COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 301,733: 83,286 18,597 68,552 135,740 199,155 287,578 286,303: 14,155 15,430
Old : 281,085: 80,964 19,968 63,918 122,844 182,208 267,726 266,094: 13,359 14,991
Other: 20,648: 4,059 365 2,896 12,896 16,947 19,852 20,209: 796 439
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,131: -5,230 1,792 1,990 1,752 -5,949 -1,488 -2,167: -642 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.2 22.7 45.0 66.0 95.3 94.9: 4.7 5.1
Old : 100.0: 28.8 7.1 22.7 43.7 64.8 95.2 94.7: 4.8 5.3
Other: 100.0: 19.7 1.8 14.0 62.5 82.1 96.1 97.9: 3.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 125 66 98 80 80 255 202:
Old : 297: 121 69 96 78 78 250 200:
Other: 72: 15 13 11 21 31 45 47:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 33.9 26.5 44.1 11.4 24.0 17.4 32.5
Old : 16.3 36.0 24.7 44.7 12.0 28.2 18.5 34.7
Other: 55.3 52.8 71.7 74.5 53.2 52.0 64.0 66.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 12,323: 2,092 1,360 2,718 5,224 6,886 10,033 10,963: 2,290 1,359
Old : 5,896: 1,254 1,301 1,104 2,071 2,615 4,429 5,020: 1,468 877
Other: 6,426: 1,005 225 1,447 3,152 4,271 5,604 5,944: 822 483
: : :
: : Changes in Commitments from: September 26, 2017 :
: 531: 339 -129 259 -41 370 557 500: -26 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.0 22.1 42.4 55.9 81.4 89.0: 18.6 11.0
Old : 100.0: 21.3 22.1 18.7 35.1 44.3 75.1 85.1: 24.9 14.9
Other: 100.0: 15.6 3.5 22.5 49.1 66.5 87.2 92.5: 12.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 27 15 15 26 15 58 40:
Old : 62: 21 14 12 23 13 48 35:
Other: 55: 21 5 12 21 13 43 29:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 38.1 34.9 56.5 17.9 37.6 28.7 49.7
Old : 21.0 29.4 34.4 48.3 18.8 29.3 28.7 45.5
Other: 26.7 55.3 45.0 70.9 25.1 53.1 39.4 62.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 289,043: 60,604 77,841 58,152 152,623 143,138 271,379 279,131: 17,664 9,912
Old : 271,569: 61,445 78,151 54,940 138,030 128,763 254,415 261,854: 17,154 9,715
Other: 17,474: 1,476 2,007 895 14,593 14,375 16,964 17,277: 510 197
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,318: 1,080 -5,472 619 369 8,111 2,068 3,258: 251 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.9 20.1 52.8 49.5 93.9 96.6: 6.1 3.4
Old : 100.0: 22.6 28.8 20.2 50.8 47.4 93.7 96.4: 6.3 3.6
Other: 100.0: 8.4 11.5 5.1 83.5 82.3 97.1 98.9: 2.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 100 94 98 62 43 228 179:
Old : 275: 101 94 97 62 43 228 178:
Other: 39: 4 4 3 23 16 29 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 : 17.7 25.8 30.9 36.9 13.2 12.8 22.3 19.8
Old : 18.4 25.5 29.8 35.8 12.2 12.2 21.2 18.9
Other: 76.0 61.5 83.3 81.1 56.6 53.6 62.5 68.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 777,228: 171,344 225,507 132,587 410,189 351,486 714,120 709,580: 63,108 67,648
Old : 777,228: 171,344 225,507 132,587 410,189 351,486 714,120 709,580: 63,108 67,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -26,347: -4,800 16,734 1,624 -19,911 -38,758 -23,087 -20,400: -3,260 -5,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 29.0 17.1 52.8 45.2 91.9 91.3: 8.1 8.7
Old : 100.0: 22.0 29.0 17.1 52.8 45.2 91.9 91.3: 8.1 8.7
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 : 245: 73 70 74 89 78 197 191:
Old : 245: 73 70 74 89 78 197 191:
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 : 11.7 16.2 20.5 25.6 10.7 13.0 17.8 20.3
Old : 11.7 16.2 20.5 25.6 10.7 13.0 17.8 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, October 03, 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 : 247,485: 44,857 66,888 69,279 119,991 103,374 234,127 239,542: 13,358 7,943
Old : 239,233: 46,139 67,847 65,438 114,732 98,211 226,309 231,496: 12,924 7,738
Other: 8,252: 1,762 2,086 797 5,259 5,164 7,818 8,046: 434 205
: : :
: : Changes in Commitments from: September 26, 2017 :
: 22,991: -962 12,618 12,336 8,930 -1,837 20,304 23,117: 2,687 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 27.0 28.0 48.5 41.8 94.6 96.8: 5.4 3.2
Old : 100.0: 19.3 28.4 27.4 48.0 41.1 94.6 96.8: 5.4 3.2
Other: 100.0: 21.4 25.3 9.7 63.7 62.6 94.7 97.5: 5.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 164 144 148 144 127 374 367:
Old : 485: 162 147 146 143 124 372 363:
Other: 116: 19 20 11 60 37 85 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 : 13.2 14.2 22.1 23.3 8.5 10.1 13.5 16.4
Old : 13.2 14.5 21.9 23.9 8.8 10.5 14.0 17.0
Other: 40.4 30.6 52.9 48.4 30.0 30.0 40.0 45.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 48,031: 31,163 34,492 2,557 5,822 8,946 39,542 45,995: 8,490 2,036
Old : 48,031: 31,163 34,492 2,557 5,822 8,946 39,542 45,995: 8,490 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,330: 1,913 -1,407 553 -43 3,415 2,422 2,561: -92 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 71.8 5.3 12.1 18.6 82.3 95.8: 17.7 4.2
Old : 100.0: 64.9 71.8 5.3 12.1 18.6 82.3 95.8: 17.7 4.2
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 : 152: 85 51 19 10 8 109 66:
Old : 152: 85 51 19 10 8 109 66:
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 : 31.1 34.9 39.9 56.0 29.4 33.9 38.0 54.7
Old : 31.1 34.9 39.9 56.0 29.4 33.9 38.0 54.7
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, October 03, 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 : 62,070: 7,504 9,136 809 44,294 41,047 52,607 50,992: 9,463 11,078
Old : 62,070: 7,504 9,136 809 44,294 41,047 52,607 50,992: 9,463 11,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 7,958: 2,260 -616 236 4,473 7,627 6,969 7,247: 989 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.7 1.3 71.4 66.1 84.8 82.2: 15.2 17.8
Old : 100.0: 12.1 14.7 1.3 71.4 66.1 84.8 82.2: 15.2 17.8
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 : 91: 18 19 6 37 24 56 48:
Old : 91: 18 19 6 37 24 56 48:
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 : 28.2 46.2 42.3 55.1 28.2 45.6 42.3 54.2
Old : 28.2 46.2 42.3 55.1 28.2 45.6 42.3 54.2
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, October 03, 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 : 285,714: 71,966 8,528 3,902 201,249 267,563 277,117 279,993: 8,597 5,721
Old : 285,714: 71,966 8,528 3,902 201,249 267,563 277,117 279,993: 8,597 5,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,775: 14,852 -983 734 -12,765 3,304 2,821 3,055: -46 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.0 1.4 70.4 93.6 97.0 98.0: 3.0 2.0
Old : 100.0: 25.2 3.0 1.4 70.4 93.6 97.0 98.0: 3.0 2.0
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 : 151: 36 10 8 74 56 110 74:
Old : 151: 36 10 8 74 56 110 74:
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 51.1 45.8 70.4 31.5 51.1 44.2 70.1
Old : 33.1 51.1 45.8 70.4 31.5 51.1 44.2 70.1
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, October 03, 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 : 1,061,543: 305,540 104,019 21,509 705,562 923,421 1,032,610 1,048,949: 28,933 12,594
Old : 1,061,543: 305,540 104,019 21,509 705,562 923,421 1,032,610 1,048,949: 28,933 12,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -3,998: -18,867 -6,276 4,534 7,103 -2,075 -7,230 -3,817: 3,232 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.8 2.0 66.5 87.0 97.3 98.8: 2.7 1.2
Old : 100.0: 28.8 9.8 2.0 66.5 87.0 97.3 98.8: 2.7 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 : 363: 129 41 30 152 91 292 151:
Old : 363: 129 41 30 152 91 292 151:
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 : 21.7 48.7 32.7 64.3 21.3 48.6 31.2 64.3
Old : 21.7 48.7 32.7 64.3 21.3 48.6 31.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017