COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 263,756: 74,017 41,714 51,699 126,286 154,612 252,002 248,026: 11,754 15,730
Old : 252,493: 72,412 41,940 49,715 119,068 145,178 241,195 236,833: 11,298 15,660
Other: 11,263: 1,888 57 1,701 7,218 9,435 10,807 11,193: 457 71
: : :
: : Changes in Commitments from: July 18, 2017 :
: 181: 354 -1,720 -25 584 846 912 -900: -731 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 15.8 19.6 47.9 58.6 95.5 94.0: 4.5 6.0
Old : 100.0: 28.7 16.6 19.7 47.2 57.5 95.5 93.8: 4.5 6.2
Other: 100.0: 16.8 0.5 15.1 64.1 83.8 95.9 99.4: 4.1 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 113 83 85 73 70 227 201:
Old : 289: 108 85 84 73 69 225 200:
Other: 51: 14 4 7 15 24 31 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 31.0 28.1 40.8 13.6 21.4 20.1 29.7
Old : 17.1 32.1 26.9 40.6 13.9 23.8 20.8 30.7
Other: 57.6 56.4 74.1 78.9 53.8 56.4 62.6 71.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 14,206: 1,097 6,013 2,135 8,724 4,189 11,955 12,336: 2,251 1,870
Old : 11,889: 1,022 6,031 1,729 7,147 2,471 9,898 10,231: 1,992 1,659
Other: 2,317: 103 9 378 1,577 1,718 2,058 2,106: 259 211
: : :
: : Changes in Commitments from: July 18, 2017 :
: -49: 157 467 -4 8 -301 160 162: -209 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 42.3 15.0 61.4 29.5 84.2 86.8: 15.8 13.2
Old : 100.0: 8.6 50.7 14.5 60.1 20.8 83.2 86.0: 16.8 14.0
Other: 100.0: 4.4 0.4 16.3 68.1 74.1 88.8 90.9: 11.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 26 17 27 16 50 52:
Old : 72: 16 26 17 27 15 50 51:
Other: 30: 7 5 11 13 8 25 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 34.4 40.6 47.4 21.0 33.6 35.6 46.0
Old : 26.0 34.5 40.5 48.4 25.9 34.2 38.9 47.9
Other: 49.2 69.5 64.4 83.9 49.2 65.3 60.7 70.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 309,154: 51,787 89,994 68,177 166,959 136,018 286,923 294,189: 22,231 14,965
Old : 129,966: 46,980 70,579 10,021 61,400 42,005 118,400 122,605: 11,565 7,361
Other: 179,188: 38,403 53,010 24,561 105,559 94,013 168,523 171,584: 10,665 7,604
: : :
: : Changes in Commitments from: July 18, 2017 :
: -505: -4,924 -10,563 -171 6,958 11,258 1,863 524: -2,369 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 29.1 22.1 54.0 44.0 92.8 95.2: 7.2 4.8
Old : 100.0: 36.1 54.3 7.7 47.2 32.3 91.1 94.3: 8.9 5.7
Other: 100.0: 21.4 29.6 13.7 58.9 52.5 94.0 95.8: 6.0 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 85 91 93 61 44 201 189:
Old : 233: 87 82 41 50 26 156 130:
Other: 188: 55 67 51 56 35 145 124:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 18.9 29.7 29.4 11.8 10.7 19.2 17.6
Old : 25.1 22.1 38.8 36.9 20.7 22.1 33.6 36.2
Other: 22.6 28.4 38.0 41.7 20.5 20.3 31.4 29.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 924,583: 167,284 214,662 196,138 493,991 437,014 857,414 847,815: 67,169 76,768
Old : 924,583: 167,284 214,662 196,138 493,991 437,014 857,414 847,815: 67,169 76,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 3,226: -1,226 -11,742 1,313 5,099 12,122 5,186 1,694: -1,960 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.2 21.2 53.4 47.3 92.7 91.7: 7.3 8.3
Old : 100.0: 18.1 23.2 21.2 53.4 47.3 92.7 91.7: 7.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 77 68 84 95 79 213 197:
Old : 255: 77 68 84 95 79 213 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 15.7 20.6 25.7 9.1 13.5 15.0 20.6
Old : 12.1 15.7 20.6 25.7 9.1 13.5 15.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 264,958: 45,707 61,309 78,045 131,305 117,357 255,057 256,711: 9,901 8,246
Old : 122,923: 55,217 60,718 19,016 43,546 37,411 117,780 117,146: 5,143 5,777
Other: 142,035: 21,894 31,995 27,625 87,758 79,947 137,277 139,566: 4,758 2,469
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,318: -3,637 -9,722 2,705 130 5,762 -802 -1,255: -516 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.1 29.5 49.6 44.3 96.3 96.9: 3.7 3.1
Old : 100.0: 44.9 49.4 15.5 35.4 30.4 95.8 95.3: 4.2 4.7
Other: 100.0: 15.4 22.5 19.4 61.8 56.3 96.7 98.3: 3.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 147 144 164 151 132 380 373:
Old : 439: 147 132 88 114 105 295 291:
Other: 346: 96 94 92 136 104 281 241:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 16.3 23.3 24.3 7.5 9.0 12.1 15.2
Old : 17.5 15.8 27.5 29.0 15.7 15.5 25.1 28.1
Other: 20.8 24.1 30.4 35.5 13.2 16.2 20.4 23.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 50,134: 25,826 28,380 1,917 13,880 16,683 41,623 46,980: 8,511 3,154
Old : 50,134: 25,826 28,380 1,917 13,880 16,683 41,623 46,980: 8,511 3,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -3,102: -2,667 1,898 -378 650 -3,561 -2,395 -2,041: -706 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 56.6 3.8 27.7 33.3 83.0 93.7: 17.0 6.3
Old : 100.0: 51.5 56.6 3.8 27.7 33.3 83.0 93.7: 17.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 72 52 15 11 8 90 70:
Old : 141: 72 52 15 11 8 90 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 54.8 49.8 68.2 34.7 54.8 47.5 67.8
Old : 36.7 54.8 49.8 68.2 34.7 54.8 47.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $50) :
: : :
All : 571,811: 157,534 188,240 10,528 377,207 353,063 545,269 551,831: 26,542 19,980
Old : 571,811: 157,534 188,240 10,528 377,207 353,063 545,269 551,831: 26,542 19,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 9,574: 3,284 3,957 -1,567 8,370 6,877 10,086 9,267: -513 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 32.9 1.8 66.0 61.7 95.4 96.5: 4.6 3.5
Old : 100.0: 27.6 32.9 1.8 66.0 61.7 95.4 96.5: 4.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 72 58 22 115 115 196 186:
Old : 315: 72 58 22 115 115 196 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 21.7 34.8 36.6 19.9 21.7 31.7 36.5
Old : 22.3 21.7 34.8 36.6 19.9 21.7 31.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 324,596: 39,502 28,994 13,563 263,944 276,933 317,009 319,490: 7,587 5,106
Old : 324,596: 39,502 28,994 13,563 263,944 276,933 317,009 319,490: 7,587 5,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -711: 761 254 -55 -978 -627 -272 -428: -439 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.9 4.2 81.3 85.3 97.7 98.4: 2.3 1.6
Old : 100.0: 12.2 8.9 4.2 81.3 85.3 97.7 98.4: 2.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 34 11 8 81 56 117 73:
Old : 154: 34 11 8 81 56 117 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 47.8 46.9 69.8 32.2 47.4 44.6 69.2
Old : 32.3 47.8 46.9 69.8 32.2 47.4 44.6 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 1,053,340: 303,832 72,391 31,156 693,678 939,562 1,028,666 1,043,109: 24,674 10,231
Old : 1,053,340: 303,832 72,391 31,156 693,678 939,562 1,028,666 1,043,109: 24,674 10,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,008: -233 -3,299 333 -1,775 -1,032 -1,675 -3,998: 667 2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.9 3.0 65.9 89.2 97.7 99.0: 2.3 1.0
Old : 100.0: 28.8 6.9 3.0 65.9 89.2 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 135 42 27 144 93 292 149:
Old : 359: 135 42 27 144 93 292 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 52.0 32.6 68.6 20.6 52.0 30.1 68.6
Old : 21.6 52.0 32.6 68.6 20.6 52.0 30.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017