9,596 7,043
Other: 24,372: 6,106 2,055 2,661 14,714 18,975 23,481 23,692: 891 680
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,854: 3,491 -494 -1,193 -456 3,663 1,843 1,977: 11 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.6 21.0 45.5 62.5 94.7 96.1: 5.3 3.9
Old : 100.0: 30.4 15.0 20.6 43.5 60.3 94.5 96.0: 5.5 4.0
Other: 100.0: 25.1 8.4 10.9 60.4 77.9 96.3 97.2: 3.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 142 93 127 132 116 345 276:
Old : 395: 142 99 123 131 113 339 273:
Other: 162: 37 26 29 79 57 133 96:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 17.0 19.9 27.4 9.8 14.2 17.4 22.7
Old : 11.2 16.3 21.4 27.4 11.2 13.6 19.5 22.8
Other: 33.6 31.0 45.1 45.5 29.0 29.6 38.7 42.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 75,404: 52,804 7,028 3,172 10,077 61,869 66,053 72,068: 9,351 3,336
Old : 75,404: 52,804 7,028 3,172 10,077 61,869 66,053 72,068: 9,351 3,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 619: -521 -503 447 1,476 351 1,402 294: -783 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 9.3 4.2 13.4 82.0 87.6 95.6: 12.4 4.4
Old : 100.0: 70.0 9.3 4.2 13.4 82.0 87.6 95.6: 12.4 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 : 155: 110 27 15 13 8 128 45:
Old : 155: 110 27 15 13 8 128 45:
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 84.1 43.1 89.2 26.5 84.1 40.8 86.7
Old : 27.5 84.1 43.1 89.2 26.5 84.1 40.8 86.7
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 21, 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 : 615,471: 153,819 115,774 16,172 416,361 464,299 586,352 596,245: 29,120 19,227
Old : 615,471: 153,819 115,774 16,172 416,361 464,299 586,352 596,245: 29,120 19,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -6,542: -9,100 3,864 742 2,442 -9,388 -5,916 -4,782: -627 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.8 2.6 67.6 75.4 95.3 96.9: 4.7 3.1
Old : 100.0: 25.0 18.8 2.6 67.6 75.4 95.3 96.9: 4.7 3.1
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 : 351: 85 65 26 133 120 232 197:
Old : 351: 85 65 26 133 120 232 197:
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 34.6 33.8 47.1 21.2 34.5 30.5 46.9
Old : 23.4 34.6 33.8 47.1 21.2 34.5 30.5 46.9
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 21, 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 : 276,358: 53,868 14,297 2,463 210,673 255,835 267,004 272,595: 9,354 3,763
Old : 276,358: 53,868 14,297 2,463 210,673 255,835 267,004 272,595: 9,354 3,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 8,874: -586 -785 -167 8,587 10,797 7,834 9,845: 1,040 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.2 0.9 76.2 92.6 96.6 98.6: 3.4 1.4
Old : 100.0: 19.5 5.2 0.9 76.2 92.6 96.6 98.6: 3.4 1.4
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 : 127: 27 10 5 66 53 93 68:
Old : 127: 27 10 5 66 53 93 68:
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 : 34.4 52.5 48.2 74.3 33.7 52.0 47.4 72.6
Old : 34.4 52.5 48.2 74.3 33.7 52.0 47.4 72.6
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 21, 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 : 891,953: 258,122 69,481 12,942 597,890 801,134 868,954 883,557: 22,999 8,396
Old : 891,953: 258,122 69,481 12,942 597,890 801,134 868,954 883,557: 22,999 8,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 14,831: 355 -3,106 -118 14,368 16,893 14,605 13,669: 226 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.8 1.5 67.0 89.8 97.4 99.1: 2.6 0.9
Old : 100.0: 28.9 7.8 1.5 67.0 89.8 97.4 99.1: 2.6 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 : 317: 117 36 24 132 84 259 134:
Old : 317: 117 36 24 132 84 259 134:
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 50.4 35.0 69.5 21.8 50.2 32.6 69.3
Old : 23.4 50.4 35.0 69.5 21.8 50.2 32.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017