COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 307,832: 93,094 15,979 68,089 131,949 208,767 293,133 292,835: 14,699 14,996
Old : 288,005: 92,193 18,569 62,370 119,461 192,466 274,024 273,405: 13,982 14,600
Other: 19,826: 3,732 241 2,889 12,488 16,300 19,109 19,430: 717 396
: : :
: : Changes in Commitments from: September 12, 2017 :
: -7,167: -6,601 -454 601 82 -6,933 -5,918 -6,786: -1,249 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 22.1 42.9 67.8 95.2 95.1: 4.8 4.9
Old : 100.0: 32.0 6.4 21.7 41.5 66.8 95.1 94.9: 4.9 5.1
Other: 100.0: 18.8 1.2 14.6 63.0 82.2 96.4 98.0: 3.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 126 61 86 76 79 244 191:
Old : 290: 122 64 82 74 77 238 189:
Other: 69: 18 9 10 20 31 44 45:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 34.8 26.1 45.0 11.4 25.6 17.4 33.8
Old : 15.5 36.7 24.3 45.7 11.9 29.1 18.4 36.3
Other: 55.7 51.1 74.5 74.5 54.3 50.3 65.1 64.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 12,190: 2,121 1,526 2,314 5,163 7,025 9,598 10,865: 2,592 1,325
Old : 7,415: 1,849 1,470 960 2,691 3,995 5,500 6,425: 1,915 990
Other: 4,775: 433 216 1,193 2,472 3,030 4,099 4,440: 676 335
: : :
: : Changes in Commitments from: September 12, 2017 :
: -826: -144 -602 -179 -579 -99 -902 -879: 76 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.5 19.0 42.4 57.6 78.7 89.1: 21.3 10.9
Old : 100.0: 24.9 19.8 12.9 36.3 53.9 74.2 86.6: 25.8 13.4
Other: 100.0: 9.1 4.5 25.0 51.8 63.5 85.8 93.0: 14.2 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 18 14 25 15 52 41:
Old : 68: 23 14 11 25 14 50 37:
Other: 44: 11 8 12 18 10 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 : 18.8 41.4 33.6 57.3 18.4 40.7 30.0 52.2
Old : 21.1 34.1 32.8 53.9 20.5 34.1 31.2 53.3
Other: 31.2 58.4 51.2 74.1 31.0 55.5 45.0 63.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 289,230: 59,448 88,742 61,490 149,964 128,746 270,902 278,978: 18,328 10,252
Old : 272,566: 60,232 89,029 58,572 135,813 114,933 254,617 262,533: 17,949 10,032
Other: 16,664: 1,483 1,980 651 14,151 13,813 16,285 16,444: 379 220
: : :
: : Changes in Commitments from: September 12, 2017 :
: 733: -2,735 -9,508 1,965 2,060 7,817 1,290 274: -557 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 30.7 21.3 51.8 44.5 93.7 96.5: 6.3 3.5
Old : 100.0: 22.1 32.7 21.5 49.8 42.2 93.4 96.3: 6.6 3.7
Other: 100.0: 8.9 11.9 3.9 84.9 82.9 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 96 85 98 62 43 211 184:
Old : 263: 97 85 98 62 43 211 184:
Other: 38: 4 5 2 22 15 27 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 : 18.2 21.7 31.2 33.7 13.3 10.7 22.3 17.2
Old : 18.9 21.1 30.2 32.8 12.2 9.9 21.2 16.9
Other: 77.1 61.2 84.7 81.4 59.3 53.9 65.3 69.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 859,639: 169,611 193,179 145,742 471,958 446,899 787,311 785,820: 72,329 73,820
Old : 859,639: 169,611 193,179 145,742 471,958 446,899 787,311 785,820: 72,329 73,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -113,551: 6,372 -17,796 -69,007 -48,105 -28,863 -110,741 -115,666: -2,810 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.5 17.0 54.9 52.0 91.6 91.4: 8.4 8.6
Old : 100.0: 19.7 22.5 17.0 54.9 52.0 91.6 91.4: 8.4 8.6
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 : 234: 68 64 76 94 81 199 188:
Old : 234: 68 64 76 94 81 199 188:
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 18.1 20.2 27.9 9.3 12.8 15.9 19.6
Old : 12.1 18.1 20.2 27.9 9.3 12.8 15.9 19.6
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 19, 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 : 226,543: 42,513 52,572 63,595 110,405 102,496 216,513 218,663: 10,031 7,880
Old : 219,026: 43,469 53,626 60,469 105,487 97,274 209,426 211,370: 9,600 7,656
Other: 7,518: 1,435 1,337 734 4,918 5,222 7,087 7,294: 430 224
: : :
: : Changes in Commitments from: September 12, 2017 :
: -12,206: -3,629 -16,951 1,140 -8,082 3,439 -10,571 -12,373: -1,635 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.2 28.1 48.7 45.2 95.6 96.5: 4.4 3.5
Old : 100.0: 19.8 24.5 27.6 48.2 44.4 95.6 96.5: 4.4 3.5
Other: 100.0: 19.1 17.8 9.8 65.4 69.5 94.3 97.0: 5.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 145 135 155 139 127 361 350:
Old : 449: 145 135 153 139 125 359 348:
Other: 112: 18 18 9 60 38 82 61:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 15.4 23.0 24.2 9.4 10.4 15.2 16.7
Old : 13.2 15.7 22.8 24.7 9.7 10.8 15.7 17.4
Other: 44.2 33.4 57.1 51.4 33.3 32.4 42.5 45.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 42,397: 26,819 33,073 1,702 5,934 4,771 34,455 39,546: 7,942 2,851
Old : 42,397: 26,819 33,073 1,702 5,934 4,771 34,455 39,546: 7,942 2,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -13,596: -2,331 1,691 -1,976 -8,805 -13,690 -13,112 -13,975: -484 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 78.0 4.0 14.0 11.3 81.3 93.3: 18.7 6.7
Old : 100.0: 63.3 78.0 4.0 14.0 11.3 81.3 93.3: 18.7 6.7
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 : 157: 86 54 12 10 10 103 70:
Old : 157: 86 54 12 10 10 103 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 : 34.0 40.1 43.0 54.9 32.1 39.4 40.9 54.2
Old : 34.0 40.1 43.0 54.9 32.1 39.4 40.9 54.2
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, September 19, 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 : 58,232: 6,299 9,953 542 42,327 38,594 49,168 49,089: 9,064 9,143
Old : 58,232: 6,299 9,953 542 42,327 38,594 49,168 49,089: 9,064 9,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -431,825: -62,668 -161,165 -7,642 -350,671 -252,480 -420,982 -421,287: -10,844 -10,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.1 0.9 72.7 66.3 84.4 84.3: 15.6 15.7
Old : 100.0: 10.8 17.1 0.9 72.7 66.3 84.4 84.3: 15.6 15.7
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 : 82: 15 17 3 36 22 52 41:
Old : 82: 15 17 3 36 22 52 41:
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 : 33.2 50.3 43.5 59.6 33.2 49.6 43.5 58.9
Old : 33.2 50.3 43.5 59.6 33.2 49.6 43.5 58.9
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 19, 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 : 279,983: 53,267 8,976 4,354 214,564 261,822 272,185 275,152: 7,798 4,831
Old : 279,983: 53,267 8,976 4,354 214,564 261,822 272,185 275,152: 7,798 4,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -76,787: 8,505 -16,075 -3,917 -81,084 -58,154 -76,496 -78,146: -291 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.2 1.6 76.6 93.5 97.2 98.3: 2.8 1.7
Old : 100.0: 19.0 3.2 1.6 76.6 93.5 97.2 98.3: 2.8 1.7
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 : 146: 32 9 5 73 57 105 71:
Old : 146: 32 9 5 73 57 105 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 : 33.7 48.3 46.3 67.0 32.1 48.3 44.5 66.7
Old : 33.7 48.3 46.3 67.0 32.1 48.3 44.5 66.7
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 19, 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 : 1,080,418: 322,793 102,451 18,937 711,794 947,349 1,053,524 1,068,737: 26,894 11,681
Old : 1,080,418: 322,793 102,451 18,937 711,794 947,349 1,053,524 1,068,737: 26,894 11,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -160,383: -3,760 4,413 -10,406 -109,424 -130,703 -123,591 -136,696: -36,792 -23,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.5 1.8 65.9 87.7 97.5 98.9: 2.5 1.1
Old : 100.0: 29.9 9.5 1.8 65.9 87.7 97.5 98.9: 2.5 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 : 368: 130 44 30 151 91 294 152:
Old : 368: 130 44 30 151 91 294 152:
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 : 20.2 47.9 30.6 63.9 19.3 47.8 29.1 63.9
Old : 20.2 47.9 30.6 63.9 19.3 47.8 29.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017