CFTC Report Summary Sugar and other Agri-Commodities. Monday, 09 January Aggregated Summary of COT Report for Major US Agri Commodities *

Transcription

1 Monday, 9 January 217 Commentary SUGAR CFTC Supplemental 3 rd January 217 The COT as of the 3rd January showed the funds/specs had increased their net long position by 19,532 to 149,628. This was the first increase in net longs for 13 weeks and was, probably, slightly less than had been expected. During the shortened reporting period prices rallied points but the volume was very thin for the majority of the period. Interestingly, the non-reportables increased their net longs by 11,21 more than the non-commercials who only increased their net longs by 8,511. This suggests short term specs were the heaviest buyers. However, it is likely the non-commercials have increased net longs since the report and are likely to be, currently, around 17k net long. increased their net shorts by 14,416 to 319,193 as trade sold into rally. Index funds cut their net longs by 5,115 to 169,565. Period moves Week to 3rd Jan ICE SUG11 MAR7 SUGAR NO5 MAR7 ICE COFFEE MAR7 ICE COT 2 MAR7 CORN MAR7 M.WHEAT EUR MAR7 SPG WHT MAR7/d WHEAT SRW MAR7 WHEAT HRW MAR7 WHEAT B JAN7 SOYBEAN OIL JAN7 LIV CAT FEB7/d COFFEE NEW JAN7 FCATTLE JAN7/d TR/CC CRB TR ICE COCOA MAR7 SOYBEANS JAN7 L HOGS FEB7/d SOY MEAL JAN7 LDN COCOA MAR Aggregated Summary of COT Report for Major US Agri Commodities * Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Aggregated OI Futures & Options Aggregated Length vs CRB Index Outstanding contracts as OI Max Long 25 Non Aggregated CRB Index *Aggregate figures are made up of agricultural commodities and livestock futures considered in this report. Ice Sugar, Coffee, Cocoa, Cotton, CBOT corn, Wheat, Soybeans, Soybean Oil, KCBT Wheat, CME Live Cattle, Feeder Cattle and Lean Hogs.

2 Monday, 9 January 217 CFTC Commitment of Traders Supplemental Report Summary Non- Long Net Wkly Chg Long Net Wkly Chg Long Net Wkly Chg ICE NY No.11 Sugar 3/1/ /12/ /12/ ICE NY Coffee 3/1/ /12/ /12/ ICE NY Cocoa 3/1/ /12/ /12/ ICE NY Cotton 3/1/ /12/ /12/ CBOT Corn 3/1/ /12/ /12/ CBOT Wheat 3/1/ /12/ /12/ KCBT Wheat 3/1/ /12/ /12/ CBOT Soybeans 3/1/ /12/ /12/ CBOT Soybean Oil 3/1/ /12/ /12/ CME Live Cattle 3/1/ /12/ /12/ CME Feeder Cattle 3/1/ /12/ /12/ CME Lean Hogs 3/1/ /12/ /12/

3 USc /lb USc l/b Monday, 9 January 217 Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Max Non Commercial Max Long Max Commercial 35 3 Index Trader Net Length vs ICE Sugar No Position vs ICE Sugar No SUGAR No ICE Sugar No SUGAR No.11

4 Monday, 9 January 217 ICE NY Coffee Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Max Non Commercial Max Long Max Commercial Index Trader Net Length vs Coffee C COFFEE C Position vs Coffee C 3 Coffee C COFFEE C 8

5 US$/Mt US$\Mt Monday, 9 January 217 ICE NY Cocoa Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Max Non Commercial Long Max Index Long Max Commercial Long Outstanding contracts as OI Non Max Non Commercial Max Max Commercial 4 35 Index Trader Net Length vs ICE Cocoa Position vs ICE Cocoa COCOA ICE Cocoa COCOA 18

6 Supplemental Futures & Options COT Report Monday, 9 January 217 ICE NY No.11 Cotton Changes From Previous Week Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ NET SPEC POSITION /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Max Non Commercial Max Commercial Index Net Length vs ICE Cotton Max Long Psition vs ICE Cotton COTTON NO ICE Cotton COTTON NO.2 3

7 Monday, 9 January 217 CBOT Corn Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Index Trader Net Length vs CBOT CORN Max Non Commercial Max Max Commercial CORN Position vs CBOT CORN CBOT Corn CORN

8 Monday, 9 January 217 CBOT Wheat Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Index Trader Net Length vs Wheat Max Non short Max Max Commercial Position vs Wheat 4 3 WHEAT Wheat WHEAT 4

9 Monday, 9 January 217 KCBT Wheat Net Position Wkly chng total non-commercial + non-reportab Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Index Trader Net Length vs KC Wheat Max Non Commercial Max Max Commercial WHEAT Position vs KC Wheat 6 3 KC Wheat WHEAT

10 Monday, 9 January 217 CBOT Soybeans Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Index Trader Net Length vs Soybeans Max Non Commercial Max Long Max Commercial Position vs Soybeans SOYABEANS 27 Soybeans SOYABEANS

11 Monday, 9 January 217 CBOT Soybean Oil Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long 7.4 Non Index Trader Net Length vs Soyoil 6 Max Non Commercial Max Long Max Commercial SOYABEAN OIL Position vs Soyoil SoyOil SOYABEAN OIL

12 USc/Lb Monday, 9 January 217 Supplemental Futures & Options COT Report CME Live Cattle Changes From Previous Week Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ NET SPEC POSITION /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Max Non Commercial Max Long Max Commercial Index Trader Net Length vs LIVECATTLE USc/Lb LIVE CATTLE LIVECATTLE Position vs LIVECATTLE LIVE CATTLE 9 7

13 Supplemental Futures & Options COT Report Monday, 9 January 217 CME Feeder Cattle Changes From Previous Week NET SPEC POSITION Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Index Trader Net Length vs FEEDER CATTLE Max Non Commercial Max Max Commercial FEEDER CATTLE 8 1 Position vs FEEDER CATTLE FEEDER CATTLE FEEDER CATTLE 8

14 Supplemental Futures & Options COT Report Monday, 9 January 217 CME Lean Hogs Changes From Previous Week NET SPEC POSITION Net Position Wkly chng total Non Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Longs s 3/1/ /12/ Change in OI from 27/12/ Total OI Futures & Options Outstanding contracts as OI Max Non Commercial Long Max Index Long Max Commercial Long Non Max Non Commercial Max Long Max Max Commercial Index Trader Net Length vs LeanHogs LEAN HOGS 5 Position vs LeanHogs 14 LeanHogs LEAN HOGS 5

15 Monday, 9 January 217 DISCLAIMER ADM Investor Services International Limited ( ADMISI ) is a wholly owned subsidiary of Archer Daniels Midland (UK) Limited in the UK, and indirectly is a wholly owned subsidiary of the Archer Daniels Midland Company ( ADM ). ADM Investor Services International Limited is authorised and regulated by The Financial Conduct Authority. Member of The London Stock Exchange. Registered office: 4th Floor Millennium Bridge House, 2 Lambeth Hill, London EC4V 3TT. Registered in England No , a subsidiary of Archer Daniels Midland Company. Risk Warning: Investments in Equities, CFDs, Futures, Options, Derivatives and Foreign Exchange can fluctuate in value, investors should therefore be aware that they may not realise the initial amount invested, and indeed may incur additional liabilities. These Investments may entail above average financial risk of loss, and investors should therefore carefully consider whether their financial circumstances and investment experience permit them to invest and, if necessary, seek the advice of an independent Financial Advisor. Some services described are not available to certain customers due to regulatory constraints either in the United Kingdom or elsewhere. ADM Investor Services Source: International CTFC, Reuters, Limited ADMISI 215. *Net non-spreading OI should total zero. CFTC option equivalent