COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 301,128: 81,109 18,980 66,609 136,595 198,244 284,313 283,833: 16,815 17,295
Old : 279,386: 79,002 19,462 62,965 121,772 180,303 263,738 262,730: 15,647 16,656
Other: 21,742: 2,797 208 2,955 14,823 17,941 20,575 21,103: 1,167 639
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,344: -1,615 2,298 -2,189 3,697 -514 -107 -405: 1,451 1,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.3 22.1 45.4 65.8 94.4 94.3: 5.6 5.7
Old : 100.0: 28.3 7.0 22.5 43.6 64.5 94.4 94.0: 5.6 6.0
Other: 100.0: 12.9 1.0 13.6 68.2 82.5 94.6 97.1: 5.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 118 70 97 78 83 247 209:
Old : 296: 117 73 95 76 81 242 207:
Other: 72: 14 13 11 23 31 44 49:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 32.8 26.7 43.2 11.2 22.8 16.7 30.7
Old : 16.4 34.9 24.8 43.2 11.8 26.6 17.7 32.8
Other: 55.7 53.8 70.9 75.0 53.4 53.1 64.0 67.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 13,292: 2,577 1,147 3,269 4,835 7,575 10,682 11,992: 2,611 1,300
Old : 3,660: 605 482 971 868 1,488 2,444 2,941: 1,216 719
Other: 9,632: 2,215 908 2,055 3,967 6,088 8,238 9,051: 1,394 581
: : :
: : Changes in Commitments from: October 10, 2017 :
: 46: 312 28 17 -39 118 290 163: -244 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.6 24.6 36.4 57.0 80.4 90.2: 19.6 9.8
Old : 100.0: 16.5 13.2 26.5 23.7 40.6 66.8 80.4: 33.2 19.6
Other: 100.0: 23.0 9.4 21.3 41.2 63.2 85.5 94.0: 14.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 27 14 18 24 16 57 42:
Old : 47: 17 10 12 17 13 38 31:
Other: 64: 24 13 14 19 14 48 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 : 21.8 36.2 35.9 55.9 19.1 34.1 28.7 49.5
Old : 21.6 37.5 34.4 57.2 13.7 34.7 23.5 44.5
Other: 26.3 46.0 42.6 64.3 26.3 45.3 38.6 58.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 287,874: 64,097 72,816 55,449 151,641 149,341 271,187 277,606: 16,686 10,268
Old : 269,393: 63,621 71,993 54,171 135,306 133,091 253,098 259,255: 16,296 10,139
Other: 18,480: 519 866 1,235 16,335 16,250 18,089 18,351: 391 129
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,181: 755 -2,371 1,832 3,005 5,871 5,593 5,332: 588 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 25.3 19.3 52.7 51.9 94.2 96.4: 5.8 3.6
Old : 100.0: 23.6 26.7 20.1 50.2 49.4 94.0 96.2: 6.0 3.8
Other: 100.0: 2.8 4.7 6.7 88.4 87.9 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 97 92 92 62 45 219 181:
Old : 272: 98 92 91 62 45 218 181:
Other: 40: 4 4 3 26 16 32 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 : 17.6 26.7 30.5 37.7 13.1 13.1 21.6 21.0
Old : 18.3 26.0 29.6 36.2 12.0 11.8 20.6 19.0
Other: 72.2 68.0 80.9 85.8 53.7 57.7 59.3 68.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 795,152: 166,251 232,827 143,202 417,507 349,194 726,960 725,223: 68,192 69,929
Old : 795,152: 166,251 232,827 143,202 417,507 349,194 726,960 725,223: 68,192 69,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -738: -6,049 7,905 -6,942 8,793 -3,130 -4,198 -2,166: 3,459 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 29.3 18.0 52.5 43.9 91.4 91.2: 8.6 8.8
Old : 100.0: 20.9 29.3 18.0 52.5 43.9 91.4 91.2: 8.6 8.8
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 : 247: 72 74 78 88 78 198 195:
Old : 247: 72 74 78 88 78 198 195:
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 : 11.9 16.5 20.4 25.1 10.8 13.0 17.4 20.3
Old : 11.9 16.5 20.4 25.1 10.8 13.0 17.4 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 17, 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 : 266,030: 44,833 77,896 70,682 134,686 108,166 250,201 256,744: 15,829 9,286
Old : 257,619: 45,901 78,588 67,137 129,240 102,747 242,277 248,471: 15,342 9,148
Other: 8,411: 1,563 1,939 914 5,446 5,420 7,924 8,273: 487 138
: : :
: : Changes in Commitments from: October 10, 2017 :
: 11,600: -517 7,833 -2,188 11,567 4,858 8,863 10,503: 2,738 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.3 26.6 50.6 40.7 94.0 96.5: 6.0 3.5
Old : 100.0: 17.8 30.5 26.1 50.2 39.9 94.0 96.4: 6.0 3.6
Other: 100.0: 18.6 23.1 10.9 64.8 64.4 94.2 98.4: 5.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 168 148 151 143 122 391 359:
Old : 493: 168 151 149 143 121 389 357:
Other: 113: 19 21 11 57 36 82 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 : 13.5 13.4 22.4 22.9 8.1 10.1 12.8 16.0
Old : 13.4 13.5 22.2 23.2 8.4 10.5 13.2 16.6
Other: 38.5 31.7 51.1 51.8 24.2 29.0 33.8 43.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 46,747: 28,371 33,139 2,914 6,372 8,617 37,657 44,669: 9,090 2,078
Old : 46,747: 28,371 33,139 2,914 6,372 8,617 37,657 44,669: 9,090 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 870: -786 254 509 -137 491 -414 1,254: 1,284 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 70.9 6.2 13.6 18.4 80.6 95.6: 19.4 4.4
Old : 100.0: 60.7 70.9 6.2 13.6 18.4 80.6 95.6: 19.4 4.4
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 : 164: 91 57 16 10 8 114 70:
Old : 164: 91 57 16 10 8 114 70:
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 : 32.3 38.7 42.4 56.1 30.5 37.4 40.5 53.9
Old : 32.3 38.7 42.4 56.1 30.5 37.4 40.5 53.9
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 17, 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 : 64,763: 5,253 7,766 742 48,589 46,145 54,583 54,652: 10,179 10,110
Old : 64,763: 5,253 7,766 742 48,589 46,145 54,583 54,652: 10,179 10,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,333: -1,124 -1,734 -146 2,376 4,617 1,106 2,736: 1,228 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.0 1.1 75.0 71.3 84.3 84.4: 15.7 15.6
Old : 100.0: 8.1 12.0 1.1 75.0 71.3 84.3 84.4: 15.7 15.6
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 : 84: 14 15 4 36 26 51 44:
Old : 84: 14 15 4 36 26 51 44:
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 : 31.2 46.6 46.8 61.2 31.2 45.4 46.8 59.9
Old : 31.2 46.6 46.8 61.2 31.2 45.4 46.8 59.9
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 17, 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 : 285,813: 68,662 9,871 3,681 204,607 267,262 276,950 280,814: 8,863 4,999
Old : 285,813: 68,662 9,871 3,681 204,607 267,262 276,950 280,814: 8,863 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,121: -1,617 -2,546 -202 551 1,209 -1,268 -1,539: 147 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.5 1.3 71.6 93.5 96.9 98.3: 3.1 1.7
Old : 100.0: 24.0 3.5 1.3 71.6 93.5 96.9 98.3: 3.1 1.7
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 : 152: 36 12 8 75 54 111 74:
Old : 152: 36 12 8 75 54 111 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 : 33.5 52.0 46.4 71.0 31.9 52.0 44.9 70.5
Old : 33.5 52.0 46.4 71.0 31.9 52.0 44.9 70.5
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 17, 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 : 1,064,696: 305,310 108,747 19,447 711,314 924,306 1,036,071 1,052,500: 28,625 12,196
Old : 1,064,696: 305,310 108,747 19,447 711,314 924,306 1,036,071 1,052,500: 28,625 12,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,332: 6,497 -1,912 -1,694 -2,837 1,870 1,966 -1,736: -634 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.2 1.8 66.8 86.8 97.3 98.9: 2.7 1.1
Old : 100.0: 28.7 10.2 1.8 66.8 86.8 97.3 98.9: 2.7 1.1
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 : 361: 125 44 26 150 90 285 150:
Old : 361: 125 44 26 150 90 285 150:
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 : 22.5 49.3 34.1 65.1 21.7 49.3 32.7 65.0
Old : 22.5 49.3 34.1 65.1 21.7 49.3 32.7 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017