COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 323,937: 140,865 14,143 62,312 100,594 232,871 303,771 309,326: 20,166 14,611
Old : 234,947: 122,263 19,707 41,015 54,418 164,536 217,696 225,258: 17,251 9,689
Other: 88,990: 29,356 5,190 10,544 46,175 68,335 86,075 84,068: 2,915 4,922
: : :
: : Changes in Commitments from: March 14, 2017 :
: 4,721: -1,114 2,634 3,538 1,810 -3,550 4,234 2,623: 486 2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 4.4 19.2 31.1 71.9 93.8 95.5: 6.2 4.5
Old : 100.0: 52.0 8.4 17.5 23.2 70.0 92.7 95.9: 7.3 4.1
Other: 100.0: 33.0 5.8 11.8 51.9 76.8 96.7 94.5: 3.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 166 57 101 70 75 281 197:
Old : 302: 152 59 86 64 73 260 179:
Other: 171: 60 32 27 49 55 122 103:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 36.8 17.2 46.9 9.2 34.3 15.1 42.7
Old : 8.4 43.9 16.2 52.7 8.2 41.3 15.5 49.6
Other: 22.0 24.9 35.3 43.1 21.7 23.1 34.3 40.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,725: 4,587 462 2,461 5,491 10,002 12,538 12,925: 2,187 1,800
Old : 14,697: 4,570 462 2,456 5,488 9,979 12,515 12,898: 2,182 1,799
Other: 28: 16 0 4 2 23 23 27: 5 1
: : :
: : Changes in Commitments from: March 14, 2017 :
: 781: 592 -392 96 -280 1,109 408 813: 373 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 3.1 16.7 37.3 67.9 85.1 87.8: 14.9 12.2
Old : 100.0: 31.1 3.1 16.7 37.3 67.9 85.2 87.8: 14.8 12.2
Other: 100.0: 58.4 0.0 15.4 8.3 81.0 82.1 96.4: 17.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 27 13 16 24 19 58 43:
Old : 71: 27 13 16 24 19 58 43:
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 : 21.6 44.4 33.9 60.4 19.6 42.1 28.2 50.1
Old : 21.5 44.4 33.8 60.3 19.7 42.2 28.2 50.2
Other: 82.1 96.4 82.1 96.4 66.6 81.0 66.6 81.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 337,601: 61,339 80,594 80,495 175,512 164,101 317,346 325,191: 20,255 12,410
Old : 270,589: 64,268 76,707 66,362 122,571 116,794 253,201 259,863: 17,388 10,726
Other: 67,012: 3,435 10,251 7,769 52,941 47,307 64,145 65,327: 2,867 1,685
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,184: -4,547 -12,054 4,099 3,359 9,937 2,911 1,982: -728 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.9 23.8 52.0 48.6 94.0 96.3: 6.0 3.7
Old : 100.0: 23.8 28.3 24.5 45.3 43.2 93.6 96.0: 6.4 4.0
Other: 100.0: 5.1 15.3 11.6 79.0 70.6 95.7 97.5: 4.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 94 83 82 61 46 204 170:
Old : 255: 101 80 76 59 42 200 161:
Other: 87: 15 29 18 34 25 59 62:
:----------------------------------------------------------------------------------------------------
: 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 20.2 29.4 30.3 13.3 12.3 20.1 20.0
Old : 15.4 18.6 26.0 28.9 12.0 12.8 19.8 22.3
Other: 42.7 38.8 59.8 56.6 38.1 24.7 50.4 37.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 952,600: 199,475 87,789 222,631 457,767 571,807 879,873 882,227: 72,727 70,373
Old : 952,600: 199,475 87,789 222,631 457,767 571,807 879,873 882,227: 72,727 70,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 21,629: -2,338 16,186 6,665 21,514 -2,992 25,841 19,858: -4,212 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.2 23.4 48.1 60.0 92.4 92.6: 7.6 7.4
Old : 100.0: 20.9 9.2 23.4 48.1 60.0 92.4 92.6: 7.6 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 : 247: 77 66 92 88 82 214 198:
Old : 247: 77 66 92 88 82 214 198:
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 : 11.3 21.3 20.0 31.1 9.5 17.5 15.2 23.1
Old : 11.3 21.3 20.0 31.1 9.5 17.5 15.2 23.1
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 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 : 217,710: 58,927 36,259 46,878 100,899 126,267 206,704 209,405: 11,006 8,305
Old : 185,764: 58,920 38,205 36,131 81,005 103,947 176,055 178,283: 9,709 7,481
Other: 31,946: 7,096 5,143 3,658 19,894 22,320 30,648 31,122: 1,297 824
: : :
: : Changes in Commitments from: March 14, 2017 :
: 5,006: 2,640 80 1,596 651 3,218 4,887 4,895: 119 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 16.7 21.5 46.3 58.0 94.9 96.2: 5.1 3.8
Old : 100.0: 31.7 20.6 19.4 43.6 56.0 94.8 96.0: 5.2 4.0
Other: 100.0: 22.2 16.1 11.5 62.3 69.9 95.9 97.4: 4.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 150 105 142 138 120 365 308:
Old : 428: 154 106 134 132 115 352 300:
Other: 186: 41 33 35 88 70 149 119:
:----------------------------------------------------------------------------------------------------
: 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 15.6 21.5 25.7 9.7 13.1 16.6 21.0
Old : 13.7 15.7 23.5 25.7 11.0 13.0 18.8 21.4
Other: 26.4 25.5 41.2 38.9 23.5 24.7 32.7 37.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 72,994: 52,831 6,625 1,581 9,317 62,311 63,729 70,517: 9,266 2,478
Old : 72,994: 52,831 6,625 1,581 9,317 62,311 63,729 70,517: 9,266 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -1,741: -1,983 -491 415 -105 -1,398 -1,673 -1,474: -68 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 9.1 2.2 12.8 85.4 87.3 96.6: 12.7 3.4
Old : 100.0: 72.4 9.1 2.2 12.8 85.4 87.3 96.6: 12.7 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 : 150: 103 29 19 14 8 126 48:
Old : 150: 103 29 19 14 8 126 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 : 29.0 85.9 46.6 89.7 28.2 85.7 44.9 88.9
Old : 29.0 85.9 46.6 89.7 28.2 85.7 44.9 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 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 : 552,213: 135,105 175,865 24,522 365,572 327,334 525,199 527,721: 27,014 24,492
Old : 552,213: 135,105 175,865 24,522 365,572 327,334 525,199 527,721: 27,014 24,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -78,626: -6,252 11,994 -3,952 -63,947 -84,921 -74,151 -76,879: -4,475 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 31.8 4.4 66.2 59.3 95.1 95.6: 4.9 4.4
Old : 100.0: 24.5 31.8 4.4 66.2 59.3 95.1 95.6: 4.9 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 : 339: 80 67 27 124 110 217 191:
Old : 339: 80 67 27 124 110 217 191:
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 : 21.4 24.7 31.8 36.9 18.8 24.7 28.9 36.7
Old : 21.4 24.7 31.8 36.9 18.8 24.7 28.9 36.7
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, March 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 : 271,013: 56,455 8,977 2,695 202,959 219,540 262,109 231,212: 8,904 39,801
Old : 271,013: 56,455 8,977 2,695 202,959 219,540 262,109 231,212: 8,904 39,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -50,914: -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246: -901 39,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.3 1.0 74.9 81.0 96.7 85.3: 3.3 14.7
Old : 100.0: 20.8 3.3 1.0 74.9 81.0 96.7 85.3: 3.3 14.7
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 : 131: 29 11 7 65 53 95 70:
Old : 131: 29 11 7 65 53 95 70:
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 : 35.9 43.7 49.6 64.2 34.9 43.4 48.4 64.0
Old : 35.9 43.7 49.6 64.2 34.9 43.4 48.4 64.0
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 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 : 892,884: 272,305 73,130 12,280 582,121 796,269 866,706 881,679: 26,178 11,205
Old : 892,884: 272,305 73,130 12,280 582,121 796,269 866,706 881,679: 26,178 11,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -51,852: 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003: -8,380 -4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.2 1.4 65.2 89.2 97.1 98.7: 2.9 1.3
Old : 100.0: 30.5 8.2 1.4 65.2 89.2 97.1 98.7: 2.9 1.3
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 : 324: 124 39 25 129 81 262 136:
Old : 324: 124 39 25 129 81 262 136:
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 : 21.3 52.5 33.7 71.3 19.9 52.5 31.6 71.3
Old : 21.3 52.5 33.7 71.3 19.9 52.5 31.6 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017