COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 264,963: 73,713 38,784 53,215 126,030 157,619 252,958 249,618: 12,004 15,344
Old : 253,555: 72,296 39,129 51,144 118,563 148,021 242,003 238,295: 11,552 15,260
Other: 11,408: 1,833 71 1,655 7,467 9,597 10,955 11,324: 452 84
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,206: -304 -2,930 1,516 -256 3,006 957 1,593: 250 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.6 20.1 47.6 59.5 95.5 94.2: 4.5 5.8
Old : 100.0: 28.5 15.4 20.2 46.8 58.4 95.4 94.0: 4.6 6.0
Other: 100.0: 16.1 0.6 14.5 65.5 84.1 96.0 99.3: 4.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 110 85 91 74 71 232 204:
Old : 290: 110 84 90 73 70 229 203:
Other: 54: 14 6 7 15 24 31 36:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 32.2 27.8 42.0 13.0 22.2 19.7 30.4
Old : 16.7 33.4 26.7 41.8 13.2 24.6 20.3 31.4
Other: 58.2 56.7 73.7 79.0 54.4 56.7 63.3 71.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 14,572: 1,128 5,723 2,210 8,812 4,546 12,150 12,479: 2,422 2,093
Old : 12,169: 1,077 5,746 1,754 7,239 2,763 10,071 10,263: 2,098 1,906
Other: 2,403: 121 47 386 1,572 1,783 2,079 2,216: 324 187
: : :
: : Changes in Commitments from: July 25, 2017 :
: 366: 31 -290 75 88 358 194 143: 172 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 39.3 15.2 60.5 31.2 83.4 85.6: 16.6 14.4
Old : 100.0: 8.8 47.2 14.4 59.5 22.7 82.8 84.3: 17.2 15.7
Other: 100.0: 5.0 1.9 16.1 65.4 74.2 86.5 92.2: 13.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 23 17 26 15 50 50:
Old : 71: 18 23 17 26 14 50 49:
Other: 31: 8 5 10 13 8 25 19:
:----------------------------------------------------------------------------------------------------
: 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 32.2 38.7 45.8 19.6 31.4 33.6 42.6
Old : 24.4 32.7 40.4 46.2 24.3 31.5 36.7 43.9
Other: 47.1 68.5 62.1 82.8 47.1 64.5 58.4 71.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 296,986: 51,491 77,502 65,454 159,681 139,621 276,626 282,577: 20,361 14,409
Old : 109,106: 38,362 56,062 9,963 51,962 36,610 100,287 102,634: 8,819 6,471
Other: 187,880: 41,357 49,668 27,263 107,718 103,011 176,339 179,943: 11,542 7,938
: : :
: : Changes in Commitments from: July 25, 2017 :
: -12,167: -296 -12,492 -2,723 -7,278 3,603 -10,297 -11,612: -1,870 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 26.1 22.0 53.8 47.0 93.1 95.1: 6.9 4.9
Old : 100.0: 35.2 51.4 9.1 47.6 33.6 91.9 94.1: 8.1 5.9
Other: 100.0: 22.0 26.4 14.5 57.3 54.8 93.9 95.8: 6.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 81 85 84 62 43 194 173:
Old : 210: 72 73 39 50 26 144 117:
Other: 190: 67 58 51 56 36 150 120:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 20.1 29.5 31.0 12.1 10.4 19.6 17.3
Old : 23.6 24.6 39.5 38.6 21.6 24.4 34.8 38.2
Other: 21.7 28.6 37.4 43.0 20.0 20.6 30.5 31.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 928,162: 169,153 192,359 202,385 480,791 458,415 852,328 853,158: 75,834 75,004
Old : 928,162: 169,153 192,359 202,385 480,791 458,415 852,328 853,158: 75,834 75,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 3,579: 1,869 -22,303 6,246 -13,200 21,400 -5,086 5,343: 8,665 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 20.7 21.8 51.8 49.4 91.8 91.9: 8.2 8.1
Old : 100.0: 18.2 20.7 21.8 51.8 49.4 91.8 91.9: 8.2 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 : 246: 82 57 81 94 78 209 188:
Old : 246: 82 57 81 94 78 209 188:
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 : 12.1 15.7 20.7 25.4 9.2 12.9 15.0 20.3
Old : 12.1 15.7 20.7 25.4 9.2 12.9 15.0 20.3
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, August 01, 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 : 257,929: 45,879 51,653 73,278 128,719 123,519 247,875 248,450: 10,053 9,479
Old : 107,543: 46,816 46,978 16,271 39,637 38,430 102,724 101,679: 4,818 5,864
Other: 150,386: 23,656 29,268 32,414 89,081 85,089 145,151 146,771: 5,235 3,615
: : :
: : Changes in Commitments from: July 25, 2017 :
: -7,029: 172 -9,656 -4,767 -2,586 6,162 -7,181 -8,262: 152 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.0 28.4 49.9 47.9 96.1 96.3: 3.9 3.7
Old : 100.0: 43.5 43.7 15.1 36.9 35.7 95.5 94.5: 4.5 5.5
Other: 100.0: 15.7 19.5 21.6 59.2 56.6 96.5 97.6: 3.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 138 140 162 152 134 379 361:
Old : 416: 140 117 84 109 107 281 276:
Other: 355: 93 101 100 135 110 289 254:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 17.1 23.5 25.1 7.8 9.3 12.5 15.3
Old : 18.3 17.1 28.3 28.7 16.3 15.8 24.1 26.6
Other: 19.6 22.9 29.4 34.5 12.3 16.2 19.5 23.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 51,618: 27,357 28,970 2,990 12,770 16,526 43,118 48,486: 8,500 3,131
Old : 51,618: 27,357 28,970 2,990 12,770 16,526 43,118 48,486: 8,500 3,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,484: 1,531 590 1,074 -1,110 -158 1,495 1,506: -12 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 56.1 5.8 24.7 32.0 83.5 93.9: 16.5 6.1
Old : 100.0: 53.0 56.1 5.8 24.7 32.0 83.5 93.9: 16.5 6.1
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 : 153: 78 56 17 11 9 98 76:
Old : 153: 78 56 17 11 9 98 76:
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 : 35.3 52.1 48.1 66.3 33.1 52.1 45.6 65.5
Old : 35.3 52.1 48.1 66.3 33.1 52.1 45.6 65.5
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, August 01, 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 : 576,088: 156,330 199,756 13,327 381,500 345,098 551,157 558,181: 24,931 17,907
Old : 576,088: 156,330 199,756 13,327 381,500 345,098 551,157 558,181: 24,931 17,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 4,277: -1,204 11,516 2,799 4,293 -7,965 5,888 6,350: -1,611 -2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 34.7 2.3 66.2 59.9 95.7 96.9: 4.3 3.1
Old : 100.0: 27.1 34.7 2.3 66.2 59.9 95.7 96.9: 4.3 3.1
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 : 321: 72 59 28 112 123 194 200:
Old : 321: 72 59 28 112 123 194 200:
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 : 23.6 21.8 35.6 36.2 21.2 21.8 32.8 36.1
Old : 23.6 21.8 35.6 36.2 21.2 21.8 32.8 36.1
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, August 01, 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 : 326,359: 39,696 26,880 13,184 265,200 281,043 318,080 321,107: 8,279 5,252
Old : 326,359: 39,696 26,880 13,184 265,200 281,043 318,080 321,107: 8,279 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,763: 194 -2,114 -379 1,256 4,110 1,071 1,617: 692 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.2 4.0 81.3 86.1 97.5 98.4: 2.5 1.6
Old : 100.0: 12.2 8.2 4.0 81.3 86.1 97.5 98.4: 2.5 1.6
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 : 156: 35 12 8 80 56 116 75:
Old : 156: 35 12 8 80 56 116 75:
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 : 32.0 48.3 46.7 70.5 31.7 48.3 44.3 69.9
Old : 32.0 48.3 46.7 70.5 31.7 48.3 44.3 69.9
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, August 01, 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 : 1,077,371: 315,490 69,876 35,799 698,740 960,332 1,050,030 1,066,007: 27,341 11,364
Old : 1,077,371: 315,490 69,876 35,799 698,740 960,332 1,050,030 1,066,007: 27,341 11,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 24,031: 11,658 -2,515 4,643 5,062 20,770 21,364 22,898: 2,667 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.5 3.3 64.9 89.1 97.5 98.9: 2.5 1.1
Old : 100.0: 29.3 6.5 3.3 64.9 89.1 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 : 366: 141 42 30 146 93 300 152:
Old : 366: 141 42 30 146 93 300 152:
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 51.0 31.9 67.1 19.9 51.0 28.9 67.1
Old : 20.8 51.0 31.9 67.1 19.9 51.0 28.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017