COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 303,864: 88,517 16,805 66,562 133,988 205,103 289,066 288,470: 14,797 15,394
Old : 283,567: 86,177 18,110 62,195 121,179 188,360 269,552 268,666: 14,015 14,901
Other: 20,297: 3,937 292 2,769 12,809 16,743 19,514 19,804: 782 493
: : :
: : Changes in Commitments from: September 19, 2017 :
: -3,968: -4,578 825 -1,528 2,039 -3,663 -4,067 -4,366: 98 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.5 21.9 44.1 67.5 95.1 94.9: 4.9 5.1
Old : 100.0: 30.4 6.4 21.9 42.7 66.4 95.1 94.7: 4.9 5.3
Other: 100.0: 19.4 1.4 13.6 63.1 82.5 96.1 97.6: 3.9 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 120 63 91 79 82 245 196:
Old : 289: 117 64 88 77 80 239 194:
Other: 70: 17 10 9 21 31 45 43:
:----------------------------------------------------------------------------------------------------
: 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 34.7 26.4 44.9 11.6 25.2 17.6 33.9
Old : 16.0 36.7 24.6 45.5 12.2 29.5 18.7 36.1
Other: 54.8 53.1 72.9 75.2 53.6 52.3 64.0 66.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,792: 1,753 1,488 2,459 5,265 6,516 9,477 10,464: 2,316 1,328
Old : 6,532: 1,464 1,441 996 2,521 3,171 4,981 5,607: 1,551 925
Other: 5,260: 464 223 1,288 2,744 3,346 4,496 4,857: 764 403
: : :
: : Changes in Commitments from: September 19, 2017 :
: -398: -369 -38 145 102 -508 -122 -401: -276 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.6 20.9 44.6 55.3 80.4 88.7: 19.6 11.3
Old : 100.0: 22.4 22.1 15.2 38.6 48.5 76.3 85.8: 23.7 14.2
Other: 100.0: 8.8 4.2 24.5 52.2 63.6 85.5 92.3: 14.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 18 14 25 15 53 41:
Old : 66: 17 20 11 25 13 50 36:
Other: 47: 17 5 12 19 10 37 26:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 39.7 36.1 57.0 19.7 38.7 31.7 50.4
Old : 23.0 31.5 36.2 50.8 22.8 31.1 33.4 50.4
Other: 31.6 57.4 52.1 73.8 31.3 54.6 44.2 61.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 286,724: 59,524 83,313 57,533 152,253 135,027 269,311 275,873: 17,414 10,852
Old : 269,436: 60,398 83,614 54,305 137,760 120,915 252,464 258,834: 16,972 10,602
Other: 17,288: 1,465 2,037 889 14,493 14,112 16,847 17,038: 441 250
: : :
: : Changes in Commitments from: September 19, 2017 :
: -2,506: 76 -5,430 -3,957 2,289 6,281 -1,591 -3,105: -914 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.1 20.1 53.1 47.1 93.9 96.2: 6.1 3.8
Old : 100.0: 22.4 31.0 20.2 51.1 44.9 93.7 96.1: 6.3 3.9
Other: 100.0: 8.5 11.8 5.1 83.8 81.6 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 98 90 91 65 44 218 180:
Old : 272: 100 90 91 65 44 218 180:
Other: 39: 4 5 2 23 15 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 : 17.8 22.9 31.0 34.2 13.4 11.5 22.0 18.1
Old : 18.4 22.5 30.0 33.0 12.2 10.9 20.9 17.7
Other: 76.5 60.8 83.7 80.6 57.0 52.8 62.7 67.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 803,575: 176,143 208,773 130,963 430,101 390,244 737,207 729,980: 66,368 73,594
Old : 803,575: 176,143 208,773 130,963 430,101 390,244 737,207 729,980: 66,368 73,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -56,065: 6,532 15,594 -14,778 -41,857 -56,655 -50,104 -55,839: -5,961 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 26.0 16.3 53.5 48.6 91.7 90.8: 8.3 9.2
Old : 100.0: 21.9 26.0 16.3 53.5 48.6 91.7 90.8: 8.3 9.2
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 : 246: 68 78 75 91 76 198 194:
Old : 246: 68 78 75 91 76 198 194:
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 : 11.8 17.2 21.0 26.4 10.4 12.8 17.4 19.5
Old : 11.8 17.2 21.0 26.4 10.4 12.8 17.4 19.5
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 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 : 224,494: 45,819 54,270 56,943 111,061 105,212 213,823 216,425: 10,671 8,069
Old : 216,566: 46,835 55,295 53,502 106,013 99,906 206,350 208,703: 10,215 7,862
Other: 7,928: 1,566 1,556 859 5,048 5,306 7,473 7,721: 455 207
: : :
: : Changes in Commitments from: September 19, 2017 :
: -2,049: 3,306 1,698 -6,652 656 2,716 -2,690 -2,239: 640 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.2 25.4 49.5 46.9 95.2 96.4: 4.8 3.6
Old : 100.0: 21.6 25.5 24.7 49.0 46.1 95.3 96.4: 4.7 3.6
Other: 100.0: 19.8 19.6 10.8 63.7 66.9 94.3 97.4: 5.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 147 134 150 143 127 363 354:
Old : 460: 146 138 148 143 126 362 352:
Other: 112: 17 19 10 59 38 81 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 : 13.6 15.5 22.6 23.7 9.5 10.3 15.4 16.9
Old : 13.6 15.8 22.3 24.2 9.8 10.8 15.9 17.6
Other: 43.4 31.8 55.7 49.6 32.8 30.8 42.1 44.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 45,701: 29,250 35,899 2,004 5,864 5,531 37,119 43,434: 8,582 2,267
Old : 45,701: 29,250 35,899 2,004 5,864 5,531 37,119 43,434: 8,582 2,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 3,304: 2,431 2,826 302 -69 760 2,664 3,888: 640 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 78.6 4.4 12.8 12.1 81.2 95.0: 18.8 5.0
Old : 100.0: 64.0 78.6 4.4 12.8 12.1 81.2 95.0: 18.8 5.0
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 : 167: 94 57 16 10 9 115 72:
Old : 167: 94 57 16 10 9 115 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 : 32.5 35.9 40.3 53.2 30.7 35.5 38.4 52.4
Old : 32.5 35.9 40.3 53.2 30.7 35.5 38.4 52.4
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, September 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 : 54,112: 5,244 9,752 574 39,821 33,420 45,639 43,745: 8,473 10,367
Old : 54,112: 5,244 9,752 574 39,821 33,420 45,639 43,745: 8,473 10,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,120: -1,055 -201 32 -2,506 -5,174 -3,529 -5,344: -591 1,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.0 1.1 73.6 61.8 84.3 80.8: 15.7 19.2
Old : 100.0: 9.7 18.0 1.1 73.6 61.8 84.3 80.8: 15.7 19.2
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 : 83: 13 18 4 37 21 52 41:
Old : 83: 13 18 4 37 21 52 41:
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 : 32.5 43.9 44.0 53.2 32.5 42.9 44.0 52.1
Old : 32.5 43.9 44.0 53.2 32.5 42.9 44.0 52.1
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, September 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 : 282,939: 57,114 9,511 3,168 214,014 264,259 274,296 276,938: 8,643 6,001
Old : 282,939: 57,114 9,511 3,168 214,014 264,259 274,296 276,938: 8,643 6,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,956: 3,847 535 -1,186 -550 2,437 2,111 1,786: 845 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.4 1.1 75.6 93.4 96.9 97.9: 3.1 2.1
Old : 100.0: 20.2 3.4 1.1 75.6 93.4 96.9 97.9: 3.1 2.1
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 : 145: 33 9 5 73 55 106 69:
Old : 145: 33 9 5 73 55 106 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 : 34.3 49.0 47.0 68.2 32.9 49.0 45.3 67.9
Old : 34.3 49.0 47.0 68.2 32.9 49.0 45.3 67.9
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, September 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 : 1,065,541: 324,407 110,295 16,975 698,459 925,496 1,039,840 1,052,766: 25,701 12,775
Old : 1,065,541: 324,407 110,295 16,975 698,459 925,496 1,039,840 1,052,766: 25,701 12,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -14,877: 1,614 7,844 -1,962 -13,335 -21,853 -13,684 -15,971: -1,193 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.4 1.6 65.5 86.9 97.6 98.8: 2.4 1.2
Old : 100.0: 30.4 10.4 1.6 65.5 86.9 97.6 98.8: 2.4 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 : 364: 128 44 29 151 93 291 154:
Old : 364: 128 44 29 151 93 291 154:
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 : 20.8 48.2 31.7 64.2 20.3 48.2 30.2 63.9
Old : 20.8 48.2 31.7 64.2 20.3 48.2 30.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017