COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 299,784: 82,724 16,681 68,799 132,898 198,758 284,421 284,238: 15,363 15,546
Old : 278,588: 80,503 18,363 63,874 119,698 181,254 264,075 263,491: 14,513 15,098
Other: 21,196: 4,209 307 2,937 13,199 17,504 20,345 20,747: 850 448
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,949: -562 -1,915 247 -2,842 -397 -3,157 -2,065: 1,208 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.6 22.9 44.3 66.3 94.9 94.8: 5.1 5.2
Old : 100.0: 28.9 6.6 22.9 43.0 65.1 94.8 94.6: 5.2 5.4
Other: 100.0: 19.9 1.4 13.9 62.3 82.6 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 126 64 98 78 81 254 203:
Old : 298: 124 65 95 76 79 248 201:
Other: 72: 19 9 12 21 32 46 48:
:----------------------------------------------------------------------------------------------------
: 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 44.2 11.1 23.9 16.8 31.9
Old : 16.1 36.0 24.3 44.3 11.7 27.7 17.8 33.8
Other: 55.9 53.5 71.5 75.3 53.8 52.8 64.4 66.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 13,247: 2,266 1,119 3,252 4,874 7,457 10,392 11,829: 2,854 1,418
Old : 5,502: 1,186 1,027 1,187 1,384 2,381 3,757 4,595: 1,745 907
Other: 7,745: 1,270 283 1,874 3,490 5,076 6,635 7,234: 1,110 510
: : :
: : Changes in Commitments from: October 3, 2017 :
: 924: 174 -240 535 -350 571 359 866: 565 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.5 24.6 36.8 56.3 78.5 89.3: 21.5 10.7
Old : 100.0: 21.6 18.7 21.6 25.2 43.3 68.3 83.5: 31.7 16.5
Other: 100.0: 16.4 3.7 24.2 45.1 65.5 85.7 93.4: 14.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 15 17 26 17 61 42:
Old : 59: 21 14 13 19 14 45 36:
Other: 58: 23 6 12 21 14 46 30:
:----------------------------------------------------------------------------------------------------
: 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 37.2 32.1 56.7 15.7 35.3 24.3 48.7
Old : 17.7 28.8 28.2 50.2 11.7 28.8 19.1 44.0
Other: 25.9 52.2 43.0 69.4 24.7 51.4 36.4 60.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 281,692: 63,341 75,187 53,618 148,636 143,470 265,594 272,275: 16,098 9,418
Old : 265,032: 63,585 74,580 51,918 133,817 129,260 249,320 255,758: 15,712 9,274
Other: 16,660: 656 1,507 799 14,819 14,210 16,274 16,516: 386 144
: : :
: : Changes in Commitments from: October 3, 2017 :
: -7,350: 2,737 -2,653 -4,534 -3,987 331 -5,784 -6,856: -1,566 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.7 19.0 52.8 50.9 94.3 96.7: 5.7 3.3
Old : 100.0: 24.0 28.1 19.6 50.5 48.8 94.1 96.5: 5.9 3.5
Other: 100.0: 3.9 9.0 4.8 88.9 85.3 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 94 97 92 63 46 219 183:
Old : 273: 96 96 90 63 46 218 182:
Other: 42: 5 4 3 26 16 33 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 : 17.3 25.5 30.2 36.4 13.3 12.4 22.0 20.1
Old : 17.9 25.2 29.1 35.2 12.3 11.8 21.1 18.8
Other: 74.7 63.5 82.4 81.6 54.7 54.1 60.8 68.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 795,890: 172,300 224,922 150,143 408,714 352,324 731,158 727,389: 64,733 68,501
Old : 795,890: 172,300 224,922 150,143 408,714 352,324 731,158 727,389: 64,733 68,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 18,662: 957 -585 17,556 -1,475 838 17,038 17,809: 1,625 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.3 18.9 51.4 44.3 91.9 91.4: 8.1 8.6
Old : 100.0: 21.6 28.3 18.9 51.4 44.3 91.9 91.4: 8.1 8.6
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 : 251: 71 76 80 90 79 203 198:
Old : 251: 71 76 80 90 79 203 198:
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 : 11.2 15.4 19.6 24.3 10.4 12.6 16.8 19.9
Old : 11.2 15.4 19.6 24.3 10.4 12.6 16.8 19.9
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 10, 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 : 254,430: 45,350 70,063 72,869 123,119 103,309 241,338 246,241: 13,092 8,189
Old : 246,033: 46,700 71,012 68,863 117,828 98,110 233,391 237,986: 12,641 8,047
Other: 8,397: 1,812 2,212 844 5,291 5,199 7,947 8,255: 450 142
: : :
: : Changes in Commitments from: October 3, 2017 :
: 6,945: 493 3,175 3,590 3,128 -66 7,211 6,699: -266 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 27.5 28.6 48.4 40.6 94.9 96.8: 5.1 3.2
Old : 100.0: 19.0 28.9 28.0 47.9 39.9 94.9 96.7: 5.1 3.3
Other: 100.0: 21.6 26.3 10.1 63.0 61.9 94.6 98.3: 5.4 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 159 152 155 145 128 385 371:
Old : 492: 159 153 153 145 127 383 369:
Other: 118: 20 22 11 60 35 85 63:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.4 22.2 22.9 8.3 9.9 13.3 16.2
Old : 13.7 13.6 22.1 23.5 8.6 10.3 13.6 16.9
Other: 39.2 30.3 52.0 48.7 28.2 29.7 38.4 45.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 45,877: 29,157 32,885 2,404 6,510 8,126 38,071 43,415: 7,806 2,462
Old : 45,877: 29,157 32,885 2,404 6,510 8,126 38,071 43,415: 7,806 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,155: -2,006 -1,607 -153 688 -821 -1,470 -2,581: -684 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 71.7 5.2 14.2 17.7 83.0 94.6: 17.0 5.4
Old : 100.0: 63.6 71.7 5.2 14.2 17.7 83.0 94.6: 17.0 5.4
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: 82 53 15 10 7 104 66:
Old : 151: 82 53 15 10 7 104 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 : 33.9 38.7 44.9 55.8 32.1 37.6 42.9 54.4
Old : 33.9 38.7 44.9 55.8 32.1 37.6 42.9 54.4
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, October 10, 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 : 62,429: 6,377 9,500 888 46,213 41,528 53,478 51,916: 8,952 10,513
Old : 62,429: 6,377 9,500 888 46,213 41,528 53,478 51,916: 8,952 10,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 359: -1,127 365 78 1,919 481 870 924: -511 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.2 1.4 74.0 66.5 85.7 83.2: 14.3 16.8
Old : 100.0: 10.2 15.2 1.4 74.0 66.5 85.7 83.2: 14.3 16.8
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 : 93: 16 21 5 40 24 58 48:
Old : 93: 16 21 5 40 24 58 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 : 29.4 46.3 43.3 56.5 29.4 45.2 43.3 55.2
Old : 29.4 46.3 43.3 56.5 29.4 45.2 43.3 55.2
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 10, 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 : 286,934: 70,279 12,417 3,883 204,056 266,053 278,218 282,353: 8,716 4,581
Old : 286,934: 70,279 12,417 3,883 204,056 266,053 278,218 282,353: 8,716 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,220: -1,687 3,889 -19 2,807 -1,510 1,101 2,360: 119 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.3 1.4 71.1 92.7 97.0 98.4: 3.0 1.6
Old : 100.0: 24.5 4.3 1.4 71.1 92.7 97.0 98.4: 3.0 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 : 154: 38 13 8 76 54 114 75:
Old : 154: 38 13 8 76 54 114 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 : 33.4 50.8 46.3 70.0 31.8 50.8 44.6 69.6
Old : 33.4 50.8 46.3 70.0 31.8 50.8 44.6 69.6
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, October 10, 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 : 1,063,364: 298,813 110,659 21,141 714,151 922,436 1,034,105 1,054,236: 29,259 9,128
Old : 1,063,364: 298,813 110,659 21,141 714,151 922,436 1,034,105 1,054,236: 29,259 9,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,821: -6,727 6,640 -368 8,589 -986 1,495 5,287: 326 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.4 2.0 67.2 86.7 97.2 99.1: 2.8 0.9
Old : 100.0: 28.1 10.4 2.0 67.2 86.7 97.2 99.1: 2.8 0.9
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 : 365: 122 48 30 151 94 283 162:
Old : 365: 122 48 30 151 94 283 162:
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 : 23.0 48.8 34.1 64.4 21.7 48.8 32.8 64.4
Old : 23.0 48.8 34.1 64.4 21.7 48.8 32.8 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017