COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 390,921: 143,692 19,332 84,290 144,180 274,366 372,163 377,988: 18,759 12,933
Old : 338,119: 136,250 22,917 73,684 111,302 230,737 321,237 327,339: 16,882 10,780
Other: 52,802: 12,379 1,352 5,669 32,878 43,628 50,926 50,650: 1,876 2,153
: : :
: : Changes in Commitments from: January 9, 2018 :
: 36,818: 6,274 -1,674 14,225 15,915 25,418 36,414 37,969: 404 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.9 21.6 36.9 70.2 95.2 96.7: 4.8 3.3
Old : 100.0: 40.3 6.8 21.8 32.9 68.2 95.0 96.8: 5.0 3.2
Other: 100.0: 23.4 2.6 10.7 62.3 82.6 96.4 95.9: 3.6 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 163 71 115 70 87 292 228:
Old : 343: 159 74 104 68 85 277 223:
Other: 135: 50 14 20 39 51 99 78:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 30.0 22.5 41.2 10.0 23.9 14.7 32.8
Old : 12.6 33.7 19.5 43.4 10.0 30.6 15.2 36.2
Other: 36.6 36.7 52.3 55.6 33.9 36.3 48.7 51.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,361: 1,449 4,879 2,219 8,597 5,610 12,264 12,708: 2,097 1,653
Old : 14,361: 1,449 4,879 2,219 8,597 5,610 12,264 12,708: 2,097 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 86: 161 457 -233 349 -151 277 74: -191 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 34.0 15.4 59.9 39.1 85.4 88.5: 14.6 11.5
Old : 100.0: 10.1 34.0 15.4 59.9 39.1 85.4 88.5: 14.6 11.5
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 : 68: 16 23 17 25 17 50 48:
Old : 68: 16 23 17 25 17 50 48:
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 : 22.2 38.2 38.6 53.8 21.7 37.3 34.8 50.2
Old : 22.2 38.2 38.6 53.8 21.7 37.3 34.8 50.2
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, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 320,696: 78,498 82,287 68,192 153,359 160,025 300,049 310,503: 20,648 10,193
Old : 275,544: 77,551 84,060 58,875 119,572 123,053 255,998 265,988: 19,546 9,556
Other: 45,152: 5,157 2,436 5,107 33,787 36,972 44,051 44,515: 1,101 637
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,880: 1,694 1,004 2,643 -272 -853 4,065 2,794: -2,185 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.7 21.3 47.8 49.9 93.6 96.8: 6.4 3.2
Old : 100.0: 28.1 30.5 21.4 43.4 44.7 92.9 96.5: 7.1 3.5
Other: 100.0: 11.4 5.4 11.3 74.8 81.9 97.6 98.6: 2.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 120 81 92 63 50 233 189:
Old : 289: 122 81 90 63 49 230 187:
Other: 69: 10 19 13 33 23 54 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 : 15.1 23.3 25.9 37.1 12.7 16.6 20.6 28.1
Old : 14.1 21.1 24.3 35.6 11.2 18.0 18.6 26.7
Other: 49.7 55.2 69.3 74.1 44.6 44.5 55.8 57.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 939,032: 189,948 224,269 164,406 516,595 475,413 870,950 864,089: 68,082 74,943
Old : 939,032: 189,948 224,269 164,406 516,595 475,413 870,950 864,089: 68,082 74,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 44,129: 5,232 62,508 -946 41,176 -22,166 45,463 39,396: -1,334 4,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.9 17.5 55.0 50.6 92.7 92.0: 7.3 8.0
Old : 100.0: 20.2 23.9 17.5 55.0 50.6 92.7 92.0: 7.3 8.0
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 : 257: 72 76 87 93 91 210 216:
Old : 257: 72 76 87 93 91 210 216:
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 : 11.1 18.6 20.2 28.5 10.3 14.6 17.0 21.7
Old : 11.1 18.6 20.2 28.5 10.3 14.6 17.0 21.7
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, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 271,591: 48,996 92,361 67,620 138,268 102,729 254,884 262,710: 16,707 8,881
Old : 255,876: 49,131 93,142 62,756 128,424 91,595 240,311 247,492: 15,565 8,384
Other: 15,715: 3,193 2,548 1,535 9,844 11,135 14,573 15,217: 1,142 498
: : :
: : Changes in Commitments from: January 9, 2018 :
: 17,785: 986 11,527 -401 15,202 6,750 15,787 17,876: 1,998 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 34.0 24.9 50.9 37.8 93.8 96.7: 6.2 3.3
Old : 100.0: 19.2 36.4 24.5 50.2 35.8 93.9 96.7: 6.1 3.3
Other: 100.0: 20.3 16.2 9.8 62.6 70.9 92.7 96.8: 7.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 164 147 150 150 124 389 363:
Old : 489: 160 154 143 147 119 381 353:
Other: 144: 26 23 18 73 49 109 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 : 12.1 14.1 21.4 23.3 9.1 10.1 14.2 16.4
Old : 12.0 14.6 21.6 23.7 9.4 10.9 14.9 17.6
Other: 22.5 35.8 34.1 51.2 19.7 33.6 29.9 46.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,517: 34,116 35,363 2,170 8,336 10,464 44,622 47,997: 6,896 3,521
Old : 51,517: 34,116 35,363 2,170 8,336 10,464 44,622 47,997: 6,896 3,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 70: 647 2,734 225 -68 -3,347 804 -388: -735 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 68.6 4.2 16.2 20.3 86.6 93.2: 13.4 6.8
Old : 100.0: 66.2 68.6 4.2 16.2 20.3 86.6 93.2: 13.4 6.8
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 : 138: 73 53 12 8 8 85 69:
Old : 138: 73 53 12 8 8 85 69:
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 : 40.6 41.1 57.4 57.8 38.6 40.9 53.2 55.8
Old : 40.6 41.1 57.4 57.8 38.6 40.9 53.2 55.8
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, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,175: 3,290 1,526 13 14,246 16,390 17,549 17,929: 5,626 5,246
Old : 23,175: 3,290 1,526 13 14,246 16,390 17,549 17,929: 5,626 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -135: 1,264 -1,139 -91 -809 1,279 364 49: -499 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.6 0.1 61.5 70.7 75.7 77.4: 24.3 22.6
Old : 100.0: 14.2 6.6 0.1 61.5 70.7 75.7 77.4: 24.3 22.6
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 : 37: 9 4 1 13 14 23 18:
Old : 37: 9 4 1 13 14 23 18:
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 : 40.8 51.9 55.8 63.2 40.8 51.9 55.1 63.0
Old : 40.8 51.9 55.8 63.2 40.8 51.9 55.1 63.0
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, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,519: 56,416 12,641 2,176 223,086 270,695 281,678 285,512: 8,841 5,007
Old : 290,519: 56,416 12,641 2,176 223,086 270,695 281,678 285,512: 8,841 5,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -6,241: -1,879 1,634 106 -4,636 -8,151 -6,409 -6,411: 168 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 4.4 0.7 76.8 93.2 97.0 98.3: 3.0 1.7
Old : 100.0: 19.4 4.4 0.7 76.8 93.2 97.0 98.3: 3.0 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 : 155: 35 12 7 79 56 115 74:
Old : 155: 35 12 7 79 56 115 74:
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 : 31.3 51.3 43.8 67.3 29.5 50.4 41.9 66.3
Old : 31.3 51.3 43.8 67.3 29.5 50.4 41.9 66.3
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, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,046,071: 296,947 126,931 17,252 695,325 892,629 1,009,525 1,036,812: 36,546 9,259
Old : 1,046,071: 296,947 126,931 17,252 695,325 892,629 1,009,525 1,036,812: 36,546 9,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 17,783: -2,542 -6,379 -1,342 12,682 25,613 8,799 17,893: 8,984 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.1 1.6 66.5 85.3 96.5 99.1: 3.5 0.9
Old : 100.0: 28.4 12.1 1.6 66.5 85.3 96.5 99.1: 3.5 0.9
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 : 383: 142 46 27 153 88 305 151:
Old : 383: 142 46 27 153 88 305 151:
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 : 16.7 42.3 27.3 63.7 15.9 42.2 26.3 63.5
Old : 16.7 42.3 27.3 63.7 15.9 42.2 26.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018