COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 329,606: 139,709 15,988 66,370 103,724 232,564 309,803 314,922: 19,803 14,684
Old : 233,237: 119,874 21,756 42,527 54,249 159,565 216,649 223,847: 16,587 9,390
Other: 96,369: 32,090 6,486 11,589 49,475 72,999 93,154 91,075: 3,216 5,295
: : :
: : Changes in Commitments from: March 21, 2017 :
: 5,669: -1,156 1,844 4,058 3,130 -307 6,032 5,595: -363 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 4.9 20.1 31.5 70.6 94.0 95.5: 6.0 4.5
Old : 100.0: 51.4 9.3 18.2 23.3 68.4 92.9 96.0: 7.1 4.0
Other: 100.0: 33.3 6.7 12.0 51.3 75.7 96.7 94.5: 3.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 167 70 102 71 75 286 207:
Old : 310: 156 66 89 64 73 265 186:
Other: 180: 62 40 27 51 55 127 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 35.4 17.9 45.5 9.3 32.8 15.0 41.1
Old : 8.5 42.7 16.1 51.1 8.1 40.2 15.2 47.8
Other: 21.2 24.9 35.0 42.7 20.9 22.3 33.9 39.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 14,101: 4,633 548 2,410 5,058 9,933 12,101 12,891: 1,999 1,210
Old : 14,066: 4,629 548 2,398 5,043 9,915 12,071 12,862: 1,995 1,205
Other: 35: 4 0 12 15 18 31 30: 4 5
: : :
: : Changes in Commitments from: March 21, 2017 :
: -625: 46 86 -51 -433 -69 -437 -34: -188 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.9 17.1 35.9 70.4 85.8 91.4: 14.2 8.6
Old : 100.0: 32.9 3.9 17.1 35.9 70.5 85.8 91.4: 14.2 8.6
Other: 100.0: 11.3 0.4 34.0 43.1 51.1 88.4 85.5: 11.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 23 19 19 22 18 59 44:
Old : 71: 23 19 19 22 18 59 44:
Other: 5: 1 1 2 2 1 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 47.8 34.2 63.0 21.2 46.6 31.4 57.0
Old : 21.5 48.0 34.1 63.0 21.3 46.7 31.4 57.1
Other: 88.4 85.5 88.4 85.5 54.4 51.5 54.4 51.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 336,622: 58,917 71,811 80,860 178,886 172,167 318,662 324,838: 17,959 11,783
Old : 266,429: 62,418 68,773 65,883 122,832 121,709 251,133 256,365: 15,295 10,064
Other: 70,193: 3,233 9,772 8,243 56,053 50,458 67,529 68,474: 2,664 1,719
: : :
: : Changes in Commitments from: March 21, 2017 :
: -979: -2,422 -8,783 365 3,374 8,066 1,316 -352: -2,295 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.3 24.0 53.1 51.1 94.7 96.5: 5.3 3.5
Old : 100.0: 23.4 25.8 24.7 46.1 45.7 94.3 96.2: 5.7 3.8
Other: 100.0: 4.6 13.9 11.7 79.9 71.9 96.2 97.6: 3.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 93 83 87 60 49 199 179:
Old : 250: 101 78 80 59 47 196 171:
Other: 85: 13 29 20 37 25 63 61:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.8 28.7 30.3 12.4 11.7 19.0 18.9
Old : 14.7 18.5 24.6 28.6 10.4 11.9 18.3 21.4
Other: 43.3 39.2 59.4 56.1 39.9 25.5 51.2 38.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 970,664: 203,330 101,311 222,521 468,767 572,343 894,618 896,175: 76,046 74,490
Old : 970,664: 203,330 101,311 222,521 468,767 572,343 894,618 896,175: 76,046 74,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 18,064: 3,856 13,522 -110 11,000 535 14,745 13,947: 3,319 4,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 10.4 22.9 48.3 59.0 92.2 92.3: 7.8 7.7
Old : 100.0: 20.9 10.4 22.9 48.3 59.0 92.2 92.3: 7.8 7.7
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 : 241: 72 65 86 89 82 210 191:
Old : 241: 72 65 86 89 82 210 191:
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 : 11.1 20.1 19.9 30.0 9.3 16.4 15.0 22.0
Old : 11.1 20.1 19.9 30.0 9.3 16.4 15.0 22.0
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 28, 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 : 227,604: 55,916 43,026 52,874 107,321 123,006 216,110 218,905: 11,494 8,699
Old : 193,873: 55,651 44,661 41,645 86,535 99,728 183,831 186,035: 10,042 7,838
Other: 33,731: 7,177 5,277 4,316 20,786 23,277 32,279 32,870: 1,452 861
: : :
: : Changes in Commitments from: March 21, 2017 :
: 9,894: -3,011 6,766 5,995 6,422 -3,262 9,406 9,500: 488 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.9 23.2 47.2 54.0 95.0 96.2: 5.0 3.8
Old : 100.0: 28.7 23.0 21.5 44.6 51.4 94.8 96.0: 5.2 4.0
Other: 100.0: 21.3 15.6 12.8 61.6 69.0 95.7 97.4: 4.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 145 126 141 145 118 359 332:
Old : 441: 149 124 130 137 113 344 319:
Other: 197: 38 41 36 99 71 161 125:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 15.7 21.6 25.2 9.1 12.3 16.0 19.5
Old : 14.8 16.1 24.5 25.2 10.5 12.3 17.8 20.0
Other: 25.5 25.4 37.7 40.7 22.6 25.3 30.9 35.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 74,915: 52,814 8,648 1,920 12,017 61,860 66,750 72,428: 8,165 2,487
Old : 74,915: 52,814 8,648 1,920 12,017 61,860 66,750 72,428: 8,165 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,921: -18 2,023 339 2,700 -450 3,022 1,912: -1,101 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 11.5 2.6 16.0 82.6 89.1 96.7: 10.9 3.3
Old : 100.0: 70.5 11.5 2.6 16.0 82.6 89.1 96.7: 10.9 3.3
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 : 145: 94 28 18 13 12 116 53:
Old : 145: 94 28 18 13 12 116 53:
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 83.0 43.8 87.1 26.5 82.8 42.4 86.8
Old : 27.6 83.0 43.8 87.1 26.5 82.8 42.4 86.8
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 28, 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 : 546,853: 130,682 185,321 16,361 375,009 325,038 522,053 526,719: 24,801 20,134
Old : 546,853: 130,682 185,321 16,361 375,009 325,038 522,053 526,719: 24,801 20,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -5,360: -4,423 9,456 -8,161 9,438 -2,296 -3,146 -1,001: -2,214 -4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 33.9 3.0 68.6 59.4 95.5 96.3: 4.5 3.7
Old : 100.0: 23.9 33.9 3.0 68.6 59.4 95.5 96.3: 4.5 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 : 331: 75 64 22 122 113 205 191:
Old : 331: 75 64 22 122 113 205 191:
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 : 21.1 24.7 32.1 37.9 18.5 24.7 29.3 37.1
Old : 21.1 24.7 32.1 37.9 18.5 24.7 29.3 37.1
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 28, 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 : 279,150: 56,993 9,925 2,582 210,542 262,802 270,117 275,309: 9,033 3,841
Old : 279,150: 56,993 9,925 2,582 210,542 262,802 270,117 275,309: 9,033 3,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 8,137: 538 948 -113 7,583 43,262 8,008 44,097: 129 -35,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.6 0.9 75.4 94.1 96.8 98.6: 3.2 1.4
Old : 100.0: 20.4 3.6 0.9 75.4 94.1 96.8 98.6: 3.2 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 : 133: 29 12 7 67 53 97 71:
Old : 133: 29 12 7 67 53 97 71:
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 : 34.8 48.7 49.3 73.9 33.8 48.6 48.1 73.5
Old : 34.8 48.7 49.3 73.9 33.8 48.6 48.1 73.5
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, March 28, 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 : 909,851: 284,582 68,666 11,731 588,066 821,991 884,379 902,388: 25,472 7,463
Old : 909,851: 284,582 68,666 11,731 588,066 821,991 884,379 902,388: 25,472 7,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 16,967: 12,277 -4,464 -549 5,945 25,722 17,673 20,709: -706 -3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.5 1.3 64.6 90.3 97.2 99.2: 2.8 0.8
Old : 100.0: 31.3 7.5 1.3 64.6 90.3 97.2 99.2: 2.8 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 : 330: 129 39 23 127 84 265 137:
Old : 330: 129 39 23 127 84 265 137:
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 : 20.4 53.4 33.4 72.0 19.0 53.3 31.4 72.0
Old : 20.4 53.4 33.4 72.0 19.0 53.3 31.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2017