COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 299,192: 80,256 17,941 64,698 138,388 199,689 283,343 282,328: 15,849 16,864
Old : 275,251: 78,840 19,356 60,226 121,385 179,346 260,451 258,929: 14,800 16,322
Other: 23,941: 2,983 151 2,905 17,003 20,343 22,892 23,399: 1,049 542
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,936: -853 -1,038 -1,912 1,794 1,445 -971 -1,505: -966 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 6.0 21.6 46.3 66.7 94.7 94.4: 5.3 5.6
Old : 100.0: 28.6 7.0 21.9 44.1 65.2 94.6 94.1: 5.4 5.9
Other: 100.0: 12.5 0.6 12.1 71.0 85.0 95.6 97.7: 4.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 123 69 103 75 83 259 205:
Old : 302: 124 70 101 73 81 255 203:
Other: 76: 21 7 11 25 32 51 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 32.3 27.3 42.8 11.4 22.2 16.8 30.4
Old : 16.7 34.7 25.1 43.4 12.0 26.4 17.9 32.8
Other: 51.5 49.7 67.0 75.1 51.1 49.1 63.4 68.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 11,820: 2,365 1,339 2,260 4,772 7,065 9,396 10,664: 2,424 1,156
Old : 1,129: 110 417 0 522 339 632 756: 497 373
Other: 10,691: 2,359 1,026 2,156 4,250 6,726 8,764 9,908: 1,927 783
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,472: -213 192 -1,010 -63 -510 -1,285 -1,328: -187 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 11.3 19.1 40.4 59.8 79.5 90.2: 20.5 9.8
Old : 100.0: 9.7 36.9 0.0 46.2 30.0 56.0 67.0: 44.0 33.0
Other: 100.0: 22.1 9.6 20.2 39.8 62.9 82.0 92.7: 18.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 17 17 23 13 54 37:
Old : 19: 3 4 0 6 7 9 11:
Other: 66: 22 16 15 22 13 52 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 : 21.5 40.3 35.5 58.0 21.5 38.2 32.4 53.6
Old : 40.8 47.6 55.4 62.4 40.8 45.7 54.1 60.5
Other: 23.7 43.3 38.7 61.8 23.7 42.8 35.3 58.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 301,349: 66,137 64,641 59,861 157,810 165,742 283,808 290,244: 17,541 11,106
Old : 280,425: 65,834 63,734 57,328 140,221 148,491 263,384 269,552: 17,041 10,873
Other: 20,924: 638 1,242 2,198 17,589 17,252 20,424 20,691: 500 233
: : :
: : Changes in Commitments from: October 17, 2017 :
: 13,476: 2,040 -8,175 4,411 6,169 16,401 12,621 12,638: 855 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.5 19.9 52.4 55.0 94.2 96.3: 5.8 3.7
Old : 100.0: 23.5 22.7 20.4 50.0 53.0 93.9 96.1: 6.1 3.9
Other: 100.0: 3.0 5.9 10.5 84.1 82.4 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 101 87 92 64 46 224 177:
Old : 272: 102 87 90 64 46 223 176:
Other: 45: 6 7 7 26 18 36 28:
:----------------------------------------------------------------------------------------------------
: 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 27.9 29.9 39.7 11.9 14.1 19.6 22.2
Old : 17.7 27.5 29.0 38.8 10.5 12.6 18.5 20.5
Other: 66.6 61.0 79.5 78.5 50.6 50.7 55.2 60.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 817,823: 171,057 234,893 151,626 423,238 359,039 745,920 745,558: 71,903 72,265
Old : 817,823: 171,057 234,893 151,626 423,238 359,039 745,920 745,558: 71,903 72,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 22,672: 4,806 2,066 8,424 5,731 9,845 18,960 20,335: 3,711 2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 28.7 18.5 51.8 43.9 91.2 91.2: 8.8 8.8
Old : 100.0: 20.9 28.7 18.5 51.8 43.9 91.2 91.2: 8.8 8.8
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 : 249: 75 70 75 88 79 200 192:
Old : 249: 75 70 75 88 79 200 192:
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 : 11.2 16.2 19.9 25.8 10.3 12.9 16.5 20.0
Old : 11.2 16.2 19.9 25.8 10.3 12.9 16.5 20.0
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, October 24, 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 : 276,489: 45,587 83,192 73,611 141,081 110,762 260,279 267,565: 16,210 8,924
Old : 267,818: 46,300 83,804 70,363 135,433 104,862 252,096 259,029: 15,722 8,789
Other: 8,671: 1,557 1,659 977 5,649 5,901 8,183 8,537: 487 134
: : :
: : Changes in Commitments from: October 17, 2017 :
: 10,459: 754 5,296 2,929 6,395 2,596 10,078 10,822: 381 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 30.1 26.6 51.0 40.1 94.1 96.8: 5.9 3.2
Old : 100.0: 17.3 31.3 26.3 50.6 39.2 94.1 96.7: 5.9 3.3
Other: 100.0: 18.0 19.1 11.3 65.1 68.1 94.4 98.5: 5.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 186 144 158 147 123 406 369:
Old : 510: 185 147 156 146 123 403 368:
Other: 117: 20 22 12 58 36 85 63:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.3 22.7 22.8 8.0 9.7 12.3 15.7
Old : 13.6 13.2 22.6 23.0 7.9 10.1 12.4 16.3
Other: 36.4 37.3 49.5 55.1 21.0 26.8 30.2 38.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 51,235: 32,412 36,675 3,026 6,960 9,510 42,399 49,211: 8,836 2,023
Old : 51,235: 32,412 36,675 3,026 6,960 9,510 42,399 49,211: 8,836 2,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,487: 4,041 3,536 113 588 893 4,742 4,542: -254 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 71.6 5.9 13.6 18.6 82.8 96.1: 17.2 3.9
Old : 100.0: 63.3 71.6 5.9 13.6 18.6 82.8 96.1: 17.2 3.9
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 : 156: 87 51 19 11 8 112 67:
Old : 156: 87 51 19 11 8 112 67:
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 35.5 41.2 56.1 28.1 34.5 39.0 54.7
Old : 30.2 35.5 41.2 56.1 28.1 34.5 39.0 54.7
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, October 24, 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 : 64,959: 4,903 6,398 623 50,843 48,895 56,369 55,916: 8,589 9,042
Old : 64,959: 4,903 6,398 623 50,843 48,895 56,369 55,916: 8,589 9,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 196: -350 -1,368 -118 2,254 2,750 1,786 1,264: -1,590 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.8 1.0 78.3 75.3 86.8 86.1: 13.2 13.9
Old : 100.0: 7.5 9.8 1.0 78.3 75.3 86.8 86.1: 13.2 13.9
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 : 89: 13 19 5 36 28 52 49:
Old : 89: 13 19 5 36 28 52 49:
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 : 32.0 49.2 48.2 64.9 32.0 47.8 48.2 63.5
Old : 32.0 49.2 48.2 64.9 32.0 47.8 48.2 63.5
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, October 24, 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 : 291,384: 67,687 8,690 3,659 210,317 274,048 281,663 286,397: 9,721 4,987
Old : 291,384: 67,687 8,690 3,659 210,317 274,048 281,663 286,397: 9,721 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,571: -975 -1,181 -22 5,710 6,786 4,713 5,583: 858 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.0 1.3 72.2 94.1 96.7 98.3: 3.3 1.7
Old : 100.0: 23.2 3.0 1.3 72.2 94.1 96.7 98.3: 3.3 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 : 148: 33 11 8 76 56 109 75:
Old : 148: 33 11 8 76 56 109 75:
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 : 32.6 51.7 46.6 70.3 31.0 51.3 45.0 69.5
Old : 32.6 51.7 46.6 70.3 31.0 51.3 45.0 69.5
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, October 24, 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 : 1,086,799: 306,655 127,330 19,108 732,951 929,848 1,058,714 1,076,286: 28,085 10,513
Old : 1,086,799: 306,655 127,330 19,108 732,951 929,848 1,058,714 1,076,286: 28,085 10,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 22,102: 1,346 18,583 -340 21,636 5,542 22,642 23,785: -540 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.7 1.8 67.4 85.6 97.4 99.0: 2.6 1.0
Old : 100.0: 28.2 11.7 1.8 67.4 85.6 97.4 99.0: 2.6 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 : 367: 128 42 28 154 90 293 150:
Old : 367: 128 42 28 154 90 293 150:
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 : 22.4 48.9 33.8 65.5 21.3 48.9 32.5 65.4
Old : 22.4 48.9 33.8 65.5 21.3 48.9 32.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017