COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 283,328
COMMITMENTS
99,103 19,421 49,222 118,111 201,474 266,436 270,117 16,892 13,211
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 17,017)
12,473 -2,981 5,021 -2,444 14,739 15,050 16,779 1,967 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 6.9 17.4 41.7 71.1 94.0 95.3 6.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
125 78 88 65 78 237 204
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,426
COMMITMENTS
4,382 745 2,748 4,553 9,519 11,684 13,012 2,743 1,415
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 196)
194 -78 15 -23 207 187 144 9 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 5.2 19.0 31.6 66.0 81.0 90.2 19.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 10 13 22 18 57 37
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,874
COMMITMENTS
70,400 54,920 44,674 130,378 155,667 245,452 255,261 18,422 8,613
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,641)
-844 -481 2,519 1,389 553 3,064 2,592 577 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.8 16.9 49.4 59.0 93.0 96.7 7.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
116 64 72 63 47 211 155
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 815,533
COMMITMENTS
183,397 140,465 125,201 431,845 489,378 740,442 755,045 75,091 60,488
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 11,230)
2,713 -5,949 6,252 105 10,563 9,070 10,866 2,160 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 17.2 15.4 53.0 60.0 90.8 92.6 9.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 56 80 86 83 196 188
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,326
COMMITMENTS
45,482 78,316 57,451 106,484 78,684 209,417 214,451 12,909 7,876
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,486)
209 -6,631 1,707 -6,090 -233 -4,174 -5,156 -1,313 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 35.2 25.8 47.9 35.4 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
166 147 147 139 112 380 345
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,646
COMMITMENTS
24,721 35,387 3,111 7,991 2,786 35,822 41,284 7,823 2,362
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,335)
2,714 6,753 1,118 268 -4,572 4,100 3,299 -764 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 81.1 7.1 18.3 6.4 82.1 94.6 17.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
70 55 16 9 8 89 71
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 70,138
COMMITMENTS
6,096 6,368 267 55,568 55,562 61,931 62,197 8,207 7,941
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 871)
1,182 -475 -9 817 1,251 1,990 766 -1,119 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.1 0.4 79.2 79.2 88.3 88.7 11.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 15 7 36 24 55 42
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 288,849
COMMITMENTS
75,001 11,305 3,373 201,141 268,581 279,515 283,259 9,334 5,590
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -4,138)
1,861 1,506 -572 -4,892 -2,374 -3,603 -1,440 -535 -2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 3.9 1.2 69.6 93.0 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
37 13 7 78 51 116 70
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,025,527
COMMITMENTS
309,746 134,013 18,890 666,850 862,367 995,486 1015270 30,041 10,257
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,667)
5,940 -3,752 -194 -2,429 7,992 3,318 4,046 1,349 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 13.1 1.8 65.0 84.1 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
138 48 35 162 92 313 162
Updated December 1, 2017