COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 399,232: 129,066 19,167 95,532 155,671 269,906 380,269 384,605: 18,963 14,627
Old : 338,830: 121,101 22,426 83,104 117,715 221,282 321,920 326,813: 16,910 12,018
Other: 60,402: 12,993 1,770 7,399 37,957 48,624 58,349 57,793: 2,053 2,609
: : :
: : Changes in Commitments from: January 23, 2018 :
: -9,754: -18,382 1,570 2,598 6,415 -14,629 -9,369 -10,461: -385 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.8 23.9 39.0 67.6 95.3 96.3: 4.7 3.7
Old : 100.0: 35.7 6.6 24.5 34.7 65.3 95.0 96.5: 5.0 3.5
Other: 100.0: 21.5 2.9 12.3 62.8 80.5 96.6 95.7: 3.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 159 72 127 73 88 294 236:
Old : 334: 153 78 112 70 85 274 230:
Other: 151: 52 24 26 45 52 112 89:
:----------------------------------------------------------------------------------------------------
: 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 26.9 23.1 37.7 10.4 21.4 14.8 30.0
Old : 13.0 30.0 20.3 40.0 9.9 27.5 15.0 34.2
Other: 32.8 33.9 48.2 50.8 30.5 33.0 42.7 46.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 13,485: 1,329 3,348 2,142 8,227 6,371 11,698 11,861: 1,787 1,623
Old : 13,485: 1,329 3,348 2,142 8,227 6,371 11,698 11,861: 1,787 1,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -57: -124 -597 9 125 621 10 34: -67 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 24.8 15.9 61.0 47.2 86.7 88.0: 13.3 12.0
Old : 100.0: 9.9 24.8 15.9 61.0 47.2 86.7 88.0: 13.3 12.0
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 : 60: 14 18 15 24 16 44 43:
Old : 60: 14 18 15 24 16 44 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 : 24.4 42.1 40.2 58.8 23.6 40.8 38.9 54.3
Old : 24.4 42.1 40.2 58.8 23.6 40.8 38.9 54.3
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 30, 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 : 324,953: 76,958 66,616 72,025 156,225 175,787 305,208 314,427: 19,745 10,525
Old : 276,005: 76,912 69,641 60,384 120,216 136,215 257,512 266,240: 18,493 9,766
Other: 48,947: 6,098 3,027 5,589 36,009 39,572 47,695 48,187: 1,252 760
: : :
: : Changes in Commitments from: January 23, 2018 :
: 10,616: -631 -7,774 5,446 5,407 12,194 10,222 9,866: 394 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.5 22.2 48.1 54.1 93.9 96.8: 6.1 3.2
Old : 100.0: 27.9 25.2 21.9 43.6 49.4 93.3 96.5: 6.7 3.5
Other: 100.0: 12.5 6.2 11.4 73.6 80.8 97.4 98.4: 2.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 120 76 96 67 52 236 192:
Old : 286: 122 76 93 67 51 233 189:
Other: 71: 12 15 14 35 25 57 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 : 14.6 23.4 25.2 37.0 12.7 15.8 19.7 25.7
Old : 13.9 21.2 23.2 35.8 10.7 15.7 17.7 23.7
Other: 49.1 51.8 68.1 70.9 45.5 40.1 57.7 54.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,057,235: 189,019 303,051 201,926 588,725 466,744 979,670 971,721: 77,565 85,515
Old : 1,057,235: 189,019 303,051 201,926 588,725 466,744 979,670 971,721: 77,565 85,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 15,167: -1,974 18,302 933 18,432 432 17,391 19,667: -2,224 -4,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.7 19.1 55.7 44.1 92.7 91.9: 7.3 8.1
Old : 100.0: 17.9 28.7 19.1 55.7 44.1 92.7 91.9: 7.3 8.1
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 : 267: 72 81 90 94 88 217 219:
Old : 267: 72 81 90 94 88 217 219:
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 : 12.0 17.4 20.7 27.2 9.9 12.6 16.3 19.4
Old : 12.0 17.4 20.7 27.2 9.9 12.6 16.3 19.4
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 30, 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 : 273,505: 49,501 92,040 65,924 141,419 106,814 256,844 264,779: 16,660 8,726
Old : 252,258: 45,404 92,288 60,979 130,524 91,000 236,907 244,267: 15,351 7,991
Other: 21,247: 6,819 2,474 2,223 10,895 15,815 19,937 20,512: 1,309 735
: : :
: : Changes in Commitments from: January 23, 2018 :
: -8,390: 288 -4,533 -6,023 -2,163 2,108 -7,897 -8,448: -493 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 33.7 24.1 51.7 39.1 93.9 96.8: 6.1 3.2
Old : 100.0: 18.0 36.6 24.2 51.7 36.1 93.9 96.8: 6.1 3.2
Other: 100.0: 32.1 11.6 10.5 51.3 74.4 93.8 96.5: 6.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 176 155 169 147 126 411 380:
Old : 505: 176 155 164 144 122 403 372:
Other: 159: 33 22 22 78 54 124 88:
:----------------------------------------------------------------------------------------------------
: 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 13.9 21.6 23.1 9.6 9.8 15.0 16.3
Old : 12.2 14.5 22.4 24.0 10.2 10.7 16.0 18.0
Other: 28.2 36.0 37.9 48.8 24.3 34.2 33.4 44.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 47,258: 29,000 34,740 2,650 8,190 5,880 39,840 43,270: 7,418 3,988
Old : 47,258: 29,000 34,740 2,650 8,190 5,880 39,840 43,270: 7,418 3,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -2,004: -2,236 -603 383 5 -1,929 -1,848 -2,149: -156 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 73.5 5.6 17.3 12.4 84.3 91.6: 15.7 8.4
Old : 100.0: 61.4 73.5 5.6 17.3 12.4 84.3 91.6: 15.7 8.4
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 : 135: 68 54 14 8 7 81 71:
Old : 135: 68 54 14 8 7 81 71:
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 : 42.9 42.2 54.0 61.1 39.1 41.7 50.1 59.7
Old : 42.9 42.2 54.0 61.1 39.1 41.7 50.1 59.7
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 30, 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 : 23,450: 2,512 1,880 24 15,496 16,810 18,032 18,714: 5,418 4,736
Old : 23,450: 2,512 1,880 24 15,496 16,810 18,032 18,714: 5,418 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 315: 923 192 11 -56 -241 878 -38: -563 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.0 0.1 66.1 71.7 76.9 79.8: 23.1 20.2
Old : 100.0: 10.7 8.0 0.1 66.1 71.7 76.9 79.8: 23.1 20.2
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: 8 4 1 13 16 22 20:
Old : 38: 8 4 1 13 16 22 20:
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 : 43.5 50.9 60.4 62.6 43.5 50.9 57.6 62.5
Old : 43.5 50.9 60.4 62.6 43.5 50.9 57.6 62.5
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 30, 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 : 285,734: 54,606 9,658 2,130 220,219 269,529 276,955 281,317: 8,779 4,417
Old : 285,734: 54,606 9,658 2,130 220,219 269,529 276,955 281,317: 8,779 4,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -404: -2,110 -1,129 -309 2,490 2,373 71 935: -475 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.4 0.7 77.1 94.3 96.9 98.5: 3.1 1.5
Old : 100.0: 19.1 3.4 0.7 77.1 94.3 96.9 98.5: 3.1 1.5
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 : 157: 37 10 8 78 59 115 77:
Old : 157: 37 10 8 78 59 115 77:
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 51.9 44.0 69.6 29.0 51.0 41.6 68.3
Old : 31.3 51.9 44.0 69.6 29.0 51.0 41.6 68.3
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 30, 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 : 1,087,489: 308,558 114,298 18,158 731,705 946,654 1,058,422 1,079,110: 29,067 8,379
Old : 1,087,489: 308,558 114,298 18,158 731,705 946,654 1,058,422 1,079,110: 29,067 8,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 22,014: 3,548 -1,184 -1,356 19,542 23,435 21,734 20,895: 280 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.5 1.7 67.3 87.0 97.3 99.2: 2.7 0.8
Old : 100.0: 28.4 10.5 1.7 67.3 87.0 97.3 99.2: 2.7 0.8
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 : 384: 148 38 25 161 81 319 134:
Old : 384: 148 38 25 161 81 319 134:
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 : 18.5 45.6 29.7 68.6 17.5 45.6 28.5 68.5
Old : 18.5 45.6 29.7 68.6 17.5 45.6 28.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018