COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 299,685
COMMITMENTS
81,467 18,075 65,725 137,165 199,181 284,357 282,980 15,328 16,704
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 493)
1,210 133 1,027 -1,224 -508 1,014 652 -521 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.0 21.9 45.8 66.5 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
115 65 103 76 82 250 204
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,220
COMMITMENTS
2,390 1,280 2,293 4,005 6,623 8,689 10,196 2,531 1,024
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -600)
26 -59 34 -767 -443 -708 -468 107 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 11.4 20.4 35.7 59.0 77.4 90.9 22.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
21 15 16 22 13 51 36
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 308,104
COMMITMENTS
65,920 61,939 59,282 165,798 177,911 291,000 299,132 17,104 8,972
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 6,755)
-217 -2,702 -579 7,988 12,169 7,192 8,888 -437 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 20.1 19.2 53.8 57.7 94.4 97.1 5.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
101 86 91 66 49 224 179
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 820,409
COMMITMENTS
172,599 207,815 154,984 422,616 395,748 750,198 758,547 70,210 61,862
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,585)
1,542 -27,079 3,358 -622 36,709 4,278 12,989 -1,693 -10,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 25.3 18.9 51.5 48.2 91.4 92.5 8.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 67 76 89 79 202 189
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 277,011
COMMITMENTS
47,550 84,762 73,927 139,203 110,014 260,680 268,703 16,331 8,308
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 522)
1,964 1,570 316 -1,878 -749 401 1,137 121 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 30.6 26.7 50.3 39.7 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
186 140 159 146 124 407 365
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,329
COMMITMENTS
30,024 30,907 2,791 7,183 13,688 39,998 47,385 9,331 1,944
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,906)
-2,388 -5,768 -235 222 4,178 -2,401 -1,826 495 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 62.7 5.7 14.6 27.7 81.1 96.1 18.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
93 39 17 12 9 117 56
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 65,672
COMMITMENTS
3,400 8,048 170 53,128 48,888 56,698 57,106 8,974 8,566
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 714)
-1,503 1,650 -453 2,285 -7 329 1,190 385 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 12.3 0.3 80.9 74.4 86.3 87.0 13.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 18 5 35 22 49 41
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 287,536
COMMITMENTS
65,394 7,485 3,885 208,827 270,739 278,106 282,109 9,430 5,427
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,848)
-2,293 -1,205 226 -1,490 -3,309 -3,557 -4,288 -291 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.6 1.4 72.6 94.2 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
32 10 6 78 55 110 71
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,069,206
COMMITMENTS
306,132 132,085 15,015 715,883 908,146 1037030 1055246 32,176 13,960
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -17,593)
-523 4,755 -4,093 -17,068 -21,702 -21,684 -21,040 4,091 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 12.4 1.4 67.0 84.9 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
130 44 26 153 86 294 145
Updated November 3, 2017