COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 298,219: 90,008 21,007 63,696 128,879 198,928 282,583 283,632: 15,636 14,587
Old : 279,554: 88,494 22,500 59,455 116,683 183,355 264,632 265,310: 14,922 14,244
Other: 18,665: 3,125 118 2,631 12,196 15,574 17,951 18,322: 714 343
: : :
: : Changes in Commitments from: August 29, 2017 :
: 21,459: 15,541 -7,551 6,596 -3,050 22,934 19,087 21,979: 2,372 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.0 21.4 43.2 66.7 94.8 95.1: 5.2 4.9
Old : 100.0: 31.7 8.0 21.3 41.7 65.6 94.7 94.9: 5.3 5.1
Other: 100.0: 16.7 0.6 14.1 65.3 83.4 96.2 98.2: 3.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 118 67 90 73 81 239 197:
Old : 288: 114 71 89 72 79 237 195:
Other: 61: 16 7 8 18 26 37 39:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 33.8 25.9 43.9 11.9 24.5 18.0 33.1
Old : 15.2 35.6 23.8 44.3 12.1 28.3 18.8 35.6
Other: 60.0 49.0 77.4 76.0 57.5 48.2 67.9 66.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 12,144: 1,683 4,994 1,662 5,985 3,942 9,329 10,598: 2,815 1,546
Old : 8,679: 1,390 4,950 908 4,011 1,753 6,309 7,611: 2,369 1,067
Other: 3,466: 444 195 603 1,974 2,189 3,020 2,986: 446 479
: : :
: : Changes in Commitments from: August 29, 2017 :
: -332: 396 -303 35 -1,088 -103 -657 -371: 325 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 41.1 13.7 49.3 32.5 76.8 87.3: 23.2 12.7
Old : 100.0: 16.0 57.0 10.5 46.2 20.2 72.7 87.7: 27.3 12.3
Other: 100.0: 12.8 5.6 17.4 57.0 63.2 87.1 86.2: 12.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 16 15 25 12 50 41:
Old : 65: 19 18 13 24 11 47 38:
Other: 40: 13 5 10 16 9 31 22:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 35.0 32.8 53.5 20.0 33.9 30.9 51.3
Old : 18.4 37.6 30.0 53.9 18.4 37.6 29.1 53.5
Other: 36.5 61.6 52.1 73.5 36.5 58.8 49.3 63.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 274,184: 58,705 96,185 56,589 140,712 111,141 256,006 263,915: 18,179 10,269
Old : 258,873: 59,245 95,714 55,055 126,847 97,973 241,147 248,742: 17,726 10,131
Other: 15,311: 256 1,267 738 13,865 13,168 14,859 15,173: 452 138
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,525: 119 2,593 1,336 206 -2,871 1,661 1,058: -136 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 35.1 20.6 51.3 40.5 93.4 96.3: 6.6 3.7
Old : 100.0: 22.9 37.0 21.3 49.0 37.8 93.2 96.1: 6.8 3.9
Other: 100.0: 1.7 8.3 4.8 90.6 86.0 97.0 99.1: 3.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 97 85 87 62 44 211 176:
Old : 266: 100 86 86 62 44 211 175:
Other: 35: 3 6 2 21 13 25 20:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 18.2 32.6 29.2 14.8 10.3 24.1 18.0
Old : 19.2 17.7 31.2 28.6 13.7 10.5 22.7 18.4
Other: 77.7 66.6 85.8 84.6 59.1 57.6 65.0 69.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 995,266: 168,834 231,829 219,387 530,382 474,784 918,603 926,000: 76,663 69,267
Old : 995,266: 168,834 231,829 219,387 530,382 474,784 918,603 926,000: 76,663 69,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -8,754: 336 -9,308 -4,993 -6,700 7,044 -11,358 -7,257: 2,604 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 23.3 22.0 53.3 47.7 92.3 93.0: 7.7 7.0
Old : 100.0: 17.0 23.3 22.0 53.3 47.7 92.3 93.0: 7.7 7.0
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 : 250: 81 65 92 93 82 215 203:
Old : 250: 81 65 92 93 82 215 203:
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 : 13.3 15.6 21.4 25.0 9.2 11.8 15.1 18.5
Old : 13.3 15.6 21.4 25.0 9.2 11.8 15.1 18.5
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, September 05, 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 : 243,182: 43,090 66,721 62,953 124,540 104,738 230,582 234,411: 12,600 8,770
Old : 236,117: 43,913 67,429 60,380 119,561 99,680 223,854 227,489: 12,263 8,628
Other: 7,064: 1,032 1,147 717 4,979 5,058 6,728 6,922: 336 142
: : :
: : Changes in Commitments from: August 29, 2017 :
: 15,693: 3,298 8,782 6,427 4,643 -428 14,368 14,780: 1,325 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.4 25.9 51.2 43.1 94.8 96.4: 5.2 3.6
Old : 100.0: 18.6 28.6 25.6 50.6 42.2 94.8 96.3: 5.2 3.7
Other: 100.0: 14.6 16.2 10.2 70.5 71.6 95.2 98.0: 4.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 157 132 143 137 115 359 336:
Old : 452: 154 136 141 137 114 358 334:
Other: 107: 16 15 11 60 38 81 59:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.3 24.0 26.8 8.6 10.4 13.9 17.2
Old : 14.4 16.6 23.7 27.4 8.9 10.8 14.0 17.8
Other: 43.3 34.8 57.4 53.9 33.2 33.7 44.1 47.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 56,054: 26,920 30,813 6,455 13,387 16,018 46,762 53,286: 9,292 2,768
Old : 56,054: 26,920 30,813 6,455 13,387 16,018 46,762 53,286: 9,292 2,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,245: -4,515 -3,636 2,268 -308 -447 -2,555 -1,815: 310 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 55.0 11.5 23.9 28.6 83.4 95.1: 16.6 4.9
Old : 100.0: 48.0 55.0 11.5 23.9 28.6 83.4 95.1: 16.6 4.9
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 : 161: 84 57 20 11 8 105 79:
Old : 161: 84 57 20 11 8 105 79:
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 : 40.0 46.7 49.9 63.3 36.9 46.7 44.2 61.8
Old : 40.0 46.7 49.9 63.3 36.9 46.7 44.2 61.8
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, September 05, 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 : 545,527: 115,187 197,543 9,662 397,539 318,606 522,388 525,811: 23,140 19,716
Old : 545,527: 115,187 197,543 9,662 397,539 318,606 522,388 525,811: 23,140 19,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -10,643: -5,071 -10,280 469 -7,771 196 -12,372 -9,615: 1,730 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 36.2 1.8 72.9 58.4 95.8 96.4: 4.2 3.6
Old : 100.0: 21.1 36.2 1.8 72.9 58.4 95.8 96.4: 4.2 3.6
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 : 304: 56 66 24 113 116 180 195:
Old : 304: 56 66 24 113 116 180 195:
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 : 27.1 22.5 38.9 36.1 24.6 22.4 34.6 35.2
Old : 27.1 22.5 38.9 36.1 24.6 22.4 34.6 35.2
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, September 05, 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 : 349,043: 43,538 25,437 9,541 288,144 308,760 341,223 343,738: 7,820 5,305
Old : 349,043: 43,538 25,437 9,541 288,144 308,760 341,223 343,738: 7,820 5,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 6,136: 144 -1,778 -1,904 8,712 9,280 6,952 5,598: -816 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.3 2.7 82.6 88.5 97.8 98.5: 2.2 1.5
Old : 100.0: 12.5 7.3 2.7 82.6 88.5 97.8 98.5: 2.2 1.5
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 : 155: 35 10 6 86 57 122 72:
Old : 155: 35 10 6 86 57 122 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 : 29.6 45.9 43.6 68.2 29.2 44.0 41.1 64.6
Old : 29.6 45.9 43.6 68.2 29.2 44.0 41.1 64.6
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, September 05, 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 : 1,137,165: 321,570 96,521 33,241 753,540 993,665 1,108,352 1,123,427: 28,813 13,738
Old : 1,137,165: 321,570 96,521 33,241 753,540 993,665 1,108,352 1,123,427: 28,813 13,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,769: 2,699 -5,752 3,266 -10,858 -3,714 -4,893 -6,200: -876 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.5 2.9 66.3 87.4 97.5 98.8: 2.5 1.2
Old : 100.0: 28.3 8.5 2.9 66.3 87.4 97.5 98.8: 2.5 1.2
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 : 360: 130 43 34 155 92 300 154:
Old : 360: 130 43 34 155 92 300 154:
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 : 18.8 49.8 28.6 66.4 17.9 47.8 27.3 63.2
Old : 18.8 49.8 28.6 66.4 17.9 47.8 27.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017