COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 275,381: 72,179 37,412 55,542 134,695 165,902 262,417 258,857: 12,964 16,524
Old : 259,477: 70,086 37,929 52,329 124,667 152,873 247,082 243,131: 12,395 16,346
Other: 15,904: 2,651 42 2,655 10,028 13,029 15,334 15,726: 570 178
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,723: -994 5,791 -1,363 5,010 -679 2,653 3,748: 71 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.6 20.2 48.9 60.2 95.3 94.0: 4.7 6.0
Old : 100.0: 27.0 14.6 20.2 48.0 58.9 95.2 93.7: 4.8 6.3
Other: 100.0: 16.7 0.3 16.7 63.1 81.9 96.4 98.9: 3.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 103 81 91 74 72 222 209:
Old : 283: 101 82 89 74 71 219 208:
Other: 57: 14 5 7 18 26 35 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 : 18.0 32.8 28.3 41.8 12.4 22.0 19.2 29.2
Old : 17.2 34.3 26.7 42.0 12.4 24.3 19.6 30.7
Other: 59.3 54.3 75.4 77.0 54.5 53.7 64.1 67.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 12,617: 1,446 5,190 1,623 7,073 4,247 10,142 11,059: 2,474 1,558
Old : 9,482: 1,410 5,189 942 5,182 2,159 7,533 8,290: 1,949 1,192
Other: 3,135: 187 151 530 1,892 2,087 2,609 2,769: 526 366
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,264: 228 -363 -566 -1,756 -783 -2,094 -1,712: -170 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 41.1 12.9 56.1 33.7 80.4 87.7: 19.6 12.3
Old : 100.0: 14.9 54.7 9.9 54.6 22.8 79.4 87.4: 20.6 12.6
Other: 100.0: 6.0 4.8 16.9 60.3 66.6 83.2 88.3: 16.8 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 20 21 15 26 13 52 43:
Old : 69: 22 19 14 26 12 52 41:
Other: 35: 5 9 11 15 8 28 21:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 38.7 36.6 54.7 20.5 37.6 32.9 51.0
Old : 23.1 39.7 35.3 56.4 23.1 39.3 32.9 55.9
Other: 39.9 61.9 54.1 77.4 39.9 57.5 50.0 66.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 264,461: 58,246 95,329 51,470 136,658 108,037 246,374 254,835: 18,087 9,626
Old : 462: 0 107 0 456 333 456 440: 6 22
Other: 263,999: 58,246 95,222 51,470 136,202 107,704 245,918 254,395: 18,081 9,604
: : :
: : Changes in Commitments from: August 15, 2017 :
: 13,474: 5,141 15,923 3,431 3,575 -5,343 12,148 14,011: 1,327 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 36.0 19.5 51.7 40.9 93.2 96.4: 6.8 3.6
Old : 100.0: 0.0 23.2 0.0 98.7 72.1 98.7 95.2: 1.3 4.8
Other: 100.0: 22.1 36.1 19.5 51.6 40.8 93.2 96.4: 6.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 100 95 86 61 44 211 186:
Old : 7: 0 1 0 2 5 2 6:
Other: 276: 100 94 86 61 44 211 185:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 17.5 30.8 28.3 14.6 11.2 23.6 18.8
Old : 98.7 87.0 98.7 95.2 80.1 73.4 80.1 76.6
Other: 18.1 17.5 30.7 28.2 14.7 11.3 23.5 18.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 1,001,556: 167,108 244,603 226,850 537,787 453,974 931,746 925,427: 69,810 76,129
Old : 1,001,556: 167,108 244,603 226,850 537,787 453,974 931,746 925,427: 69,810 76,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 24,550: 2,913 19,899 13,238 7,549 -3,629 23,700 29,509: 850 -4,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.4 22.6 53.7 45.3 93.0 92.4: 7.0 7.6
Old : 100.0: 16.7 24.4 22.6 53.7 45.3 93.0 92.4: 7.0 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 : 266: 85 70 93 95 81 224 209:
Old : 266: 85 70 93 95 81 224 209:
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 : 11.4 14.6 20.0 23.8 8.6 11.3 14.0 18.6
Old : 11.4 14.6 20.0 23.8 8.6 11.3 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, August 22, 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 : 214,970: 38,843 49,413 51,320 114,323 106,350 204,485 207,083: 10,484 7,887
Old : 2,013: 1 152 0 2,007 1,672 2,008 1,824: 5 189
Other: 212,957: 38,992 49,411 51,170 112,316 104,678 202,477 205,259: 10,479 7,698
: : :
: : Changes in Commitments from: August 15, 2017 :
: -4,041: -4,195 11,072 -2,369 1,327 -12,237 -5,238 -3,535: 1,197 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.0 23.9 53.2 49.5 95.1 96.3: 4.9 3.7
Old : 100.0: 0.0 7.6 0.0 99.7 83.1 99.8 90.6: 0.2 9.4
Other: 100.0: 18.3 23.2 24.0 52.7 49.2 95.1 96.4: 4.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 132 133 139 136 117 340 328:
Old : 29: 1 2 0 2 24 3 26:
Other: 428: 131 133 139 135 115 339 326:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 18.6 24.2 27.5 9.3 11.9 15.1 18.3
Old : 99.8 77.8 99.8 85.3 99.8 77.8 99.8 85.3
Other: 14.7 18.3 24.4 27.4 9.3 12.0 15.2 18.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 52,535: 27,374 28,817 3,698 12,282 16,947 43,354 49,462: 9,181 3,073
Old : 52,535: 27,374 28,817 3,698 12,282 16,947 43,354 49,462: 9,181 3,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,101: 676 -11 352 633 486 1,661 827: -560 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 54.9 7.0 23.4 32.3 82.5 94.2: 17.5 5.8
Old : 100.0: 52.1 54.9 7.0 23.4 32.3 82.5 94.2: 17.5 5.8
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 : 157: 88 53 17 10 8 107 71:
Old : 157: 88 53 17 10 8 107 71:
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 : 34.8 52.1 44.9 67.6 32.4 52.1 42.4 66.7
Old : 34.8 52.1 44.9 67.6 32.4 52.1 42.4 66.7
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 22, 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 : 565,640: 131,849 213,495 11,309 401,662 317,720 544,821 542,525: 20,819 23,115
Old : 565,640: 131,849 213,495 11,309 401,662 317,720 544,821 542,525: 20,819 23,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,039: 2,501 4,531 -4,670 2,561 -6,557 391 -6,695: -2,431 4,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 37.7 2.0 71.0 56.2 96.3 95.9: 3.7 4.1
Old : 100.0: 23.3 37.7 2.0 71.0 56.2 96.3 95.9: 3.7 4.1
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 : 317: 64 67 26 117 115 193 196:
Old : 317: 64 67 26 117 115 193 196:
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 : 27.8 22.1 39.1 35.9 25.2 21.9 35.2 35.1
Old : 27.8 22.1 39.1 35.9 25.2 21.9 35.2 35.1
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 22, 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 : 345,266: 42,798 26,109 11,959 279,430 300,749 334,187 338,817: 11,079 6,449
Old : 345,266: 42,798 26,109 11,959 279,430 300,749 334,187 338,817: 11,079 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 15,554: 3,504 1,428 -1,242 11,740 13,691 14,002 13,877: 1,552 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.6 3.5 80.9 87.1 96.8 98.1: 3.2 1.9
Old : 100.0: 12.4 7.6 3.5 80.9 87.1 96.8 98.1: 3.2 1.9
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 : 151: 33 11 8 81 54 115 72:
Old : 151: 33 11 8 81 54 115 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 : 30.1 46.6 45.0 68.0 29.8 44.9 41.8 65.9
Old : 30.1 46.6 45.0 68.0 29.8 44.9 41.8 65.9
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 22, 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 : 1,128,750: 314,574 99,892 31,461 753,778 985,787 1,099,813 1,117,140: 28,937 11,610
Old : 1,128,750: 314,574 99,892 31,461 753,778 985,787 1,099,813 1,117,140: 28,937 11,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 7,763: 9,901 15,563 -7,197 2,955 -101 5,659 8,265: 2,104 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.8 2.8 66.8 87.3 97.4 99.0: 2.6 1.0
Old : 100.0: 27.9 8.8 2.8 66.8 87.3 97.4 99.0: 2.6 1.0
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 : 358: 126 44 32 152 92 293 153:
Old : 358: 126 44 32 152 92 293 153:
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 : 19.5 48.4 29.5 64.1 18.1 47.1 27.3 62.7
Old : 19.5 48.4 29.5 64.1 18.1 47.1 27.3 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017