COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 333,323: 115,009 15,106 67,113 131,783 239,232 313,906 321,451: 19,418 11,872
Old : 237,636: 97,518 20,564 49,333 74,801 159,728 221,652 229,625: 15,984 8,011
Other: 95,687: 26,061 3,111 9,210 56,982 79,505 92,253 91,826: 3,434 3,861
: : :
: : Changes in Commitments from: February 27, 2018 :
: 13,424: 9,664 -439 2,357 313 11,706 12,335 13,625: 1,089 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.5 20.1 39.5 71.8 94.2 96.4: 5.8 3.6
Old : 100.0: 41.0 8.7 20.8 31.5 67.2 93.3 96.6: 6.7 3.4
Other: 100.0: 27.2 3.3 9.6 59.6 83.1 96.4 96.0: 3.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 161 52 98 73 85 272 203:
Old : 300: 137 63 83 66 79 243 188:
Other: 172: 72 19 23 49 62 131 95:
:----------------------------------------------------------------------------------------------------
: 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 28.0 22.9 40.0 13.0 23.9 18.4 34.3
Old : 12.6 32.1 20.8 43.3 11.3 29.2 18.5 38.1
Other: 26.1 31.4 38.0 48.0 23.4 30.5 34.5 43.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 14,626: 1,357 3,584 2,198 9,432 7,239 12,987 13,021: 1,639 1,605
Old : 14,620: 1,359 3,584 2,194 9,432 7,237 12,985 13,015: 1,635 1,605
Other: 6: 0 2 2 0 2 2 6: 4 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 1,328: -30 577 360 647 261 977 1,198: 351 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 24.5 15.0 64.5 49.5 88.8 89.0: 11.2 11.0
Old : 100.0: 9.3 24.5 15.0 64.5 49.5 88.8 89.0: 11.2 11.0
Other: 100.0: 0.0 37.4 31.3 0.0 31.3 31.3 100.0: 68.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 17 14 25 13 43 38:
Old : 57: 11 17 14 25 13 43 38:
Other: 3: 0 2 1 0 1 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 35.9 43.6 51.1 64.8 33.3 42.6 47.5 62.0
Old : 36.0 43.6 51.1 64.8 33.3 42.6 47.5 62.0
Other: 31.3 100.0 31.3 100.0 0.0 68.7 0.0 68.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 334,704: 86,970 53,305 86,287 144,352 185,086 317,609 324,678: 17,095 10,026
Old : 268,001: 85,693 54,067 71,380 95,633 133,134 252,706 258,581: 15,294 9,419
Other: 66,704: 6,207 4,168 9,976 48,720 51,953 64,903 66,097: 1,801 607
: : :
: : Changes in Commitments from: February 27, 2018 :
: 30,173: 4,146 2,012 18,777 5,905 8,876 28,828 29,665: 1,345 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 15.9 25.8 43.1 55.3 94.9 97.0: 5.1 3.0
Old : 100.0: 32.0 20.2 26.6 35.7 49.7 94.3 96.5: 5.7 3.5
Other: 100.0: 9.3 6.2 15.0 73.0 77.9 97.3 99.1: 2.7 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 116 64 81 62 52 221 162:
Old : 259: 117 67 75 60 51 214 159:
Other: 90: 21 19 21 39 29 71 59:
:----------------------------------------------------------------------------------------------------
: 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 24.7 25.3 37.9 9.5 16.7 15.4 27.9
Old : 13.3 21.4 23.5 37.3 10.0 16.0 16.3 27.5
Other: 38.2 40.0 56.6 59.4 35.1 27.3 46.0 42.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 946,775: 182,625 254,771 183,933 504,236 432,863 870,794 871,567: 75,981 75,208
Old : 946,775: 182,625 254,771 183,933 504,236 432,863 870,794 871,567: 75,981 75,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -15,862: -8,796 -37,545 -1,654 -2,711 28,301 -13,160 -10,898: -2,702 -4,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.9 19.4 53.3 45.7 92.0 92.1: 8.0 7.9
Old : 100.0: 19.3 26.9 19.4 53.3 45.7 92.0 92.1: 8.0 7.9
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 : 252: 75 76 87 82 79 202 203:
Old : 252: 75 76 87 82 79 202 203:
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 : 12.2 18.2 20.7 27.8 11.2 14.9 18.7 21.2
Old : 12.2 18.2 20.7 27.8 11.2 14.9 18.7 21.2
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, March 06, 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 : 281,227: 54,577 94,804 69,496 139,915 108,371 263,988 272,671: 17,239 8,556
Old : 240,885: 54,919 94,837 54,023 116,325 84,205 225,268 233,065: 15,618 7,820
Other: 40,342: 10,163 10,472 4,969 23,589 24,166 38,721 39,606: 1,621 735
: : :
: : Changes in Commitments from: February 27, 2018 :
: 14,910: 2,134 -674 6,829 6,035 8,829 14,998 14,984: -88 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 33.7 24.7 49.8 38.5 93.9 97.0: 6.1 3.0
Old : 100.0: 22.8 39.4 22.4 48.3 35.0 93.5 96.8: 6.5 3.2
Other: 100.0: 25.2 26.0 12.3 58.5 59.9 96.0 98.2: 4.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 193 153 149 155 129 421 371:
Old : 522: 188 161 140 152 120 413 353:
Other: 211: 50 39 30 100 65 168 118:
:----------------------------------------------------------------------------------------------------
: 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 13.8 20.5 23.2 8.7 10.3 13.9 15.2
Old : 12.4 13.4 21.2 23.6 10.2 11.8 15.7 17.4
Other: 23.5 30.2 35.1 43.7 17.6 26.1 25.5 38.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 37,792: 24,401 24,476 4,085 2,235 6,152 30,722 34,714: 7,071 3,079
Old : 37,792: 24,401 24,476 4,085 2,235 6,152 30,722 34,714: 7,071 3,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -305: 1,570 -362 459 -2,055 -130 -25 -32: -280 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 64.8 10.8 5.9 16.3 81.3 91.9: 18.7 8.1
Old : 100.0: 64.6 64.8 10.8 5.9 16.3 81.3 91.9: 18.7 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 : 132: 64 53 19 7 8 82 72:
Old : 132: 64 53 19 7 8 82 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 : 31.7 31.6 43.6 48.6 30.1 29.4 40.3 44.8
Old : 31.7 31.6 43.6 48.6 30.1 29.4 40.3 44.8
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, March 06, 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 : 26,727: 5,590 1,633 1 15,816 20,427 21,407 22,061: 5,320 4,666
Old : 26,727: 5,590 1,633 1 15,816 20,427 21,407 22,061: 5,320 4,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,205: 2,191 -1,438 0 -159 3,035 2,032 1,597: 173 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.1 0.0 59.2 76.4 80.1 82.5: 19.9 17.5
Old : 100.0: 20.9 6.1 0.0 59.2 76.4 80.1 82.5: 19.9 17.5
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 : 48: 8 4 1 21 20 30 24:
Old : 48: 8 4 1 21 20 30 24:
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 : 32.8 50.7 50.7 62.9 32.8 50.5 48.9 62.0
Old : 32.8 50.7 50.7 62.9 32.8 50.5 48.9 62.0
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, March 06, 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 : 268,135: 40,870 12,288 1,712 216,315 249,205 258,897 263,205: 9,238 4,930
Old : 268,135: 40,870 12,288 1,712 216,315 249,205 258,897 263,205: 9,238 4,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 3,573: -1,286 1,011 149 5,937 3,687 4,800 4,847: -1,227 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.6 0.6 80.7 92.9 96.6 98.2: 3.4 1.8
Old : 100.0: 15.2 4.6 0.6 80.7 92.9 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 : 149: 29 15 7 77 58 107 79:
Old : 149: 29 15 7 77 58 107 79:
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 : 32.5 48.5 47.8 69.1 31.2 47.6 45.3 68.0
Old : 32.5 48.5 47.8 69.1 31.2 47.6 45.3 68.0
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, March 06, 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 : 1,065,140: 279,127 107,263 22,094 724,804 920,802 1,026,025 1,050,159: 39,115 14,981
Old : 1,065,140: 279,127 107,263 22,094 724,804 920,802 1,026,025 1,050,159: 39,115 14,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 20,085: -9,223 141 -530 30,304 19,001 20,552 18,612: -467 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.1 2.1 68.0 86.4 96.3 98.6: 3.7 1.4
Old : 100.0: 26.2 10.1 2.1 68.0 86.4 96.3 98.6: 3.7 1.4
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 : 385: 142 39 28 173 96 327 151:
Old : 385: 142 39 28 173 96 327 151:
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 : 19.6 44.8 32.2 65.0 18.4 44.7 29.8 64.7
Old : 19.6 44.8 32.2 65.0 18.4 44.7 29.8 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2018