COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 339,301: 105,013 9,662 74,443 143,487 244,631 322,943 328,737: 16,358 10,565
Old : 312,059: 101,170 9,765 69,350 125,953 222,664 296,473 301,780: 15,585 10,279
Other: 27,242: 4,282 336 4,653 17,534 21,967 26,470 26,956: 772 286
: : :
: : Changes in Commitments from: July 3, 2018 :
: -104: -1,959 -714 1,705 1,590 -222 1,336 769: -1,440 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 2.8 21.9 42.3 72.1 95.2 96.9: 4.8 3.1
Old : 100.0: 32.4 3.1 22.2 40.4 71.4 95.0 96.7: 5.0 3.3
Other: 100.0: 15.7 1.2 17.1 64.4 80.6 97.2 99.0: 2.8 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 159 42 86 78 83 268 187:
Old : 305: 156 45 86 74 83 264 187:
Other: 81: 16 13 12 35 30 57 49:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 32.1 27.7 44.3 12.5 23.3 17.4 32.9
Old : 18.3 34.2 26.0 45.4 13.1 27.9 18.4 35.3
Other: 39.5 53.4 57.4 74.8 35.7 53.3 49.3 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 16,763: 5,809 1,069 1,497 6,747 13,027 14,052 15,593: 2,710 1,170
Old : 15,657: 5,799 971 1,266 6,012 12,399 13,078 14,636: 2,580 1,021
Other: 1,105: 18 107 222 735 628 975 957: 130 149
: : :
: : Changes in Commitments from: July 3, 2018 :
: 188: 617 21 69 -505 5 180 95: 9 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 6.4 8.9 40.2 77.7 83.8 93.0: 16.2 7.0
Old : 100.0: 37.0 6.2 8.1 38.4 79.2 83.5 93.5: 16.5 6.5
Other: 100.0: 1.6 9.6 20.1 66.5 56.8 88.2 86.5: 11.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 28 6 10 23 15 54 28:
Old : 60: 28 5 10 21 15 52 27:
Other: 24: 3 6 7 11 6 19 14:
:----------------------------------------------------------------------------------------------------
: 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 60.5 44.8 76.7 31.9 57.4 44.3 73.4
Old : 34.3 60.9 46.0 78.2 33.8 58.7 45.4 75.9
Other: 57.4 64.2 77.1 83.5 44.7 57.1 56.6 58.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 301,182: 75,268 33,913 67,983 145,760 193,346 289,011 295,242: 12,171 5,939
Old : 113,440: 54,176 32,540 16,784 35,124 61,217 106,084 110,540: 7,356 2,900
Other: 187,742: 44,408 24,690 27,883 110,636 132,130 182,926 184,702: 4,815 3,040
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,939: -143 253 -902 -3,327 -2,564 -4,372 -3,213: 434 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.3 22.6 48.4 64.2 96.0 98.0: 4.0 2.0
Old : 100.0: 47.8 28.7 14.8 31.0 54.0 93.5 97.4: 6.5 2.6
Other: 100.0: 23.7 13.2 14.9 58.9 70.4 97.4 98.4: 2.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 95 57 91 57 49 205 159:
Old : 211: 91 56 40 39 39 149 116:
Other: 172: 63 45 44 50 39 141 105:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 28.5 28.2 43.4 12.0 19.7 18.7 30.6
Old : 17.6 28.7 29.9 44.0 16.1 27.8 26.6 37.6
Other: 24.6 35.1 38.4 48.4 20.7 22.6 30.1 34.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,089,026: 246,387 260,549 251,209 507,110 506,094 1,004,706 1,017,852: 84,320 71,174
Old : 1,089,026: 246,387 260,549 251,209 507,110 506,094 1,004,706 1,017,852: 84,320 71,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 15,130: 1,097 10,112 1,129 11,805 435 14,031 11,676: 1,099 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 23.9 23.1 46.6 46.5 92.3 93.5: 7.7 6.5
Old : 100.0: 22.6 23.9 23.1 46.6 46.5 92.3 93.5: 7.7 6.5
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 : 268: 79 79 93 88 87 215 216:
Old : 268: 79 79 93 88 87 215 216:
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 : 13.8 18.2 22.2 29.2 10.4 14.2 17.6 21.3
Old : 13.8 18.2 22.2 29.2 10.4 14.2 17.6 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 10, 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 : 348,362: 54,024 125,616 100,793 175,822 112,866 330,639 339,276: 17,723 9,086
Old : 190,861: 76,083 100,528 33,359 69,563 50,518 179,004 184,405: 11,857 6,456
Other: 157,501: 21,217 68,364 24,159 106,260 62,348 151,635 154,871: 5,866 2,630
: : :
: : Changes in Commitments from: July 3, 2018 :
: 3,769: -1,206 -114 2,966 4,177 2,301 5,937 5,152: -2,168 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 36.1 28.9 50.5 32.4 94.9 97.4: 5.1 2.6
Old : 100.0: 39.9 52.7 17.5 36.4 26.5 93.8 96.6: 6.2 3.4
Other: 100.0: 13.5 43.4 15.3 67.5 39.6 96.3 98.3: 3.7 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 203 188 189 151 124 455 416:
Old : 531: 220 150 105 119 101 375 320:
Other: 377: 96 129 82 136 95 280 262:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.0 19.7 23.5 7.3 11.0 12.0 18.8
Old : 16.8 15.7 24.3 28.0 14.0 15.3 19.9 26.1
Other: 16.2 19.0 23.9 30.8 12.0 18.5 17.8 26.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 47,944: 37,767 18,993 2,055 1,586 24,865 41,408 45,913: 6,536 2,031
Old : 47,944: 37,767 18,993 2,055 1,586 24,865 41,408 45,913: 6,536 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,964: -2,664 -2,668 923 -172 -317 -1,912 -2,061: -51 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 39.6 4.3 3.3 51.9 86.4 95.8: 13.6 4.2
Old : 100.0: 78.8 39.6 4.3 3.3 51.9 86.4 95.8: 13.6 4.2
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: 86 31 12 5 4 97 42:
Old : 125: 86 31 12 5 4 97 42:
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 : 34.5 69.1 46.9 79.7 32.1 69.0 43.9 78.8
Old : 34.5 69.1 46.9 79.7 32.1 69.0 43.9 78.8
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 10, 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 : 302,344: 56,137 21,259 4,249 233,659 271,466 294,045 296,974: 8,299 5,370
Old : 302,344: 56,137 21,259 4,249 233,659 271,466 294,045 296,974: 8,299 5,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,193: 522 -1,532 -333 -6,320 -935 -6,131 -2,800: -62 -3,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 7.0 1.4 77.3 89.8 97.3 98.2: 2.7 1.8
Old : 100.0: 18.6 7.0 1.4 77.3 89.8 97.3 98.2: 2.7 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 : 156: 31 14 6 73 64 106 82:
Old : 156: 31 14 6 73 64 106 82:
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 : 29.3 42.5 42.4 61.7 27.1 42.1 39.5 61.0
Old : 29.3 42.5 42.4 61.7 27.1 42.1 39.5 61.0
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, July 10, 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 : 982,994: 241,805 135,664 26,941 683,809 806,436 952,555 969,041: 30,439 13,953
Old : 982,994: 241,805 135,664 26,941 683,809 806,436 952,555 969,041: 30,439 13,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 18,389: 8,534 6,111 499 8,136 12,431 17,169 19,041: 1,220 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.8 2.7 69.6 82.0 96.9 98.6: 3.1 1.4
Old : 100.0: 24.6 13.8 2.7 69.6 82.0 96.9 98.6: 3.1 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 : 410: 117 71 40 167 122 304 213:
Old : 410: 117 71 40 167 122 304 213:
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 : 16.7 31.4 28.3 47.4 13.7 31.4 23.4 46.9
Old : 16.7 31.4 28.3 47.4 13.7 31.4 23.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018