COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 299,678: 133,296 20,041 48,792 99,033 214,394 281,121 283,227: 18,557 16,451
Old : 160,115: 92,830 29,667 14,078 41,684 107,707 148,592 151,452: 11,523 8,663
Other: 139,563: 58,344 8,252 16,836 57,349 106,688 132,529 131,775: 7,034 7,788
: : :
: : Changes in Commitments from: April 25, 2017 :
: 13,619: 8,075 3,724 1,351 4,040 7,930 13,467 13,006: 152 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 6.7 16.3 33.0 71.5 93.8 94.5: 6.2 5.5
Old : 100.0: 58.0 18.5 8.8 26.0 67.3 92.8 94.6: 7.2 5.4
Other: 100.0: 41.8 5.9 12.1 41.1 76.4 95.0 94.4: 5.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 163 74 88 72 76 275 203:
Old : 293: 136 71 49 60 68 220 164:
Other: 217: 95 40 39 55 57 167 123:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 39.1 19.8 49.5 11.2 35.7 17.6 45.1
Old : 12.5 49.4 21.9 58.1 12.5 46.2 21.2 54.8
Other: 17.3 32.0 29.4 46.9 16.6 28.9 28.0 42.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 11,977: 3,049 1,202 1,235 5,984 8,005 10,267 10,441: 1,710 1,536
Old : 11,669: 3,037 1,201 1,214 5,780 7,747 10,031 10,161: 1,639 1,508
Other: 308: 12 1 21 204 258 236 280: 72 28
: : :
: : Changes in Commitments from: April 25, 2017 :
: -110: 63 -102 9 -82 -38 -10 -131: -100 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.0 10.3 50.0 66.8 85.7 87.2: 14.3 12.8
Old : 100.0: 26.0 10.3 10.4 49.5 66.4 86.0 87.1: 14.0 12.9
Other: 100.0: 3.9 0.5 6.7 66.1 83.7 76.7 90.9: 23.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 25 14 13 25 14 53 38:
Old : 67: 25 14 13 25 14 53 38:
Other: 10: 1 2 2 5 2 8 4:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 53.0 39.6 69.1 22.1 51.6 36.4 61.9
Old : 24.7 54.4 39.6 68.6 21.8 53.0 36.2 63.5
Other: 66.3 90.9 76.7 90.9 64.9 84.2 70.0 84.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 352,116: 70,455 105,219 75,134 183,781 159,321 329,370 339,674: 22,746 12,441
Old : 260,218: 78,297 99,231 49,360 113,729 101,181 241,386 249,772: 18,831 10,446
Other: 91,898: 4,592 18,422 13,340 70,052 58,140 87,983 89,902: 3,915 1,996
: : :
: : Changes in Commitments from: April 25, 2017 :
: 16,615: 1,897 9,473 7,250 6,473 -747 15,621 15,976: 994 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 29.9 21.3 52.2 45.2 93.5 96.5: 6.5 3.5
Old : 100.0: 30.1 38.1 19.0 43.7 38.9 92.8 96.0: 7.2 4.0
Other: 100.0: 5.0 20.0 14.5 76.2 63.3 95.7 97.8: 4.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 115 89 85 62 43 222 183:
Old : 284: 128 83 71 58 40 211 170:
Other: 118: 24 42 26 44 27 83 83:
:----------------------------------------------------------------------------------------------------
: 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 19.6 29.5 29.3 11.7 11.3 18.8 18.5
Old : 18.2 17.2 27.9 28.4 11.1 12.8 19.0 22.3
Other: 32.8 35.6 54.1 50.6 28.9 20.1 38.8 32.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 912,728: 202,097 148,107 186,057 458,814 499,137 846,968 833,301: 65,760 79,428
Old : 912,728: 202,097 148,107 186,057 458,814 499,137 846,968 833,301: 65,760 79,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 3,143: -7,080 10,066 10,062 -227 -21,710 2,754 -1,582: 389 4,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.2 20.4 50.3 54.7 92.8 91.3: 7.2 8.7
Old : 100.0: 22.1 16.2 20.4 50.3 54.7 92.8 91.3: 7.2 8.7
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: 81 59 77 87 77 201 184:
Old : 241: 81 59 77 87 77 201 184:
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 : 10.9 19.8 20.1 29.8 9.0 16.5 14.8 23.3
Old : 10.9 19.8 20.1 29.8 9.0 16.5 14.8 23.3
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, May 02, 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 : 246,039: 47,783 51,925 62,645 124,187 121,752 234,615 236,322: 11,424 9,718
Old : 182,254: 46,912 52,962 44,948 80,981 75,640 172,840 173,550: 9,413 8,704
Other: 63,786: 10,774 8,865 7,795 43,206 46,112 61,774 62,772: 2,011 1,014
: : :
: : Changes in Commitments from: April 25, 2017 :
: 5,215: -474 3,763 1,798 4,011 -668 5,336 4,893: -120 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.1 25.5 50.5 49.5 95.4 96.1: 4.6 3.9
Old : 100.0: 25.7 29.1 24.7 44.4 41.5 94.8 95.2: 5.2 4.8
Other: 100.0: 16.9 13.9 12.2 67.7 72.3 96.8 98.4: 3.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 132 136 133 150 127 351 339:
Old : 438: 141 129 113 144 113 330 313:
Other: 236: 53 51 47 108 79 193 149:
:----------------------------------------------------------------------------------------------------
: 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 14.0 20.6 22.8 7.8 10.4 13.5 16.7
Old : 14.2 15.8 23.4 24.8 9.2 12.3 14.9 19.1
Other: 22.0 27.5 35.2 40.8 20.5 21.5 31.0 34.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 74,170: 50,403 10,438 2,434 12,785 58,275 65,621 71,146: 8,549 3,024
Old : 74,170: 50,403 10,438 2,434 12,785 58,275 65,621 71,146: 8,549 3,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 3,645: 881 4,401 478 2,381 -1,145 3,740 3,734: -96 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 3.3 17.2 78.6 88.5 95.9: 11.5 4.1
Old : 100.0: 68.0 14.1 3.3 17.2 78.6 88.5 95.9: 11.5 4.1
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 : 150: 105 29 14 12 9 120 49:
Old : 150: 105 29 14 12 9 120 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 : 26.6 83.1 41.5 87.3 26.1 82.2 39.9 85.9
Old : 26.6 83.1 41.5 87.3 26.1 82.2 39.9 85.9
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, May 02, 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 : 584,201: 156,446 168,425 9,662 385,253 384,922 551,361 563,009: 32,840 21,192
Old : 584,201: 156,446 168,425 9,662 385,253 384,922 551,361 563,009: 32,840 21,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -455: -1,290 -19,443 -1,926 -4,497 19,770 -7,713 -1,599: 7,258 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 28.8 1.7 65.9 65.9 94.4 96.4: 5.6 3.6
Old : 100.0: 26.8 28.8 1.7 65.9 65.9 94.4 96.4: 5.6 3.6
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 : 328: 84 51 26 121 113 215 180:
Old : 328: 84 51 26 121 113 215 180:
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 27.8 31.3 40.8 18.6 27.8 29.2 40.7
Old : 20.2 27.8 31.3 40.8 18.6 27.8 29.2 40.7
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, May 02, 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 : 288,898: 50,461 7,686 2,869 226,495 274,521 279,825 285,076: 9,073 3,822
Old : 288,898: 50,461 7,686 2,869 226,495 274,521 279,825 285,076: 9,073 3,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 4,209: -2,594 -2,393 228 5,835 6,847 3,469 4,682: 740 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.7 1.0 78.4 95.0 96.9 98.7: 3.1 1.3
Old : 100.0: 17.5 2.7 1.0 78.4 95.0 96.9 98.7: 3.1 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 : 144: 33 12 7 72 54 105 73:
Old : 144: 33 12 7 72 54 105 73:
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 : 34.0 52.4 46.2 74.0 33.1 52.3 45.2 73.5
Old : 34.0 52.4 46.2 74.0 33.1 52.3 45.2 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, May 02, 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 : 924,551: 285,099 91,609 13,053 597,159 810,158 895,311 914,820: 29,240 9,731
Old : 924,551: 285,099 91,609 13,053 597,159 810,158 895,311 914,820: 29,240 9,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 6,599: 547 6,321 -1,233 4,893 1,166 4,207 6,254: 2,392 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.9 1.4 64.6 87.6 96.8 98.9: 3.2 1.1
Old : 100.0: 30.8 9.9 1.4 64.6 87.6 96.8 98.9: 3.2 1.1
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 : 340: 130 45 24 134 81 275 139:
Old : 340: 130 45 24 134 81 275 139:
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 : 19.6 52.2 33.1 69.7 18.6 52.2 31.3 69.6
Old : 19.6 52.2 33.1 69.7 18.6 52.2 31.3 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017