COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 320,394: 136,914 16,299 60,308 104,385 227,781 301,607 304,389: 18,787 16,005
Old : 158,882: 84,847 19,306 23,518 39,048 108,882 147,413 151,705: 11,469 7,176
Other: 161,512: 66,590 11,516 22,268 65,337 118,899 154,195 152,683: 7,318 8,829
: : :
: : Changes in Commitments from: May 9, 2017 :
: 23,420: 6,140 -2,946 13,058 4,296 15,358 23,494 25,470: -74 -2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 5.1 18.8 32.6 71.1 94.1 95.0: 5.9 5.0
Old : 100.0: 53.4 12.2 14.8 24.6 68.5 92.8 95.5: 7.2 4.5
Other: 100.0: 41.2 7.1 13.8 40.5 73.6 95.5 94.5: 4.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 168 71 94 73 78 286 206:
Old : 288: 135 68 50 58 70 219 162:
Other: 243: 106 50 44 59 63 188 137:
:----------------------------------------------------------------------------------------------------
: 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 38.4 20.8 49.5 10.8 33.8 16.8 42.6
Old : 11.8 50.3 22.0 58.3 11.3 45.2 20.2 51.9
Other: 18.2 30.7 29.3 45.1 16.5 27.3 25.6 40.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 13,015: 2,455 1,830 1,922 6,495 7,594 10,871 11,346: 2,145 1,670
Old : 12,282: 2,436 1,827 1,842 5,990 6,980 10,269 10,650: 2,013 1,632
Other: 734: 34 18 64 504 613 602 695: 132 38
: : :
: : Changes in Commitments from: May 9, 2017 :
: 748: -70 348 332 328 -15 590 665: 158 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.1 14.8 49.9 58.3 83.5 87.2: 16.5 12.8
Old : 100.0: 19.8 14.9 15.0 48.8 56.8 83.6 86.7: 16.4 13.3
Other: 100.0: 4.6 2.5 8.7 68.7 83.6 82.0 94.8: 18.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 18 15 25 14 51 41:
Old : 67: 20 17 15 25 14 51 41:
Other: 21: 2 7 4 7 5 13 12:
:----------------------------------------------------------------------------------------------------
: 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 45.5 36.4 62.6 20.1 44.6 33.1 56.4
Old : 20.6 48.2 36.3 62.9 19.3 47.3 34.7 58.8
Other: 65.0 85.7 77.0 93.7 65.0 83.1 72.7 85.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 333,443: 62,314 92,091 75,601 176,843 152,667 314,758 320,358: 18,686 13,085
Old : 234,335: 70,650 87,406 45,086 104,278 92,156 220,014 224,648: 14,320 9,686
Other: 99,109: 8,418 21,439 13,761 72,564 60,510 94,743 95,710: 4,366 3,399
: : :
: : Changes in Commitments from: May 9, 2017 :
: -10,239: -6,074 -10,474 -315 -2,103 -6 -8,492 -10,795: -1,746 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.6 22.7 53.0 45.8 94.4 96.1: 5.6 3.9
Old : 100.0: 30.1 37.3 19.2 44.5 39.3 93.9 95.9: 6.1 4.1
Other: 100.0: 8.5 21.6 13.9 73.2 61.1 95.6 96.6: 4.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 86 97 91 61 48 208 189:
Old : 264: 99 90 75 58 43 195 173:
Other: 126: 33 35 28 49 27 93 81:
:----------------------------------------------------------------------------------------------------
: 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 20.3 30.3 28.6 11.9 10.5 19.4 17.8
Old : 20.2 17.5 30.4 28.4 12.6 12.0 20.6 22.0
Other: 31.0 31.4 50.0 48.1 25.2 20.4 37.4 32.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 942,324: 208,790 173,886 199,882 460,864 490,190 869,537 863,959: 72,787 78,365
Old : 942,324: 208,790 173,886 199,882 460,864 490,190 869,537 863,959: 72,787 78,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,740: 1,609 7,261 -501 1,162 -427 2,269 6,333: 2,470 -1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.5 21.2 48.9 52.0 92.3 91.7: 7.7 8.3
Old : 100.0: 22.2 18.5 21.2 48.9 52.0 92.3 91.7: 7.7 8.3
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 : 250: 79 66 85 88 79 206 198:
Old : 250: 79 66 85 88 79 206 198:
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 : 12.0 19.1 20.0 28.4 8.8 15.9 14.9 23.0
Old : 12.0 19.1 20.0 28.4 8.8 15.9 14.9 23.0
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, May 16, 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 : 248,628: 47,634 52,672 67,498 122,086 118,768 237,218 238,938: 11,409 9,690
Old : 176,950: 45,667 53,894 45,392 76,790 69,180 167,848 168,466: 9,102 8,484
Other: 71,678: 13,089 9,899 10,985 45,296 49,588 69,370 70,472: 2,308 1,206
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,092: -799 1,600 2,706 -253 -2,406 1,654 1,900: 438 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.2 27.1 49.1 47.8 95.4 96.1: 4.6 3.9
Old : 100.0: 25.8 30.5 25.7 43.4 39.1 94.9 95.2: 5.1 4.8
Other: 100.0: 18.3 13.8 15.3 63.2 69.2 96.8 98.3: 3.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 136 137 148 147 129 362 346:
Old : 439: 139 136 123 141 112 336 317:
Other: 254: 65 52 48 118 81 212 155:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 14.3 20.2 23.7 7.9 10.3 13.0 17.6
Old : 13.5 16.3 22.5 26.7 9.8 13.8 16.1 22.3
Other: 20.5 24.6 33.9 37.8 16.1 18.3 23.7 29.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 78,223: 51,501 17,267 2,482 15,412 55,813 69,395 75,561: 8,828 2,662
Old : 78,223: 51,501 17,267 2,482 15,412 55,813 69,395 75,561: 8,828 2,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 3,220: 2,781 4,266 -294 1,582 10 4,068 3,982: -848 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.1 3.2 19.7 71.4 88.7 96.6: 11.3 3.4
Old : 100.0: 65.8 22.1 3.2 19.7 71.4 88.7 96.6: 11.3 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 : 149: 85 42 21 14 9 112 63:
Old : 149: 85 42 21 14 9 112 63:
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 : 29.7 79.0 48.5 83.3 28.2 78.5 46.9 82.2
Old : 29.7 79.0 48.5 83.3 28.2 78.5 46.9 82.2
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 16, 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 : 575,316: 139,515 183,311 13,906 390,103 354,356 543,525 551,573: 31,791 23,743
Old : 575,316: 139,515 183,311 13,906 390,103 354,356 543,525 551,573: 31,791 23,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -4,813: -4,841 -1,032 567 -740 -6,816 -5,014 -7,281: 201 2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 31.9 2.4 67.8 61.6 94.5 95.9: 5.5 4.1
Old : 100.0: 24.3 31.9 2.4 67.8 61.6 94.5 95.9: 5.5 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 : 329: 82 54 32 120 117 214 191:
Old : 329: 82 54 32 120 117 214 191:
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 : 21.3 27.3 32.4 41.1 20.0 27.3 30.3 40.9
Old : 21.3 27.3 32.4 41.1 20.0 27.3 30.3 40.9
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 16, 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 : 297,056: 54,877 8,408 2,582 231,211 281,183 288,670 292,173: 8,386 4,883
Old : 297,056: 54,877 8,408 2,582 231,211 281,183 288,670 292,173: 8,386 4,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,158: 772 1,675 -372 4,605 2,180 5,005 3,483: -847 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 2.8 0.9 77.8 94.7 97.2 98.4: 2.8 1.6
Old : 100.0: 18.5 2.8 0.9 77.8 94.7 97.2 98.4: 2.8 1.6
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 : 147: 38 8 7 73 55 111 70:
Old : 147: 38 8 7 73 55 111 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 : 33.4 51.7 46.7 72.4 32.3 51.7 45.3 71.8
Old : 33.4 51.7 46.7 72.4 32.3 51.7 45.3 71.8
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 16, 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 : 957,928: 289,966 105,000 12,580 627,808 833,328 930,354 950,908: 27,574 7,020
Old : 957,928: 289,966 105,000 12,580 627,808 833,328 930,354 950,908: 27,574 7,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 14,966: 5,741 4,006 42 9,311 14,182 15,094 18,230: -128 -3,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.0 1.3 65.5 87.0 97.1 99.3: 2.9 0.7
Old : 100.0: 30.3 11.0 1.3 65.5 87.0 97.1 99.3: 2.9 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 : 353: 133 48 28 135 88 281 151:
Old : 353: 133 48 28 135 88 281 151:
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 51.3 34.0 69.3 19.5 51.3 32.1 69.3
Old : 20.4 51.3 34.0 69.3 19.5 51.3 32.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017