COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 263,575: 73,663 43,434 51,725 125,702 153,767 251,090 248,926: 12,485 14,649
Old : 252,727: 71,944 43,758 49,777 118,987 144,615 240,709 238,151: 12,018 14,576
Other: 10,849: 2,121 79 1,545 6,715 9,151 10,381 10,775: 467 74
: : :
: : Changes in Commitments from: July 11, 2017 :
: 5,547: 525 5,801 940 4,342 -160 5,807 6,581: -259 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 16.5 19.6 47.7 58.3 95.3 94.4: 4.7 5.6
Old : 100.0: 28.5 17.3 19.7 47.1 57.2 95.2 94.2: 4.8 5.8
Other: 100.0: 19.6 0.7 14.2 61.9 84.4 95.7 99.3: 4.3 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 110 85 84 74 68 230 198:
Old : 291: 107 86 83 74 67 228 197:
Other: 52: 14 5 7 16 22 33 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 30.9 27.9 40.7 13.6 21.3 20.0 29.7
Old : 17.0 32.0 27.0 40.5 14.0 23.8 20.7 30.6
Other: 56.6 57.6 75.0 78.8 54.9 57.6 64.3 72.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 14,255: 940 5,546 2,139 8,716 4,490 11,795 12,175: 2,460 2,081
Old : 11,973: 882 5,560 1,708 7,189 2,857 9,780 10,125: 2,193 1,848
Other: 2,282: 81 9 408 1,527 1,633 2,015 2,049: 267 232
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,144: -283 1,255 138 641 -470 496 923: 648 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 38.9 15.0 61.1 31.5 82.7 85.4: 17.3 14.6
Old : 100.0: 7.4 46.4 14.3 60.0 23.9 81.7 84.6: 18.3 15.4
Other: 100.0: 3.5 0.4 17.9 66.9 71.6 88.3 89.8: 11.7 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 15 24 15 26 16 47 49:
Old : 69: 15 24 15 26 15 47 48:
Other: 29: 6 5 10 13 7 24 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 : 24.2 33.9 40.1 47.8 21.3 33.4 36.1 46.3
Old : 24.7 35.6 39.9 49.5 24.6 35.6 38.6 48.9
Other: 47.1 66.7 63.5 82.5 47.1 61.8 58.5 66.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 309,659: 56,711 100,557 68,348 160,001 124,760 285,060 293,665: 24,599 15,994
Old : 145,620: 60,386 84,622 10,277 61,121 42,572 131,784 137,470: 13,836 8,150
Other: 164,039: 32,765 52,376 21,631 98,880 82,188 153,276 156,195: 10,763 7,844
: : :
: : Changes in Commitments from: July 11, 2017 :
: 3,309: 884 4,610 1,220 1,404 -3,235 3,508 2,595: -199 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.5 22.1 51.7 40.3 92.1 94.8: 7.9 5.2
Old : 100.0: 41.5 58.1 7.1 42.0 29.2 90.5 94.4: 9.5 5.6
Other: 100.0: 20.0 31.9 13.2 60.3 50.1 93.4 95.2: 6.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 99 86 90 60 44 208 185:
Old : 246: 106 76 44 47 28 167 134:
Other: 181: 52 62 43 55 36 138 115:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 17.7 29.0 29.0 11.8 11.1 19.4 18.3
Old : 23.4 22.2 36.4 37.3 20.0 22.2 32.5 37.1
Other: 23.5 29.5 37.3 43.1 18.1 21.5 29.6 31.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 921,357: 168,510 226,403 194,825 488,892 424,892 852,228 846,120: 69,129 75,236
Old : 921,357: 168,510 226,403 194,825 488,892 424,892 852,228 846,120: 69,129 75,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 3,200: 4,580 397 592 -650 5,015 4,522 6,004: -1,322 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.6 21.1 53.1 46.1 92.5 91.8: 7.5 8.2
Old : 100.0: 18.3 24.6 21.1 53.1 46.1 92.5 91.8: 7.5 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 : 259: 82 67 85 94 76 215 196:
Old : 259: 82 67 85 94 76 215 196:
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 : 11.5 15.7 20.1 25.9 8.4 12.9 14.1 20.6
Old : 11.5 15.7 20.1 25.9 8.4 12.9 14.1 20.6
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, July 18, 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 : 266,276: 49,344 71,031 75,340 131,174 111,595 255,858 257,967: 10,417 8,309
Old : 131,440: 57,373 68,601 19,537 48,415 37,387 125,325 125,524: 6,115 5,915
Other: 134,836: 20,969 31,428 26,805 82,759 74,209 130,533 132,442: 4,302 2,394
: : :
: : Changes in Commitments from: July 11, 2017 :
: -5,008: 1,925 -8,526 -4,940 -2,048 8,624 -5,063 -4,843: 55 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 26.7 28.3 49.3 41.9 96.1 96.9: 3.9 3.1
Old : 100.0: 43.6 52.2 14.9 36.8 28.4 95.3 95.5: 4.7 4.5
Other: 100.0: 15.6 23.3 19.9 61.4 55.0 96.8 98.2: 3.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 149 141 158 152 129 385 358:
Old : 440: 153 126 84 117 105 304 281:
Other: 339: 90 93 86 137 98 279 226:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 16.2 23.2 25.4 7.6 9.5 12.5 16.4
Old : 16.3 16.9 26.9 30.7 14.5 16.8 25.2 30.0
Other: 20.9 25.8 30.1 36.8 13.5 18.5 19.8 25.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 53,236: 28,492 26,482 2,295 13,230 20,244 44,018 49,022: 9,218 4,214
Old : 53,236: 28,492 26,482 2,295 13,230 20,244 44,018 49,022: 9,218 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 17: -1,111 -818 -411 -60 -5 -1,582 -1,234: 1,599 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 49.7 4.3 24.9 38.0 82.7 92.1: 17.3 7.9
Old : 100.0: 53.5 49.7 4.3 24.9 38.0 82.7 92.1: 17.3 7.9
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 : 140: 71 52 17 11 8 92 69:
Old : 140: 71 52 17 11 8 92 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 : 34.0 57.0 49.1 69.0 32.0 57.0 46.9 68.6
Old : 34.0 57.0 49.1 69.0 32.0 57.0 46.9 68.6
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, July 18, 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 : 562,237: 154,250 184,283 12,095 368,837 346,186 535,183 542,564: 27,055 19,673
Old : 562,237: 154,250 184,283 12,095 368,837 346,186 535,183 542,564: 27,055 19,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -9,363: 5,085 -2,316 -517 -12,573 -5,427 -8,006 -8,260: -1,357 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 32.8 2.2 65.6 61.6 95.2 96.5: 4.8 3.5
Old : 100.0: 27.4 32.8 2.2 65.6 61.6 95.2 96.5: 4.8 3.5
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 : 308: 67 54 30 115 115 191 190:
Old : 308: 67 54 30 115 115 191 190:
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 : 21.3 23.0 33.7 37.5 18.9 23.0 30.5 37.3
Old : 21.3 23.0 33.7 37.5 18.9 23.0 30.5 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, July 18, 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 : 325,307: 38,741 28,740 13,618 264,922 277,560 317,281 319,918: 8,026 5,389
Old : 325,307: 38,741 28,740 13,618 264,922 277,560 317,281 319,918: 8,026 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 5,743: 1,126 1,496 -419 5,380 4,708 6,087 5,785: -344 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.8 4.2 81.4 85.3 97.5 98.3: 2.5 1.7
Old : 100.0: 11.9 8.8 4.2 81.4 85.3 97.5 98.3: 2.5 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 : 153: 37 10 8 77 56 116 72:
Old : 153: 37 10 8 77 56 116 72:
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 : 33.1 47.3 47.5 69.1 32.9 46.9 45.4 68.6
Old : 33.1 47.3 47.5 69.1 32.9 46.9 45.4 68.6
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, July 18, 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 : 1,054,348: 304,065 75,690 30,823 695,453 940,594 1,030,341 1,047,107: 24,007 7,241
Old : 1,054,348: 304,065 75,690 30,823 695,453 940,594 1,030,341 1,047,107: 24,007 7,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 22,250: 15,579 -7,535 358 6,750 28,025 22,687 20,848: -437 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.2 2.9 66.0 89.2 97.7 99.3: 2.3 0.7
Old : 100.0: 28.8 7.2 2.9 66.0 89.2 97.7 99.3: 2.3 0.7
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 : 359: 139 41 26 142 94 292 150:
Old : 359: 139 41 26 142 94 292 150:
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 : 22.5 52.0 33.5 68.5 21.6 51.9 31.0 68.5
Old : 22.5 52.0 33.5 68.5 21.6 51.9 31.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017