COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 301,733
COMMITMENTS
83,286 18,597 68,552 135,740 199,155 287,578 286,303 14,155 15,430
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,131)
-5,230 1,792 1,990 1,752 -5,949 -1,488 -2,167 -642 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.2 22.7 45.0 66.0 95.3 94.9 4.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
125 66 98 80 80 255 202
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,323
COMMITMENTS
2,092 1,360 2,718 5,224 6,886 10,033 10,963 2,290 1,359
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 531)
339 -129 259 -41 370 557 500 -26 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 11.0 22.1 42.4 55.9 81.4 89.0 18.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
27 15 15 26 15 58 40
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 289,043
COMMITMENTS
60,604 77,841 58,152 152,623 143,138 271,379 279,131 17,664 9,912
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,318)
1,080 -5,472 619 369 8,111 2,068 3,258 251 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 26.9 20.1 52.8 49.5 93.9 96.6 6.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
100 94 98 62 43 228 179
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 777,228
COMMITMENTS
171,344 225,507 132,587 410,189 351,486 714,120 709,580 63,108 67,648
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -26,347)
-4,800 16,734 1,624 -19,911 -38,758 -23,087 -20,400 -3,260 -5,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 29.0 17.1 52.8 45.2 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
73 70 74 89 78 197 191
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 247,485
COMMITMENTS
44,857 66,888 69,279 119,991 103,374 234,127 239,542 13,358 7,943
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 22,991)
-962 12,618 12,336 8,930 -1,837 20,304 23,117 2,687 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 27.0 28.0 48.5 41.8 94.6 96.8 5.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
164 144 148 144 127 374 367
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,031
COMMITMENTS
31,163 34,492 2,557 5,822 8,946 39,542 45,995 8,490 2,036
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,330)
1,913 -1,407 553 -43 3,415 2,422 2,561 -92 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 71.8 5.3 12.1 18.6 82.3 95.8 17.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
85 51 19 10 8 109 66
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 62,070
COMMITMENTS
7,504 9,136 809 44,294 41,047 52,607 50,992 9,463 11,078
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 7,958)
2,260 -616 236 4,473 7,627 6,969 7,247 989 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.7 1.3 71.4 66.1 84.8 82.2 15.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 19 6 37 24 56 48
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 285,714
COMMITMENTS
71,966 8,528 3,902 201,249 267,563 277,117 279,993 8,597 5,721
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,775)
14,852 -983 734 -12,765 3,304 2,821 3,055 -46 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.0 1.4 70.4 93.6 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 10 8 74 56 110 74
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,061,543
COMMITMENTS
305,540 104,019 21,509 705,562 923,421 1032610 1048949 28,933 12,594
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,998)
-18,867 -6,276 4,534 7,103 -2,075 -7,230 -3,817 3,232 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 9.8 2.0 66.5 87.0 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
129 41 30 152 91 292 151
Updated October 6, 2017