COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 308,353: 114,157 17,052 55,210 120,334 222,725 289,700 294,986: 18,653 13,367
Old : 273,884: 110,864 18,169 50,012 95,701 193,760 256,577 261,941: 17,307 11,944
Other: 34,469: 4,765 355 3,726 24,632 28,965 33,123 33,046: 1,346 1,423
: : :
: : Changes in Commitments from: December 5, 2017 :
: 10,864: 6,031 -1,671 3,425 188 9,313 9,644 11,067: 1,220 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 5.5 17.9 39.0 72.2 94.0 95.7: 6.0 4.3
Old : 100.0: 40.5 6.6 18.3 34.9 70.7 93.7 95.6: 6.3 4.4
Other: 100.0: 13.8 1.0 10.8 71.5 84.0 96.1 95.9: 3.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 134 68 91 65 85 248 204:
Old : 304: 130 72 84 62 83 237 200:
Other: 100: 30 12 16 35 40 75 58:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 32.6 23.9 44.6 12.3 25.3 18.0 34.9
Old : 14.7 36.2 21.8 45.9 12.5 31.4 19.1 38.5
Other: 47.0 45.0 62.4 72.0 47.0 44.4 59.2 65.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 13,259: 2,927 1,449 2,371 5,481 8,072 10,779 11,891: 2,480 1,368
Old : 13,259: 2,927 1,449 2,371 5,481 8,072 10,779 11,891: 2,480 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -962: -1,425 591 -440 1,051 -1,101 -815 -950: -148 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.9 17.9 41.3 60.9 81.3 89.7: 18.7 10.3
Old : 100.0: 22.1 10.9 17.9 41.3 60.9 81.3 89.7: 18.7 10.3
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 : 62: 20 15 16 24 16 51 40:
Old : 62: 20 15 16 24 16 51 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 : 24.9 38.4 39.0 56.3 24.5 35.6 33.5 49.1
Old : 24.9 38.4 39.0 56.3 24.5 35.6 33.5 49.1
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 12, 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 : 285,151: 70,781 74,085 49,581 143,788 151,083 264,150 274,750: 21,001 10,401
Old : 252,409: 69,961 74,611 45,644 116,775 122,405 232,381 242,660: 20,029 9,749
Other: 32,742: 2,561 1,216 2,196 27,013 28,678 31,770 32,090: 972 652
: : :
: : Changes in Commitments from: December 5, 2017 :
: 13,249: 603 13,252 2,750 7,449 -2,570 10,802 13,431: 2,447 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 26.0 17.4 50.4 53.0 92.6 96.4: 7.4 3.6
Old : 100.0: 27.7 29.6 18.1 46.3 48.5 92.1 96.1: 7.9 3.9
Other: 100.0: 7.8 3.7 6.7 82.5 87.6 97.0 98.0: 3.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 123 79 79 62 47 225 175:
Old : 282: 122 80 79 60 47 222 175:
Other: 58: 9 12 8 34 19 48 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 25.6 28.4 38.7 12.8 17.9 21.3 29.6
Old : 15.3 24.0 26.4 36.2 11.8 19.5 20.5 27.3
Other: 60.7 63.2 74.6 80.4 51.4 52.7 59.9 63.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 877,633: 160,454 203,086 174,696 474,998 431,175 810,148 808,957: 67,485 68,676
Old : 877,633: 160,454 203,086 174,696 474,998 431,175 810,148 808,957: 67,485 68,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 61,815: -18,679 66,655 41,463 44,945 -56,068 67,730 52,051: -5,915 9,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 23.1 19.9 54.1 49.1 92.3 92.2: 7.7 7.8
Old : 100.0: 18.3 23.1 19.9 54.1 49.1 92.3 92.2: 7.7 7.8
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 : 262: 76 76 89 90 87 212 215:
Old : 262: 76 76 89 90 87 212 215:
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 : 11.4 18.6 19.6 27.9 10.5 13.7 17.1 20.6
Old : 11.4 18.6 19.6 27.9 10.5 13.7 17.1 20.6
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 12, 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 : 248,848: 43,434 89,809 67,661 121,803 83,225 232,899 240,694: 15,949 8,154
Old : 236,774: 44,560 90,275 63,531 113,490 75,179 221,580 228,984: 15,194 7,790
Other: 12,074: 1,792 2,452 1,213 8,313 8,046 11,319 11,710: 755 363
: : :
: : Changes in Commitments from: December 5, 2017 :
: 28,648: -1,663 16,364 11,306 16,425 1,308 26,069 28,978: 2,579 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 36.1 27.2 48.9 33.4 93.6 96.7: 6.4 3.3
Old : 100.0: 18.8 38.1 26.8 47.9 31.8 93.6 96.7: 6.4 3.3
Other: 100.0: 14.8 20.3 10.0 68.9 66.6 93.7 97.0: 6.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 164 162 140 148 110 383 356:
Old : 497: 166 161 134 143 106 374 347:
Other: 141: 21 29 16 72 46 102 84:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 14.2 21.7 23.6 10.0 10.4 15.2 16.8
Old : 12.2 14.2 21.8 23.9 10.3 11.1 15.9 17.8
Other: 24.1 36.7 36.2 52.8 21.6 31.5 31.6 44.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 43,929: 24,845 30,541 1,828 9,133 9,552 35,806 41,921: 8,123 2,008
Old : 43,929: 24,845 30,541 1,828 9,133 9,552 35,806 41,921: 8,123 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,481: 533 -2,299 -3,147 1,480 4,212 -1,133 -1,234: -347 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 69.5 4.2 20.8 21.7 81.5 95.4: 18.5 4.6
Old : 100.0: 56.6 69.5 4.2 20.8 21.7 81.5 95.4: 18.5 4.6
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 : 131: 75 39 16 10 8 94 56:
Old : 131: 75 39 16 10 8 94 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 : 38.2 45.7 48.3 63.0 31.0 38.4 38.9 54.5
Old : 38.2 45.7 48.3 63.0 31.0 38.4 38.9 54.5
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 12, 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 : 73,920: 3,431 5,239 567 60,209 60,950 64,208 66,756: 9,712 7,164
Old : 73,920: 3,431 5,239 567 60,209 60,950 64,208 66,756: 9,712 7,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 5,122: -195 623 391 3,390 4,502 3,586 5,516: 1,536 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.1 0.8 81.5 82.5 86.9 90.3: 13.1 9.7
Old : 100.0: 4.6 7.1 0.8 81.5 82.5 86.9 90.3: 13.1 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 : 74: 9 13 6 42 26 54 42:
Old : 74: 9 13 6 42 26 54 42:
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 : 40.0 48.5 55.9 70.9 33.9 43.1 47.3 61.1
Old : 40.0 48.5 55.9 70.9 33.9 43.1 47.3 61.1
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, December 12, 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 : 381,384: 73,336 11,797 3,805 284,720 354,236 361,861 369,838: 19,523 11,546
Old : 381,384: 73,336 11,797 3,805 284,720 354,236 361,861 369,838: 19,523 11,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 88,049: -22,085 484 -143 99,325 81,288 77,097 81,629: 10,952 6,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.1 1.0 74.7 92.9 94.9 97.0: 5.1 3.0
Old : 100.0: 19.2 3.1 1.0 74.7 92.9 94.9 97.0: 5.1 3.0
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 : 150: 36 12 10 83 59 122 79:
Old : 150: 36 12 10 83 59 122 79:
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 : 26.3 48.7 41.2 68.9 22.2 40.7 32.2 54.6
Old : 26.3 48.7 41.2 68.9 22.2 40.7 32.2 54.6
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 12, 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 : 1,198,194: 263,822 123,084 28,075 854,072 995,895 1,145,968 1,147,053: 52,226 51,141
Old : 1,198,194: 263,822 123,084 28,075 854,072 995,895 1,145,968 1,147,053: 52,226 51,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 171,805: -41,872 2,118 6,392 185,515 123,274 150,035 131,784: 21,770 40,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.3 2.3 71.3 83.1 95.6 95.7: 4.4 4.3
Old : 100.0: 22.0 10.3 2.3 71.3 83.1 95.6 95.7: 4.4 4.3
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 : 380: 138 49 43 160 95 318 168:
Old : 380: 138 49 43 160 95 318 168:
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 : 17.4 46.6 29.7 63.6 15.5 41.2 25.7 53.7
Old : 17.4 46.6 29.7 63.6 15.5 41.2 25.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017