COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 319,216: 141,979 11,509 58,774 98,784 236,421 299,537 306,704: 19,680 12,513
Old : 237,374: 125,483 16,866 38,948 55,988 173,512 220,419 229,326: 16,954 8,048
Other: 81,843: 26,451 4,598 9,871 42,796 62,909 79,117 77,378: 2,725 4,465
: : :
: : Changes in Commitments from: March 7, 2017 :
: 480: -1,562 286 3,383 -1,458 -3,738 363 -69: 117 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.6 18.4 30.9 74.1 93.8 96.1: 6.2 3.9
Old : 100.0: 52.9 7.1 16.4 23.6 73.1 92.9 96.6: 7.1 3.4
Other: 100.0: 32.3 5.6 12.1 52.3 76.9 96.7 94.5: 3.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 171 53 98 70 77 284 195:
Old : 309: 162 54 85 66 75 269 177:
Other: 166: 60 28 27 46 55 118 99:
:----------------------------------------------------------------------------------------------------
: 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 38.0 17.1 48.2 9.3 35.7 15.2 44.3
Old : 8.7 45.2 16.3 54.0 8.4 42.7 15.6 51.2
Other: 23.4 24.3 37.5 42.2 23.0 23.4 36.3 39.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,944: 3,995 854 2,365 5,770 8,893 12,130 12,112: 1,814 1,832
Old : 13,921: 3,982 854 2,361 5,768 8,875 12,111 12,090: 1,810 1,831
Other: 23: 13 0 4 3 19 19 22: 4 1
: : :
: : Changes in Commitments from: March 7, 2017 :
: 462: 237 -200 99 -86 546 250 445: 213 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.1 17.0 41.4 63.8 87.0 86.9: 13.0 13.1
Old : 100.0: 28.6 6.1 17.0 41.4 63.7 87.0 86.8: 13.0 13.2
Other: 100.0: 55.0 0.0 16.1 11.8 79.6 82.8 95.7: 17.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 25 17 18 23 17 57 44:
Old : 70: 25 17 18 23 17 57 44:
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 : 22.7 43.6 36.6 57.6 21.5 42.2 31.4 51.3
Old : 22.7 43.6 36.5 57.5 21.5 42.2 31.4 51.4
Other: 82.8 95.7 82.8 95.7 66.8 79.6 66.8 79.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 335,417: 65,886 92,648 76,396 172,152 154,164 314,435 323,208: 20,982 12,209
Old : 274,027: 67,286 87,935 65,483 122,948 109,966 255,718 263,385: 18,309 10,642
Other: 61,390: 3,483 9,596 6,030 49,204 44,197 58,717 59,824: 2,673 1,567
: : :
: : Changes in Commitments from: March 7, 2017 :
: -5,318: -434 -2,837 1,429 -5,766 -4,265 -4,772 -5,674: -547 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.6 22.8 51.3 46.0 93.7 96.4: 6.3 3.6
Old : 100.0: 24.6 32.1 23.9 44.9 40.1 93.3 96.1: 6.7 3.9
Other: 100.0: 5.7 15.6 9.8 80.1 72.0 95.6 97.4: 4.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 93 87 80 59 44 201 174:
Old : 259: 105 81 74 57 41 198 165:
Other: 85: 11 31 15 36 24 58 59:
:----------------------------------------------------------------------------------------------------
: 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 18.6 29.4 29.4 14.8 11.5 21.8 19.5
Old : 15.7 18.3 25.6 28.9 12.9 13.2 20.7 22.6
Other: 43.0 40.3 61.4 59.4 38.9 25.4 50.0 37.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 930,972: 201,813 71,603 215,967 436,253 574,799 854,032 862,369: 76,939 68,603
Old : 930,972: 201,813 71,603 215,967 436,253 574,799 854,032 862,369: 76,939 68,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 15,334: -2,554 23,895 8,524 8,803 -16,643 14,774 15,776: 560 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.7 23.2 46.9 61.7 91.7 92.6: 8.3 7.4
Old : 100.0: 21.7 7.7 23.2 46.9 61.7 91.7 92.6: 8.3 7.4
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 : 236: 81 57 85 83 77 208 182:
Old : 236: 81 57 85 83 77 208 182:
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 21.8 20.0 32.4 9.6 18.7 15.3 24.6
Old : 11.2 21.8 20.0 32.4 9.6 18.7 15.3 24.6
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, March 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 : 212,704: 56,287 36,179 45,282 100,248 123,049 201,817 204,510: 10,887 8,193
Old : 181,982: 56,351 38,426 34,662 81,325 101,536 172,338 174,624: 9,644 7,359
Other: 30,721: 7,100 4,917 3,456 18,922 21,513 29,478 29,886: 1,243 835
: : :
: : Changes in Commitments from: March 7, 2017 :
: 6,980: 1,246 4,549 2,165 3,006 -139 6,416 6,575: 564 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 17.0 21.3 47.1 57.8 94.9 96.1: 5.1 3.9
Old : 100.0: 31.0 21.1 19.0 44.7 55.8 94.7 96.0: 5.3 4.0
Other: 100.0: 23.1 16.0 11.3 61.6 70.0 96.0 97.3: 4.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 141 115 131 141 120 357 305:
Old : 426: 143 118 124 136 115 345 298:
Other: 186: 43 30 33 87 68 145 117:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 16.1 21.3 26.3 9.6 13.7 16.8 21.3
Old : 13.1 16.1 23.3 26.4 11.0 13.4 18.8 21.7
Other: 27.3 26.3 41.4 40.5 24.8 25.4 33.7 38.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 74,736: 54,815 7,116 1,165 9,422 63,709 65,402 71,991: 9,334 2,745
Old : 74,736: 54,815 7,116 1,165 9,422 63,709 65,402 71,991: 9,334 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -9,002: -2,760 556 -888 -4,151 -8,336 -7,799 -8,668: -1,203 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 9.5 1.6 12.6 85.2 87.5 96.3: 12.5 3.7
Old : 100.0: 73.3 9.5 1.6 12.6 85.2 87.5 96.3: 12.5 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 : 149: 108 24 13 11 8 126 40:
Old : 149: 108 24 13 11 8 126 40:
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 : 28.2 85.6 45.8 89.7 27.4 85.6 43.9 88.9
Old : 28.2 85.6 45.8 89.7 27.4 85.6 43.9 88.9
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, March 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 : 630,839: 141,358 163,871 28,474 429,519 412,255 599,350 604,599: 31,489 26,240
Old : 630,839: 141,358 163,871 28,474 429,519 412,255 599,350 604,599: 31,489 26,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 19,626: -6,573 5,623 3,243 23,250 6,182 19,920 15,049: -294 4,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.0 4.5 68.1 65.4 95.0 95.8: 5.0 4.2
Old : 100.0: 22.4 26.0 4.5 68.1 65.4 95.0 95.8: 5.0 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 : 344: 80 65 35 143 122 240 206:
Old : 344: 80 65 35 143 122 240 206:
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 : 19.7 25.1 29.0 36.3 16.5 22.7 25.3 33.6
Old : 19.7 25.1 29.0 36.3 16.5 22.7 25.3 33.6
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, March 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 : 321,927: 56,979 17,837 5,009 250,134 298,612 312,122 321,458: 9,805 469
Old : 321,927: 56,979 17,837 5,009 250,134 298,612 312,122 321,458: 9,805 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 30,059: 1,596 3,462 2,640 25,619 27,100 29,855 33,202: 204 -3,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.5 1.6 77.7 92.8 97.0 99.9: 3.0 0.1
Old : 100.0: 17.7 5.5 1.6 77.7 92.8 97.0 99.9: 3.0 0.1
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 : 136: 31 10 12 72 58 107 79:
Old : 136: 31 10 12 72 58 107 79:
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 : 29.6 47.2 44.3 69.1 28.6 41.0 41.7 60.3
Old : 29.6 47.2 44.3 69.1 28.6 41.0 41.7 60.3
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, March 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 : 944,736: 257,099 70,358 19,439 633,640 838,885 910,178 928,682: 34,558 16,054
Old : 944,736: 257,099 70,358 19,439 633,640 838,885 910,178 928,682: 34,558 16,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 42,712: -2,130 -1,803 5,479 33,693 36,361 37,042 40,037: 5,670 2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.4 2.1 67.1 88.8 96.3 98.3: 3.7 1.7
Old : 100.0: 27.2 7.4 2.1 67.1 88.8 96.3 98.3: 3.7 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 : 320: 120 35 33 136 88 270 144:
Old : 320: 120 35 33 136 88 270 144:
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 : 20.9 48.1 32.6 68.5 19.5 46.8 30.4 64.8
Old : 20.9 48.1 32.6 68.5 19.5 46.8 30.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017