COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 345,066: 133,723 19,158 63,890 128,406 247,899 326,019 330,948: 19,046 14,118
Old : 303,372: 128,117 22,056 55,899 101,823 212,873 285,839 290,828: 17,532 12,544
Other: 41,694: 9,370 867 4,226 26,583 35,027 40,180 40,120: 1,514 1,574
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,293: 1,165 100 5,483 3,075 3,629 9,723 9,212: 1,569 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.6 18.5 37.2 71.8 94.5 95.9: 5.5 4.1
Old : 100.0: 42.2 7.3 18.4 33.6 70.2 94.2 95.9: 5.8 4.1
Other: 100.0: 22.5 2.1 10.1 63.8 84.0 96.4 96.2: 3.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 160 63 96 66 83 272 205:
Old : 323: 154 67 87 63 80 259 200:
Other: 119: 34 18 18 38 45 85 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 31.1 23.0 42.7 11.1 25.2 16.5 34.6
Old : 14.1 35.1 21.1 44.3 11.3 31.9 17.4 38.4
Other: 41.8 42.5 55.5 66.7 41.5 42.0 53.8 62.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 13,738: 1,093 4,138 2,430 8,019 5,942 11,542 12,509: 2,196 1,229
Old : 13,738: 1,093 4,138 2,430 8,019 5,942 11,542 12,509: 2,196 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 734: -259 960 -19 734 -368 456 573: 278 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 30.1 17.7 58.4 43.2 84.0 91.1: 16.0 8.9
Old : 100.0: 8.0 30.1 17.7 58.4 43.2 84.0 91.1: 16.0 8.9
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 : 69: 17 21 17 27 17 53 46:
Old : 69: 17 21 17 27 17 53 46:
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 : 21.9 35.8 38.1 54.4 18.7 34.3 31.7 50.9
Old : 21.9 35.8 38.1 54.4 18.7 34.3 31.7 50.9
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 02, 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 : 311,039: 77,417 83,138 62,670 149,333 155,025 289,420 300,833: 21,619 10,206
Old : 274,507: 76,950 84,017 57,586 119,217 123,181 253,753 264,784: 20,754 9,723
Other: 36,532: 3,848 2,503 1,703 30,116 31,844 35,667 36,049: 865 483
: : :
: : Changes in Commitments from: December 26, 2017 :
: 6,052: 782 -3,373 5,783 293 4,427 6,858 6,837: -806 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.7 20.1 48.0 49.8 93.0 96.7: 7.0 3.3
Old : 100.0: 28.0 30.6 21.0 43.4 44.9 92.4 96.5: 7.6 3.5
Other: 100.0: 10.5 6.9 4.7 82.4 87.2 97.6 98.7: 2.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 121 84 91 67 46 239 182:
Old : 289: 126 81 91 67 45 238 181:
Other: 68: 10 18 10 32 23 50 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 24.6 27.3 38.1 12.7 17.8 21.2 29.8
Old : 14.8 22.9 25.2 36.0 11.8 19.3 19.6 27.9
Other: 60.5 63.3 76.6 78.7 53.8 52.5 63.5 63.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 886,464: 172,746 176,811 169,217 472,727 474,604 814,690 820,632: 71,774 65,832
Old : 886,464: 172,746 176,811 169,217 472,727 474,604 814,690 820,632: 71,774 65,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 15,917: 11,756 -23,132 4,864 -8,037 34,382 8,582 16,114: 7,334 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.9 19.1 53.3 53.5 91.9 92.6: 8.1 7.4
Old : 100.0: 19.5 19.9 19.1 53.3 53.5 91.9 92.6: 8.1 7.4
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 : 243: 80 56 86 90 87 213 194:
Old : 243: 80 56 86 90 87 213 194:
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 : 11.2 19.1 20.2 30.1 10.3 15.0 17.0 22.2
Old : 11.2 19.1 20.2 30.1 10.3 15.0 17.0 22.2
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, January 02, 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 : 252,096: 47,567 87,230 63,728 126,327 92,525 237,622 243,483: 14,473 8,613
Old : 238,866: 47,508 87,581 60,429 117,455 82,718 225,391 230,727: 13,475 8,139
Other: 13,230: 1,915 1,505 1,444 8,872 9,807 12,231 12,756: 998 474
: : :
: : Changes in Commitments from: December 26, 2017 :
: -3,098: 2,311 -7,821 677 -4,720 3,794 -1,732 -3,350: -1,366 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 34.6 25.3 50.1 36.7 94.3 96.6: 5.7 3.4
Old : 100.0: 19.9 36.7 25.3 49.2 34.6 94.4 96.6: 5.6 3.4
Other: 100.0: 14.5 11.4 10.9 67.1 74.1 92.5 96.4: 7.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 169 154 167 148 121 409 370:
Old : 501: 172 154 158 144 118 400 360:
Other: 141: 22 29 16 71 46 105 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 : 13.1 13.0 21.1 22.2 9.3 10.7 15.0 17.8
Old : 13.2 13.1 21.4 22.4 9.3 11.5 14.9 18.9
Other: 23.2 35.2 34.4 50.9 20.2 31.4 29.7 43.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 52,715: 34,214 32,047 2,257 8,607 14,930 45,078 49,233: 7,637 3,481
Old : 52,715: 34,214 32,047 2,257 8,607 14,930 45,078 49,233: 7,637 3,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 8,400: 5,356 5,720 822 1,653 723 7,831 7,264: 569 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 60.8 4.3 16.3 28.3 85.5 93.4: 14.5 6.6
Old : 100.0: 64.9 60.8 4.3 16.3 28.3 85.5 93.4: 14.5 6.6
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 : 145: 77 54 16 9 8 92 72:
Old : 145: 77 54 16 9 8 92 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 : 39.0 50.2 53.7 62.3 37.6 50.1 50.8 61.6
Old : 39.0 50.2 53.7 62.3 37.6 50.1 50.8 61.6
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 02, 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 : 23,198: 1,619 3,306 66 14,866 14,327 16,551 17,699: 6,647 5,499
Old : 23,198: 1,619 3,306 66 14,866 14,327 16,551 17,699: 6,647 5,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -652: -358 -1,361 6 -31 728 -383 -627: -269 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.3 0.3 64.1 61.8 71.3 76.3: 28.7 23.7
Old : 100.0: 7.0 14.3 0.3 64.1 61.8 71.3 76.3: 28.7 23.7
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 : 36: 4 9 2 14 12 20 21:
Old : 36: 4 9 2 14 12 20 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 : 40.4 47.2 56.1 59.4 40.4 47.2 53.8 59.4
Old : 40.4 47.2 56.1 59.4 40.4 47.2 53.8 59.4
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 02, 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 : 289,845: 72,700 7,870 1,997 206,305 274,731 281,002 284,598: 8,843 5,247
Old : 289,845: 72,700 7,870 1,997 206,305 274,731 281,002 284,598: 8,843 5,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -4,097: 2,671 -2,410 -72 -6,070 -1,437 -3,471 -3,919: -626 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.7 0.7 71.2 94.8 96.9 98.2: 3.1 1.8
Old : 100.0: 25.1 2.7 0.7 71.2 94.8 96.9 98.2: 3.1 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 : 153: 36 10 7 78 57 115 73:
Old : 153: 36 10 7 78 57 115 73:
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 : 30.3 52.8 43.3 69.3 29.1 51.9 42.1 68.2
Old : 30.3 52.8 43.3 69.3 29.1 51.9 42.1 68.2
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, January 02, 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 : 996,053: 282,555 126,034 17,883 669,037 843,357 969,474 987,273: 26,579 8,780
Old : 996,053: 282,555 126,034 17,883 669,037 843,357 969,474 987,273: 26,579 8,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 22,915: 12,404 -2,904 138 9,891 25,701 22,432 22,935: 483 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.7 1.8 67.2 84.7 97.3 99.1: 2.7 0.9
Old : 100.0: 28.4 12.7 1.8 67.2 84.7 97.3 99.1: 2.7 0.9
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 : 387: 142 48 31 157 87 312 153:
Old : 387: 142 48 31 157 87 312 153:
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 : 17.2 42.9 28.4 64.1 16.6 42.9 27.8 63.9
Old : 17.2 42.9 28.4 64.1 16.6 42.9 27.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018