COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 325,125: 127,114 18,266 67,218 112,724 222,267 307,057 307,752: 18,069 17,374
Old : 218,314: 105,750 26,584 37,884 60,588 142,680 204,221 207,147: 14,092 11,166
Other: 106,812: 37,651 7,970 13,048 52,136 79,587 102,835 100,604: 3,976 6,207
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,481: -12,595 2,279 848 9,001 -10,297 -2,746 -7,170: -1,735 2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 5.6 20.7 34.7 68.4 94.4 94.7: 5.6 5.3
Old : 100.0: 48.4 12.2 17.4 27.8 65.4 93.5 94.9: 6.5 5.1
Other: 100.0: 35.3 7.5 12.2 48.8 74.5 96.3 94.2: 3.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 166 80 112 76 78 292 225:
Old : 315: 153 73 96 68 74 264 202:
Other: 191: 68 43 32 55 58 142 115:
:----------------------------------------------------------------------------------------------------
: 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 34.1 20.0 43.3 9.6 29.7 15.4 37.5
Old : 12.2 41.4 20.2 49.4 8.9 36.5 16.2 44.0
Other: 19.7 25.7 33.4 42.7 19.0 23.0 31.9 39.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 15,101: 3,085 1,407 2,805 7,029 9,463 12,920 13,676: 2,181 1,425
Old : 14,928: 3,095 1,407 2,781 6,925 9,338 12,801 13,525: 2,127 1,403
Other: 173: 0 11 15 104 126 118 151: 55 22
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,000: -1,548 859 395 1,971 -470 818 785: 182 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.3 18.6 46.5 62.7 85.6 90.6: 14.4 9.4
Old : 100.0: 20.7 9.4 18.6 46.4 62.6 85.8 90.6: 14.2 9.4
Other: 100.0: 0.0 6.3 8.4 60.0 72.6 68.4 87.3: 31.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 20 18 19 25 18 54 48:
Old : 70: 20 18 19 25 18 54 48:
Other: 7: 0 2 2 4 1 6 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 : 21.6 42.5 35.5 56.8 21.5 41.3 32.8 50.8
Old : 21.6 43.0 35.4 56.5 21.3 41.7 32.7 51.3
Other: 65.6 87.3 68.4 87.3 60.0 78.9 60.0 78.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 336,610: 58,102 67,835 78,861 179,157 177,196 316,119 323,892: 20,490 12,718
Old : 266,067: 60,394 65,385 64,774 123,214 124,590 248,382 254,748: 17,685 11,319
Other: 70,543: 3,094 7,837 8,700 55,943 52,606 67,738 69,144: 2,805 1,399
: : :
: : Changes in Commitments from: March 28, 2017 :
: -12: -815 -3,976 -1,999 271 5,029 -2,543 -947: 2,531 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.2 23.4 53.2 52.6 93.9 96.2: 6.1 3.8
Old : 100.0: 22.7 24.6 24.3 46.3 46.8 93.4 95.7: 6.6 4.3
Other: 100.0: 4.4 11.1 12.3 79.3 74.6 96.0 98.0: 4.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 93 77 87 61 46 200 173:
Old : 248: 101 74 80 60 43 197 165:
Other: 86: 17 25 19 38 26 66 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 : 19.2 21.4 29.2 31.4 12.2 11.6 18.4 18.5
Old : 15.7 18.8 26.1 29.4 10.3 12.3 17.6 20.8
Other: 43.0 40.5 58.7 57.5 40.0 26.6 51.0 40.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 983,158: 207,397 121,389 227,823 471,227 556,684 906,447 905,896: 76,711 77,262
Old : 983,158: 207,397 121,389 227,823 471,227 556,684 906,447 905,896: 76,711 77,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 12,494: 4,575 20,079 6,433 821 -16,790 11,829 9,722: 665 2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.3 23.2 47.9 56.6 92.2 92.1: 7.8 7.9
Old : 100.0: 21.1 12.3 23.2 47.9 56.6 92.2 92.1: 7.8 7.9
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 : 246: 75 66 88 91 83 214 196:
Old : 246: 75 66 88 91 83 214 196:
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 : 10.5 18.5 18.9 27.9 8.9 16.0 14.1 21.1
Old : 10.5 18.5 18.9 27.9 8.9 16.0 14.1 21.1
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, April 04, 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 : 238,154: 57,316 45,327 56,629 112,486 127,898 226,432 229,855: 11,722 8,299
Old : 199,044: 56,641 47,355 43,360 88,762 100,858 188,763 191,573: 10,281 7,471
Other: 39,110: 8,481 5,778 5,463 23,725 27,040 37,669 38,281: 1,441 828
: : :
: : Changes in Commitments from: March 28, 2017 :
: 10,550: 1,401 2,302 3,756 5,165 4,892 10,322 10,950: 228 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 19.0 23.8 47.2 53.7 95.1 96.5: 4.9 3.5
Old : 100.0: 28.5 23.8 21.8 44.6 50.7 94.8 96.2: 5.2 3.8
Other: 100.0: 21.7 14.8 14.0 60.7 69.1 96.3 97.9: 3.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 147 125 141 146 125 362 338:
Old : 445: 156 122 129 138 121 346 327:
Other: 207: 46 41 38 99 70 171 125:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 15.2 21.7 24.6 8.3 11.6 14.5 18.7
Old : 14.5 16.0 24.1 24.8 10.0 11.8 17.1 19.2
Other: 25.0 25.3 38.3 39.9 22.5 22.9 30.5 34.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 69,622: 48,839 5,925 2,005 10,674 59,033 61,518 66,963: 8,104 2,659
Old : 69,622: 48,839 5,925 2,005 10,674 59,033 61,518 66,963: 8,104 2,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -5,293: -4,037 -2,722 85 -1,343 -2,827 -5,296 -5,465: 2 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 8.5 2.9 15.3 84.8 88.4 96.2: 11.6 3.8
Old : 100.0: 70.1 8.5 2.9 15.3 84.8 88.4 96.2: 11.6 3.8
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 : 139: 93 26 22 12 8 116 49:
Old : 139: 93 26 22 12 8 116 49:
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 : 30.2 85.5 46.9 89.1 28.9 85.4 45.6 88.8
Old : 30.2 85.5 46.9 89.1 28.9 85.4 45.6 88.8
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, April 04, 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 : 563,217: 136,140 190,238 19,172 377,393 334,508 532,706 543,918: 30,512 19,299
Old : 563,217: 136,140 190,238 19,172 377,393 334,508 532,706 543,918: 30,512 19,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 16,364: 5,458 4,917 2,812 2,383 9,470 10,653 17,199: 5,711 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.8 3.4 67.0 59.4 94.6 96.6: 5.4 3.4
Old : 100.0: 24.2 33.8 3.4 67.0 59.4 94.6 96.6: 5.4 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 : 335: 75 65 29 125 115 213 196:
Old : 335: 75 65 29 125 115 213 196:
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 : 20.1 25.6 31.1 38.9 18.0 25.6 28.8 38.2
Old : 20.1 25.6 31.1 38.9 18.0 25.6 28.8 38.2
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, April 04, 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 : 284,747: 60,279 9,508 2,742 212,859 268,622 275,880 280,872: 8,867 3,875
Old : 284,747: 60,279 9,508 2,742 212,859 268,622 275,880 280,872: 8,867 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 5,597: 3,286 -417 160 2,317 5,820 5,763 5,563: -166 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.3 1.0 74.8 94.3 96.9 98.6: 3.1 1.4
Old : 100.0: 21.2 3.3 1.0 74.8 94.3 96.9 98.6: 3.1 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 : 136: 32 11 7 68 53 101 70:
Old : 136: 32 11 7 68 53 101 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 : 33.5 50.4 48.0 74.7 32.8 50.3 47.1 74.4
Old : 33.5 50.4 48.0 74.7 32.8 50.3 47.1 74.4
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, April 04, 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 : 937,179: 300,193 75,230 11,832 601,035 843,147 913,060 930,209: 24,119 6,970
Old : 937,179: 300,193 75,230 11,832 601,035 843,147 913,060 930,209: 24,119 6,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 27,328: 15,611 6,564 101 12,969 21,156 28,681 27,821: -1,353 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.0 1.3 64.1 90.0 97.4 99.3: 2.6 0.7
Old : 100.0: 32.0 8.0 1.3 64.1 90.0 97.4 99.3: 2.6 0.7
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 : 342: 135 43 23 132 82 277 138:
Old : 342: 135 43 23 132 82 277 138:
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 : 20.2 52.6 32.8 71.2 18.8 52.6 31.1 71.2
Old : 20.2 52.6 32.8 71.2 18.8 52.6 31.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017