COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 269,573: 77,311 31,364 54,830 124,700 167,888 256,841 254,082: 12,733 15,491
Old : 255,899: 75,270 31,843 51,926 116,539 156,861 243,735 240,631: 12,164 15,268
Other: 13,674: 2,595 75 2,349 8,161 11,027 13,105 13,451: 569 223
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,611: 3,598 -7,420 1,614 -1,330 10,270 3,882 4,464: 729 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.6 20.3 46.3 62.3 95.3 94.3: 4.7 5.7
Old : 100.0: 29.4 12.4 20.3 45.5 61.3 95.2 94.0: 4.8 6.0
Other: 100.0: 19.0 0.5 17.2 59.7 80.6 95.8 98.4: 4.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 115 78 97 76 73 240 206:
Old : 293: 113 81 95 76 72 238 205:
Other: 50: 13 4 5 14 25 29 32:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 33.5 27.4 43.5 12.5 23.7 19.0 32.0
Old : 16.2 34.8 25.8 43.4 12.5 26.2 19.4 33.0
Other: 62.6 52.3 78.2 81.6 56.3 52.3 64.2 66.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 15,499: 1,067 5,944 2,367 9,586 5,087 13,019 13,397: 2,480 2,102
Old : 12,970: 1,036 5,964 1,874 7,940 3,246 10,850 11,085: 2,120 1,885
Other: 2,529: 108 56 416 1,646 1,841 2,169 2,312: 360 217
: : :
: : Changes in Commitments from: August 1, 2017 :
: 927: -62 220 157 774 540 869 918: 58 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 38.3 15.3 61.8 32.8 84.0 86.4: 16.0 13.6
Old : 100.0: 8.0 46.0 14.5 61.2 25.0 83.7 85.5: 16.3 14.5
Other: 100.0: 4.3 2.2 16.4 65.1 72.8 85.8 91.4: 14.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 24 18 27 16 51 52:
Old : 72: 20 22 18 27 15 51 51:
Other: 31: 6 7 10 13 8 24 20:
:----------------------------------------------------------------------------------------------------
: 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 32.0 38.5 47.3 17.9 29.4 31.3 40.3
Old : 24.9 33.5 41.8 48.4 21.9 30.2 33.8 41.7
Other: 46.4 67.3 61.6 81.8 46.4 63.0 57.0 69.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 268,577: 52,231 72,692 55,659 141,321 126,092 249,212 254,443: 19,365 14,134
Old : 56,234: 20,935 29,992 1,231 29,079 21,261 51,245 52,484: 4,989 3,750
Other: 212,343: 52,736 64,140 32,988 112,242 104,831 197,967 201,959: 14,376 10,384
: : :
: : Changes in Commitments from: August 1, 2017 :
: -28,409: 741 -4,809 -9,795 -18,359 -13,529 -27,413 -28,134: -996 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 27.1 20.7 52.6 46.9 92.8 94.7: 7.2 5.3
Old : 100.0: 37.2 53.3 2.2 51.7 37.8 91.1 93.3: 8.9 6.7
Other: 100.0: 24.8 30.2 15.5 52.9 49.4 93.2 95.1: 6.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 75 89 84 62 44 191 175:
Old : 155: 38 57 8 44 20 88 79:
Other: 218: 80 70 61 58 40 169 142:
:----------------------------------------------------------------------------------------------------
: 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 21.5 31.1 31.4 13.2 10.3 21.6 17.7
Old : 39.2 28.0 50.9 45.2 34.4 28.0 46.1 43.6
Other: 20.1 25.8 32.2 37.4 15.9 17.7 24.7 28.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 940,510: 164,962 192,383 209,420 496,268 461,785 870,649 863,588: 69,861 76,922
Old : 940,510: 164,962 192,383 209,420 496,268 461,785 870,649 863,588: 69,861 76,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 12,348: -4,191 25 7,035 15,477 3,371 18,321 10,430: -5,973 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.5 22.3 52.8 49.1 92.6 91.8: 7.4 8.2
Old : 100.0: 17.5 20.5 22.3 52.8 49.1 92.6 91.8: 7.4 8.2
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 : 248: 77 65 87 91 79 209 196:
Old : 248: 77 65 87 91 79 209 196:
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 : 12.0 16.0 21.1 25.6 9.1 12.8 14.7 20.1
Old : 12.0 16.0 21.1 25.6 9.1 12.8 14.7 20.1
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, August 08, 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 : 254,646: 44,735 40,375 73,230 126,782 132,242 244,746 245,846: 9,900 8,800
Old : 86,057: 32,882 28,190 16,737 32,124 36,969 81,743 81,896: 4,314 4,161
Other: 168,588: 29,363 29,696 38,982 94,658 95,273 163,003 163,950: 5,586 4,639
: : :
: : Changes in Commitments from: August 1, 2017 :
: -3,283: -1,144 -11,278 -48 -1,937 8,723 -3,130 -2,604: -153 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.9 28.8 49.8 51.9 96.1 96.5: 3.9 3.5
Old : 100.0: 38.2 32.8 19.4 37.3 43.0 95.0 95.2: 5.0 4.8
Other: 100.0: 17.4 17.6 23.1 56.1 56.5 96.7 97.2: 3.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 139 128 164 150 138 373 360:
Old : 373: 121 100 80 99 106 252 254:
Other: 376: 106 108 115 131 114 297 281:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 19.5 24.7 27.6 8.0 9.4 12.8 15.2
Old : 20.0 18.9 30.7 29.1 17.1 15.8 24.1 25.2
Other: 19.5 22.2 28.4 32.5 10.4 15.5 16.9 22.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 52,929: 27,386 30,078 3,289 12,525 16,557 43,199 49,924: 9,730 3,005
Old : 52,929: 27,386 30,078 3,289 12,525 16,557 43,199 49,924: 9,730 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 1,311: 28 1,107 299 -246 32 81 1,438: 1,230 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 56.8 6.2 23.7 31.3 81.6 94.3: 18.4 5.7
Old : 100.0: 51.7 56.8 6.2 23.7 31.3 81.6 94.3: 18.4 5.7
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 : 155: 82 55 18 10 7 104 72:
Old : 155: 82 55 18 10 7 104 72:
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 : 35.1 50.8 44.6 66.1 32.7 50.8 42.3 65.8
Old : 35.1 50.8 44.6 66.1 32.7 50.8 42.3 65.8
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, August 08, 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 : 578,648: 155,682 205,242 13,210 385,577 343,511 554,469 561,962: 24,179 16,685
Old : 578,648: 155,682 205,242 13,210 385,577 343,511 554,469 561,962: 24,179 16,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 2,560: -648 5,486 -117 4,077 -1,587 3,312 3,782: -752 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 35.5 2.3 66.6 59.4 95.8 97.1: 4.2 2.9
Old : 100.0: 26.9 35.5 2.3 66.6 59.4 95.8 97.1: 4.2 2.9
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 : 318: 68 60 26 115 119 193 195:
Old : 318: 68 60 26 115 119 193 195:
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 : 23.9 21.9 35.5 36.4 21.6 21.9 32.3 36.2
Old : 23.9 21.9 35.5 36.4 21.6 21.9 32.3 36.2
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, August 08, 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 : 330,508: 41,513 25,878 13,326 266,782 286,330 321,621 325,534: 8,887 4,974
Old : 330,508: 41,513 25,878 13,326 266,782 286,330 321,621 325,534: 8,887 4,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,149: 1,817 -1,002 142 1,582 5,287 3,541 4,427: 608 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.8 4.0 80.7 86.6 97.3 98.5: 2.7 1.5
Old : 100.0: 12.6 7.8 4.0 80.7 86.6 97.3 98.5: 2.7 1.5
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 : 155: 35 12 8 79 55 115 74:
Old : 155: 35 12 8 79 55 115 74:
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 : 31.7 47.8 46.0 69.7 31.4 47.7 43.6 69.1
Old : 31.7 47.8 46.0 69.7 31.4 47.7 43.6 69.1
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, August 08, 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 : 1,090,180: 312,138 73,523 35,767 714,382 970,554 1,062,287 1,079,844: 27,893 10,336
Old : 1,090,180: 312,138 73,523 35,767 714,382 970,554 1,062,287 1,079,844: 27,893 10,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 12,809: -3,352 3,647 -32 15,642 10,223 12,257 13,837: 552 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.7 3.3 65.5 89.0 97.4 99.1: 2.6 0.9
Old : 100.0: 28.6 6.7 3.3 65.5 89.0 97.4 99.1: 2.6 0.9
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: 131 45 30 144 94 288 156:
Old : 359: 131 45 30 144 94 288 156:
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 : 20.4 49.2 31.5 65.6 19.5 49.2 29.0 65.5
Old : 20.4 49.2 31.5 65.6 19.5 49.2 29.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017