COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 272,658: 73,174 31,622 56,905 129,685 166,582 259,764 255,109: 12,894 17,549
Old : 257,941: 71,219 32,150 53,614 120,784 154,790 245,617 240,554: 12,324 17,387
Other: 14,717: 2,620 138 2,626 8,901 11,791 14,147 14,555: 570 162
: : :
: : Changes in Commitments from: August 8, 2017 :
: 3,085: -4,137 258 2,076 4,985 -1,307 2,924 1,027: 161 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.6 20.9 47.6 61.1 95.3 93.6: 4.7 6.4
Old : 100.0: 27.6 12.5 20.8 46.8 60.0 95.2 93.3: 4.8 6.7
Other: 100.0: 17.8 0.9 17.8 60.5 80.1 96.1 98.9: 3.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 108 79 95 74 72 228 207:
Old : 285: 107 78 94 74 71 227 206:
Other: 54: 10 8 7 18 24 35 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 33.5 28.3 43.2 12.6 23.1 19.3 30.7
Old : 17.2 34.9 26.7 42.9 12.6 25.2 19.8 31.6
Other: 60.9 55.3 77.3 80.3 55.1 54.5 63.1 66.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 14,880: 1,219 5,553 2,188 8,830 5,030 12,237 12,771: 2,644 2,110
Old : 12,172: 1,122 5,579 1,732 7,125 3,069 9,978 10,380: 2,194 1,792
Other: 2,708: 129 6 425 1,705 1,961 2,258 2,391: 450 317
: : :
: : Changes in Commitments from: August 8, 2017 :
: -619: 152 -391 -179 -756 -57 -783 -626: 164 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 37.3 14.7 59.3 33.8 82.2 85.8: 17.8 14.2
Old : 100.0: 9.2 45.8 14.2 58.5 25.2 82.0 85.3: 18.0 14.7
Other: 100.0: 4.8 0.2 15.7 63.0 72.4 83.4 88.3: 16.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 20 18 17 25 13 48 46:
Old : 66: 18 20 17 25 12 48 45:
Other: 29: 7 4 10 13 8 24 18:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 32.7 37.2 49.7 17.3 30.5 28.4 41.8
Old : 24.0 34.9 40.9 51.4 20.3 32.1 30.9 43.7
Other: 45.2 67.5 59.2 80.9 45.2 63.7 55.4 68.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 250,987: 53,105 79,405 48,039 133,083 113,380 234,227 240,824: 16,760 10,162
Old : 8,758: 3,413 3,125 0 4,083 5,018 7,496 8,143: 1,262 615
Other: 242,229: 55,370 81,959 42,361 129,000 108,362 226,731 232,681: 15,498 9,547
: : :
: : Changes in Commitments from: August 8, 2017 :
: -17,591: 873 6,713 -7,620 -8,239 -12,712 -14,986 -13,619: -2,605 -3,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.6 19.1 53.0 45.2 93.3 96.0: 6.7 4.0
Old : 100.0: 39.0 35.7 0.0 46.6 57.3 85.6 93.0: 14.4 7.0
Other: 100.0: 22.9 33.8 17.5 53.3 44.7 93.6 96.1: 6.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 83 93 78 59 46 189 181:
Old : 50: 10 10 0 14 18 24 28:
Other: 256: 86 94 74 58 43 185 176:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.9 30.8 28.8 14.4 10.4 23.5 18.2
Old : 61.1 38.0 75.1 60.2 56.4 38.0 70.4 60.1
Other: 18.5 18.4 31.0 29.6 15.0 11.2 24.2 19.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 977,006: 164,195 224,704 213,612 530,238 457,603 908,045 895,918: 68,960 81,087
Old : 977,006: 164,195 224,704 213,612 530,238 457,603 908,045 895,918: 68,960 81,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 36,495: -766 32,320 4,192 33,971 -4,182 37,396 32,330: -901 4,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.0 21.9 54.3 46.8 92.9 91.7: 7.1 8.3
Old : 100.0: 16.8 23.0 21.9 54.3 46.8 92.9 91.7: 7.1 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 : 262: 78 76 90 92 81 217 207:
Old : 262: 78 76 90 92 81 217 207:
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 : 11.6 14.6 20.4 24.4 8.8 12.1 14.2 18.9
Old : 11.6 14.6 20.4 24.4 8.8 12.1 14.2 18.9
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 15, 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 : 219,011: 43,038 38,341 53,689 112,996 118,588 209,723 210,618: 9,287 8,393
Old : 26,727: 9,071 6,887 112 15,309 18,143 24,492 25,142: 2,235 1,585
Other: 192,284: 40,334 37,821 47,210 97,687 100,445 185,231 185,476: 7,052 6,808
: : :
: : Changes in Commitments from: August 8, 2017 :
: -35,635: -1,697 -2,034 -19,540 -13,786 -13,654 -35,022 -35,228: -613 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.5 24.5 51.6 54.1 95.8 96.2: 4.2 3.8
Old : 100.0: 33.9 25.8 0.4 57.3 67.9 91.6 94.1: 8.4 5.9
Other: 100.0: 21.0 19.7 24.6 50.8 52.2 96.3 96.5: 3.7 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 132 121 149 143 124 354 332:
Old : 209: 41 48 4 59 70 102 120:
Other: 416: 135 119 133 137 111 333 311:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.1 25.1 28.5 9.3 10.6 14.7 17.2
Old : 38.7 34.3 50.3 46.4 38.7 34.3 50.3 46.4
Other: 16.5 19.9 26.0 29.0 9.9 14.3 16.3 21.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 51,434: 26,698 28,828 3,346 11,650 16,461 41,694 48,635: 9,741 2,799
Old : 51,434: 26,698 28,828 3,346 11,650 16,461 41,694 48,635: 9,741 2,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,495: -688 -1,250 57 -875 -96 -1,506 -1,289: 11 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 56.0 6.5 22.6 32.0 81.1 94.6: 18.9 5.4
Old : 100.0: 51.9 56.0 6.5 22.6 32.0 81.1 94.6: 18.9 5.4
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 : 156: 84 55 19 9 8 106 72:
Old : 156: 84 55 19 9 8 106 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 : 34.0 52.1 42.5 67.8 31.5 52.1 40.0 67.3
Old : 34.0 52.1 42.5 67.8 31.5 52.1 40.0 67.3
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 15, 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 : 567,679: 129,349 208,964 15,979 399,101 324,277 544,429 549,220: 23,250 18,459
Old : 567,679: 129,349 208,964 15,979 399,101 324,277 544,429 549,220: 23,250 18,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -10,969: -26,333 3,722 2,769 13,524 -19,234 -10,040 -12,743: -928 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 36.8 2.8 70.3 57.1 95.9 96.7: 4.1 3.3
Old : 100.0: 22.8 36.8 2.8 70.3 57.1 95.9 96.7: 4.1 3.3
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 : 311: 66 61 27 111 114 188 191:
Old : 311: 66 61 27 111 114 188 191:
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 : 26.2 21.8 37.6 36.2 23.2 21.7 33.6 35.4
Old : 26.2 21.8 37.6 36.2 23.2 21.7 33.6 35.4
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 15, 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 : 329,712: 39,294 24,681 13,201 267,690 287,058 320,185 324,940: 9,527 4,772
Old : 329,712: 39,294 24,681 13,201 267,690 287,058 320,185 324,940: 9,527 4,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -796: -2,219 -1,197 -125 908 728 -1,436 -594: 640 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.5 4.0 81.2 87.1 97.1 98.6: 2.9 1.4
Old : 100.0: 11.9 7.5 4.0 81.2 87.1 97.1 98.6: 2.9 1.4
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 : 151: 34 12 8 79 53 114 72:
Old : 151: 34 12 8 79 53 114 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 : 31.6 48.5 47.3 70.7 31.3 48.3 45.0 70.1
Old : 31.6 48.5 47.3 70.7 31.3 48.3 45.0 70.1
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 15, 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 : 1,120,988: 304,673 84,329 38,658 750,823 985,888 1,094,155 1,108,876: 26,833 12,112
Old : 1,120,988: 304,673 84,329 38,658 750,823 985,888 1,094,155 1,108,876: 26,833 12,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 30,808: -7,465 10,806 2,891 36,441 15,334 31,868 29,032: -1,060 1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.5 3.4 67.0 87.9 97.6 98.9: 2.4 1.1
Old : 100.0: 27.2 7.5 3.4 67.0 87.9 97.6 98.9: 2.4 1.1
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 : 353: 126 43 33 148 91 289 152:
Old : 353: 126 43 33 148 91 289 152:
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 : 19.7 49.0 30.3 64.6 18.2 47.7 27.1 63.2
Old : 19.7 49.0 30.3 64.6 18.2 47.7 27.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017