COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 333,773
COMMITMENTS
132,557 19,058 58,408 125,331 244,270 316,296 321,736 17,477 12,037
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 15,999)
7,539 1,271 6,214 4,651 8,707 18,405 16,192 -2,406 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 5.7 17.5 37.5 73.2 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
157 64 94 65 84 270 204
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,004
COMMITMENTS
1,351 3,178 2,449 7,286 6,309 11,086 11,936 1,918 1,068
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,027)
-498 1,128 522 1,189 -409 1,213 1,242 -186 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 24.4 18.8 56.0 48.5 85.2 91.8 14.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 23 16 26 17 52 45
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 304,987
COMMITMENTS
76,635 86,511 56,887 149,040 150,598 282,562 293,996 22,425 10,990
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 12,562)
3,982 6,711 4,136 3,789 1,561 11,907 12,408 654 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 28.4 18.7 48.9 49.4 92.6 96.4 7.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
125 91 90 65 44 241 185
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 870,547
COMMITMENTS
160,990 199,943 164,353 480,765 440,222 806,107 804,518 64,440 66,029
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -29,212)
-1,722 -23,574 -11,183 -13,301 10,482 -26,206 -24,275 -3,006 -4,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 23.0 18.9 55.2 50.6 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
69 65 84 91 88 208 196
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 255,194
COMMITMENTS
45,256 95,051 63,051 131,048 88,731 239,354 246,833 15,840 8,361
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,160)
1,544 2,109 -5,628 7,483 6,164 3,399 2,644 -239 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 37.2 24.7 51.4 34.8 93.8 96.7 6.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
170 167 158 150 116 406 373
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,315
COMMITMENTS
28,858 26,327 1,435 6,954 14,207 37,247 41,969 7,068 2,346
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,287)
2,466 3,816 -219 1,533 -337 3,781 3,260 -493 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.1 59.4 3.2 15.7 32.1 84.1 94.7 15.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
77 50 12 10 6 93 62
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,850
COMMITMENTS
1,977 4,667 60 14,897 13,599 16,934 18,326 6,916 5,524
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 461)
0 -521 -9 861 973 852 443 -391 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 19.6 0.3 62.5 57.0 71.0 76.8 29.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 9 2 14 12 21 21
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 293,942
COMMITMENTS
70,029 10,280 2,069 212,375 276,168 284,473 288,517 9,469 5,425
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,907)
-5,701 2,817 16 12,740 3,731 7,055 6,564 -148 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.5 0.7 72.3 94.0 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 12 7 75 60 110 78
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 973,138
COMMITMENTS
270,151 128,938 17,745 659,146 817,655 947,042 964,338 26,096 8,800
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -6,807)
-3,517 7,190 -328 -1,452 -12,460 -5,297 -5,598 -1,510 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 13.2 1.8 67.7 84.0 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
136 50 30 156 90 306 156
Updated December 29, 2017