COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 301,320: 79,945 22,343 65,724 141,100 196,957 286,769 285,023: 14,551 16,296
Old : 276,105: 79,312 24,172 60,380 122,901 175,823 262,594 260,375: 13,511 15,730
Other: 25,215: 2,838 376 3,139 18,199 21,133 24,176 24,649: 1,039 566
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,635: -1,522 4,268 -1 3,935 -2,224 2,412 2,043: -777 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.4 21.8 46.8 65.4 95.2 94.6: 4.8 5.4
Old : 100.0: 28.7 8.8 21.9 44.5 63.7 95.1 94.3: 4.9 5.7
Other: 100.0: 11.3 1.5 12.5 72.2 83.8 95.9 97.8: 4.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 107 86 106 75 79 249 217:
Old : 301: 110 86 103 74 77 245 215:
Other: 79: 20 9 12 26 33 51 50:
:----------------------------------------------------------------------------------------------------
: 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 33.0 27.7 43.6 12.0 23.0 17.4 31.1
Old : 16.1 35.5 25.1 43.6 12.2 27.1 18.3 33.3
Other: 52.9 49.7 68.9 75.0 52.2 49.1 64.2 68.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 11,700: 2,647 1,126 2,483 3,920 7,082 9,050 10,691: 2,650 1,009
Old : 11,700: 2,647 1,126 2,483 3,920 7,082 9,050 10,691: 2,650 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 480: 257 -154 189 -85 459 361 494: 118 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.6 21.2 33.5 60.5 77.4 91.4: 22.6 8.6
Old : 100.0: 22.6 9.6 21.2 33.5 60.5 77.4 91.4: 22.6 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 : 67: 27 12 16 24 18 56 41:
Old : 67: 27 12 16 24 18 56 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 : 21.7 40.7 35.0 57.8 20.4 39.3 28.6 53.0
Old : 21.7 40.7 35.0 57.8 20.4 39.3 28.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 277,770: 72,504 64,259 43,383 144,607 161,799 260,494 269,441: 17,276 8,329
Old : 254,562: 71,776 63,613 40,926 125,160 141,967 237,861 246,506: 16,701 8,056
Other: 23,208: 1,046 964 2,140 19,447 19,832 22,633 22,935: 576 273
: : :
: : Changes in Commitments from: October 31, 2017 :
: -30,334: 6,585 2,321 -15,899 -21,192 -16,112 -30,506 -29,691: 172 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 23.1 15.6 52.1 58.2 93.8 97.0: 6.2 3.0
Old : 100.0: 28.2 25.0 16.1 49.2 55.8 93.4 96.8: 6.6 3.2
Other: 100.0: 4.5 4.2 9.2 83.8 85.5 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 111 81 82 64 48 225 172:
Old : 276: 111 82 81 64 47 225 170:
Other: 46: 6 8 7 24 19 33 31:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 27.7 29.5 40.9 12.6 19.1 21.1 29.4
Old : 16.0 27.0 28.7 40.0 12.1 17.4 21.0 27.8
Other: 67.9 61.2 80.2 75.8 49.8 49.7 54.6 58.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 824,704: 172,513 202,785 155,876 428,366 399,857 756,756 758,519: 67,949 66,186
Old : 824,704: 172,513 202,785 155,876 428,366 399,857 756,756 758,519: 67,949 66,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 4,295: -85 -5,030 892 5,750 4,109 6,557 -29: -2,262 4,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.6 18.9 51.9 48.5 91.8 92.0: 8.2 8.0
Old : 100.0: 20.9 24.6 18.9 51.9 48.5 91.8 92.0: 8.2 8.0
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 : 242: 73 65 75 88 78 198 188:
Old : 242: 73 65 75 88 78 198 188:
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 : 11.5 17.1 19.9 25.7 10.8 12.4 17.2 19.5
Old : 11.5 17.1 19.9 25.7 10.8 12.4 17.2 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, November 07, 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 : 279,467: 46,345 86,955 78,295 138,823 105,339 263,463 270,590: 16,003 8,877
Old : 270,263: 46,751 87,569 75,213 132,912 98,828 254,876 261,610: 15,388 8,654
Other: 9,203: 1,664 1,457 1,012 5,912 6,511 8,588 8,980: 616 223
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,456: -1,206 2,193 4,368 -380 -4,674 2,783 1,887: -327 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 31.1 28.0 49.7 37.7 94.3 96.8: 5.7 3.2
Old : 100.0: 17.3 32.4 27.8 49.2 36.6 94.3 96.8: 5.7 3.2
Other: 100.0: 18.1 15.8 11.0 64.2 70.7 93.3 97.6: 6.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 179 150 165 148 125 413 373:
Old : 509: 178 153 163 147 123 409 370:
Other: 120: 21 20 14 60 39 88 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 : 13.1 12.0 21.1 21.0 8.3 8.9 12.6 14.9
Old : 13.1 12.2 21.0 21.0 8.2 9.3 12.6 15.6
Other: 31.0 37.6 45.4 52.6 22.1 29.7 32.0 40.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 52,164: 31,545 31,384 2,944 7,819 16,010 42,308 50,338: 9,856 1,826
Old : 52,164: 31,545 31,384 2,944 7,819 16,010 42,308 50,338: 9,856 1,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,835: 1,521 477 153 636 2,322 2,310 2,952: 525 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 60.2 5.6 15.0 30.7 81.1 96.5: 18.9 3.5
Old : 100.0: 60.5 60.2 5.6 15.0 30.7 81.1 96.5: 18.9 3.5
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 : 159: 99 39 18 13 9 124 57:
Old : 159: 99 39 18 13 9 124 57:
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 : 29.7 43.3 38.7 60.4 26.4 42.1 35.4 59.2
Old : 29.7 43.3 38.7 60.4 26.4 42.1 35.4 59.2
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, November 07, 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 : 68,209: 4,240 10,263 405 54,343 49,224 58,987 59,892: 9,222 8,317
Old : 68,209: 4,240 10,263 405 54,343 49,224 58,987 59,892: 9,222 8,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,537: 840 2,215 235 1,215 336 2,289 2,786: 247 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 15.0 0.6 79.7 72.2 86.5 87.8: 13.5 12.2
Old : 100.0: 6.2 15.0 0.6 79.7 72.2 86.5 87.8: 13.5 12.2
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 : 82: 11 20 5 35 22 50 43:
Old : 82: 11 20 5 35 22 50 43:
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 : 34.5 47.4 50.9 64.8 34.5 45.0 50.9 62.3
Old : 34.5 47.4 50.9 64.8 34.5 45.0 50.9 62.3
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, November 07, 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 : 288,658: 67,633 7,728 3,876 208,182 271,535 279,691 283,139: 8,967 5,519
Old : 288,658: 67,633 7,728 3,876 208,182 271,535 279,691 283,139: 8,967 5,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,122: 2,239 243 -9 -645 796 1,585 1,030: -463 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.7 1.3 72.1 94.1 96.9 98.1: 3.1 1.9
Old : 100.0: 23.4 2.7 1.3 72.1 94.1 96.9 98.1: 3.1 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 : 148: 33 11 6 78 56 111 73:
Old : 148: 33 11 6 78 56 111 73:
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 54.0 46.0 72.9 30.6 53.5 44.8 72.1
Old : 31.9 54.0 46.0 72.9 30.6 53.5 44.8 72.1
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, November 07, 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 : 1,059,184: 310,919 134,117 18,092 700,979 897,780 1,029,990 1,049,989: 29,194 9,195
Old : 1,059,184: 310,919 134,117 18,092 700,979 897,780 1,029,990 1,049,989: 29,194 9,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -10,022: 4,786 2,032 3,077 -14,904 -10,366 -7,040 -5,257: -2,982 -4,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 12.7 1.7 66.2 84.8 97.2 99.1: 2.8 0.9
Old : 100.0: 29.4 12.7 1.7 66.2 84.8 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 : 368: 131 45 31 153 89 297 152:
Old : 368: 131 45 31 153 89 297 152:
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 48.9 33.0 66.4 21.9 48.9 32.2 66.3
Old : 22.3 48.9 33.0 66.4 21.9 48.9 32.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017