COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 299,685: 81,467 18,075 65,725 137,165 199,181 284,357 282,980: 15,328 16,704
Old : 275,341: 80,449 19,737 60,608 120,062 178,806 261,119 259,151: 14,222 16,190
Other: 24,344: 2,976 295 3,159 17,102 20,375 23,238 23,829: 1,106 514
: : :
: : Changes in Commitments from: October 24, 2017 :
: 493: 1,210 133 1,027 -1,224 -508 1,014 652: -521 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.0 21.9 45.8 66.5 94.9 94.4: 5.1 5.6
Old : 100.0: 29.2 7.2 22.0 43.6 64.9 94.8 94.1: 5.2 5.9
Other: 100.0: 12.2 1.2 13.0 70.3 83.7 95.5 97.9: 4.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 115 65 103 76 82 250 204:
Old : 290: 116 67 100 75 80 246 201:
Other: 79: 20 10 12 25 33 50 51:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.2 27.0 43.8 11.3 23.5 16.6 32.0
Old : 16.6 35.6 24.7 44.4 11.9 27.9 17.7 34.5
Other: 51.6 49.3 67.1 74.5 50.7 48.7 62.5 67.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 11,220: 2,390 1,280 2,293 4,005 6,623 8,689 10,196: 2,531 1,024
Old : 176: 0 0 0 147 153 147 153: 29 23
Other: 11,044: 2,390 1,280 2,293 3,858 6,470 8,542 10,043: 2,502 1,001
: : :
: : Changes in Commitments from: October 24, 2017 :
: -600: 26 -59 34 -767 -443 -708 -468: 107 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.4 20.4 35.7 59.0 77.4 90.9: 22.6 9.1
Old : 100.0: 0.0 0.0 0.0 83.5 86.9 83.5 86.9: 16.5 13.1
Other: 100.0: 21.6 11.6 20.8 34.9 58.6 77.3 90.9: 22.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 21 15 16 22 13 51 36:
Old : 4: 0 0 0 1 3 1 3:
Other: 62: 21 15 16 21 13 50 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 : 22.7 41.6 37.0 57.5 22.6 39.2 31.2 52.6
Old : 83.5 86.9 83.5 86.9 83.5 86.9 83.5 86.9
Other: 23.1 41.2 37.6 57.3 22.9 40.1 31.7 53.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 308,104: 65,920 61,939 59,282 165,798 177,911 291,000 299,132: 17,104 8,972
Old : 286,025: 65,514 60,982 56,666 147,244 159,674 269,423 277,322: 16,601 8,703
Other: 22,079: 631 1,182 2,391 18,554 18,237 21,577 21,810: 503 269
: : :
: : Changes in Commitments from: October 24, 2017 :
: 6,755: -217 -2,702 -579 7,988 12,169 7,192 8,888: -437 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.1 19.2 53.8 57.7 94.4 97.1: 5.6 2.9
Old : 100.0: 22.9 21.3 19.8 51.5 55.8 94.2 97.0: 5.8 3.0
Other: 100.0: 2.9 5.4 10.8 84.0 82.6 97.7 98.8: 2.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 101 86 91 66 49 224 179:
Old : 271: 102 86 90 66 49 224 178:
Other: 44: 5 7 6 25 18 34 27:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 27.0 30.0 40.6 11.1 14.1 19.0 22.0
Old : 17.8 26.7 29.3 39.9 10.4 12.2 18.4 20.3
Other: 67.9 60.6 80.7 77.5 50.2 48.9 54.8 57.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 820,409: 172,599 207,815 154,984 422,616 395,748 750,198 758,547: 70,210 61,862
Old : 820,409: 172,599 207,815 154,984 422,616 395,748 750,198 758,547: 70,210 61,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,585: 1,542 -27,079 3,358 -622 36,709 4,278 12,989: -1,693 -10,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.3 18.9 51.5 48.2 91.4 92.5: 8.6 7.5
Old : 100.0: 21.0 25.3 18.9 51.5 48.2 91.4 92.5: 8.6 7.5
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 : 246: 75 67 76 89 79 202 189:
Old : 246: 75 67 76 89 79 202 189:
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 16.3 20.1 25.6 10.4 12.4 16.6 19.9
Old : 11.2 16.3 20.1 25.6 10.4 12.4 16.6 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 31, 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 : 277,011: 47,550 84,762 73,927 139,203 110,014 260,680 268,703: 16,331 8,308
Old : 268,219: 48,057 85,208 70,918 133,489 104,008 252,464 260,134: 15,755 8,085
Other: 8,792: 1,548 1,609 954 5,714 6,006 8,217 8,569: 575 223
: : :
: : Changes in Commitments from: October 24, 2017 :
: 522: 1,964 1,570 316 -1,878 -749 401 1,137: 121 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 30.6 26.7 50.3 39.7 94.1 97.0: 5.9 3.0
Old : 100.0: 17.9 31.8 26.4 49.8 38.8 94.1 97.0: 5.9 3.0
Other: 100.0: 17.6 18.3 10.9 65.0 68.3 93.5 97.5: 6.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 186 140 159 146 124 407 365:
Old : 503: 186 142 157 145 124 404 364:
Other: 119: 19 22 13 59 39 85 67:
:----------------------------------------------------------------------------------------------------
: 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 12.8 22.2 21.6 8.0 9.1 12.4 15.1
Old : 13.5 12.7 22.1 21.8 7.9 9.4 12.4 15.7
Other: 35.7 35.9 49.6 52.6 21.6 26.0 31.1 36.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 49,329: 30,024 30,907 2,791 7,183 13,688 39,998 47,385: 9,331 1,944
Old : 49,329: 30,024 30,907 2,791 7,183 13,688 39,998 47,385: 9,331 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,906: -2,388 -5,768 -235 222 4,178 -2,401 -1,826: 495 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 62.7 5.7 14.6 27.7 81.1 96.1: 18.9 3.9
Old : 100.0: 60.9 62.7 5.7 14.6 27.7 81.1 96.1: 18.9 3.9
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 : 152: 93 39 17 12 9 117 56:
Old : 152: 93 39 17 12 9 117 56:
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 : 31.0 39.6 40.4 57.6 27.5 38.4 36.9 56.3
Old : 31.0 39.6 40.4 57.6 27.5 38.4 36.9 56.3
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 31, 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 : 65,672: 3,400 8,048 170 53,128 48,888 56,698 57,106: 8,974 8,566
Old : 65,672: 3,400 8,048 170 53,128 48,888 56,698 57,106: 8,974 8,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 714: -1,503 1,650 -453 2,285 -7 329 1,190: 385 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.3 0.3 80.9 74.4 86.3 87.0: 13.7 13.0
Old : 100.0: 5.2 12.3 0.3 80.9 74.4 86.3 87.0: 13.7 13.0
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 : 79: 10 18 5 35 22 49 41:
Old : 79: 10 18 5 35 22 49 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 : 35.5 49.9 51.9 65.8 35.5 47.7 51.9 63.6
Old : 35.5 49.9 51.9 65.8 35.5 47.7 51.9 63.6
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 31, 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 : 287,536: 65,394 7,485 3,885 208,827 270,739 278,106 282,109: 9,430 5,427
Old : 287,536: 65,394 7,485 3,885 208,827 270,739 278,106 282,109: 9,430 5,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,848: -2,293 -1,205 226 -1,490 -3,309 -3,557 -4,288: -291 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.6 1.4 72.6 94.2 96.7 98.1: 3.3 1.9
Old : 100.0: 22.7 2.6 1.4 72.6 94.2 96.7 98.1: 3.3 1.9
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 : 145: 32 10 6 78 55 110 71:
Old : 145: 32 10 6 78 55 110 71:
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 : 31.9 52.9 45.6 72.0 30.5 52.4 44.0 71.2
Old : 31.9 52.9 45.6 72.0 30.5 52.4 44.0 71.2
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 31, 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 : 1,069,206: 306,132 132,085 15,015 715,883 908,146 1,037,030 1,055,246: 32,176 13,960
Old : 1,069,206: 306,132 132,085 15,015 715,883 908,146 1,037,030 1,055,246: 32,176 13,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -17,593: -523 4,755 -4,093 -17,068 -21,702 -21,684 -21,040: 4,091 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.4 1.4 67.0 84.9 97.0 98.7: 3.0 1.3
Old : 100.0: 28.6 12.4 1.4 67.0 84.9 97.0 98.7: 3.0 1.3
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 : 366: 130 44 26 153 86 294 145:
Old : 366: 130 44 26 153 86 294 145:
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 : 22.3 48.5 33.3 65.2 22.0 48.5 31.9 65.1
Old : 22.3 48.5 33.3 65.2 22.0 48.5 31.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017