COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 266,311
COMMITMENTS
86,631 22,402 44,201 120,555 186,735 251,386 253,338 14,925 12,973
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,713)
6,966 418 -1,089 -3,099 5,351 2,779 4,680 -66 -1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 8.4 16.6 45.3 70.1 94.4 95.1 5.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
115 71 89 69 81 233 201
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,231
COMMITMENTS
4,188 824 2,733 4,576 9,312 11,497 12,868 2,733 1,362
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,343)
949 -193 53 309 1,200 1,311 1,060 33 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 5.8 19.2 32.2 65.4 80.8 90.4 19.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 13 14 23 18 59 39
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 260,233
COMMITMENTS
71,245 55,401 42,154 128,989 155,114 242,389 252,669 17,845 7,564
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -7,020)
-4,766 -1,476 -4,161 1,426 -1,463 -7,500 -7,100 480 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 21.3 16.2 49.6 59.6 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
111 67 73 61 46 208 157
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 804,303
COMMITMENTS
180,684 146,414 118,949 431,740 478,816 731,372 744,178 72,931 60,125
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -23,418)
-2,516 -18,790 -20,525 -1,069 21,921 -24,111 -17,394 693 -6,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.2 14.8 53.7 59.5 90.9 92.5 9.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
63 57 75 86 82 190 181
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 227,813
COMMITMENTS
45,273 84,946 55,744 112,574 78,917 213,591 219,607 14,222 8,206
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -15,396)
-644 1,802 -4,174 -10,336 -12,734 -15,154 -15,106 -242 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 37.3 24.5 49.4 34.6 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
160 154 141 136 108 374 340
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,310
COMMITMENTS
22,007 28,634 1,993 7,723 7,358 31,723 37,985 8,587 2,326
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -6,297)
-5,171 -1,352 -590 97 -4,171 -5,664 -6,113 -633 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 71.0 4.9 19.2 18.3 78.7 94.2 21.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
75 44 13 12 9 96 57
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 69,267
COMMITMENTS
4,914 6,843 276 54,751 54,311 59,941 61,430 9,326 7,837
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 740)
295 -1,342 -177 642 2,280 760 761 -20 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 9.9 0.4 79.0 78.4 86.5 88.7 13.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 17 5 35 21 53 39
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 292,987
COMMITMENTS
73,140 9,799 3,945 206,033 270,955 283,118 284,699 9,869 8,288
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,811)
6,722 1,334 117 -2,412 627 4,427 2,078 384 2,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 3.3 1.3 70.3 92.5 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
35 11 6 78 55 113 72
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,020,860
COMMITMENTS
303,806 137,765 19,083 669,278 854,375 992,168 1011224 28,692 9,636
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -20,776)
-3,239 2,271 495 -19,904 -20,711 -22,649 -17,946 1,873 -2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 13.5 1.9 65.6 83.7 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
138 49 35 153 90 306 159
Updated November 24, 2017