COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 246,035: 75,973 31,705 47,022 110,306 151,505 233,302 230,232: 12,733 15,802
Old : 506: 0 0 0 497 447 497 447: 9 59
Other: 245,529: 75,973 31,705 47,022 109,809 151,058 232,805 229,785: 12,724 15,743
: : :
: : Changes in Commitments from: June 20, 2017 :
: -1,182: -9,355 5,680 4,543 4,796 -11,716 -15 -1,493: -1,167 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.9 19.1 44.8 61.6 94.8 93.6: 5.2 6.4
Old : 100.0: 0.0 0.0 0.0 98.2 88.3 98.2 88.3: 1.8 11.7
Other: 100.0: 30.9 12.9 19.2 44.7 61.5 94.8 93.6: 5.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 114 79 78 72 64 226 186:
Old : 4: 0 0 0 2 2 2 2:
Other: 284: 114 79 78 72 64 226 186:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 30.8 27.3 42.0 14.1 22.9 20.6 32.6
Old : 98.2 88.3 98.2 88.3 98.2 88.3 98.2 88.3
Other: 18.1 30.8 27.2 41.9 14.2 23.1 20.7 32.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 12,939: 1,442 4,042 1,852 7,601 5,139 10,895 11,034: 2,045 1,906
Old : 11,167: 1,349 4,046 1,530 6,448 3,863 9,328 9,439: 1,840 1,729
Other: 1,772: 117 21 298 1,153 1,277 1,567 1,595: 205 177
: : :
: : Changes in Commitments from: June 20, 2017 :
: -727: 164 266 163 -658 -862 -331 -433: -396 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 31.2 14.3 58.7 39.7 84.2 85.3: 15.8 14.7
Old : 100.0: 12.1 36.2 13.7 57.7 34.6 83.5 84.5: 16.5 15.5
Other: 100.0: 6.6 1.2 16.8 65.1 72.1 88.4 90.0: 11.6 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 21 17 15 24 14 48 43:
Old : 65: 20 18 15 24 14 48 43:
Other: 26: 5 6 9 10 7 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 34.9 41.9 53.6 20.9 34.7 35.3 50.4
Old : 26.5 37.6 41.2 55.2 24.9 37.3 38.2 54.3
Other: 50.3 70.7 68.1 84.3 50.3 67.1 63.7 69.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 294,111: 54,214 90,193 61,337 155,404 126,968 270,956 278,498: 23,155 15,614
Old : 158,203: 59,138 77,610 17,351 66,253 53,504 142,742 148,466: 15,461 9,737
Other: 135,909: 18,326 35,832 20,737 89,151 73,463 128,214 130,032: 7,695 5,876
: : :
: : Changes in Commitments from: June 20, 2017 :
: 22,895: 842 15,325 9,490 10,311 -2,875 20,643 21,940: 2,251 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 30.7 20.9 52.8 43.2 92.1 94.7: 7.9 5.3
Old : 100.0: 37.4 49.1 11.0 41.9 33.8 90.2 93.8: 9.8 6.2
Other: 100.0: 13.5 26.4 15.3 65.6 54.1 94.3 95.7: 5.7 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 84 83 77 64 42 191 171:
Old : 236: 93 74 48 54 28 163 134:
Other: 158: 45 48 33 53 33 117 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 19.6 29.0 30.2 12.1 12.0 20.2 20.4
Old : 21.1 21.0 33.2 35.6 19.2 17.9 28.6 32.1
Other: 25.6 28.2 39.9 42.1 18.7 16.6 29.8 26.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 971,300: 190,661 243,567 196,602 512,836 452,375 900,099 892,544: 71,202 78,757
Old : 971,300: 190,661 243,567 196,602 512,836 452,375 900,099 892,544: 71,202 78,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 10,339: 1,640 23,129 6,967 2,600 -19,036 11,207 11,060: -868 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 25.1 20.2 52.8 46.6 92.7 91.9: 7.3 8.1
Old : 100.0: 19.6 25.1 20.2 52.8 46.6 92.7 91.9: 7.3 8.1
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 : 261: 84 70 86 91 78 215 201:
Old : 261: 84 70 86 91 78 215 201:
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 : 13.6 15.8 22.3 25.0 8.4 10.7 14.0 18.6
Old : 13.6 15.8 22.3 25.0 8.4 10.7 14.0 18.6
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 27, 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 : 267,306: 49,986 83,913 76,897 127,958 97,863 254,842 258,674: 12,465 8,632
Old : 151,034: 57,415 78,117 28,502 56,669 37,951 142,586 144,570: 8,448 6,464
Other: 116,273: 19,535 32,760 21,431 71,289 59,912 112,256 114,104: 4,017 2,169
: : :
: : Changes in Commitments from: June 20, 2017 :
: 12,726: -1,881 4,864 8,720 7,048 24 13,888 13,608: -1,162 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 31.4 28.8 47.9 36.6 95.3 96.8: 4.7 3.2
Old : 100.0: 38.0 51.7 18.9 37.5 25.1 94.4 95.7: 5.6 4.3
Other: 100.0: 16.8 28.2 18.4 61.3 51.5 96.5 98.1: 3.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 146 144 152 154 127 374 362:
Old : 452: 154 134 88 123 102 312 289:
Other: 324: 84 84 76 137 88 259 213:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 13.6 21.1 23.8 7.4 9.8 11.9 17.3
Old : 14.0 17.1 23.3 29.3 13.8 15.7 21.2 26.9
Other: 19.6 24.4 28.7 35.5 11.2 15.9 17.1 24.0
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 11,351: 714 2,539 3,045 7,586 5,765 11,345 11,349: 5 2
Old : 11,351: 714 2,539 3,045 7,586 5,765 11,345 11,349: 5 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 278: 8 76 118 151 84 278 278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.4 26.8 66.8 50.8 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 22.4 26.8 66.8 50.8 100.0 100.0: 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 : 80.2 66.2 90.8 90.1 23.8 25.5 26.5 26.9
Old : 80.2 66.2 90.8 90.1 23.8 25.5 26.5 26.9
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 27, 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 : 48,246: 27,916 22,511 3,183 9,214 19,719 40,312 45,413: 7,933 2,833
Old : 48,246: 27,916 22,511 3,183 9,214 19,719 40,312 45,413: 7,933 2,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,349: -274 -187 1,423 483 -205 1,632 1,032: -283 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 46.7 6.6 19.1 40.9 83.6 94.1: 16.4 5.9
Old : 100.0: 57.9 46.7 6.6 19.1 40.9 83.6 94.1: 16.4 5.9
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 : 131: 68 48 14 8 9 84 65:
Old : 131: 68 48 14 8 9 84 65:
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 : 36.5 59.3 53.1 71.7 35.5 58.9 49.8 69.5
Old : 36.5 59.3 53.1 71.7 35.5 58.9 49.8 69.5
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 27, 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 : 580,182: 156,468 173,041 13,288 381,258 373,025 551,014 559,354: 29,168 20,829
Old : 580,182: 156,468 173,041 13,288 381,258 373,025 551,014 559,354: 29,168 20,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 8,439: 1,639 2,864 2,299 5,206 3,190 9,144 8,353: -705 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 29.8 2.3 65.7 64.3 95.0 96.4: 5.0 3.6
Old : 100.0: 27.0 29.8 2.3 65.7 64.3 95.0 96.4: 5.0 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 : 319: 70 60 30 118 111 203 186:
Old : 319: 70 60 30 118 111 203 186:
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 23.7 32.3 37.4 18.3 23.7 29.0 37.3
Old : 20.2 23.7 32.3 37.4 18.3 23.7 29.0 37.3
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 27, 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 : 310,301: 41,450 24,915 11,048 249,131 268,960 301,629 304,923: 8,672 5,378
Old : 310,301: 41,450 24,915 11,048 249,131 268,960 301,629 304,923: 8,672 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,227: -10,865 2,008 7,988 3,762 -8,581 885 1,415: 342 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.0 3.6 80.3 86.7 97.2 98.3: 2.8 1.7
Old : 100.0: 13.4 8.0 3.6 80.3 86.7 97.2 98.3: 2.8 1.7
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 : 143: 35 9 7 71 55 107 70:
Old : 143: 35 9 7 71 55 107 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 : 33.8 48.1 48.7 69.9 33.4 47.6 45.9 69.1
Old : 33.8 48.1 48.7 69.9 33.4 47.6 45.9 69.1
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 27, 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 : 989,914: 273,453 74,660 28,401 663,668 875,996 965,522 979,057: 24,392 10,857
Old : 989,914: 273,453 74,660 28,401 663,668 875,996 965,522 979,057: 24,392 10,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 16,838: -27,665 -1,814 13,857 29,337 2,925 15,529 14,968: 1,309 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.5 2.9 67.0 88.5 97.5 98.9: 2.5 1.1
Old : 100.0: 27.6 7.5 2.9 67.0 88.5 97.5 98.9: 2.5 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 : 346: 130 40 24 135 93 275 147:
Old : 346: 130 40 24 135 93 275 147:
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 : 22.3 53.9 33.6 69.9 21.3 53.8 31.9 69.9
Old : 22.3 53.9 33.6 69.9 21.3 53.8 31.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017