COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 333,773: 132,557 19,058 58,408 125,331 244,270 316,296 321,736: 17,477 12,037
Old : 294,272: 127,284 22,178 50,830 99,953 210,666 278,067 283,673: 16,205 10,598
Other: 39,501: 8,863 471 3,988 25,378 33,604 38,229 38,063: 1,272 1,439
: : :
: : Changes in Commitments from: December 19, 2017 :
: 15,999: 7,539 1,271 6,214 4,651 8,707 18,405 16,192: -2,406 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 5.7 17.5 37.5 73.2 94.8 96.4: 5.2 3.6
Old : 100.0: 43.3 7.5 17.3 34.0 71.6 94.5 96.4: 5.5 3.6
Other: 100.0: 22.4 1.2 10.1 64.2 85.1 96.8 96.4: 3.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 157 64 94 65 84 270 204:
Old : 322: 151 68 85 62 82 257 200:
Other: 110: 39 9 16 37 43 83 62:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 31.7 23.2 43.6 11.4 25.8 17.0 35.4
Old : 14.4 35.5 21.7 45.3 11.7 32.2 18.1 39.0
Other: 41.9 43.7 55.8 69.1 41.9 43.1 54.2 64.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 13,004: 1,351 3,178 2,449 7,286 6,309 11,086 11,936: 1,918 1,068
Old : 13,004: 1,351 3,178 2,449 7,286 6,309 11,086 11,936: 1,918 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,027: -498 1,128 522 1,189 -409 1,213 1,242: -186 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 24.4 18.8 56.0 48.5 85.2 91.8: 14.8 8.2
Old : 100.0: 10.4 24.4 18.8 56.0 48.5 85.2 91.8: 14.8 8.2
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 : 68: 15 23 16 26 17 52 45:
Old : 68: 15 23 16 26 17 52 45:
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 : 21.5 35.7 37.6 52.7 18.8 33.6 29.9 50.5
Old : 21.5 35.7 37.6 52.7 18.8 33.6 29.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 304,987: 76,635 86,511 56,887 149,040 150,598 282,562 293,996: 22,425 10,990
Old : 269,316: 75,849 87,352 52,268 119,628 119,082 247,744 258,702: 21,571 10,613
Other: 35,671: 3,620 1,994 1,785 29,413 31,516 34,818 35,294: 853 377
: : :
: : Changes in Commitments from: December 19, 2017 :
: 12,562: 3,982 6,711 4,136 3,789 1,561 11,907 12,408: 654 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.4 18.7 48.9 49.4 92.6 96.4: 7.4 3.6
Old : 100.0: 28.2 32.4 19.4 44.4 44.2 92.0 96.1: 8.0 3.9
Other: 100.0: 10.1 5.6 5.0 82.5 88.4 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 125 91 90 65 44 241 185:
Old : 297: 131 88 90 65 44 240 185:
Other: 68: 11 18 10 32 23 49 45:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 24.0 27.9 37.1 12.6 17.4 21.3 27.9
Old : 15.0 22.5 25.7 34.7 11.5 19.4 19.8 27.2
Other: 60.8 64.6 77.0 79.3 53.7 53.4 63.2 64.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 870,547: 160,990 199,943 164,353 480,765 440,222 806,107 804,518: 64,440 66,029
Old : 870,547: 160,990 199,943 164,353 480,765 440,222 806,107 804,518: 64,440 66,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -29,212: -1,722 -23,574 -11,183 -13,301 10,482 -26,206 -24,275: -3,006 -4,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.0 18.9 55.2 50.6 92.6 92.4: 7.4 7.6
Old : 100.0: 18.5 23.0 18.9 55.2 50.6 92.6 92.4: 7.4 7.6
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 : 241: 69 65 84 91 88 208 196:
Old : 241: 69 65 84 91 88 208 196:
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 : 11.7 18.9 20.9 30.3 10.6 14.0 17.3 21.5
Old : 11.7 18.9 20.9 30.3 10.6 14.0 17.3 21.5
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, December 26, 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 : 255,194: 45,256 95,051 63,051 131,048 88,731 239,354 246,833: 15,840 8,361
Old : 242,284: 45,575 95,301 59,566 122,146 79,459 227,286 234,325: 14,997 7,959
Other: 12,911: 1,806 1,875 1,360 8,902 9,273 12,068 12,508: 842 403
: : :
: : Changes in Commitments from: December 19, 2017 :
: 3,160: 1,544 2,109 -5,628 7,483 6,164 3,399 2,644: -239 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 37.2 24.7 51.4 34.8 93.8 96.7: 6.2 3.3
Old : 100.0: 18.8 39.3 24.6 50.4 32.8 93.8 96.7: 6.2 3.3
Other: 100.0: 14.0 14.5 10.5 69.0 71.8 93.5 96.9: 6.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 170 167 158 150 116 406 373:
Old : 513: 174 167 150 145 112 396 363:
Other: 142: 18 31 16 74 46 104 82:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.6 21.6 22.5 9.1 10.5 15.3 17.5
Old : 13.6 13.4 21.7 22.7 9.3 11.1 15.4 18.5
Other: 23.4 34.8 35.0 50.6 20.2 31.4 29.8 43.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 44,315: 28,858 26,327 1,435 6,954 14,207 37,247 41,969: 7,068 2,346
Old : 44,315: 28,858 26,327 1,435 6,954 14,207 37,247 41,969: 7,068 2,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 3,287: 2,466 3,816 -219 1,533 -337 3,781 3,260: -493 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 59.4 3.2 15.7 32.1 84.1 94.7: 15.9 5.3
Old : 100.0: 65.1 59.4 3.2 15.7 32.1 84.1 94.7: 15.9 5.3
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 : 140: 77 50 12 10 6 93 62:
Old : 140: 77 50 12 10 6 93 62:
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 : 37.6 55.5 48.8 66.7 35.0 55.4 46.1 65.4
Old : 37.6 55.5 48.8 66.7 35.0 55.4 46.1 65.4
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, December 26, 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 : 23,850: 1,977 4,667 60 14,897 13,599 16,934 18,326: 6,916 5,524
Old : 23,850: 1,977 4,667 60 14,897 13,599 16,934 18,326: 6,916 5,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 461: 0 -521 -9 861 973 852 443: -391 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.6 0.3 62.5 57.0 71.0 76.8: 29.0 23.2
Old : 100.0: 8.3 19.6 0.3 62.5 57.0 71.0 76.8: 29.0 23.2
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 : 37: 5 9 2 14 12 21 21:
Old : 37: 5 9 2 14 12 21 21:
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 : 39.8 43.9 55.1 56.0 39.8 43.9 53.1 56.0
Old : 39.8 43.9 55.1 56.0 39.8 43.9 53.1 56.0
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, December 26, 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 : 293,942: 70,029 10,280 2,069 212,375 276,168 284,473 288,517: 9,469 5,425
Old : 293,942: 70,029 10,280 2,069 212,375 276,168 284,473 288,517: 9,469 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 6,907: -5,701 2,817 16 12,740 3,731 7,055 6,564: -148 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.5 0.7 72.3 94.0 96.8 98.2: 3.2 1.8
Old : 100.0: 23.8 3.5 0.7 72.3 94.0 96.8 98.2: 3.2 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 : 152: 34 12 7 75 60 110 78:
Old : 152: 34 12 7 75 60 110 78:
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 : 31.2 51.9 44.3 68.6 30.2 51.0 43.3 67.6
Old : 31.2 51.9 44.3 68.6 30.2 51.0 43.3 67.6
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, December 26, 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 : 973,138: 270,151 128,938 17,745 659,146 817,655 947,042 964,338: 26,096 8,800
Old : 973,138: 270,151 128,938 17,745 659,146 817,655 947,042 964,338: 26,096 8,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -6,807: -3,517 7,190 -328 -1,452 -12,460 -5,297 -5,598: -1,510 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.2 1.8 67.7 84.0 97.3 99.1: 2.7 0.9
Old : 100.0: 27.8 13.2 1.8 67.7 84.0 97.3 99.1: 2.7 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 : 382: 136 50 30 156 90 306 156:
Old : 382: 136 50 30 156 90 306 156:
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 : 18.9 43.2 30.4 63.9 18.4 43.2 29.9 63.7
Old : 18.9 43.2 30.4 63.9 18.4 43.2 29.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017