COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 296,974: 130,774 19,245 47,251 100,089 212,423 278,113 278,918: 18,861 18,056
Old : 153,335: 87,402 27,222 13,297 41,412 102,745 142,111 143,264: 11,223 10,070
Other: 143,640: 59,793 8,444 17,533 58,677 109,677 136,002 135,654: 7,638 7,986
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,704: -2,522 -796 -1,541 1,055 -1,972 -3,008 -4,309: 304 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.5 15.9 33.7 71.5 93.6 93.9: 6.4 6.1
Old : 100.0: 57.0 17.8 8.7 27.0 67.0 92.7 93.4: 7.3 6.6
Other: 100.0: 41.6 5.9 12.2 40.8 76.4 94.7 94.4: 5.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 150 78 89 72 76 268 203:
Old : 286: 125 75 49 61 68 212 166:
Other: 221: 94 45 38 56 59 169 125:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 39.2 20.1 49.9 11.3 35.6 17.8 45.1
Old : 12.2 49.3 22.5 57.3 12.2 45.8 21.9 53.7
Other: 17.1 32.4 28.2 47.4 16.0 29.4 26.3 43.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 12,267: 2,524 1,482 1,590 6,166 7,609 10,280 10,680: 1,987 1,587
Old : 11,790: 2,507 1,481 1,546 5,833 7,240 9,887 10,268: 1,904 1,522
Other: 477: 25 9 35 333 368 394 412: 83 64
: : :
: : Changes in Commitments from: May 2, 2017 :
: 290: -524 280 355 183 -396 13 239: 276 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.1 13.0 50.3 62.0 83.8 87.1: 16.2 12.9
Old : 100.0: 21.3 12.6 13.1 49.5 61.4 83.9 87.1: 16.1 12.9
Other: 100.0: 5.3 1.8 7.4 69.9 77.3 82.6 86.5: 17.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 16 14 24 13 49 37:
Old : 61: 18 16 14 24 13 49 37:
Other: 14: 3 3 3 5 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 49.5 38.6 66.4 22.1 47.6 36.8 59.7
Old : 21.8 51.5 38.3 66.1 21.1 49.5 36.3 61.9
Other: 71.5 82.6 81.7 86.5 71.5 78.8 75.2 79.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 343,682: 68,388 102,564 75,916 178,945 152,672 323,250 331,153: 20,432 12,529
Old : 245,866: 76,529 95,698 46,690 106,362 93,312 229,582 235,700: 16,284 10,166
Other: 97,816: 6,477 21,484 14,608 72,583 59,360 93,668 95,453: 4,148 2,363
: : :
: : Changes in Commitments from: May 2, 2017 :
: -8,434: -2,067 -2,654 782 -4,835 -6,649 -6,120 -8,521: -2,314 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 29.8 22.1 52.1 44.4 94.1 96.4: 5.9 3.6
Old : 100.0: 31.1 38.9 19.0 43.3 38.0 93.4 95.9: 6.6 4.1
Other: 100.0: 6.6 22.0 14.9 74.2 60.7 95.8 97.6: 4.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 106 91 88 63 47 219 185:
Old : 275: 118 82 74 60 41 206 170:
Other: 120: 26 39 25 46 26 85 80:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 19.0 29.4 28.4 11.7 11.3 19.0 18.8
Old : 18.6 16.8 28.2 28.5 11.9 13.1 19.8 23.2
Other: 30.3 32.7 51.2 48.0 25.3 17.9 37.5 29.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 937,584: 207,181 166,625 200,384 459,702 490,618 867,267 857,626: 70,317 79,958
Old : 937,584: 207,181 166,625 200,384 459,702 490,618 867,267 857,626: 70,317 79,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 24,856: 5,084 18,518 14,326 888 -8,519 20,299 24,326: 4,557 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.8 21.4 49.0 52.3 92.5 91.5: 7.5 8.5
Old : 100.0: 22.1 17.8 21.4 49.0 52.3 92.5 91.5: 7.5 8.5
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 : 250: 85 61 77 87 78 202 192:
Old : 250: 85 61 77 87 78 202 192:
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 : 11.4 19.6 20.0 28.9 8.9 16.6 15.1 23.3
Old : 11.4 19.6 20.0 28.9 8.9 16.6 15.1 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 09, 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 : 246,535: 48,433 51,072 64,792 122,339 121,174 235,564 237,038: 10,971 9,497
Old : 178,208: 45,944 52,426 44,787 78,568 72,571 169,299 169,784: 8,908 8,423
Other: 68,328: 13,010 9,167 9,484 43,771 48,602 66,265 67,253: 2,063 1,074
: : :
: : Changes in Commitments from: May 2, 2017 :
: 496: 650 -853 2,147 -1,847 -578 949 716: -453 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 20.7 26.3 49.6 49.2 95.5 96.1: 4.5 3.9
Old : 100.0: 25.8 29.4 25.1 44.1 40.7 95.0 95.3: 5.0 4.7
Other: 100.0: 19.0 13.4 13.9 64.1 71.1 97.0 98.4: 3.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 135 133 141 148 126 356 340:
Old : 436: 141 130 117 142 112 332 313:
Other: 248: 59 54 48 115 79 203 155:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 15.0 20.1 23.9 7.9 10.3 13.3 17.0
Old : 14.2 17.0 23.3 26.3 9.7 13.2 15.5 20.2
Other: 19.4 26.3 31.6 39.6 16.8 19.8 24.4 32.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 75,003: 48,720 13,001 2,776 13,831 55,802 65,327 71,579: 9,677 3,424
Old : 75,003: 48,720 13,001 2,776 13,831 55,802 65,327 71,579: 9,677 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 833: -1,682 2,563 342 1,046 -2,472 -294 433: 1,128 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 17.3 3.7 18.4 74.4 87.1 95.4: 12.9 4.6
Old : 100.0: 65.0 17.3 3.7 18.4 74.4 87.1 95.4: 12.9 4.6
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 : 144: 95 29 18 13 9 116 51:
Old : 144: 95 29 18 13 9 116 51:
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 : 27.1 82.7 42.8 86.7 26.6 81.7 41.2 85.2
Old : 27.1 82.7 42.8 86.7 26.6 81.7 41.2 85.2
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 09, 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 : 580,129: 144,356 184,343 13,339 390,843 361,172 548,538 558,854: 31,590 21,275
Old : 580,129: 144,356 184,343 13,339 390,843 361,172 548,538 558,854: 31,590 21,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -4,072: -12,090 15,918 3,678 5,590 -23,750 -2,823 -4,155: -1,249 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 31.8 2.3 67.4 62.3 94.6 96.3: 5.4 3.7
Old : 100.0: 24.9 31.8 2.3 67.4 62.3 94.6 96.3: 5.4 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: 81 55 30 120 117 214 189:
Old : 331: 81 55 30 120 117 214 189:
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 27.7 32.2 41.1 19.8 27.7 30.2 41.0
Old : 21.3 27.7 32.2 41.1 19.8 27.7 30.2 41.0
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 09, 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 : 292,898: 54,105 6,733 2,954 226,606 279,003 283,665 288,690: 9,233 4,208
Old : 292,898: 54,105 6,733 2,954 226,606 279,003 283,665 288,690: 9,233 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 4,000: 3,644 -953 85 111 4,482 3,840 3,614: 160 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 2.3 1.0 77.4 95.3 96.8 98.6: 3.2 1.4
Old : 100.0: 18.5 2.3 1.0 77.4 95.3 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 : 145: 38 9 9 71 53 109 71:
Old : 145: 38 9 9 71 53 109 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 : 33.6 51.9 46.0 73.1 32.5 51.8 44.5 72.7
Old : 33.6 51.9 46.0 73.1 32.5 51.8 44.5 72.7
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 09, 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 : 942,962: 284,225 100,994 12,538 618,497 819,146 915,260 932,678: 27,702 10,284
Old : 942,962: 284,225 100,994 12,538 618,497 819,146 915,260 932,678: 27,702 10,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 18,411: -874 9,385 -515 21,338 8,988 19,949 17,858: -1,538 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.7 1.3 65.6 86.9 97.1 98.9: 2.9 1.1
Old : 100.0: 30.1 10.7 1.3 65.6 86.9 97.1 98.9: 2.9 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 : 343: 130 48 26 133 83 276 144:
Old : 343: 130 48 26 133 83 276 144:
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 : 19.9 51.5 33.6 68.5 18.9 51.5 31.7 68.4
Old : 19.9 51.5 33.6 68.5 18.9 51.5 31.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017