COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 347,843: 93,715 11,052 82,472 156,003 243,120 332,190 336,644: 15,653 11,199
Old : 314,172: 88,609 11,625 76,408 134,506 215,192 299,524 303,225: 14,649 10,947
Other: 33,670: 6,151 472 5,018 21,497 27,929 32,666 33,418: 1,004 252
: : :
: : Changes in Commitments from: September 4, 2018 :
: 6,831: -22 7 4,729 2,744 2,507 7,450 7,243: -620 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 3.2 23.7 44.8 69.9 95.5 96.8: 4.5 3.2
Old : 100.0: 28.2 3.7 24.3 42.8 68.5 95.3 96.5: 4.7 3.5
Other: 100.0: 18.3 1.4 14.9 63.8 82.9 97.0 99.3: 3.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 150 51 105 76 83 265 208:
Old : 302: 145 57 100 74 83 259 205:
Other: 96: 27 14 16 38 32 71 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 31.3 26.6 43.2 11.6 23.4 15.9 32.4
Old : 16.1 33.9 25.4 45.0 12.0 28.6 16.8 35.0
Other: 39.9 53.1 54.8 72.1 36.7 53.0 46.8 64.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 15,591: 2,251 1,554 2,665 8,971 10,347 13,887 14,567: 1,705 1,025
Old : 12,216: 2,183 1,675 1,536 7,220 8,244 10,940 11,455: 1,276 760
Other: 3,376: 522 334 674 1,750 2,103 2,947 3,111: 429 264
: : :
: : Changes in Commitments from: September 4, 2018 :
: -129: -159 93 105 -38 -30 -93 168: -36 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.0 17.1 57.5 66.4 89.1 93.4: 10.9 6.6
Old : 100.0: 17.9 13.7 12.6 59.1 67.5 89.6 93.8: 10.4 6.2
Other: 100.0: 15.5 9.9 20.0 51.9 62.3 87.3 92.2: 12.7 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 13 19 24 14 56 38:
Old : 64: 25 12 16 21 13 52 35:
Other: 35: 8 7 10 16 9 29 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 55.9 47.1 71.0 32.2 54.5 45.7 65.8
Old : 39.5 55.8 54.0 73.3 39.5 55.6 52.5 70.0
Other: 34.9 63.6 55.4 82.1 32.2 58.8 49.4 63.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 278,567: 67,046 60,483 56,582 144,468 152,984 268,096 270,049: 10,470 8,517
Old : 258,011: 67,046 55,944 54,911 125,858 138,733 247,814 249,588: 10,197 8,423
Other: 20,555: 541 5,079 1,132 18,610 14,251 20,282 20,461: 273 94
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,874: 2,144 -2,008 -2,797 -3,197 258 -3,850 -4,548: -25 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 21.7 20.3 51.9 54.9 96.2 96.9: 3.8 3.1
Old : 100.0: 26.0 21.7 21.3 48.8 53.8 96.0 96.7: 4.0 3.3
Other: 100.0: 2.6 24.7 5.5 90.5 69.3 98.7 99.5: 1.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 89 50 70 59 46 180 141:
Old : 212: 91 51 68 59 46 179 140:
Other: 46: 6 10 5 21 15 30 27:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 26.0 32.1 41.7 17.4 20.3 25.2 32.4
Old : 17.6 25.6 28.8 42.0 14.3 20.1 22.5 32.6
Other: 72.1 42.8 87.5 67.4 60.3 34.7 66.8 54.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,070,771: 185,189 291,690 246,915 555,663 462,076 987,767 1,000,681: 83,004 70,090
Old : 1,070,771: 185,189 291,690 246,915 555,663 462,076 987,767 1,000,681: 83,004 70,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -99,183: -15,657 -40,784 -39,451 -42,935 -11,858 -98,043 -92,093: -1,140 -7,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 27.2 23.1 51.9 43.2 92.2 93.5: 7.8 6.5
Old : 100.0: 17.3 27.2 23.1 51.9 43.2 92.2 93.5: 7.8 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 : 267: 72 78 90 102 84 225 208:
Old : 267: 72 78 90 102 84 225 208:
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 : 12.0 15.6 20.8 26.0 10.1 12.6 17.1 20.9
Old : 12.0 15.6 20.8 26.0 10.1 12.6 17.1 20.9
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, September 11, 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 : 388,442: 51,202 150,495 117,379 197,672 109,645 366,253 377,519: 22,190 10,923
Old : 372,484: 53,227 150,230 112,832 184,979 98,822 351,037 361,884: 21,447 10,601
Other: 15,958: 1,251 3,541 1,272 12,693 10,822 15,216 15,635: 742 323
: : :
: : Changes in Commitments from: September 4, 2018 :
: 3,380: -496 -506 375 1,326 1,279 1,204 1,149: 2,175 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 38.7 30.2 50.9 28.2 94.3 97.2: 5.7 2.8
Old : 100.0: 14.3 40.3 30.3 49.7 26.5 94.2 97.2: 5.8 2.8
Other: 100.0: 7.8 22.2 8.0 79.5 67.8 95.3 98.0: 4.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 205 174 176 155 112 448 387:
Old : 559: 207 174 172 155 107 446 380:
Other: 127: 18 19 10 82 37 105 61:
:----------------------------------------------------------------------------------------------------
: 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 14.5 19.9 24.3 7.1 11.2 12.4 19.2
Old : 13.4 15.0 20.3 25.2 7.4 11.7 12.5 20.0
Other: 33.8 38.3 48.7 60.0 16.2 23.7 24.6 38.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 59,020: 44,263 9,728 4,893 1,847 41,893 51,002 56,513: 8,018 2,507
Old : 59,020: 44,263 9,728 4,893 1,847 41,893 51,002 56,513: 8,018 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 3,022: 227 -746 1,795 659 919 2,682 1,968: 341 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 16.5 8.3 3.1 71.0 86.4 95.8: 13.6 4.2
Old : 100.0: 75.0 16.5 8.3 3.1 71.0 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 : 121: 83 24 17 7 8 100 42:
Old : 121: 83 24 17 7 8 100 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 : 37.5 76.9 50.5 87.0 36.4 74.5 49.0 81.1
Old : 37.5 76.9 50.5 87.0 36.4 74.5 49.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 189,032: 39,380 63,601 15,450 133,459 107,876 188,289 186,927: 743 2,105
Old : 188,405: 39,380 63,454 15,395 132,898 107,453 187,673 186,302: 732 2,103
Other: 627: 55 202 0 561 423 616 625: 11 2
: : :
: : Changes in Commitments from: September 4, 2018 :
: 6,817: -141 -2,812 1,149 5,998 8,563 7,007 6,900: -189 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 33.6 8.2 70.6 57.1 99.6 98.9: 0.4 1.1
Old : 100.0: 20.9 33.7 8.2 70.5 57.0 99.6 98.9: 0.4 1.1
Other: 100.0: 8.8 32.2 0.0 89.5 67.5 98.2 99.7: 1.8 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 61 137 46 34 40 126 196:
Old : 246: 61 136 45 33 38 124 193:
Other: 14: 2 4 0 3 6 5 10:
:----------------------------------------------------------------------------------------------------
: 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 : 53.4 34.1 75.4 51.9 50.5 33.7 71.7 50.6
Old : 53.3 34.2 75.4 52.0 50.4 33.8 71.8 50.8
Other: 97.9 76.1 98.2 95.7 93.5 76.1 93.8 93.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 300,783: 49,511 20,768 1,578 239,144 270,868 290,233 293,214: 10,550 7,569
Old : 300,783: 49,511 20,768 1,578 239,144 270,868 290,233 293,214: 10,550 7,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 5,730: -1,815 2,190 668 5,660 1,194 4,513 4,052: 1,217 1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.9 0.5 79.5 90.1 96.5 97.5: 3.5 2.5
Old : 100.0: 16.5 6.9 0.5 79.5 90.1 96.5 97.5: 3.5 2.5
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 : 155: 29 20 7 73 60 105 84:
Old : 155: 29 20 7 73 60 105 84:
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 : 31.9 42.5 48.1 59.1 30.5 41.5 46.8 57.7
Old : 31.9 42.5 48.1 59.1 30.5 41.5 46.8 57.7
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, September 11, 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 : 1,093,581: 335,908 160,418 20,155 709,493 898,510 1,065,556 1,079,083: 28,025 14,498
Old : 1,093,581: 335,908 160,418 20,155 709,493 898,510 1,065,556 1,079,083: 28,025 14,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 45,798: 26,773 14,466 1,546 21,161 33,328 49,480 49,340: -3,682 -3,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.7 1.8 64.9 82.2 97.4 98.7: 2.6 1.3
Old : 100.0: 30.7 14.7 1.8 64.9 82.2 97.4 98.7: 2.6 1.3
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 : 428: 116 82 37 177 129 308 233:
Old : 428: 116 82 37 177 129 308 233:
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 : 16.1 31.4 29.1 47.3 14.7 30.7 25.8 45.9
Old : 16.1 31.4 29.1 47.3 14.7 30.7 25.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2018