COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 247,217: 85,329 26,025 42,479 105,510 163,221 233,317 231,725: 13,900 15,492
Old : 9,595: 4,459 1,297 0 3,518 7,133 7,977 8,430: 1,618 1,165
Other: 237,622: 81,931 25,790 41,417 101,992 156,088 225,340 223,295: 12,282 14,327
: : :
: : Changes in Commitments from: June 13, 2017 :
: -49,624: -16,929 8,497 -18,875 -12,446 -39,621 -48,250 -49,999: -1,374 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 10.5 17.2 42.7 66.0 94.4 93.7: 5.6 6.3
Old : 100.0: 46.5 13.5 0.0 36.7 74.3 83.1 87.9: 16.9 12.1
Other: 100.0: 34.5 10.9 17.4 42.9 65.7 94.8 94.0: 5.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 114 72 78 71 65 223 185:
Old : 69: 19 7 0 22 23 41 30:
Other: 278: 111 77 76 69 64 220 182:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 32.9 27.1 44.9 14.8 27.4 21.9 37.3
Old : 38.5 65.2 56.2 79.4 38.5 65.2 56.2 79.4
Other: 18.6 33.3 28.0 44.5 15.4 27.1 22.7 36.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 13,667: 1,278 3,775 1,690 8,258 6,002 11,226 11,467: 2,441 2,200
Old : 12,085: 1,244 3,770 1,430 7,221 4,889 9,895 10,089: 2,191 1,996
Other: 1,581: 46 18 248 1,037 1,113 1,331 1,378: 250 203
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,418: -168 -245 -893 -672 -704 -1,733 -1,843: 315 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 27.6 12.4 60.4 43.9 82.1 83.9: 17.9 16.1
Old : 100.0: 10.3 31.2 11.8 59.7 40.5 81.9 83.5: 18.1 16.5
Other: 100.0: 2.9 1.1 15.7 65.6 70.4 84.2 87.1: 15.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 21 13 25 15 46 42:
Old : 63: 15 20 13 25 15 46 42:
Other: 21: 2 4 5 10 7 16 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 : 23.6 36.4 40.7 55.1 20.5 35.8 36.4 51.1
Old : 24.2 40.7 40.8 57.9 23.6 40.1 39.5 56.6
Other: 51.8 71.6 69.2 84.2 51.4 64.6 63.8 67.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 271,217: 53,372 74,868 51,847 145,093 129,842 250,312 256,557: 20,904 14,659
Old : 146,318: 57,692 67,164 14,441 60,242 55,074 132,375 136,680: 13,943 9,638
Other: 124,899: 16,797 28,821 16,289 84,851 74,768 117,938 119,878: 6,961 5,021
: : :
: : Changes in Commitments from: June 13, 2017 :
: -5,295: -2,629 -1,483 -2,547 462 -2,195 -4,714 -6,225: -580 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 27.6 19.1 53.5 47.9 92.3 94.6: 7.7 5.4
Old : 100.0: 39.4 45.9 9.9 41.2 37.6 90.5 93.4: 9.5 6.6
Other: 100.0: 13.4 23.1 13.0 67.9 59.9 94.4 96.0: 5.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 83 82 75 62 41 186 167:
Old : 234: 85 80 46 51 31 158 135:
Other: 151: 49 39 33 53 31 115 92:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 22.1 29.3 31.7 13.0 14.5 22.0 22.6
Old : 20.1 22.7 32.5 35.9 18.7 20.3 29.6 32.5
Other: 26.9 30.6 42.0 46.2 20.0 19.4 31.1 30.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 960,961: 189,021 220,438 189,634 510,236 471,411 888,891 881,484: 72,070 79,477
Old : 960,961: 189,021 220,438 189,634 510,236 471,411 888,891 881,484: 72,070 79,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -80,833: -8,062 16,235 -48,209 -22,992 -46,017 -79,263 -77,992: -1,570 -2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.9 19.7 53.1 49.1 92.5 91.7: 7.5 8.3
Old : 100.0: 19.7 22.9 19.7 53.1 49.1 92.5 91.7: 7.5 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 : 260: 88 62 88 96 84 221 204:
Old : 260: 88 62 88 96 84 221 204:
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 : 12.9 17.1 21.3 26.7 8.1 12.3 13.6 19.8
Old : 12.9 17.1 21.3 26.7 8.1 12.3 13.6 19.8
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, June 20, 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 : 254,581: 51,867 79,050 68,177 120,910 97,840 240,954 245,066: 13,627 9,514
Old : 151,709: 58,809 72,945 26,421 56,347 44,921 141,577 144,287: 10,132 7,422
Other: 102,872: 17,381 30,427 17,433 64,563 52,919 99,377 100,779: 3,495 2,092
: : :
: : Changes in Commitments from: June 13, 2017 :
: -2,446: 1,294 6,327 3,571 -7,319 -12,522 -2,454 -2,624: 8 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 31.1 26.8 47.5 38.4 94.6 96.3: 5.4 3.7
Old : 100.0: 38.8 48.1 17.4 37.1 29.6 93.3 95.1: 6.7 4.9
Other: 100.0: 16.9 29.6 16.9 62.8 51.4 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 158 134 147 152 126 370 360:
Old : 458: 162 129 87 132 108 321 298:
Other: 311: 81 78 67 134 88 250 201:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.1 19.9 24.4 7.7 9.9 12.3 17.2
Old : 13.6 18.5 22.2 29.9 13.4 16.5 19.6 26.1
Other: 20.5 23.4 30.0 34.4 11.5 17.1 16.9 24.6
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 11,073: 706 2,463 2,927 7,435 5,680 11,068 11,071: 5 2
Old : 11,073: 706 2,463 2,927 7,435 5,680 11,068 11,071: 5 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 22.2 26.4 67.1 51.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 22.2 26.4 67.1 51.3 100.0 100.0: 0.0 0.0
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 : 21: 5 7 11 8 6 20 17:
Old : 21: 5 7 11 8 6 20 17:
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 : 80.5 65.7 91.7 89.9 23.3 24.3 26.1 26.6
Old : 80.5 65.7 91.7 89.9 23.3 24.3 26.1 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 46,897: 28,190 22,698 1,760 8,731 19,923 38,681 44,381: 8,216 2,516
Old : 46,897: 28,190 22,698 1,760 8,731 19,923 38,681 44,381: 8,216 2,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -38,162: -23,690 -1,204 -867 -9,612 -32,354 -34,169 -34,426: -3,993 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 48.4 3.8 18.6 42.5 82.5 94.6: 17.5 5.4
Old : 100.0: 60.1 48.4 3.8 18.6 42.5 82.5 94.6: 17.5 5.4
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 : 123: 68 39 16 10 9 87 56:
Old : 123: 68 39 16 10 9 87 56:
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 : 36.3 61.6 51.6 79.1 35.3 61.2 49.4 77.6
Old : 36.3 61.6 51.6 79.1 35.3 61.2 49.4 77.6
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, June 20, 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 : 571,743: 154,829 170,177 10,989 376,052 369,834 541,870 551,000: 29,873 20,743
Old : 571,743: 154,829 170,177 10,989 376,052 369,834 541,870 551,000: 29,873 20,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -86,910: -10,844 12,205 -3,713 -70,569 -83,712 -85,127 -75,221: -1,783 -11,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 29.8 1.9 65.8 64.7 94.8 96.4: 5.2 3.6
Old : 100.0: 27.1 29.8 1.9 65.8 64.7 94.8 96.4: 5.2 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 : 317: 70 60 29 115 111 196 189:
Old : 317: 70 60 29 115 111 196 189:
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 : 20.5 25.0 31.8 38.7 17.2 24.9 27.8 38.5
Old : 20.5 25.0 31.8 38.7 17.2 24.9 27.8 38.5
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, June 20, 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 : 309,074: 52,315 22,907 3,060 245,369 277,541 300,744 303,508: 8,330 5,566
Old : 309,074: 52,315 22,907 3,060 245,369 277,541 300,744 303,508: 8,330 5,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -20,789: -236 13,425 -12,711 -5,057 -20,024 -18,004 -19,310: -2,785 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.4 1.0 79.4 89.8 97.3 98.2: 2.7 1.8
Old : 100.0: 16.9 7.4 1.0 79.4 89.8 97.3 98.2: 2.7 1.8
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 : 138: 33 9 7 70 53 104 68:
Old : 138: 33 9 7 70 53 104 68:
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 : 32.5 49.7 48.5 72.4 32.1 49.6 47.7 71.7
Old : 32.5 49.7 48.5 72.4 32.1 49.6 47.7 71.7
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, June 20, 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 : 973,076: 301,118 76,474 14,544 634,331 873,071 949,993 964,089: 23,083 8,987
Old : 973,076: 301,118 76,474 14,544 634,331 873,071 949,993 964,089: 23,083 8,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -167,862: -3,893 -25,534 -8,819 -131,809 -121,026 -144,521 -155,379: -23,341 -12,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.9 1.5 65.2 89.7 97.6 99.1: 2.4 0.9
Old : 100.0: 30.9 7.9 1.5 65.2 89.7 97.6 99.1: 2.4 0.9
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 : 350: 135 38 25 135 93 279 147:
Old : 350: 135 38 25 135 93 279 147:
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 : 20.8 55.1 33.1 72.1 19.8 55.0 31.3 72.1
Old : 20.8 55.1 33.1 72.1 19.8 55.0 31.3 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017