COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 266,311: 86,631 22,402 44,201 120,555 186,735 251,386 253,338: 14,925 12,973
Old : 237,767: 85,737 24,309 38,382 99,694 162,979 223,813 225,669: 13,954 12,097
Other: 28,544: 3,210 410 3,502 20,861 23,756 27,573 27,669: 971 876
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,713: 6,966 418 -1,089 -3,099 5,351 2,779 4,680: -66 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.4 16.6 45.3 70.1 94.4 95.1: 5.6 4.9
Old : 100.0: 36.1 10.2 16.1 41.9 68.5 94.1 94.9: 5.9 5.1
Other: 100.0: 11.2 1.4 12.3 73.1 83.2 96.6 96.9: 3.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 115 71 89 69 81 233 201:
Old : 292: 117 73 84 67 77 227 196:
Other: 89: 23 11 14 30 36 58 56:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 31.7 26.5 43.1 13.4 23.8 20.3 33.0
Old : 15.6 34.9 23.9 43.7 14.3 29.4 22.2 36.9
Other: 51.7 48.7 67.8 73.2 51.6 48.7 64.4 67.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 14,231: 4,188 824 2,733 4,576 9,312 11,497 12,868: 2,733 1,362
Old : 14,231: 4,188 824 2,733 4,576 9,312 11,497 12,868: 2,733 1,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,343: 949 -193 53 309 1,200 1,311 1,060: 33 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.8 19.2 32.2 65.4 80.8 90.4: 19.2 9.6
Old : 100.0: 29.4 5.8 19.2 32.2 65.4 80.8 90.4: 19.2 9.6
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 : 70: 30 13 14 23 18 59 39:
Old : 70: 30 13 14 23 18 59 39:
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 : 23.1 41.2 38.0 62.1 22.0 36.2 30.4 52.7
Old : 23.1 41.2 38.0 62.1 22.0 36.2 30.4 52.7
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 21, 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 : 260,233: 71,245 55,401 42,154 128,989 155,114 242,389 252,669: 17,845 7,564
Old : 236,019: 70,405 55,566 39,037 109,365 134,187 218,807 228,791: 17,211 7,228
Other: 24,214: 2,040 1,035 1,917 19,625 20,926 23,581 23,878: 633 336
: : :
: : Changes in Commitments from: November 14, 2017 :
: -7,020: -4,766 -1,476 -4,161 1,426 -1,463 -7,500 -7,100: 480 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 21.3 16.2 49.6 59.6 93.1 97.1: 6.9 2.9
Old : 100.0: 29.8 23.5 16.5 46.3 56.9 92.7 96.9: 7.3 3.1
Other: 100.0: 8.4 4.3 7.9 81.0 86.4 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 111 67 73 61 46 208 157:
Old : 256: 111 67 71 60 45 205 155:
Other: 46: 6 8 6 24 19 33 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 : 16.2 31.0 29.0 42.8 12.4 22.9 20.8 33.1
Old : 15.7 29.9 27.9 41.8 11.7 21.3 20.6 31.4
Other: 68.8 60.2 79.2 75.9 52.0 49.6 57.6 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 804,303: 180,684 146,414 118,949 431,740 478,816 731,372 744,178: 72,931 60,125
Old : 804,303: 180,684 146,414 118,949 431,740 478,816 731,372 744,178: 72,931 60,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -23,418: -2,516 -18,790 -20,525 -1,069 21,921 -24,111 -17,394: 693 -6,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.2 14.8 53.7 59.5 90.9 92.5: 9.1 7.5
Old : 100.0: 22.5 18.2 14.8 53.7 59.5 90.9 92.5: 9.1 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 : 224: 63 57 75 86 82 190 181:
Old : 224: 63 57 75 86 82 190 181:
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 : 12.3 21.1 21.9 30.8 11.4 15.3 18.1 24.1
Old : 12.3 21.1 21.9 30.8 11.4 15.3 18.1 24.1
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 21, 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 : 227,813: 45,273 84,946 55,744 112,574 78,917 213,591 219,607: 14,222 8,206
Old : 218,572: 45,987 85,748 52,384 106,669 72,594 205,041 210,727: 13,531 7,845
Other: 9,241: 1,733 1,645 913 5,905 6,323 8,550 8,880: 691 361
: : :
: : Changes in Commitments from: November 14, 2017 :
: -15,396: -644 1,802 -4,174 -10,336 -12,734 -15,154 -15,106: -242 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 37.3 24.5 49.4 34.6 93.8 96.4: 6.2 3.6
Old : 100.0: 21.0 39.2 24.0 48.8 33.2 93.8 96.4: 6.2 3.6
Other: 100.0: 18.7 17.8 9.9 63.9 68.4 92.5 96.1: 7.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 160 154 141 136 108 374 340:
Old : 477: 159 157 137 133 107 368 336:
Other: 118: 19 22 15 59 39 87 69:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 13.1 20.9 22.6 10.0 11.1 15.6 17.7
Old : 12.6 13.5 21.1 22.8 10.4 11.7 16.1 18.5
Other: 28.2 36.4 41.9 52.2 24.1 32.3 34.5 45.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 40,310: 22,007 28,634 1,993 7,723 7,358 31,723 37,985: 8,587 2,326
Old : 40,310: 22,007 28,634 1,993 7,723 7,358 31,723 37,985: 8,587 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -6,297: -5,171 -1,352 -590 97 -4,171 -5,664 -6,113: -633 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 71.0 4.9 19.2 18.3 78.7 94.2: 21.3 5.8
Old : 100.0: 54.6 71.0 4.9 19.2 18.3 78.7 94.2: 21.3 5.8
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 : 136: 75 44 13 12 9 96 57:
Old : 136: 75 44 13 12 9 96 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 : 32.8 43.5 41.7 62.8 30.0 43.5 38.0 62.8
Old : 32.8 43.5 41.7 62.8 30.0 43.5 38.0 62.8
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 21, 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 : 69,267: 4,914 6,843 276 54,751 54,311 59,941 61,430: 9,326 7,837
Old : 69,267: 4,914 6,843 276 54,751 54,311 59,941 61,430: 9,326 7,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 740: 295 -1,342 -177 642 2,280 760 761: -20 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.9 0.4 79.0 78.4 86.5 88.7: 13.5 11.3
Old : 100.0: 7.1 9.9 0.4 79.0 78.4 86.5 88.7: 13.5 11.3
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 : 82: 14 17 5 35 21 53 39:
Old : 82: 14 17 5 35 21 53 39:
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 : 34.9 49.9 52.0 69.1 34.9 45.9 50.3 65.1
Old : 34.9 49.9 52.0 69.1 34.9 45.9 50.3 65.1
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 21, 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 : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288
Old : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 4,811: 6,722 1,334 117 -2,412 627 4,427 2,078: 384 2,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8
Old : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8
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 : 150: 35 11 6 78 55 113 72:
Old : 150: 35 11 6 78 55 113 72:
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 : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7
Old : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7
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 21, 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 : 1,020,860: 303,806 137,765 19,083 669,278 854,375 992,168 1,011,224: 28,692 9,636
Old : 1,020,860: 303,806 137,765 19,083 669,278 854,375 992,168 1,011,224: 28,692 9,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -20,776: -3,239 2,271 495 -19,904 -20,711 -22,649 -17,946: 1,873 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.5 1.9 65.6 83.7 97.2 99.1: 2.8 0.9
Old : 100.0: 29.8 13.5 1.9 65.6 83.7 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 : 378: 138 49 35 153 90 306 159:
Old : 378: 138 49 35 153 90 306 159:
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 : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5
Old : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017