COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 408,986: 147,448 17,597 92,934 149,256 284,535 389,638 395,066: 19,348 13,919
Old : 351,916: 139,533 21,472 81,215 113,921 237,678 334,669 340,365: 17,247 11,551
Other: 57,070: 13,255 1,465 6,379 35,336 46,857 54,969 54,701: 2,100 2,368
: : :
: : Changes in Commitments from: January 16, 2018 :
: 18,064: 3,755 -1,735 8,644 5,076 10,169 17,475 17,078: 589 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.3 22.7 36.5 69.6 95.3 96.6: 4.7 3.4
Old : 100.0: 39.6 6.1 23.1 32.4 67.5 95.1 96.7: 4.9 3.3
Other: 100.0: 23.2 2.6 11.2 61.9 82.1 96.3 95.8: 3.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 161 71 117 73 89 298 229:
Old : 343: 158 76 105 70 86 281 223:
Other: 139: 50 16 20 41 52 101 80:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 30.6 22.5 41.6 9.7 24.8 14.1 33.2
Old : 12.5 34.4 19.7 44.2 9.7 31.4 14.7 37.3
Other: 34.0 34.4 49.3 52.6 32.1 33.4 44.7 47.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 13,541: 1,453 3,945 2,133 8,101 5,750 11,687 11,828: 1,854 1,714
Old : 13,541: 1,453 3,945 2,133 8,101 5,750 11,687 11,828: 1,854 1,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -820: 5 -935 -86 -495 140 -576 -880: -244 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.1 15.8 59.8 42.5 86.3 87.3: 13.7 12.7
Old : 100.0: 10.7 29.1 15.8 59.8 42.5 86.3 87.3: 13.7 12.7
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 : 61: 12 20 17 26 16 48 43:
Old : 61: 12 20 17 26 16 48 43:
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 37.5 38.7 56.4 21.1 36.3 37.2 52.1
Old : 22.0 37.5 38.7 56.4 21.1 36.3 37.2 52.1
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 23, 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 : 314,337: 77,588 74,390 66,579 150,818 163,592 294,986 304,561: 19,351 9,776
Old : 268,366: 76,612 76,598 56,750 116,818 125,959 250,181 259,307: 18,186 9,059
Other: 45,970: 5,446 2,262 5,359 34,000 37,633 44,805 45,254: 1,165 717
: : :
: : Changes in Commitments from: January 16, 2018 :
: -6,360: -910 -7,897 -1,613 -2,540 3,567 -5,063 -5,942: -1,297 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.7 21.2 48.0 52.0 93.8 96.9: 6.2 3.1
Old : 100.0: 28.5 28.5 21.1 43.5 46.9 93.2 96.6: 6.8 3.4
Other: 100.0: 11.8 4.9 11.7 74.0 81.9 97.5 98.4: 2.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 120 79 95 66 50 236 190:
Old : 289: 124 77 93 66 49 233 188:
Other: 65: 13 12 13 32 24 52 42:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 23.6 25.8 36.5 13.2 16.7 20.4 27.3
Old : 14.0 21.1 23.0 35.0 11.0 16.5 17.6 25.6
Other: 50.4 54.2 69.6 73.4 46.5 43.5 57.8 56.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,042,068: 190,994 284,749 200,993 570,292 466,312 962,279 952,053: 79,789 90,015
Old : 1,042,068: 190,994 284,749 200,993 570,292 466,312 962,279 952,053: 79,789 90,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 103,036: 1,045 60,479 36,586 53,697 -9,101 91,329 87,965: 11,707 15,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.3 19.3 54.7 44.7 92.3 91.4: 7.7 8.6
Old : 100.0: 18.3 27.3 19.3 54.7 44.7 92.3 91.4: 7.7 8.6
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 : 262: 78 73 88 93 88 215 214:
Old : 262: 78 73 88 93 88 215 214:
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 : 11.6 17.9 20.5 26.6 9.8 13.1 16.0 19.6
Old : 11.6 17.9 20.5 26.6 9.8 13.1 16.0 19.6
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 23, 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 : 281,894: 49,213 96,573 71,947 143,582 104,707 264,741 273,227: 17,153 8,668
Old : 264,024: 48,441 96,519 66,304 133,194 93,010 247,938 255,833: 16,086 8,191
Other: 17,870: 4,215 3,497 2,200 10,388 11,697 16,803 17,394: 1,067 477
: : :
: : Changes in Commitments from: January 16, 2018 :
: 10,303: 216 4,213 4,327 5,314 1,977 9,857 10,517: 446 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 34.3 25.5 50.9 37.1 93.9 96.9: 6.1 3.1
Old : 100.0: 18.3 36.6 25.1 50.4 35.2 93.9 96.9: 6.1 3.1
Other: 100.0: 23.6 19.6 12.3 58.1 65.5 94.0 97.3: 6.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 179 146 162 152 127 411 374:
Old : 507: 177 151 157 150 122 406 364:
Other: 152: 28 23 20 74 51 116 84:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 14.0 21.3 23.5 9.0 10.1 14.0 16.4
Old : 12.2 14.6 21.7 24.1 9.3 10.8 14.8 17.7
Other: 25.3 36.9 36.4 52.1 23.0 31.6 32.6 45.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 49,262: 31,236 35,343 2,267 8,185 7,809 41,687 45,419: 7,574 3,843
Old : 49,262: 31,236 35,343 2,267 8,185 7,809 41,687 45,419: 7,574 3,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -2,255: -2,880 -20 97 -152 -2,655 -2,934 -2,578: 679 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 71.7 4.6 16.6 15.9 84.6 92.2: 15.4 7.8
Old : 100.0: 63.4 71.7 4.6 16.6 15.9 84.6 92.2: 15.4 7.8
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 : 142: 78 51 14 8 7 92 67:
Old : 142: 78 51 14 8 7 92 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 : 41.2 43.5 54.1 58.4 37.7 43.3 50.6 57.2
Old : 41.2 43.5 54.1 58.4 37.7 43.3 50.6 57.2
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 23, 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 : 23,135: 1,589 1,688 13 15,552 17,051 17,154 18,752: 5,981 4,383
Old : 23,135: 1,589 1,688 13 15,552 17,051 17,154 18,752: 5,981 4,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -40: -1,701 162 0 1,306 661 -395 823: 355 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.3 0.1 67.2 73.7 74.1 81.1: 25.9 18.9
Old : 100.0: 6.9 7.3 0.1 67.2 73.7 74.1 81.1: 25.9 18.9
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 : 38: 5 5 1 15 17 21 22:
Old : 38: 5 5 1 15 17 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 : 44.1 51.8 60.4 62.8 44.1 51.5 58.2 61.9
Old : 44.1 51.8 60.4 62.8 44.1 51.5 58.2 61.9
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 23, 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 : 286,138: 56,716 10,787 2,439 217,729 267,156 276,884 280,382: 9,254 5,756
Old : 286,138: 56,716 10,787 2,439 217,729 267,156 276,884 280,382: 9,254 5,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -4,381: 300 -1,854 263 -5,357 -3,539 -4,794 -5,130: 413 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.8 0.9 76.1 93.4 96.8 98.0: 3.2 2.0
Old : 100.0: 19.8 3.8 0.9 76.1 93.4 96.8 98.0: 3.2 2.0
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 : 151: 34 11 9 76 56 111 75:
Old : 151: 34 11 9 76 56 111 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 : 31.3 52.2 42.8 68.8 29.1 51.3 40.6 67.7
Old : 31.3 52.2 42.8 68.8 29.1 51.3 40.6 67.7
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 23, 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 : 1,065,475: 305,011 115,482 19,514 712,163 923,219 1,036,688 1,058,215: 28,787 7,260
Old : 1,065,475: 305,011 115,482 19,514 712,163 923,219 1,036,688 1,058,215: 28,787 7,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 19,404: 8,063 -11,449 2,262 16,838 30,590 27,163 21,403: -7,759 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.8 1.8 66.8 86.6 97.3 99.3: 2.7 0.7
Old : 100.0: 28.6 10.8 1.8 66.8 86.6 97.3 99.3: 2.7 0.7
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 : 382: 144 42 29 160 84 314 145:
Old : 382: 144 42 29 160 84 314 145:
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 : 16.4 44.1 27.8 66.4 15.6 44.1 26.5 66.2
Old : 16.4 44.1 27.8 66.4 15.6 44.1 26.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018