COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 246,035
COMMITMENTS
75,973 31,705 47,022 110,306 151,505 233,302 230,232 12,733 15,802
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,182)
-9,355 5,680 4,543 4,796 -11,716 -15 -1,493 -1,167 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 12.9 19.1 44.8 61.6 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
114 79 78 72 64 226 186
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,939
COMMITMENTS
1,442 4,042 1,852 7,601 5,139 10,895 11,034 2,045 1,906
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -727)
164 266 163 -658 -862 -331 -433 -396 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 31.2 14.3 58.7 39.7 84.2 85.3 15.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 17 15 24 14 48 43
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 294,111
COMMITMENTS
54,214 90,193 61,337 155,404 126,968 270,956 278,498 23,155 15,614
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 22,895)
842 15,325 9,490 10,311 -2,875 20,643 21,940 2,251 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 30.7 20.9 52.8 43.2 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
84 83 77 64 42 191 171
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 971,300
COMMITMENTS
190,661 243,567 196,602 512,836 452,375 900,099 892,544 71,202 78,757
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 10,339)
1,640 23,129 6,967 2,600 -19,036 11,207 11,060 -868 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 25.1 20.2 52.8 46.6 92.7 91.9 7.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
84 70 86 91 78 215 201
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 267,306
COMMITMENTS
49,986 83,913 76,897 127,958 97,863 254,842 258,674 12,465 8,632
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,726)
-1,881 4,864 8,720 7,048 24 13,888 13,608 -1,162 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 31.4 28.8 47.9 36.6 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
146 144 152 154 127 374 362
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 11,351
COMMITMENTS
714 2,539 3,045 7,586 5,765 11,345 11,349 5 2
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 278)
8 76 118 151 84 278 278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 22.4 26.8 66.8 50.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 11 8 6 20 17
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,246
COMMITMENTS
27,916 22,511 3,183 9,214 19,719 40,312 45,413 7,933 2,833
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,349)
-274 -187 1,423 483 -205 1,632 1,032 -283 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 46.7 6.6 19.1 40.9 83.6 94.1 16.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
68 48 14 8 9 84 65
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 580,182
COMMITMENTS
156,468 173,041 13,288 381,258 373,025 551,014 559,354 29,168 20,829
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 8,439)
1,639 2,864 2,299 5,206 3,190 9,144 8,353 -705 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 29.8 2.3 65.7 64.3 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
70 60 30 118 111 203 186
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 310,301
COMMITMENTS
41,450 24,915 11,048 249,131 268,960 301,629 304,923 8,672 5,378
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,227)
-10,865 2,008 7,988 3,762 -8,581 885 1,415 342 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.0 3.6 80.3 86.7 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 9 7 71 55 107 70
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 989,914
COMMITMENTS
273,453 74,660 28,401 663,668 875,996 965,522 979,057 24,392 10,857
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 16,838)
-27,665 -1,814 13,857 29,337 2,925 15,529 14,968 1,309 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.5 2.9 67.0 88.5 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
130 40 24 135 93 275 147
Updated June 30, 2017