COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 319,900: 105,345 15,544 64,756 131,470 227,526 301,571 307,826: 18,329 12,073
Old : 232,111: 91,327 19,971 49,875 75,453 154,298 216,655 224,144: 15,456 7,966
Other: 87,789: 21,204 2,759 7,696 56,017 73,228 84,916 83,682: 2,873 4,107
: : :
: : Changes in Commitments from: February 20, 2018 :
: 11,394: 9,438 -2,502 3,444 -1,355 10,228 11,527 11,170: -133 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.9 20.2 41.1 71.1 94.3 96.2: 5.7 3.8
Old : 100.0: 39.3 8.6 21.5 32.5 66.5 93.3 96.6: 6.7 3.4
Other: 100.0: 24.2 3.1 8.8 63.8 83.4 96.7 95.3: 3.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 152 52 94 67 82 259 193:
Old : 289: 138 56 81 61 76 237 180:
Other: 153: 59 21 21 45 57 115 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 : 15.8 27.2 23.7 39.7 13.2 22.8 18.9 33.2
Old : 12.1 31.0 20.8 42.6 10.5 28.1 18.3 36.7
Other: 29.9 33.4 42.9 51.4 26.9 32.5 39.3 46.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 13,298: 1,387 3,007 1,838 8,785 6,978 12,010 11,823: 1,288 1,475
Old : 13,298: 1,387 3,007 1,838 8,785 6,978 12,010 11,823: 1,288 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 106: 113 308 96 235 -197 445 207: -339 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 22.6 13.8 66.1 52.5 90.3 88.9: 9.7 11.1
Old : 100.0: 10.4 22.6 13.8 66.1 52.5 90.3 88.9: 9.7 11.1
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 : 59: 11 19 14 25 14 46 38:
Old : 59: 11 19 14 25 14 46 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 : 34.6 44.8 51.1 63.2 33.7 43.4 48.4 59.3
Old : 34.6 44.8 51.1 63.2 33.7 43.4 48.4 59.3
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, February 27, 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 : 304,531: 82,824 51,293 67,509 138,448 176,211 288,781 295,013: 15,750 9,518
Old : 244,502: 80,749 53,727 54,040 95,724 127,947 230,513 235,714: 13,988 8,787
Other: 60,030: 6,214 1,704 9,331 42,723 48,263 58,268 59,298: 1,762 731
: : :
: : Changes in Commitments from: February 20, 2018 :
: 9,873: 4,561 311 5,295 295 3,809 10,151 9,415: -278 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 16.8 22.2 45.5 57.9 94.8 96.9: 5.2 3.1
Old : 100.0: 33.0 22.0 22.1 39.2 52.3 94.3 96.4: 5.7 3.6
Other: 100.0: 10.4 2.8 15.5 71.2 80.4 97.1 98.8: 2.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 104 63 80 60 51 205 158:
Old : 242: 102 66 74 57 50 196 156:
Other: 86: 25 12 19 36 29 70 53:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 24.6 26.8 40.7 10.8 18.4 17.6 30.4
Old : 14.4 22.2 25.1 40.2 11.3 19.0 18.2 29.1
Other: 38.2 43.4 56.2 61.9 34.0 33.7 45.5 49.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 962,637: 191,421 292,317 185,586 506,947 404,562 883,954 882,465: 78,683 80,172
Old : 962,637: 191,421 292,317 185,586 506,947 404,562 883,954 882,465: 78,683 80,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 4,545: -1,448 14,112 4,822 1,966 -17,190 5,340 1,744: -795 2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 30.4 19.3 52.7 42.0 91.8 91.7: 8.2 8.3
Old : 100.0: 19.9 30.4 19.3 52.7 42.0 91.8 91.7: 8.2 8.3
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 : 260: 73 87 82 83 80 199 211:
Old : 260: 73 87 82 83 80 199 211:
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 : 12.1 17.2 21.6 27.7 11.1 12.7 18.3 19.5
Old : 12.1 17.2 21.6 27.7 11.1 12.7 18.3 19.5
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 27, 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 : 266,317: 52,443 95,478 62,667 133,879 99,542 248,990 257,687: 17,327 8,630
Old : 230,367: 50,326 95,946 50,481 114,048 76,033 214,855 222,459: 15,512 7,908
Other: 35,950: 10,407 7,822 3,897 19,831 23,509 34,135 35,228: 1,815 722
: : :
: : Changes in Commitments from: February 20, 2018 :
: 11,519: 2,705 -2,100 6,866 3,243 7,792 12,814 12,558: -1,295 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 35.9 23.5 50.3 37.4 93.5 96.8: 6.5 3.2
Old : 100.0: 21.8 41.6 21.9 49.5 33.0 93.3 96.6: 6.7 3.4
Other: 100.0: 28.9 21.8 10.8 55.2 65.4 95.0 98.0: 5.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 180 150 140 149 122 398 356:
Old : 501: 177 155 129 146 113 388 339:
Other: 203: 47 37 28 100 60 163 111:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 13.8 20.0 23.8 9.2 11.0 14.5 16.6
Old : 12.4 13.4 21.1 24.0 10.4 12.7 16.5 19.0
Other: 21.5 31.5 30.6 43.6 14.9 26.9 22.7 38.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 38,097: 22,831 24,837 3,626 4,290 6,282 30,747 34,746: 7,350 3,351
Old : 38,097: 22,831 24,837 3,626 4,290 6,282 30,747 34,746: 7,350 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -1,511: -1,030 -962 -425 -649 111 -2,105 -1,276: 594 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 65.2 9.5 11.3 16.5 80.7 91.2: 19.3 8.8
Old : 100.0: 59.9 65.2 9.5 11.3 16.5 80.7 91.2: 19.3 8.8
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 : 125: 61 52 13 6 8 74 67:
Old : 125: 61 52 13 6 8 74 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 : 33.8 36.8 46.8 54.1 29.5 35.2 41.8 49.5
Old : 33.8 36.8 46.8 54.1 29.5 35.2 41.8 49.5
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 27, 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 : 24,522: 3,399 3,071 1 15,975 17,392 19,375 20,464: 5,147 4,058
Old : 24,522: 3,399 3,071 1 15,975 17,392 19,375 20,464: 5,147 4,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 1,010: -151 -111 0 771 724 620 613: 390 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.5 0.0 65.1 70.9 79.0 83.5: 21.0 16.5
Old : 100.0: 13.9 12.5 0.0 65.1 70.9 79.0 83.5: 21.0 16.5
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 : 45: 8 5 1 18 17 27 22:
Old : 45: 8 5 1 18 17 27 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 : 35.7 47.8 52.2 61.7 33.4 47.8 48.8 61.7
Old : 35.7 47.8 52.2 61.7 33.4 47.8 48.8 61.7
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 27, 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 : 264,562: 42,156 11,277 1,563 210,378 245,518 254,097 258,358: 10,465 6,204
Old : 264,562: 42,156 11,277 1,563 210,378 245,518 254,097 258,358: 10,465 6,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -4,114: -244 -2,733 -180 -4,516 -2,411 -4,940 -5,324: 826 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.3 0.6 79.5 92.8 96.0 97.7: 4.0 2.3
Old : 100.0: 15.9 4.3 0.6 79.5 92.8 96.0 97.7: 4.0 2.3
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 : 147: 29 13 6 74 58 104 76:
Old : 147: 29 13 6 74 58 104 76:
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 : 34.0 48.1 47.1 68.3 32.0 47.1 44.6 67.2
Old : 34.0 48.1 47.1 68.3 32.0 47.1 44.6 67.2
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 27, 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 : 1,045,055: 288,350 107,122 22,624 694,500 901,801 1,005,473 1,031,547: 39,582 13,508
Old : 1,045,055: 288,350 107,122 22,624 694,500 901,801 1,005,473 1,031,547: 39,582 13,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 4,204: -3,749 268 -1,508 -1,542 3,173 -6,800 1,933: 11,004 2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.3 2.2 66.5 86.3 96.2 98.7: 3.8 1.3
Old : 100.0: 27.6 10.3 2.2 66.5 86.3 96.2 98.7: 3.8 1.3
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 : 392: 146 39 29 174 96 331 153:
Old : 392: 146 39 29 174 96 331 153:
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 : 20.0 44.7 32.0 66.3 18.8 44.6 30.1 65.9
Old : 20.0 44.7 32.0 66.3 18.8 44.6 30.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018