COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 339,405: 106,972 10,376 72,738 141,898 244,854 321,608 327,968: 17,798 11,438
Old : 313,839: 103,847 10,687 67,854 125,015 224,088 296,716 302,628: 17,123 11,211
Other: 25,566: 3,809 373 4,200 16,883 20,766 24,892 25,339: 675 227
: : :
: : Changes in Commitments from: June 26, 2018 :
: -2,330: -2,596 1,060 749 -391 -4,582 -2,238 -2,773: -91 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 3.1 21.4 41.8 72.1 94.8 96.6: 5.2 3.4
Old : 100.0: 33.1 3.4 21.6 39.8 71.4 94.5 96.4: 5.5 3.6
Other: 100.0: 14.9 1.5 16.4 66.0 81.2 97.4 99.1: 2.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 147 50 87 75 83 264 186:
Old : 301: 147 50 86 71 83 259 186:
Other: 79: 14 14 13 34 30 55 50:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 31.2 26.7 43.6 12.2 23.1 17.1 32.8
Old : 17.6 33.2 25.4 44.3 13.0 27.6 18.4 35.2
Other: 40.4 54.2 56.8 75.9 36.1 54.1 48.6 64.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 16,574: 5,192 1,048 1,428 7,252 13,022 13,872 15,498: 2,702 1,076
Old : 15,628: 5,189 1,047 1,192 6,646 12,495 13,027 14,734: 2,601 894
Other: 946: 12 10 227 606 527 846 764: 100 182
: : :
: : Changes in Commitments from: June 26, 2018 :
: -375: 21 -47 -87 -415 -69 -481 -204: 107 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 6.3 8.6 43.8 78.6 83.7 93.5: 16.3 6.5
Old : 100.0: 33.2 6.7 7.6 42.5 80.0 83.4 94.3: 16.6 5.7
Other: 100.0: 1.3 1.1 24.0 64.1 55.7 89.4 80.7: 10.6 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 28 5 9 23 14 52 27:
Old : 60: 28 5 9 21 14 50 27:
Other: 23: 4 4 7 11 6 19 13:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 61.1 44.2 78.9 30.9 57.3 43.1 74.0
Old : 32.3 61.7 45.2 80.2 32.3 58.7 44.2 76.4
Other: 58.3 63.5 77.5 78.7 42.1 46.3 52.0 47.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 305,120: 75,411 33,660 68,885 149,086 195,910 293,383 298,455: 11,738 6,665
Old : 121,383: 54,937 32,726 20,968 38,459 64,360 114,364 118,054: 7,020 3,329
Other: 183,737: 43,839 24,299 24,553 110,627 131,550 179,019 180,401: 4,718 3,336
: : :
: : Changes in Commitments from: June 26, 2018 :
: -5,543: -2,015 -1,674 1,981 -3,976 -4,764 -4,010 -4,457: -1,533 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.0 22.6 48.9 64.2 96.2 97.8: 3.8 2.2
Old : 100.0: 45.3 27.0 17.3 31.7 53.0 94.2 97.3: 5.8 2.7
Other: 100.0: 23.9 13.2 13.4 60.2 71.6 97.4 98.2: 2.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 102 52 93 57 48 206 163:
Old : 219: 97 59 43 42 37 154 124:
Other: 169: 58 50 41 49 39 133 107:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 28.5 28.7 43.1 12.5 19.3 19.2 29.8
Old : 18.0 28.5 29.6 42.7 15.8 26.0 26.0 35.9
Other: 25.9 35.3 39.8 49.7 22.3 22.8 31.6 35.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,073,896: 245,290 250,437 250,080 495,305 505,659 990,675 1,006,176: 83,222 67,721
Old : 1,073,896: 245,290 250,437 250,080 495,305 505,659 990,675 1,006,176: 83,222 67,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -837: -1,650 33,192 10,161 -5,926 -51,915 2,585 -8,563: -3,422 7,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.3 23.3 46.1 47.1 92.3 93.7: 7.7 6.3
Old : 100.0: 22.8 23.3 23.3 46.1 47.1 92.3 93.7: 7.7 6.3
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 : 265: 76 81 93 85 82 210 213:
Old : 265: 76 81 93 85 82 210 213:
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 : 13.5 18.2 21.9 28.8 10.7 13.9 18.0 21.3
Old : 13.5 18.2 21.9 28.8 10.7 13.9 18.0 21.3
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, July 03, 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 : 344,593: 55,230 125,731 97,827 171,645 110,566 324,703 334,124: 19,890 10,469
Old : 198,383: 76,803 105,588 33,895 74,090 52,285 184,788 191,767: 13,595 6,616
Other: 146,210: 19,609 61,325 22,751 97,555 58,281 139,914 142,356: 6,296 3,853
: : :
: : Changes in Commitments from: June 26, 2018 :
: 26,719: -704 13,644 12,266 12,271 -1,645 23,833 24,264: 2,886 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 36.5 28.4 49.8 32.1 94.2 97.0: 5.8 3.0
Old : 100.0: 38.7 53.2 17.1 37.3 26.4 93.1 96.7: 6.9 3.3
Other: 100.0: 13.4 41.9 15.6 66.7 39.9 95.7 97.4: 4.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 223 182 183 150 122 460 415:
Old : 547: 235 151 102 119 98 382 323:
Other: 366: 93 123 76 133 97 269 258:
:----------------------------------------------------------------------------------------------------
: 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 12.8 19.8 22.6 7.5 10.2 12.8 18.0
Old : 16.5 16.0 24.5 27.7 13.9 15.2 19.7 25.2
Other: 16.5 18.2 25.0 29.5 13.4 17.7 19.3 25.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 49,907: 40,430 21,660 1,132 1,758 25,182 43,320 47,974: 6,587 1,933
Old : 49,907: 40,430 21,660 1,132 1,758 25,182 43,320 47,974: 6,587 1,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 2,153: 2,401 1,953 -253 78 114 2,226 1,814: -73 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 43.4 2.3 3.5 50.5 86.8 96.1: 13.2 3.9
Old : 100.0: 81.0 43.4 2.3 3.5 50.5 86.8 96.1: 13.2 3.9
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 : 129: 93 29 10 5 4 102 39:
Old : 129: 93 29 10 5 4 102 39:
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 69.2 44.7 81.8 32.0 68.9 43.5 81.4
Old : 32.8 69.2 44.7 81.8 32.0 68.9 43.5 81.4
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, July 03, 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 : 308,537: 55,615 22,791 4,582 239,979 272,401 300,176 299,774: 8,361 8,763
Old : 308,537: 55,615 22,791 4,582 239,979 272,401 300,176 299,774: 8,361 8,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 5,092: 91 11,068 646 4,324 -9,303 5,061 2,411: 31 2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.4 1.5 77.8 88.3 97.3 97.2: 2.7 2.8
Old : 100.0: 18.0 7.4 1.5 77.8 88.3 97.3 97.2: 2.7 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 : 155: 31 15 7 76 61 109 81:
Old : 155: 31 15 7 76 61 109 81:
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 : 28.4 41.6 42.1 61.6 26.3 41.2 39.3 60.9
Old : 28.4 41.6 42.1 61.6 26.3 41.2 39.3 60.9
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, July 03, 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 : 964,605: 233,271 129,553 26,442 675,673 794,005 935,386 950,000: 29,219 14,605
Old : 964,605: 233,271 129,553 26,442 675,673 794,005 935,386 950,000: 29,219 14,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 11,423: 3,707 14,292 814 9,159 -2,919 13,680 12,187: -2,257 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.4 2.7 70.0 82.3 97.0 98.5: 3.0 1.5
Old : 100.0: 24.2 13.4 2.7 70.0 82.3 97.0 98.5: 3.0 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 : 408: 117 73 41 161 120 298 214:
Old : 408: 117 73 41 161 120 298 214:
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 : 17.0 33.4 28.1 49.3 13.5 33.4 22.8 48.3
Old : 17.0 33.4 28.1 49.3 13.5 33.4 22.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2018