COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 299,192
COMMITMENTS
80,256 17,941 64,698 138,388 199,689 283,343 282,328 15,849 16,864
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,936)
-853 -1,038 -1,912 1,794 1,445 -971 -1,505 -966 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 6.0 21.6 46.3 66.7 94.7 94.4 5.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
123 69 103 75 83 259 205
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,820
COMMITMENTS
2,365 1,339 2,260 4,772 7,065 9,396 10,664 2,424 1,156
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,472)
-213 192 -1,010 -63 -510 -1,285 -1,328 -187 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 11.3 19.1 40.4 59.8 79.5 90.2 20.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 17 17 23 13 54 37
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 301,349
COMMITMENTS
66,137 64,641 59,861 157,810 165,742 283,808 290,244 17,541 11,106
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 13,476)
2,040 -8,175 4,411 6,169 16,401 12,621 12,638 855 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.5 19.9 52.4 55.0 94.2 96.3 5.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
101 87 92 64 46 224 177
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 817,823
COMMITMENTS
171,057 234,893 151,626 423,238 359,039 745,920 745,558 71,903 72,265
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 22,672)
4,806 2,066 8,424 5,731 9,845 18,960 20,335 3,711 2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 28.7 18.5 51.8 43.9 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
75 70 75 88 79 200 192
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 276,489
COMMITMENTS
45,587 83,192 73,611 141,081 110,762 260,279 267,565 16,210 8,924
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,459)
754 5,296 2,929 6,395 2,596 10,078 10,822 381 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 30.1 26.6 51.0 40.1 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
186 144 158 147 123 406 369
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,235
COMMITMENTS
32,412 36,675 3,026 6,960 9,510 42,399 49,211 8,836 2,023
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,487)
4,041 3,536 113 588 893 4,742 4,542 -254 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 71.6 5.9 13.6 18.6 82.8 96.1 17.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
87 51 19 11 8 112 67
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 64,959
COMMITMENTS
4,903 6,398 623 50,843 48,895 56,369 55,916 8,589 9,042
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 196)
-350 -1,368 -118 2,254 2,750 1,786 1,264 -1,590 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.8 1.0 78.3 75.3 86.8 86.1 13.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 19 5 36 28 52 49
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 291,384
COMMITMENTS
67,687 8,690 3,659 210,317 274,048 281,663 286,397 9,721 4,987
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,571)
-975 -1,181 -22 5,710 6,786 4,713 5,583 858 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.0 1.3 72.2 94.1 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
33 11 8 76 56 109 75
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,086,799
COMMITMENTS
306,655 127,330 19,108 732,951 929,848 1058714 1076286 28,085 10,513
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 22,102)
1,346 18,583 -340 21,636 5,542 22,642 23,785 -540 -1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.7 1.8 67.4 85.6 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
128 42 28 154 90 293 150
Updated October 27, 2017