COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 321,779: 98,940 18,253 63,865 139,424 226,092 302,229 308,210: 19,550 13,569
Old : 241,642: 87,930 21,905 49,769 86,864 160,333 224,564 232,008: 17,078 9,635
Other: 80,137: 17,546 2,884 7,559 52,560 65,759 77,666 76,203: 2,471 3,934
: : :
: : Changes in Commitments from: February 6, 2018 :
: -63,212: -14,680 -1,625 -27,621 -20,996 -34,224 -63,296 -63,470: 84 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.7 19.8 43.3 70.3 93.9 95.8: 6.1 4.2
Old : 100.0: 36.4 9.1 20.6 35.9 66.4 92.9 96.0: 7.1 4.0
Other: 100.0: 21.9 3.6 9.4 65.6 82.1 96.9 95.1: 3.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 142 55 112 81 87 274 214:
Old : 297: 135 58 99 77 82 255 204:
Other: 155: 51 28 22 49 56 112 94:
:----------------------------------------------------------------------------------------------------
: 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 28.5 24.6 40.1 12.4 22.5 17.9 32.4
Old : 11.6 32.1 20.6 42.4 9.7 28.2 16.9 35.4
Other: 34.1 34.0 47.9 52.3 30.8 33.1 44.0 47.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 14,267: 1,120 3,038 2,413 8,893 6,924 12,426 12,376: 1,841 1,891
Old : 14,267: 1,120 3,038 2,413 8,893 6,924 12,426 12,376: 1,841 1,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 270: -71 -277 -113 518 576 334 186: -64 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 21.3 16.9 62.3 48.5 87.1 86.7: 12.9 13.3
Old : 100.0: 7.8 21.3 16.9 62.3 48.5 87.1 86.7: 12.9 13.3
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 : 55: 9 17 13 25 16 42 38:
Old : 55: 9 17 13 25 16 42 38:
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 : 27.0 39.7 44.6 57.7 26.4 38.8 39.9 50.6
Old : 27.0 39.7 44.6 57.7 26.4 38.8 39.9 50.6
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, February 13, 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 : 282,118: 74,494 56,247 53,810 136,724 162,432 265,028 272,489: 17,090 9,629
Old : 223,201: 73,775 58,292 40,928 93,328 115,618 208,030 214,837: 15,171 8,363
Other: 58,917: 5,704 2,941 7,897 43,397 46,814 56,998 57,651: 1,919 1,265
: : :
: : Changes in Commitments from: February 6, 2018 :
: -15,915: -2,743 -2,895 -6,956 -6,040 -6,567 -15,738 -16,418: -178 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.9 19.1 48.5 57.6 93.9 96.6: 6.1 3.4
Old : 100.0: 33.1 26.1 18.3 41.8 51.8 93.2 96.3: 6.8 3.7
Other: 100.0: 9.7 5.0 13.4 73.7 79.5 96.7 97.9: 3.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 89 70 67 62 48 189 152:
Old : 236: 90 71 63 61 47 184 150:
Other: 77: 12 19 17 38 27 64 49:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 23.8 28.4 41.3 13.4 18.4 20.9 28.8
Old : 15.2 24.1 25.7 40.7 12.3 19.0 20.1 28.1
Other: 43.7 47.5 61.2 67.0 40.4 35.2 52.1 50.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,028,192: 185,686 272,999 213,273 547,421 462,503 946,379 948,775: 81,813 79,417
Old : 1,028,192: 185,686 272,999 213,273 547,421 462,503 946,379 948,775: 81,813 79,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -35,000: -5,719 -21,682 10,943 -45,144 -25,459 -39,920 -36,198: 4,920 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.6 20.7 53.2 45.0 92.0 92.3: 8.0 7.7
Old : 100.0: 18.1 26.6 20.7 53.2 45.0 92.0 92.3: 8.0 7.7
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 : 257: 75 77 94 90 87 215 216:
Old : 257: 75 77 94 90 87 215 216:
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 16.6 19.9 26.3 10.1 12.4 16.8 18.9
Old : 11.1 16.6 19.9 26.3 10.1 12.4 16.8 18.9
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, February 13, 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 : 259,082: 47,286 83,936 60,398 135,601 106,149 243,285 250,483: 15,797 8,599
Old : 231,287: 42,742 84,020 53,132 121,079 86,243 216,953 223,395: 14,334 7,892
Other: 27,796: 8,571 3,942 3,240 14,521 19,906 26,332 27,088: 1,463 707
: : :
: : Changes in Commitments from: February 6, 2018 :
: -28,043: -1,263 -10,202 -11,199 -14,032 -6,172 -26,494 -27,573: -1,549 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.4 23.3 52.3 41.0 93.9 96.7: 6.1 3.3
Old : 100.0: 18.5 36.3 23.0 52.4 37.3 93.8 96.6: 6.2 3.4
Other: 100.0: 30.8 14.2 11.7 52.2 71.6 94.7 97.5: 5.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 484: 156 145 155 146 127 389 362:
Old : 478: 153 152 149 143 123 381 352:
Other: 177: 37 28 22 86 60 138 96:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.2 21.5 24.5 9.5 10.5 15.0 16.3
Old : 13.3 15.2 22.5 25.6 10.4 12.0 16.5 18.3
Other: 23.2 35.4 34.3 48.3 19.2 29.4 28.0 40.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 40,580: 24,202 26,972 3,781 5,660 5,937 33,644 36,690: 6,936 3,890
Old : 40,580: 24,202 26,972 3,781 5,660 5,937 33,644 36,690: 6,936 3,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -3,401: -3,428 -4,161 532 -311 -158 -3,207 -3,787: -194 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.5 9.3 13.9 14.6 82.9 90.4: 17.1 9.6
Old : 100.0: 59.6 66.5 9.3 13.9 14.6 82.9 90.4: 17.1 9.6
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 : 138: 66 56 14 7 10 80 75:
Old : 138: 66 56 14 7 10 80 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 : 38.1 36.4 50.3 54.2 35.1 35.9 45.1 50.9
Old : 38.1 36.4 50.3 54.2 35.1 35.9 45.1 50.9
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, February 13, 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 : 22,990: 2,831 2,408 13 15,024 16,198 17,868 18,619: 5,122 4,371
Old : 22,990: 2,831 2,408 13 15,024 16,198 17,868 18,619: 5,122 4,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -55: 620 -139 13 -209 350 424 224: -479 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.5 0.1 65.4 70.5 77.7 81.0: 22.3 19.0
Old : 100.0: 12.3 10.5 0.1 65.4 70.5 77.7 81.0: 22.3 19.0
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 : 40: 5 5 1 17 16 23 21:
Old : 40: 5 5 1 17 16 23 21:
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 : 38.1 47.5 58.6 61.1 36.4 47.5 54.5 60.8
Old : 38.1 47.5 58.6 61.1 36.4 47.5 54.5 60.8
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, February 13, 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 : 274,985: 44,589 8,350 2,067 218,906 259,754 265,562 270,171: 9,423 4,814
Old : 274,985: 44,589 8,350 2,067 218,906 259,754 265,562 270,171: 9,423 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -9,856: -10,047 -76 -136 -131 -9,808 -10,314 -10,020: 458 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.0 0.8 79.6 94.5 96.6 98.2: 3.4 1.8
Old : 100.0: 16.2 3.0 0.8 79.6 94.5 96.6 98.2: 3.4 1.8
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 : 152: 32 14 8 78 53 113 72:
Old : 152: 32 14 8 78 53 113 72:
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 : 32.4 50.2 46.0 71.8 30.4 49.2 42.9 70.4
Old : 32.4 50.2 46.0 71.8 30.4 49.2 42.9 70.4
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, February 13, 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 : 1,042,356: 297,131 117,188 23,919 690,643 888,474 1,011,694 1,029,581: 30,662 12,775
Old : 1,042,356: 297,131 117,188 23,919 690,643 888,474 1,011,694 1,029,581: 30,662 12,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -42,470: -2,008 -2,899 1,698 -42,828 -43,995 -43,139 -45,196: 669 2,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.2 2.3 66.3 85.2 97.1 98.8: 2.9 1.2
Old : 100.0: 28.5 11.2 2.3 66.3 85.2 97.1 98.8: 2.9 1.2
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 : 390: 143 45 34 166 95 322 161:
Old : 390: 143 45 34 166 95 322 161:
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 : 20.6 44.3 32.4 65.7 19.4 44.3 30.4 65.5
Old : 20.6 44.3 32.4 65.7 19.4 44.3 30.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2018