COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 276,760: 74,468 28,558 57,100 131,929 175,995 263,496 261,652: 13,264 15,108
Old : 260,029: 72,501 29,362 53,578 121,317 162,238 247,396 245,178: 12,633 14,851
Other: 16,731: 2,899 129 2,588 10,612 13,757 16,100 16,475: 632 257
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,379: 2,288 -8,854 1,557 -2,766 10,093 1,079 2,795: 300 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 10.3 20.6 47.7 63.6 95.2 94.5: 4.8 5.5
Old : 100.0: 27.9 11.3 20.6 46.7 62.4 95.1 94.3: 4.9 5.7
Other: 100.0: 17.3 0.8 15.5 63.4 82.2 96.2 98.5: 3.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 105 71 92 73 75 224 199:
Old : 274: 104 71 90 72 74 220 198:
Other: 57: 15 5 7 18 25 35 36:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 33.7 27.3 43.3 12.3 23.9 19.0 31.8
Old : 15.9 35.4 25.4 43.1 12.4 26.6 19.5 33.3
Other: 60.2 53.0 74.7 77.3 55.4 52.1 64.8 67.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 12,477: 1,287 5,297 1,626 7,073 4,045 9,987 10,968: 2,490 1,508
Old : 9,188: 1,275 5,274 881 5,096 1,927 7,251 8,082: 1,936 1,106
Other: 3,289: 180 191 578 1,978 2,117 2,735 2,887: 554 402
: : :
: : Changes in Commitments from: August 22, 2017 :
: -140: -160 108 4 0 -202 -156 -90: 15 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 42.5 13.0 56.7 32.4 80.0 87.9: 20.0 12.1
Old : 100.0: 13.9 57.4 9.6 55.5 21.0 78.9 88.0: 21.1 12.0
Other: 100.0: 5.5 5.8 17.6 60.1 64.4 83.2 87.8: 16.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 21 14 26 13 52 40:
Old : 67: 21 17 12 25 12 50 37:
Other: 38: 5 11 11 16 8 30 22:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 38.8 36.2 54.8 20.3 37.9 32.8 52.3
Old : 23.0 40.6 35.5 58.2 23.0 40.6 34.2 58.1
Other: 38.3 59.8 52.0 74.8 38.3 55.4 48.2 64.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 272,659: 58,586 93,593 55,253 140,506 114,012 254,344 262,857: 18,315 9,802
Old : 253: 0 0 0 253 251 253 251: 0 2
Other: 272,406: 58,586 93,593 55,253 140,253 113,761 254,091 262,606: 18,315 9,800
: : :
: : Changes in Commitments from: August 22, 2017 :
: 8,198: 340 -1,736 3,783 3,847 5,975 7,970 8,022: 228 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 34.3 20.3 51.5 41.8 93.3 96.4: 6.7 3.6
Old : 100.0: 0.0 0.0 0.0 100.0 99.2 100.0 99.2: 0.0 0.8
Other: 100.0: 21.5 34.4 20.3 51.5 41.8 93.3 96.4: 6.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 102 78 88 61 47 209 176:
Old : 5: 0 0 0 2 4 2 4:
Other: 263: 102 78 88 61 47 209 176:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 18.2 32.1 29.3 14.9 10.3 23.7 18.3
Old : 100.0 99.2 100.0 99.2 66.4 65.6 66.4 65.6
Other: 18.9 18.1 32.0 29.2 14.9 10.4 23.7 18.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,004,020: 168,499 241,137 224,380 537,082 467,740 929,961 933,257: 74,059 70,763
Old : 1,004,020: 168,499 241,137 224,380 537,082 467,740 929,961 933,257: 74,059 70,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,464: 1,390 -3,466 -2,470 -705 13,767 -1,785 7,830: 4,249 -5,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 24.0 22.3 53.5 46.6 92.6 93.0: 7.4 7.0
Old : 100.0: 16.8 24.0 22.3 53.5 46.6 92.6 93.0: 7.4 7.0
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 : 254: 74 68 91 95 84 215 206:
Old : 254: 74 68 91 95 84 215 206:
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 : 13.2 15.8 21.0 25.1 9.3 12.0 14.8 19.3
Old : 13.2 15.8 21.0 25.1 9.3 12.0 14.8 19.3
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 29, 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 : 227,489: 39,792 57,939 56,526 119,896 105,166 216,214 219,631: 11,275 7,858
Old : 424: 0 0 0 424 382 424 382: 0 42
Other: 227,065: 39,792 57,939 56,526 119,472 104,784 215,790 219,249: 11,275 7,816
: : :
: : Changes in Commitments from: August 22, 2017 :
: 12,519: 949 8,526 5,206 5,574 -1,184 11,728 12,548: 791 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 25.5 24.8 52.7 46.2 95.0 96.5: 5.0 3.5
Old : 100.0: 0.0 0.0 0.0 100.0 90.1 100.0 90.1: 0.0 9.9
Other: 100.0: 17.5 25.5 24.9 52.6 46.1 95.0 96.6: 5.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 136 134 145 137 113 348 328:
Old : 11: 0 0 0 1 10 1 10:
Other: 433: 136 134 145 136 113 347 328:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.2 24.9 28.7 9.0 11.0 14.4 17.5
Old : 100.0 84.9 100.0 89.4 100.0 84.9 100.0 89.4
Other: 14.9 18.1 24.9 28.6 9.0 11.0 14.4 17.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 58,299: 31,435 34,449 4,187 13,695 16,465 49,317 55,101: 8,982 3,198
Old : 58,299: 31,435 34,449 4,187 13,695 16,465 49,317 55,101: 8,982 3,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 5,764: 4,062 5,632 489 1,412 -482 5,963 5,638: -199 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 59.1 7.2 23.5 28.2 84.6 94.5: 15.4 5.5
Old : 100.0: 53.9 59.1 7.2 23.5 28.2 84.6 94.5: 15.4 5.5
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 : 152: 79 56 18 10 8 97 76:
Old : 152: 79 56 18 10 8 97 76:
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 : 43.5 46.9 52.4 62.4 41.2 46.9 49.9 62.2
Old : 43.5 46.9 52.4 62.4 41.2 46.9 49.9 62.2
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 29, 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 : 556,170: 120,257 207,823 9,193 405,310 318,410 534,760 535,426: 21,410 20,744
Old : 556,170: 120,257 207,823 9,193 405,310 318,410 534,760 535,426: 21,410 20,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -9,470: -11,592 -5,673 -2,116 3,648 690 -10,060 -7,099: 591 -2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 37.4 1.7 72.9 57.3 96.2 96.3: 3.8 3.7
Old : 100.0: 21.6 37.4 1.7 72.9 57.3 96.2 96.3: 3.8 3.7
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 : 306: 57 67 23 114 115 181 195:
Old : 306: 57 67 23 114 115 181 195:
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 : 28.9 22.9 40.3 36.3 26.0 22.7 36.2 35.5
Old : 28.9 22.9 40.3 36.3 26.0 22.7 36.2 35.5
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, August 29, 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 : 342,907: 43,394 27,215 11,445 279,432 299,480 334,271 338,140: 8,636 4,767
Old : 342,907: 43,394 27,215 11,445 279,432 299,480 334,271 338,140: 8,636 4,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -2,359: 596 1,106 -514 2 -1,269 84 -677: -2,443 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.9 3.3 81.5 87.3 97.5 98.6: 2.5 1.4
Old : 100.0: 12.7 7.9 3.3 81.5 87.3 97.5 98.6: 2.5 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 : 150: 34 10 6 79 55 113 71:
Old : 150: 34 10 6 79 55 113 71:
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 : 30.3 46.6 44.7 68.2 30.0 44.9 42.1 66.0
Old : 30.3 46.6 44.7 68.2 30.0 44.9 42.1 66.0
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 29, 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 : 1,142,934: 318,871 102,273 29,976 764,399 997,379 1,113,245 1,129,627: 29,689 13,307
Old : 1,142,934: 318,871 102,273 29,976 764,399 997,379 1,113,245 1,129,627: 29,689 13,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 14,184: 4,297 2,381 -1,486 10,620 11,591 13,432 12,487: 752 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.9 2.6 66.9 87.3 97.4 98.8: 2.6 1.2
Old : 100.0: 27.9 8.9 2.6 66.9 87.3 97.4 98.8: 2.6 1.2
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 : 364: 131 46 33 153 91 299 155:
Old : 364: 131 46 33 153 91 299 155:
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 : 19.6 48.6 29.5 65.1 18.0 47.3 27.5 62.8
Old : 19.6 48.6 29.5 65.1 18.0 47.3 27.5 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017