COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 303,567: 125,208 13,207 53,138 106,912 223,197 285,257 289,542: 18,310 14,026
Old : 134,945: 67,279 12,361 19,705 37,359 97,195 124,343 129,261: 10,602 5,684
Other: 168,622: 67,210 10,127 24,151 69,553 126,002 160,914 160,281: 7,708 8,342
: : :
: : Changes in Commitments from: May 16, 2017 :
: -16,827: -11,706 -3,093 -7,171 2,527 -4,584 -16,350 -14,847: -477 -1,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.4 17.5 35.2 73.5 94.0 95.4: 6.0 4.6
Old : 100.0: 49.9 9.2 14.6 27.7 72.0 92.1 95.8: 7.9 4.2
Other: 100.0: 39.9 6.0 14.3 41.2 74.7 95.4 95.1: 4.6 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 164 58 97 70 77 274 200:
Old : 262: 132 48 58 59 67 213 151:
Other: 242: 109 51 44 56 62 189 136:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 40.4 21.7 51.3 11.6 35.7 17.8 44.5
Old : 12.5 54.6 22.8 62.3 12.4 49.8 22.4 56.1
Other: 18.0 32.0 28.8 47.2 16.0 28.0 24.9 41.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 13,950: 2,139 2,555 2,154 7,307 7,319 11,600 12,028: 2,350 1,922
Old : 12,938: 2,133 2,553 2,002 6,651 6,593 10,787 11,149: 2,151 1,789
Other: 1,012: 35 30 123 656 726 814 879: 199 133
: : :
: : Changes in Commitments from: May 16, 2017 :
: 935: -315 725 232 812 -275 729 683: 205 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 18.3 15.4 52.4 52.5 83.2 86.2: 16.8 13.8
Old : 100.0: 16.5 19.7 15.5 51.4 51.0 83.4 86.2: 16.6 13.8
Other: 100.0: 3.4 3.0 12.1 64.8 71.7 80.4 86.8: 19.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 21 16 28 15 54 46:
Old : 72: 20 20 16 28 15 54 46:
Other: 23: 1 8 6 9 5 16 13:
:----------------------------------------------------------------------------------------------------
: 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 40.5 33.1 56.5 19.1 39.5 30.7 52.3
Old : 19.2 43.7 32.8 58.3 18.7 42.8 32.0 55.4
Other: 54.4 79.2 71.1 85.6 54.4 72.7 66.3 74.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 325,682: 59,171 82,347 69,520 179,631 159,987 308,322 311,854: 17,360 13,828
Old : 223,953: 66,563 76,200 42,010 102,666 95,610 211,238 213,819: 12,715 10,133
Other: 101,729: 7,157 20,696 12,961 76,965 64,377 97,084 98,034: 4,645 3,695
: : :
: : Changes in Commitments from: May 16, 2017 :
: -7,762: -3,143 -9,744 -6,081 2,788 7,320 -6,436 -8,504: -1,326 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.3 21.3 55.2 49.1 94.7 95.8: 5.3 4.2
Old : 100.0: 29.7 34.0 18.8 45.8 42.7 94.3 95.5: 5.7 4.5
Other: 100.0: 7.0 20.3 12.7 75.7 63.3 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 90 86 91 61 49 204 185:
Old : 255: 98 82 79 58 44 194 170:
Other: 123: 37 29 29 48 28 93 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 : 19.9 21.0 30.6 29.2 11.3 10.4 18.9 17.5
Old : 20.7 18.0 31.2 28.8 12.5 12.1 20.8 21.6
Other: 28.7 31.8 46.8 48.1 23.3 21.1 36.5 32.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 955,755: 212,040 154,688 197,856 472,996 524,350 882,893 876,895: 72,862 78,860
Old : 955,755: 212,040 154,688 197,856 472,996 524,350 882,893 876,895: 72,862 78,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 13,431: 3,250 -19,198 -2,026 12,132 34,160 13,356 12,936: 75 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.2 20.7 49.5 54.9 92.4 91.7: 7.6 8.3
Old : 100.0: 22.2 16.2 20.7 49.5 54.9 92.4 91.7: 7.6 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 : 248: 88 56 84 90 80 210 193:
Old : 248: 88 56 84 90 80 210 193:
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 : 12.6 19.7 20.9 28.7 8.8 15.4 14.7 22.4
Old : 12.6 19.7 20.9 28.7 8.8 15.4 14.7 22.4
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 23, 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 : 256,003: 48,370 56,195 69,968 125,011 120,338 243,349 246,501: 12,654 9,502
Old : 179,555: 48,186 55,594 46,808 74,715 69,127 169,709 171,530: 9,846 8,025
Other: 76,448: 11,852 12,268 11,492 50,296 51,211 73,640 74,971: 2,808 1,477
: : :
: : Changes in Commitments from: May 16, 2017 :
: 7,375: 735 3,522 2,470 2,925 1,570 6,130 7,563: 1,245 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.0 27.3 48.8 47.0 95.1 96.3: 4.9 3.7
Old : 100.0: 26.8 31.0 26.1 41.6 38.5 94.5 95.5: 5.5 4.5
Other: 100.0: 15.5 16.0 15.0 65.8 67.0 96.3 98.1: 3.7 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 150 126 151 143 130 362 350:
Old : 439: 150 127 121 132 117 331 319:
Other: 258: 63 57 49 119 83 214 161:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 14.4 20.1 23.5 7.7 10.0 12.5 17.3
Old : 13.3 16.1 22.9 26.4 9.9 13.7 15.5 22.1
Other: 20.5 23.9 33.2 36.7 15.7 16.8 23.8 27.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 85,334: 54,835 23,562 2,835 18,495 55,796 76,165 82,193: 9,169 3,142
Old : 85,334: 54,835 23,562 2,835 18,495 55,796 76,165 82,193: 9,169 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 7,111: 3,334 6,296 353 3,082 -17 6,770 6,632: 341 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 27.6 3.3 21.7 65.4 89.3 96.3: 10.7 3.7
Old : 100.0: 64.3 27.6 3.3 21.7 65.4 89.3 96.3: 10.7 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 : 145: 82 41 20 15 9 106 64:
Old : 145: 82 41 20 15 9 106 64:
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 : 37.1 73.4 52.4 80.7 35.6 73.0 50.9 80.2
Old : 37.1 73.4 52.4 80.7 35.6 73.0 50.9 80.2
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 23, 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 : 569,484: 124,920 197,289 11,900 404,066 335,922 540,886 545,111: 28,598 24,372
Old : 569,484: 124,920 197,289 11,900 404,066 335,922 540,886 545,111: 28,598 24,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -5,832: -14,595 13,978 -2,006 13,963 -18,434 -2,639 -6,462: -3,194 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 34.6 2.1 71.0 59.0 95.0 95.7: 5.0 4.3
Old : 100.0: 21.9 34.6 2.1 71.0 59.0 95.0 95.7: 5.0 4.3
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 : 330: 73 64 26 122 117 208 194:
Old : 330: 73 64 26 122 117 208 194:
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 : 21.2 26.9 32.4 41.1 19.7 26.9 30.5 40.9
Old : 21.2 26.9 32.4 41.1 19.7 26.9 30.5 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 23, 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 : 298,190: 56,373 6,954 2,443 230,797 284,300 289,613 293,697: 8,577 4,493
Old : 298,190: 56,373 6,954 2,443 230,797 284,300 289,613 293,697: 8,577 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 1,134: 1,496 -1,454 -139 -414 3,117 943 1,524: 191 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.3 0.8 77.4 95.3 97.1 98.5: 2.9 1.5
Old : 100.0: 18.9 2.3 0.8 77.4 95.3 97.1 98.5: 2.9 1.5
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 : 146: 40 7 7 72 55 112 69:
Old : 146: 40 7 7 72 55 112 69:
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 52.4 47.1 73.1 32.4 52.3 45.2 72.5
Old : 33.6 52.4 47.1 73.1 32.4 52.3 45.2 72.5
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 23, 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 : 950,428: 283,984 97,305 12,254 626,517 837,079 922,755 946,638: 27,673 3,790
Old : 950,428: 283,984 97,305 12,254 626,517 837,079 922,755 946,638: 27,673 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -7,500: -5,982 -7,695 -326 -1,291 3,751 -7,599 -4,270: 99 -3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.2 1.3 65.9 88.1 97.1 99.6: 2.9 0.4
Old : 100.0: 29.9 10.2 1.3 65.9 88.1 97.1 99.6: 2.9 0.4
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 : 348: 131 43 26 135 92 278 149:
Old : 348: 131 43 26 135 92 278 149:
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 : 20.7 51.3 33.8 69.3 19.7 51.3 31.9 69.3
Old : 20.7 51.3 33.8 69.3 19.7 51.3 31.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017