COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 340,589: 113,097 15,682 73,640 134,884 237,882 321,621 327,203: 18,968 13,386
Old : 231,555: 92,369 20,749 52,903 70,943 148,909 216,214 222,560: 15,340 8,995
Other: 109,034: 30,089 4,294 11,376 63,941 88,973 105,406 104,643: 3,628 4,391
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,449: -3,677 1,819 3,445 3,388 -3,207 3,157 2,057: -708 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 4.6 21.6 39.6 69.8 94.4 96.1: 5.6 3.9
Old : 100.0: 39.9 9.0 22.8 30.6 64.3 93.4 96.1: 6.6 3.9
Other: 100.0: 27.6 3.9 10.4 58.6 81.6 96.7 96.0: 3.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 151 60 98 75 86 275 201:
Old : 300: 132 66 84 66 82 242 191:
Other: 179: 74 23 21 53 62 138 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 : 14.5 26.4 21.9 38.4 11.7 22.4 16.9 31.7
Old : 11.7 29.2 19.6 41.5 9.6 26.0 16.7 35.5
Other: 23.9 29.0 36.1 45.3 22.9 25.9 33.8 36.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 15,577: 1,344 3,933 2,381 10,021 7,428 13,746 13,743: 1,831 1,834
Old : 15,548: 1,334 3,933 2,376 10,021 7,405 13,731 13,715: 1,817 1,833
Other: 29: 12 2 3 0 23 15 28: 14 1
: : :
: : Changes in Commitments from: March 13, 2018 :
: 254: 40 196 -27 88 12 101 181: 153 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 25.3 15.3 64.3 47.7 88.2 88.2: 11.8 11.8
Old : 100.0: 8.6 25.3 15.3 64.5 47.6 88.3 88.2: 11.7 11.8
Other: 100.0: 40.8 8.2 10.2 0.0 78.2 51.0 96.6: 49.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 10 19 12 26 12 43 36:
Old : 58: 10 19 12 26 12 43 36:
Other: 5: 1 2 1 0 2 2 4:
:----------------------------------------------------------------------------------------------------
: 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 43.0 49.9 64.3 31.6 42.2 46.6 61.6
Old : 33.8 42.9 50.0 64.2 31.7 42.1 46.7 61.5
Other: 51.0 96.6 51.0 96.6 40.8 86.4 40.8 86.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 361,678: 96,116 52,610 99,860 148,063 196,458 344,040 348,929: 17,638 12,749
Old : 272,557: 93,204 52,690 72,606 91,809 135,763 257,619 261,059: 14,938 11,498
Other: 89,121: 13,073 10,081 17,093 56,254 60,695 86,420 87,870: 2,700 1,251
: : :
: : Changes in Commitments from: March 13, 2018 :
: 198: -174 -178 -1,369 1,414 709 -128 -838: 326 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.5 27.6 40.9 54.3 95.1 96.5: 4.9 3.5
Old : 100.0: 34.2 19.3 26.6 33.7 49.8 94.5 95.8: 5.5 4.2
Other: 100.0: 14.7 11.3 19.2 63.1 68.1 97.0 98.6: 3.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 117 70 88 60 48 226 166:
Old : 262: 117 70 80 58 46 217 159:
Other: 101: 31 14 23 39 32 83 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 22.3 25.0 34.7 8.7 15.0 14.0 23.3
Old : 12.3 20.6 21.6 35.8 8.8 14.2 15.3 25.0
Other: 35.0 28.7 51.0 48.7 28.8 20.7 39.4 33.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 1,059,151: 189,012 301,923 213,347 569,910 458,851 972,269 974,120: 86,882 85,031
Old : 1,059,151: 189,012 301,923 213,347 569,910 458,851 972,269 974,120: 86,882 85,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 31,176: 8,688 10,846 4,687 18,707 14,929 32,082 30,462: -906 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.5 20.1 53.8 43.3 91.8 92.0: 8.2 8.0
Old : 100.0: 17.8 28.5 20.1 53.8 43.3 91.8 92.0: 8.2 8.0
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 : 272: 80 84 94 87 83 216 220:
Old : 272: 80 84 94 87 83 216 220:
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 16.3 19.5 25.3 10.1 13.0 16.5 19.0
Old : 11.2 16.3 19.5 25.3 10.1 13.0 16.5 19.0
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 20, 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 : 305,647: 54,238 101,546 83,515 149,504 111,995 287,258 297,056: 18,390 8,591
Old : 259,662: 56,250 100,894 65,622 121,019 85,343 242,891 251,860: 16,771 7,803
Other: 45,985: 9,199 11,863 6,682 28,485 26,652 44,366 45,197: 1,619 788
: : :
: : Changes in Commitments from: March 13, 2018 :
: 16,219: -2,057 2,850 6,501 11,019 4,896 15,463 14,247: 756 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 33.2 27.3 48.9 36.6 94.0 97.2: 6.0 2.8
Old : 100.0: 21.7 38.9 25.3 46.6 32.9 93.5 97.0: 6.5 3.0
Other: 100.0: 20.0 25.8 14.5 61.9 58.0 96.5 98.3: 3.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 204 161 164 157 135 441 395:
Old : 544: 206 157 152 153 124 429 372:
Other: 223: 51 44 32 107 67 179 125:
:----------------------------------------------------------------------------------------------------
: 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 13.4 20.5 22.4 8.4 9.8 13.4 15.4
Old : 12.4 12.9 21.0 22.7 9.3 11.3 14.9 17.9
Other: 20.6 27.7 33.2 41.1 14.5 23.0 21.1 35.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 30,027: 21,018 21,054 1,815 1,099 4,757 23,932 27,626: 6,095 2,401
Old : 30,027: 21,018 21,054 1,815 1,099 4,757 23,932 27,626: 6,095 2,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -6,024: -1,522 -611 -2,999 -1,086 -1,693 -5,608 -5,304: -416 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 70.1 6.0 3.7 15.8 79.7 92.0: 20.3 8.0
Old : 100.0: 70.0 70.1 6.0 3.7 15.8 79.7 92.0: 20.3 8.0
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 : 133: 72 51 13 6 6 85 63:
Old : 133: 72 51 13 6 6 85 63:
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 : 32.0 43.4 42.5 60.0 30.5 40.8 41.0 57.4
Old : 32.0 43.4 42.5 60.0 30.5 40.8 41.0 57.4
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 20, 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 : 7,688: 1,388 982 0 2,515 2,780 3,903 3,762: 3,785 3,926
Old : 7,688: 1,388 982 0 2,515 2,780 3,903 3,762: 3,785 3,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -19,900: -3,413 72 -258 -15,029 -18,706 -18,700 -18,892: -1,200 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.8 0.0 32.7 36.2 50.8 48.9: 49.2 51.1
Old : 100.0: 18.1 12.8 0.0 32.7 36.2 50.8 48.9: 49.2 51.1
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 : 22: 5 3 0 10 6 15 9:
Old : 22: 5 3 0 10 6 15 9:
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 : 18.8 31.2 33.0 46.1 18.8 28.9 33.0 43.5
Old : 18.8 31.2 33.0 46.1 18.8 28.9 33.0 43.5
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, March 20, 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 : 273,290: 42,210 8,028 1,258 220,355 256,358 263,823 265,644: 9,467 7,646
Old : 273,290: 42,210 8,028 1,258 220,355 256,358 263,823 265,644: 9,467 7,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -49,048: 135 -3,928 -2,012 -46,382 -45,638 -48,259 -51,578: -789 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.9 0.5 80.6 93.8 96.5 97.2: 3.5 2.8
Old : 100.0: 15.4 2.9 0.5 80.6 93.8 96.5 97.2: 3.5 2.8
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 : 147: 29 11 5 77 59 107 74:
Old : 147: 29 11 5 77 59 107 74:
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 : 33.1 53.7 47.9 68.7 31.2 52.8 44.6 67.7
Old : 33.1 53.7 47.9 68.7 31.2 52.8 44.6 67.7
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 20, 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 : 1,066,307: 263,738 96,599 20,037 742,079 934,030 1,025,854 1,050,666: 40,453 15,641
Old : 1,066,307: 263,738 96,599 20,037 742,079 934,030 1,025,854 1,050,666: 40,453 15,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -109,611: -10,852 -15,973 -11,764 -78,108 -72,594 -100,724 -100,331: -8,887 -9,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.1 1.9 69.6 87.6 96.2 98.5: 3.8 1.5
Old : 100.0: 24.7 9.1 1.9 69.6 87.6 96.2 98.5: 3.8 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 : 380: 142 40 27 165 92 317 149:
Old : 380: 142 40 27 165 92 317 149:
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 : 19.4 50.3 33.0 66.5 18.0 50.3 30.4 66.2
Old : 19.4 50.3 33.0 66.5 18.0 50.3 30.4 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2018