COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 297,489: 108,126 18,724 51,785 120,145 213,411 280,056 283,920: 17,433 13,569
Old : 265,856: 106,592 20,460 46,165 96,864 186,949 249,622 253,574: 16,234 12,282
Other: 31,633: 3,636 366 3,517 23,281 26,462 30,434 30,346: 1,199 1,287
: : :
: : Changes in Commitments from: November 28, 2017 :
: 14,161: 9,023 -697 2,562 2,035 11,938 13,620 13,803: 541 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 6.3 17.4 40.4 71.7 94.1 95.4: 5.9 4.6
Old : 100.0: 40.1 7.7 17.4 36.4 70.3 93.9 95.4: 6.1 4.6
Other: 100.0: 11.5 1.2 11.1 73.6 83.7 96.2 95.9: 3.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 131 76 93 66 83 251 205:
Old : 308: 133 75 87 63 80 241 201:
Other: 95: 29 9 15 36 37 72 54:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 32.6 24.7 44.3 12.6 24.9 18.5 34.6
Old : 15.0 35.9 22.8 45.1 13.2 31.0 20.1 38.0
Other: 48.0 46.6 64.2 71.9 48.0 46.0 61.8 66.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 14,222: 4,352 858 2,811 4,431 9,172 11,594 12,841: 2,628 1,380
Old : 14,222: 4,352 858 2,811 4,431 9,172 11,594 12,841: 2,628 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -205: -31 113 63 -123 -347 -90 -170: -115 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.0 19.8 31.2 64.5 81.5 90.3: 18.5 9.7
Old : 100.0: 30.6 6.0 19.8 31.2 64.5 81.5 90.3: 18.5 9.7
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 : 66: 30 10 16 20 17 56 38:
Old : 66: 30 10 16 20 17 56 38:
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 : 24.7 40.2 39.6 60.1 23.9 36.4 32.3 51.7
Old : 24.7 40.2 39.6 60.1 23.9 36.4 32.3 51.7
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, December 05, 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 : 271,903: 70,178 60,834 46,832 136,339 153,653 253,349 261,319: 18,554 10,584
Old : 243,069: 69,143 61,576 43,765 112,333 127,635 225,241 232,976: 17,827 10,093
Other: 28,834: 2,612 835 1,489 24,006 26,018 28,107 28,343: 726 491
: : :
: : Changes in Commitments from: November 28, 2017 :
: 8,029: -223 5,913 2,158 5,961 -2,013 7,897 6,058: 132 1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.4 17.2 50.1 56.5 93.2 96.1: 6.8 3.9
Old : 100.0: 28.4 25.3 18.0 46.2 52.5 92.7 95.8: 7.3 4.2
Other: 100.0: 9.1 2.9 5.2 83.3 90.2 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 119 76 76 62 47 216 172:
Old : 275: 118 78 75 62 46 215 170:
Other: 57: 10 10 7 33 19 46 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 28.9 28.1 40.3 13.0 21.9 21.7 32.3
Old : 15.0 26.4 25.9 38.3 12.0 19.5 20.7 29.9
Other: 64.2 65.4 74.8 80.2 50.8 53.4 58.2 64.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 815,819: 179,133 136,431 133,233 430,052 487,242 742,418 756,907: 73,401 58,912
Old : 815,819: 179,133 136,431 133,233 430,052 487,242 742,418 756,907: 73,401 58,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 286: -4,264 -4,034 8,032 -1,793 -2,136 1,976 1,862: -1,690 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.7 16.3 52.7 59.7 91.0 92.8: 9.0 7.2
Old : 100.0: 22.0 16.7 16.3 52.7 59.7 91.0 92.8: 9.0 7.2
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 : 239: 77 52 82 89 87 205 192:
Old : 239: 77 52 82 89 87 205 192:
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 : 12.1 21.8 21.1 31.7 11.1 16.9 17.9 25.6
Old : 12.1 21.8 21.1 31.7 11.1 16.9 17.9 25.6
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, December 05, 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 : 220,200: 45,097 73,445 56,355 105,378 81,917 206,830 211,717: 13,370 8,484
Old : 210,242: 45,828 73,927 53,036 98,540 75,190 197,404 202,153: 12,839 8,090
Other: 9,958: 1,667 1,915 922 6,838 6,727 9,427 9,564: 532 394
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,126: -385 -4,871 -1,096 -1,106 3,233 -2,587 -2,734: 461 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 33.4 25.6 47.9 37.2 93.9 96.1: 6.1 3.9
Old : 100.0: 21.8 35.2 25.2 46.9 35.8 93.9 96.2: 6.1 3.8
Other: 100.0: 16.7 19.2 9.3 68.7 67.6 94.7 96.0: 5.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 169 152 156 145 116 394 362:
Old : 497: 169 155 151 142 113 388 355:
Other: 132: 20 26 16 67 45 96 80:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.1 21.4 23.9 10.6 11.2 16.1 17.6
Old : 12.5 14.6 21.5 24.2 11.0 11.9 16.6 18.3
Other: 27.6 34.7 41.5 50.1 24.0 31.1 35.5 42.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 45,410: 24,312 32,841 4,975 7,653 5,340 36,939 43,155: 8,470 2,255
Old : 45,410: 24,312 32,841 4,975 7,653 5,340 36,939 43,155: 8,470 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,764: -409 -2,546 1,864 -338 2,554 1,117 1,872: 647 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 72.3 11.0 16.9 11.8 81.3 95.0: 18.7 5.0
Old : 100.0: 53.5 72.3 11.0 16.9 11.8 81.3 95.0: 18.7 5.0
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 : 142: 70 56 17 10 10 93 71:
Old : 142: 70 56 17 10 10 93 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 : 34.5 38.0 45.5 53.8 31.0 35.6 38.3 47.2
Old : 34.5 38.0 45.5 53.8 31.0 35.6 38.3 47.2
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, December 05, 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 : 68,798: 3,626 4,615 176 56,819 56,448 60,622 61,239: 8,176 7,559
Old : 68,798: 3,626 4,615 176 56,819 56,448 60,622 61,239: 8,176 7,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,340: -2,470 -1,752 -91 1,251 886 -1,309 -957: -30 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.7 0.3 82.6 82.0 88.1 89.0: 11.9 11.0
Old : 100.0: 5.3 6.7 0.3 82.6 82.0 88.1 89.0: 11.9 11.0
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 13 3 39 23 51 37:
Old : 79: 10 13 3 39 23 51 37:
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 : 34.2 52.1 51.9 72.2 34.2 47.6 50.0 67.7
Old : 34.2 52.1 51.9 72.2 34.2 47.6 50.0 67.7
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, December 05, 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 : 293,335: 95,421 11,313 3,948 185,395 272,948 284,764 288,209: 8,571 5,126
Old : 293,335: 95,421 11,313 3,948 185,395 272,948 284,764 288,209: 8,571 5,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 4,486: 20,420 8 575 -15,746 4,367 5,249 4,950: -763 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.9 1.3 63.2 93.0 97.1 98.3: 2.9 1.7
Old : 100.0: 32.5 3.9 1.3 63.2 93.0 97.1 98.3: 2.9 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 : 154: 41 13 8 79 53 121 73:
Old : 154: 41 13 8 79 53 121 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 : 25.7 55.9 39.3 74.3 24.6 53.5 38.2 71.5
Old : 25.7 55.9 39.3 74.3 24.6 53.5 38.2 71.5
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, December 05, 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 : 1,026,389: 305,694 120,966 21,683 668,557 872,621 995,933 1,015,269: 30,456 11,120
Old : 1,026,389: 305,694 120,966 21,683 668,557 872,621 995,933 1,015,269: 30,456 11,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 863: -4,052 -13,047 2,793 1,707 10,254 448 0: 415 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.8 2.1 65.1 85.0 97.0 98.9: 3.0 1.1
Old : 100.0: 29.8 11.8 2.1 65.1 85.0 97.0 98.9: 3.0 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 : 379: 136 49 38 157 87 311 157:
Old : 379: 136 49 38 157 87 311 157:
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 : 16.8 48.1 28.2 63.7 16.5 47.8 27.5 63.3
Old : 16.8 48.1 28.2 63.7 16.5 47.8 27.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017