COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 252,723
COMMITMENTS
75,083 35,870 49,495 114,084 149,649 238,662 235,014 14,061 17,709
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 6,689)
-890 4,165 2,473 3,778 -1,857 5,361 4,782 1,328 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.2 19.6 45.1 59.2 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
113 85 82 72 64 230 191
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,790
COMMITMENTS
1,189 4,129 1,914 7,824 4,924 10,927 10,968 1,862 1,821
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -149)
-253 88 62 223 -215 33 -65 -182 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 32.3 15.0 61.2 38.5 85.4 85.8 14.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 22 15 24 14 46 44
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 294,083
COMMITMENTS
53,633 90,050 64,431 154,736 125,145 272,800 279,626 21,283 14,457
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -29)
-581 -143 3,094 -669 -1,823 1,844 1,128 -1,873 -1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 30.6 21.9 52.6 42.6 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
83 91 84 61 41 194 178
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 931,594
COMMITMENTS
187,932 237,849 194,074 478,623 423,304 860,629 855,228 70,965 76,367
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -39,706)
-2,729 -5,718 -2,528 -34,213 -29,071 -39,469 -37,316 -237 -2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 25.5 20.8 51.4 45.4 92.4 91.8 7.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
88 67 83 90 78 212 199
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 270,794
COMMITMENTS
52,633 83,781 76,363 129,655 101,494 258,652 261,638 12,142 9,155
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 3,487)
2,647 -133 -534 1,697 3,631 3,810 2,964 -323 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 30.9 28.2 47.9 37.5 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
157 138 147 156 127 381 354
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 11,244
COMMITMENTS
772 2,500 2,963 7,504 5,778 11,239 11,242 5 2
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -107)
58 -39 -82 -82 14 -107 -107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 22.2 26.4 66.7 51.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 8 11 8 6 20 17
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,819
COMMITMENTS
30,041 24,253 2,993 9,667 20,344 42,701 47,590 8,119 3,229
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,574)
2,125 1,742 -190 453 626 2,388 2,177 186 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 47.7 5.9 19.0 40.0 84.0 93.6 16.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
70 50 16 9 9 89 67
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 572,810
COMMITMENTS
157,932 175,832 10,882 373,113 364,586 541,926 551,300 30,884 21,510
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -7,372)
1,464 2,791 -2,406 -8,146 -8,439 -9,088 -8,054 1,715 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 30.7 1.9 65.1 63.6 94.6 96.2 5.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
73 57 25 115 110 198 182
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 309,919
COMMITMENTS
39,868 24,992 11,261 251,875 269,208 303,004 305,461 6,915 4,458
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -382)
-1,582 77 213 2,744 248 1,375 538 -1,757 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.1 3.6 81.3 86.9 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
36 10 7 74 52 111 68
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,000,913
COMMITMENTS
279,932 79,623 29,118 668,360 883,533 977,410 992,274 23,502 8,638
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 10,999)
6,479 4,963 717 4,692 7,537 11,888 13,217 -890 -2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 8.0 2.9 66.8 88.3 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
128 45 23 136 95 274 153
Updated July 7, 2017