COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 350,360: 107,057 8,044 79,704 144,965 251,256 331,727 339,004: 18,633 11,356
Old : 321,712: 102,972 8,310 73,872 126,967 228,512 303,811 310,694: 17,901 11,018
Other: 28,648: 4,720 369 5,197 17,999 22,744 27,916 28,310: 732 338
: : :
: : Changes in Commitments from: July 10, 2018 :
: 11,059: 2,044 -1,618 5,261 1,478 6,625 8,783 10,268: 2,276 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.3 22.7 41.4 71.7 94.7 96.8: 5.3 3.2
Old : 100.0: 32.0 2.6 23.0 39.5 71.0 94.4 96.6: 5.6 3.4
Other: 100.0: 16.5 1.3 18.1 62.8 79.4 97.4 98.8: 2.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 160 44 93 81 83 276 193:
Old : 310: 157 48 92 76 83 271 192:
Other: 83: 17 12 15 37 30 60 51:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 32.4 27.5 44.4 12.0 23.4 16.7 32.6
Old : 18.1 34.6 25.8 45.6 12.6 27.7 17.7 35.1
Other: 39.6 51.6 57.5 72.8 35.2 51.5 48.6 62.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 18,233: 6,623 1,092 1,914 6,702 13,924 15,239 16,930: 2,995 1,303
Old : 16,980: 6,580 1,007 1,630 5,911 13,197 14,121 15,834: 2,859 1,145
Other: 1,253: 63 105 263 791 727 1,118 1,096: 136 158
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,471: 814 23 417 -45 897 1,186 1,337: 284 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 6.0 10.5 36.8 76.4 83.6 92.9: 16.4 7.1
Old : 100.0: 38.8 5.9 9.6 34.8 77.7 83.2 93.3: 16.8 6.7
Other: 100.0: 5.0 8.4 21.0 63.1 58.0 89.2 87.4: 10.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 30 6 11 22 16 55 30:
Old : 63: 29 6 11 21 16 54 29:
Other: 25: 4 6 8 11 6 20 15:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 58.7 45.8 72.4 32.4 55.6 44.2 68.9
Old : 36.2 59.0 47.3 73.6 34.5 56.8 45.6 71.1
Other: 58.0 63.6 77.4 83.5 40.8 53.5 50.9 54.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 297,854: 74,181 35,592 66,200 145,495 188,267 285,876 290,059: 11,978 7,796
Old : 107,567: 49,791 34,423 15,559 35,327 52,790 100,677 102,772: 6,890 4,795
Other: 190,287: 47,310 24,088 27,721 110,168 135,477 185,199 187,286: 5,088 3,001
: : :
: : Changes in Commitments from: July 10, 2018 :
: -3,328: -1,087 1,679 -1,783 -265 -5,080 -3,135 -5,184: -193 1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.9 22.2 48.8 63.2 96.0 97.4: 4.0 2.6
Old : 100.0: 46.3 32.0 14.5 32.8 49.1 93.6 95.5: 6.4 4.5
Other: 100.0: 24.9 12.7 14.6 57.9 71.2 97.3 98.4: 2.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 94 60 87 59 47 203 158:
Old : 215: 84 66 39 42 35 143 123:
Other: 175: 70 40 45 50 40 142 108:
:----------------------------------------------------------------------------------------------------
: 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 28.2 28.6 42.9 12.6 19.3 19.3 30.3
Old : 17.6 26.9 30.0 41.2 16.1 25.5 26.9 35.2
Other: 23.9 36.1 38.3 49.2 20.8 23.5 31.0 35.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,094,963: 243,237 274,028 248,006 522,779 502,068 1,014,022 1,024,102: 80,941 70,861
Old : 1,094,963: 243,237 274,028 248,006 522,779 502,068 1,014,022 1,024,102: 80,941 70,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 5,937: -3,150 13,478 -3,203 15,669 -4,026 9,316 6,249: -3,379 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 25.0 22.6 47.7 45.9 92.6 93.5: 7.4 6.5
Old : 100.0: 22.2 25.0 22.6 47.7 45.9 92.6 93.5: 7.4 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 : 263: 70 82 86 90 84 210 207:
Old : 263: 70 82 86 90 84 210 207:
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 : 14.3 18.8 23.0 30.1 10.3 15.1 17.4 22.9
Old : 14.3 18.8 23.0 30.1 10.3 15.1 17.4 22.9
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 17, 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 : 360,712: 50,994 130,927 103,153 188,221 117,887 342,368 351,967: 18,343 8,745
Old : 185,455: 76,586 106,446 26,727 69,931 46,141 173,243 179,314: 12,212 6,142
Other: 175,256: 23,928 74,001 26,906 118,291 71,746 169,125 172,653: 6,131 2,603
: : :
: : Changes in Commitments from: July 10, 2018 :
: 12,349: -3,030 5,311 2,360 12,399 5,020 11,729 12,691: 621 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 36.3 28.6 52.2 32.7 94.9 97.6: 5.1 2.4
Old : 100.0: 41.3 57.4 14.4 37.7 24.9 93.4 96.7: 6.6 3.3
Other: 100.0: 13.7 42.2 15.4 67.5 40.9 96.5 98.5: 3.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 208 170 180 153 128 450 406:
Old : 518: 217 139 94 118 97 364 301:
Other: 378: 95 131 82 136 98 283 263:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.1 20.2 25.2 7.5 11.2 12.5 19.3
Old : 17.4 17.2 25.2 30.0 14.4 16.9 21.1 29.4
Other: 15.8 21.4 23.6 32.9 12.1 18.8 18.5 26.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 49,376: 39,416 20,398 1,893 1,348 25,224 42,656 47,514: 6,719 1,861
Old : 49,376: 39,416 20,398 1,893 1,348 25,224 42,656 47,514: 6,719 1,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,432: 1,649 1,405 -163 -238 359 1,248 1,601: 184 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 41.3 3.8 2.7 51.1 86.4 96.2: 13.6 3.8
Old : 100.0: 79.8 41.3 3.8 2.7 51.1 86.4 96.2: 13.6 3.8
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 : 127: 83 34 13 5 5 97 45:
Old : 127: 83 34 13 5 5 97 45:
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 : 37.9 67.0 50.0 79.4 35.8 67.0 47.4 79.0
Old : 37.9 67.0 50.0 79.4 35.8 67.0 47.4 79.0
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, July 17, 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 : 300,560: 56,206 19,850 4,236 230,993 271,111 291,435 295,197: 9,125 5,363
Old : 300,560: 56,206 19,850 4,236 230,993 271,111 291,435 295,197: 9,125 5,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -1,784: 69 -1,409 -13 -2,666 -355 -2,610 -1,777: 826 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.6 1.4 76.9 90.2 97.0 98.2: 3.0 1.8
Old : 100.0: 18.7 6.6 1.4 76.9 90.2 97.0 98.2: 3.0 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 : 155: 32 14 7 72 64 107 82:
Old : 155: 32 14 7 72 64 107 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 : 29.4 43.4 42.5 62.1 27.1 43.0 39.7 61.4
Old : 29.4 43.4 42.5 62.1 27.1 43.0 39.7 61.4
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 17, 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 : 977,213: 252,978 132,009 23,170 671,034 807,655 947,182 962,834: 30,031 14,379
Old : 977,213: 252,978 132,009 23,170 671,034 807,655 947,182 962,834: 30,031 14,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -5,781: 11,173 -3,655 -3,771 -12,775 1,219 -5,373 -6,207: -408 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.5 2.4 68.7 82.6 96.9 98.5: 3.1 1.5
Old : 100.0: 25.9 13.5 2.4 68.7 82.6 96.9 98.5: 3.1 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 : 406: 121 67 39 160 124 299 212:
Old : 406: 121 67 39 160 124 299 212:
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 : 17.1 31.9 29.4 48.1 14.1 31.7 24.4 47.6
Old : 17.1 31.9 29.4 48.1 14.1 31.7 24.4 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2018