COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 317,774: 125,018 17,787 52,193 120,680 235,563 297,891 305,544: 19,883 12,230
Old : 280,312: 120,428 20,258 45,490 95,934 203,631 261,851 269,379: 18,461 10,933
Other: 37,462: 7,516 455 3,778 24,746 31,932 36,040 36,165: 1,422 1,297
: : :
: : Changes in Commitments from: December 12, 2017 :
: 9,421: 10,861 735 -3,016 346 12,839 8,191 10,557: 1,230 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 5.6 16.4 38.0 74.1 93.7 96.2: 6.3 3.8
Old : 100.0: 43.0 7.2 16.2 34.2 72.6 93.4 96.1: 6.6 3.9
Other: 100.0: 20.1 1.2 10.1 66.1 85.2 96.2 96.5: 3.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 143 67 87 68 86 259 202:
Old : 313: 139 70 80 65 84 248 198:
Other: 107: 35 11 16 38 41 81 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 : 15.9 31.6 23.2 44.0 11.8 25.9 17.5 36.0
Old : 14.4 35.7 21.5 45.4 12.0 32.5 18.5 39.6
Other: 44.0 44.9 57.9 70.3 44.0 44.3 56.0 65.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 11,977: 1,849 2,049 1,927 6,097 6,718 9,873 10,695: 2,104 1,282
Old : 11,977: 1,849 2,049 1,927 6,097 6,718 9,873 10,695: 2,104 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -1,282: -1,078 601 -444 616 -1,354 -906 -1,197: -376 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 16.1 50.9 56.1 82.4 89.3: 17.6 10.7
Old : 100.0: 15.4 17.1 16.1 50.9 56.1 82.4 89.3: 17.6 10.7
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 : 65: 18 19 16 24 15 51 41:
Old : 65: 18 19 16 24 15 51 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 : 22.0 36.6 35.4 54.4 19.5 34.9 30.3 51.7
Old : 22.0 36.6 35.4 54.4 19.5 34.9 30.3 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 292,425: 72,652 79,800 52,750 145,252 149,038 270,655 281,589: 21,771 10,836
Old : 259,039: 71,994 80,337 48,718 117,531 119,769 238,244 248,824: 20,795 10,215
Other: 33,386: 2,792 1,598 1,898 27,720 29,269 32,411 32,765: 976 621
: : :
: : Changes in Commitments from: December 12, 2017 :
: 7,274: 1,871 5,715 3,169 1,464 -2,045 6,504 6,839: 770 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 27.3 18.0 49.7 51.0 92.6 96.3: 7.4 3.7
Old : 100.0: 27.8 31.0 18.8 45.4 46.2 92.0 96.1: 8.0 3.9
Other: 100.0: 8.4 4.8 5.7 83.0 87.7 97.1 98.1: 2.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 124 78 81 66 47 234 172:
Old : 283: 128 76 81 65 47 232 172:
Other: 62: 9 14 9 35 22 50 39:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 24.2 28.3 37.7 12.7 17.6 21.7 28.3
Old : 15.3 23.0 26.8 35.9 12.0 19.6 20.5 27.2
Other: 61.1 63.2 75.9 78.7 52.0 51.8 61.6 62.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 899,759: 162,712 223,518 175,535 494,066 429,740 832,313 828,793: 67,446 70,966
Old : 899,759: 162,712 223,518 175,535 494,066 429,740 832,313 828,793: 67,446 70,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 22,126: 2,258 20,432 839 19,069 -1,434 22,165 19,836: -40 2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.8 19.5 54.9 47.8 92.5 92.1: 7.5 7.9
Old : 100.0: 18.1 24.8 19.5 54.9 47.8 92.5 92.1: 7.5 7.9
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 : 250: 77 65 85 90 88 211 202:
Old : 250: 77 65 85 90 88 211 202:
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 : 11.7 18.2 20.7 29.1 10.3 12.9 17.4 20.2
Old : 11.7 18.2 20.7 29.1 10.3 12.9 17.4 20.2
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, December 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 : 252,035: 43,713 92,943 68,679 123,564 82,567 235,955 244,189: 16,079 7,846
Old : 239,464: 44,226 93,320 65,168 114,742 73,533 224,136 232,021: 15,329 7,443
Other: 12,570: 1,768 1,904 1,229 8,822 9,034 11,820 12,167: 750 403
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,186: 278 3,134 1,018 1,761 -657 3,056 3,494: 130 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 36.9 27.2 49.0 32.8 93.6 96.9: 6.4 3.1
Old : 100.0: 18.5 39.0 27.2 47.9 30.7 93.6 96.9: 6.4 3.1
Other: 100.0: 14.1 15.1 9.8 70.2 71.9 94.0 96.8: 6.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 181 157 156 150 114 407 368:
Old : 514: 184 158 149 145 110 398 358:
Other: 140: 17 30 19 73 45 104 82:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.5 21.3 23.1 9.3 10.5 14.3 17.3
Old : 12.2 13.8 21.3 23.5 9.5 11.1 14.9 18.4
Other: 24.1 34.8 36.1 50.9 21.0 31.5 30.7 43.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 41,028: 26,392 22,511 1,654 5,421 14,544 33,467 38,709: 7,561 2,319
Old : 41,028: 26,392 22,511 1,654 5,421 14,544 33,467 38,709: 7,561 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -2,901: 1,547 -8,030 -174 -3,712 4,992 -2,339 -3,212: -562 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 54.9 4.0 13.2 35.4 81.6 94.3: 18.4 5.7
Old : 100.0: 64.3 54.9 4.0 13.2 35.4 81.6 94.3: 18.4 5.7
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 : 132: 74 44 10 10 7 90 55:
Old : 132: 74 44 10 10 7 90 55:
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 : 40.3 57.5 48.6 68.9 37.3 57.3 45.3 67.3
Old : 40.3 57.5 48.6 68.9 37.3 57.3 45.3 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, December 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 : 23,389: 1,977 5,188 69 14,036 12,626 16,082 17,883: 7,307 5,506
Old : 23,389: 1,977 5,188 69 14,036 12,626 16,082 17,883: 7,307 5,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -50,531: -1,454 -51 -498 -46,173 -48,324 -48,126 -48,873: -2,405 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 22.2 0.3 60.0 54.0 68.8 76.5: 31.2 23.5
Old : 100.0: 8.5 22.2 0.3 60.0 54.0 68.8 76.5: 31.2 23.5
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 : 37: 5 11 3 13 11 21 22:
Old : 37: 5 11 3 13 11 21 22:
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 : 40.0 43.8 54.2 56.0 40.0 43.6 52.6 55.7
Old : 40.0 43.8 54.2 56.0 40.0 43.6 52.6 55.7
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, December 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 : 287,035: 75,730 7,463 2,053 199,635 272,437 277,418 281,953: 9,617 5,082
Old : 287,035: 75,730 7,463 2,053 199,635 272,437 277,418 281,953: 9,617 5,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -94,349: 2,394 -4,334 -1,752 -85,085 -81,799 -84,443 -87,885: -9,906 -6,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.6 0.7 69.6 94.9 96.6 98.2: 3.4 1.8
Old : 100.0: 26.4 2.6 0.7 69.6 94.9 96.6 98.2: 3.4 1.8
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 : 151: 36 11 7 72 59 109 76:
Old : 151: 36 11 7 72 59 109 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 : 31.1 52.9 43.5 70.2 30.0 51.9 42.4 69.1
Old : 31.1 52.9 43.5 70.2 30.0 51.9 42.4 69.1
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, December 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 : 979,945: 273,668 121,748 18,073 660,598 830,115 952,339 969,936: 27,606 10,009
Old : 979,945: 273,668 121,748 18,073 660,598 830,115 952,339 969,936: 27,606 10,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -218,249: 9,846 -1,336 -10,002 -193,474 -165,780 -193,629 -177,117: -24,620 -41,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.4 1.8 67.4 84.7 97.2 99.0: 2.8 1.0
Old : 100.0: 27.9 12.4 1.8 67.4 84.7 97.2 99.0: 2.8 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 : 376: 136 46 31 154 87 304 150:
Old : 376: 136 46 31 154 87 304 150:
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 : 18.8 43.5 30.1 65.1 18.2 43.4 29.5 64.9
Old : 18.8 43.5 30.1 65.1 18.2 43.4 29.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2017