COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 263,598: 79,664 21,984 45,290 123,653 181,384 248,608 248,658: 14,991 14,940
Old : 235,890: 79,028 23,697 39,550 103,336 158,375 221,913 221,621: 13,977 14,269
Other: 27,708: 2,825 476 3,552 20,317 23,009 26,694 27,037: 1,014 671
: : :
: : Changes in Commitments from: November 7, 2017 :
: -37,722: -281 -359 -20,434 -17,447 -15,573 -38,162 -36,366: 440 -1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.3 17.2 46.9 68.8 94.3 94.3: 5.7 5.7
Old : 100.0: 33.5 10.0 16.8 43.8 67.1 94.1 94.0: 5.9 6.0
Other: 100.0: 10.2 1.7 12.8 73.3 83.0 96.3 97.6: 3.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 102 68 91 69 81 226 199:
Old : 278: 106 68 88 67 76 221 194:
Other: 84: 22 11 14 28 34 55 55:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 31.9 25.8 43.1 13.5 24.7 20.3 34.2
Old : 15.6 35.0 23.7 44.0 14.2 30.1 22.0 37.8
Other: 51.8 49.9 68.2 74.6 51.7 49.9 64.9 68.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 12,887: 3,240 1,016 2,680 4,267 8,112 10,187 11,808: 2,700 1,079
Old : 12,887: 3,240 1,016 2,680 4,267 8,112 10,187 11,808: 2,700 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,187: 593 -110 197 347 1,030 1,137 1,118: 51 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.9 20.8 33.1 62.9 79.0 91.6: 21.0 8.4
Old : 100.0: 25.1 7.9 20.8 33.1 62.9 79.0 91.6: 21.0 8.4
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 : 71: 29 14 17 24 19 59 44:
Old : 71: 29 14 17 24 19 59 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 : 20.3 39.1 33.3 60.1 18.9 36.4 27.8 53.2
Old : 20.3 39.1 33.3 60.1 18.9 36.4 27.8 53.2
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 14, 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 : 267,253: 76,011 56,877 46,315 127,563 156,577 249,889 259,769: 17,364 7,484
Old : 243,369: 75,194 56,704 43,477 108,032 136,097 226,703 236,278: 16,665 7,091
Other: 23,885: 1,611 968 2,044 19,531 20,480 23,186 23,491: 699 393
: : :
: : Changes in Commitments from: November 7, 2017 :
: -10,517: 3,507 -7,382 2,932 -17,043 -5,222 -10,605 -9,672: 88 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 21.3 17.3 47.7 58.6 93.5 97.2: 6.5 2.8
Old : 100.0: 30.9 23.3 17.9 44.4 55.9 93.2 97.1: 6.8 2.9
Other: 100.0: 6.7 4.1 8.6 81.8 85.7 97.1 98.4: 2.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 109 79 75 65 49 221 162:
Old : 269: 109 80 72 64 48 219 159:
Other: 48: 7 9 7 24 19 35 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 : 16.4 30.3 29.1 43.4 12.8 22.5 21.3 33.6
Old : 15.9 29.4 28.3 42.5 12.3 21.1 21.2 32.1
Other: 69.8 59.4 80.0 75.5 51.8 48.6 57.1 59.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 827,722: 183,200 165,204 139,474 432,809 456,894 755,484 761,573: 72,238 66,149
Old : 827,722: 183,200 165,204 139,474 432,809 456,894 755,484 761,573: 72,238 66,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 3,017: 10,686 -37,581 -16,402 4,444 57,037 -1,272 3,054: 4,289 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.0 16.9 52.3 55.2 91.3 92.0: 8.7 8.0
Old : 100.0: 22.1 20.0 16.9 52.3 55.2 91.3 92.0: 8.7 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 : 229: 70 56 76 87 79 196 179:
Old : 229: 70 56 76 87 79 196 179:
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 : 11.6 19.1 20.7 28.0 10.9 13.9 17.4 21.4
Old : 11.6 19.1 20.7 28.0 10.9 13.9 17.4 21.4
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 14, 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 : 243,209: 45,917 83,144 59,918 122,910 91,651 228,745 234,713: 14,464 8,496
Old : 234,094: 46,520 83,896 56,563 117,210 85,386 220,293 225,845: 13,801 8,249
Other: 9,116: 1,735 1,586 1,017 5,700 6,265 8,452 8,868: 663 247
: : :
: : Changes in Commitments from: November 7, 2017 :
: -36,258: -428 -3,811 -18,377 -15,914 -13,689 -34,718 -35,877: -1,539 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 34.2 24.6 50.5 37.7 94.1 96.5: 5.9 3.5
Old : 100.0: 19.9 35.8 24.2 50.1 36.5 94.1 96.5: 5.9 3.5
Other: 100.0: 19.0 17.4 11.2 62.5 68.7 92.7 97.3: 7.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 149 149 153 146 120 387 355:
Old : 478: 150 150 148 143 117 381 348:
Other: 123: 20 22 15 60 40 89 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.3 21.2 22.5 9.1 9.9 14.4 16.0
Old : 12.2 13.7 21.2 22.7 9.4 10.4 14.8 16.8
Other: 30.4 36.2 45.1 51.9 24.4 30.2 34.5 42.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 46,607: 27,178 29,985 2,583 7,626 11,529 37,387 44,097: 9,221 2,510
Old : 46,607: 27,178 29,985 2,583 7,626 11,529 37,387 44,097: 9,221 2,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -5,557: -4,367 -1,398 -361 -193 -4,481 -4,921 -6,240: -636 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 64.3 5.5 16.4 24.7 80.2 94.6: 19.8 5.4
Old : 100.0: 58.3 64.3 5.5 16.4 24.7 80.2 94.6: 19.8 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 : 137: 76 44 16 13 7 100 57:
Old : 137: 76 44 16 13 7 100 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 : 33.0 44.0 41.9 64.9 30.6 42.9 38.9 63.8
Old : 33.0 44.0 41.9 64.9 30.6 42.9 38.9 63.8
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 14, 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 : 68,527: 4,619 8,185 453 54,109 52,031 59,181 60,669: 9,346 7,858
Old : 68,527: 4,619 8,185 453 54,109 52,031 59,181 60,669: 9,346 7,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 318: 379 -2,078 48 -234 2,807 193 778: 124 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.9 0.7 79.0 75.9 86.4 88.5: 13.6 11.5
Old : 100.0: 6.7 11.9 0.7 79.0 75.9 86.4 88.5: 13.6 11.5
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 : 81: 13 15 6 35 23 52 40:
Old : 81: 13 15 6 35 23 52 40:
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 : 36.0 47.6 51.9 65.6 36.0 44.9 51.5 62.9
Old : 36.0 47.6 51.9 65.6 36.0 44.9 51.5 62.9
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, November 14, 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 : 288,176: 66,418 8,465 3,828 208,445 270,328 278,691 282,621: 9,485 5,555
Old : 288,176: 66,418 8,465 3,828 208,445 270,328 278,691 282,621: 9,485 5,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -482: -1,215 737 -48 263 -1,207 -1,000 -518: 518 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.9 1.3 72.3 93.8 96.7 98.1: 3.3 1.9
Old : 100.0: 23.0 2.9 1.3 72.3 93.8 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 : 150: 35 12 6 78 53 113 71:
Old : 150: 35 12 6 78 53 113 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 : 32.2 54.6 45.1 73.6 30.9 54.1 43.8 72.8
Old : 32.2 54.6 45.1 73.6 30.9 54.1 43.8 72.8
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 14, 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 : 1,041,635: 307,045 135,494 18,589 689,183 875,087 1,014,816 1,029,169: 26,819 12,466
Old : 1,041,635: 307,045 135,494 18,589 689,183 875,087 1,014,816 1,029,169: 26,819 12,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -17,549: -3,874 1,377 497 -11,796 -22,694 -15,174 -20,820: -2,375 3,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.0 1.8 66.2 84.0 97.4 98.8: 2.6 1.2
Old : 100.0: 29.5 13.0 1.8 66.2 84.0 97.4 98.8: 2.6 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 : 361: 130 45 34 151 84 294 150:
Old : 361: 130 45 34 151 84 294 150:
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 : 21.8 48.3 32.2 65.8 21.3 48.3 31.3 65.7
Old : 21.8 48.3 32.2 65.8 21.3 48.3 31.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017