COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 301,320
COMMITMENTS
79,945 22,343 65,724 141,100 196,957 286,769 285,023 14,551 16,296
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,635)
-1,522 4,268 -1 3,935 -2,224 2,412 2,043 -777 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.4 21.8 46.8 65.4 95.2 94.6 4.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
107 86 106 75 79 249 217
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,700
COMMITMENTS
2,647 1,126 2,483 3,920 7,082 9,050 10,691 2,650 1,009
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 480)
257 -154 189 -85 459 361 494 118 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 9.6 21.2 33.5 60.5 77.4 91.4 22.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 12 16 24 18 56 41
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 277,770
COMMITMENTS
72,504 64,259 43,383 144,607 161,799 260,494 269,441 17,276 8,329
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -30,334)
6,585 2,321 -15,899 -21,192 -16,112 -30,506 -29,691 172 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 23.1 15.6 52.1 58.2 93.8 97.0 6.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
111 81 82 64 48 225 172
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 824,704
COMMITMENTS
172,513 202,785 155,876 428,366 399,857 756,756 758,519 67,949 66,186
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,295)
-85 -5,030 892 5,750 4,109 6,557 -29 -2,262 4,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.6 18.9 51.9 48.5 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
73 65 75 88 78 198 188
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 279,467
COMMITMENTS
46,345 86,955 78,295 138,823 105,339 263,463 270,590 16,003 8,877
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,456)
-1,206 2,193 4,368 -380 -4,674 2,783 1,887 -327 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 31.1 28.0 49.7 37.7 94.3 96.8 5.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
179 150 165 148 125 413 373
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,164
COMMITMENTS
31,545 31,384 2,944 7,819 16,010 42,308 50,338 9,856 1,826
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,835)
1,521 477 153 636 2,322 2,310 2,952 525 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 60.2 5.6 15.0 30.7 81.1 96.5 18.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
99 39 18 13 9 124 57
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,209
COMMITMENTS
4,240 10,263 405 54,343 49,224 58,987 59,892 9,222 8,317
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,537)
840 2,215 235 1,215 336 2,289 2,786 247 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 15.0 0.6 79.7 72.2 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 20 5 35 22 50 43
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 288,658
COMMITMENTS
67,633 7,728 3,876 208,182 271,535 279,691 283,139 8,967 5,519
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,122)
2,239 243 -9 -645 796 1,585 1,030 -463 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.7 1.3 72.1 94.1 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
33 11 6 78 56 111 73
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,059,184
COMMITMENTS
310,919 134,117 18,092 700,979 897,780 1029990 1049989 29,194 9,195
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,022)
4,786 2,032 3,077 -14,904 -10,366 -7,040 -5,257 -2,982 -4,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 12.7 1.7 66.2 84.8 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
131 45 31 153 89 297 152
Updated November 10, 2017