COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 314,999: 99,695 16,433 67,488 131,867 215,700 299,051 299,621: 15,948 15,377
Old : 295,486: 98,419 18,454 62,431 119,412 199,612 280,262 280,497: 15,224 14,989
Other: 19,513: 3,499 202 2,835 12,455 16,087 18,789 19,125: 724 388
: : :
: : Changes in Commitments from: September 5, 2017 :
: 16,779: 9,687 -4,574 3,792 2,988 16,771 16,467 15,990: 312 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 5.2 21.4 41.9 68.5 94.9 95.1: 5.1 4.9
Old : 100.0: 33.3 6.2 21.1 40.4 67.6 94.8 94.9: 5.2 5.1
Other: 100.0: 17.9 1.0 14.5 63.8 82.4 96.3 98.0: 3.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 135 61 87 72 84 247 199:
Old : 300: 132 63 84 70 82 243 196:
Other: 66: 17 8 8 18 29 40 41:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 34.0 25.7 44.3 11.3 25.2 17.2 34.0
Old : 15.4 35.7 23.9 45.6 11.9 28.8 18.2 36.6
Other: 55.8 51.1 74.8 74.8 54.1 50.3 64.9 64.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 13,016: 2,266 2,128 2,492 5,742 7,124 10,500 11,744: 2,516 1,272
Old : 8,637: 2,045 2,146 1,224 3,399 4,281 6,668 7,650: 1,970 987
Other: 4,378: 473 234 1,017 2,343 2,843 3,832 4,093: 546 285
: : :
: : Changes in Commitments from: September 5, 2017 :
: 871: 583 -2,866 831 -243 3,182 1,171 1,146: -299 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 19.1 44.1 54.7 80.7 90.2: 19.3 9.8
Old : 100.0: 23.7 24.8 14.2 39.4 49.6 77.2 88.6: 22.8 11.4
Other: 100.0: 10.8 5.3 23.2 53.5 64.9 87.5 93.5: 12.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 26 17 19 27 17 57 49:
Old : 73: 21 20 15 26 16 54 44:
Other: 45: 15 5 12 18 9 33 26:
:----------------------------------------------------------------------------------------------------
: 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 39.1 32.5 54.0 17.1 35.0 28.4 46.2
Old : 20.4 31.4 32.7 49.3 18.1 29.2 28.2 44.4
Other: 32.6 59.8 52.5 73.7 32.6 57.5 47.8 66.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 288,497: 62,183 98,250 59,525 147,904 120,928 269,612 278,703: 18,885 9,794
Old : 272,728: 62,718 97,881 57,725 133,858 107,444 254,301 263,051: 18,427 9,678
Other: 15,769: 525 1,429 740 14,046 13,484 15,311 15,653: 458 116
: : :
: : Changes in Commitments from: September 5, 2017 :
: 14,313: 3,477 2,065 2,936 7,193 9,787 13,606 14,788: 706 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 34.1 20.6 51.3 41.9 93.5 96.6: 6.5 3.4
Old : 100.0: 23.0 35.9 21.2 49.1 39.4 93.2 96.5: 6.8 3.5
Other: 100.0: 3.3 9.1 4.7 89.1 85.5 97.1 99.3: 2.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 99 90 88 63 45 217 177:
Old : 270: 102 89 87 63 45 217 176:
Other: 37: 3 6 2 22 14 26 21:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.1 31.6 31.5 13.6 10.8 22.6 18.1
Old : 18.8 19.3 30.5 31.0 12.3 10.6 21.3 17.9
Other: 76.9 66.6 84.7 83.9 57.4 57.2 63.7 69.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 973,190: 163,240 210,975 214,749 520,063 475,762 898,052 901,486: 75,139 71,704
Old : 973,190: 163,240 210,975 214,749 520,063 475,762 898,052 901,486: 75,139 71,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -22,076: -5,595 -20,854 -4,638 -10,319 978 -20,552 -24,514: -1,524 2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 21.7 22.1 53.4 48.9 92.3 92.6: 7.7 7.4
Old : 100.0: 16.8 21.7 22.1 53.4 48.9 92.3 92.6: 7.7 7.4
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 : 245: 73 66 83 96 84 210 196:
Old : 245: 73 66 83 96 84 210 196:
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 : 12.3 15.9 20.1 25.1 8.9 11.9 14.9 18.6
Old : 12.3 15.9 20.1 25.1 8.9 11.9 14.9 18.6
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, September 12, 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 : 238,749: 46,142 69,523 62,455 118,486 99,058 227,084 231,036: 11,666 7,713
Old : 231,665: 47,238 70,342 59,563 113,556 94,160 220,356 224,065: 11,308 7,599
Other: 7,085: 1,074 1,350 723 4,930 4,897 6,727 6,970: 358 114
: : :
: : Changes in Commitments from: September 5, 2017 :
: -4,432: 3,053 2,802 -497 -6,053 -5,680 -3,498 -3,375: -934 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 29.1 26.2 49.6 41.5 95.1 96.8: 4.9 3.2
Old : 100.0: 20.4 30.4 25.7 49.0 40.6 95.1 96.7: 4.9 3.3
Other: 100.0: 15.2 19.1 10.2 69.6 69.1 95.0 98.4: 5.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 149 141 145 138 120 357 347:
Old : 459: 150 141 142 138 117 355 343:
Other: 111: 17 16 10 61 38 82 60:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 14.9 24.0 24.8 9.0 10.7 14.3 17.9
Old : 14.1 15.2 23.8 25.3 9.3 11.2 14.8 18.6
Other: 43.1 34.2 57.4 53.0 33.0 32.4 43.9 46.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 55,993: 29,150 31,382 3,678 14,739 18,461 47,567 53,521: 8,426 2,472
Old : 55,993: 29,150 31,382 3,678 14,739 18,461 47,567 53,521: 8,426 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -61: 2,230 569 -2,776 1,351 2,443 805 236: -866 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 56.0 6.6 26.3 33.0 85.0 95.6: 15.0 4.4
Old : 100.0: 52.1 56.0 6.6 26.3 33.0 85.0 95.6: 15.0 4.4
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: 77 54 17 11 9 96 76:
Old : 150: 77 54 17 11 9 96 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 : 40.7 51.3 50.3 66.9 37.3 47.3 44.4 62.6
Old : 40.7 51.3 50.3 66.9 37.3 47.3 44.4 62.6
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, September 12, 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 : 490,058: 68,967 171,118 8,184 392,998 291,074 470,150 470,376: 19,908 19,681
Old : 490,058: 68,967 171,118 8,184 392,998 291,074 470,150 470,376: 19,908 19,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -55,469: -46,219 -26,425 -1,478 -4,541 -27,532 -52,238 -55,434: -3,231 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 34.9 1.7 80.2 59.4 95.9 96.0: 4.1 4.0
Old : 100.0: 14.1 34.9 1.7 80.2 59.4 95.9 96.0: 4.1 4.0
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 : 256: 46 49 21 108 102 163 163:
Old : 256: 46 49 21 108 102 163 163:
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 : 30.2 25.0 43.0 38.8 30.1 25.0 41.4 37.9
Old : 30.2 25.0 43.0 38.8 30.1 25.0 41.4 37.9
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, September 12, 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 : 356,770: 44,762 25,051 8,271 295,648 319,976 348,681 353,298: 8,089 3,472
Old : 356,770: 44,762 25,051 8,271 295,648 319,976 348,681 353,298: 8,089 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 7,727: 1,224 -386 -1,270 7,504 11,216 7,458 9,560: 269 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 2.3 82.9 89.7 97.7 99.0: 2.3 1.0
Old : 100.0: 12.5 7.0 2.3 82.9 89.7 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 : 149: 32 9 7 82 62 115 77:
Old : 149: 32 9 7 82 62 115 77:
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 : 30.6 47.5 48.3 68.3 28.5 41.8 39.9 62.0
Old : 30.6 47.5 48.3 68.3 28.5 41.8 39.9 62.0
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, September 12, 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 : 1,240,801: 326,553 98,038 29,344 821,219 1,078,052 1,177,115 1,205,433: 63,686 35,368
Old : 1,240,801: 326,553 98,038 29,344 821,219 1,078,052 1,177,115 1,205,433: 63,686 35,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 103,636: 4,983 1,517 -3,898 67,678 84,387 68,763 82,006: 34,873 21,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.9 2.4 66.2 86.9 94.9 97.1: 5.1 2.9
Old : 100.0: 26.3 7.9 2.4 66.2 86.9 94.9 97.1: 5.1 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 : 369: 129 46 37 158 97 304 165:
Old : 369: 129 46 37 158 97 304 165:
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 : 17.4 44.9 27.4 62.5 16.4 43.1 24.6 57.9
Old : 17.4 44.9 27.4 62.5 16.4 43.1 24.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017