COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 350,964: 91,571 17,641 87,317 155,995 231,782 334,884 336,740: 16,081 14,224
Old : 316,660: 87,183 18,752 80,816 133,480 203,228 301,479 302,797: 15,181 13,863
Other: 34,304: 5,982 482 4,908 22,515 28,554 33,404 33,943: 900 361
: : :
: : Changes in Commitments from: September 11, 2018 :
: 3,121: -2,143 6,589 4,845 -8 -11,338 2,694 96: 427 3,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.0 24.9 44.4 66.0 95.4 95.9: 4.6 4.1
Old : 100.0: 27.5 5.9 25.5 42.2 64.2 95.2 95.6: 4.8 4.4
Other: 100.0: 17.4 1.4 14.3 65.6 83.2 97.4 98.9: 2.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 139 73 105 77 82 263 219:
Old : 310: 134 77 101 74 82 255 218:
Other: 96: 29 12 16 38 32 72 55:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 28.3 27.5 40.5 11.5 20.6 15.9 29.5
Old : 16.7 30.7 26.3 42.1 12.0 25.7 16.8 31.9
Other: 39.5 52.6 54.4 73.3 36.2 52.5 46.0 64.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 17,086: 2,331 2,639 2,983 10,324 9,823 15,638 15,445: 1,448 1,641
Old : 12,543: 1,940 2,337 1,686 7,858 7,239 11,484 11,263: 1,060 1,280
Other: 4,543: 834 744 854 2,466 2,584 4,154 4,182: 389 361
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,495: 81 1,085 318 1,353 -524 1,751 878: -257 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.4 17.5 60.4 57.5 91.5 90.4: 8.5 9.6
Old : 100.0: 15.5 18.6 13.4 62.6 57.7 91.6 89.8: 8.4 10.2
Other: 100.0: 18.4 16.4 18.8 54.3 56.9 91.4 92.0: 8.6 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 21 18 26 13 55 42:
Old : 68: 20 19 16 24 12 51 40:
Other: 42: 9 9 10 20 10 35 23:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 49.3 45.7 64.0 30.4 48.1 44.2 60.8
Old : 39.2 48.9 53.9 66.3 39.2 48.7 53.5 62.8
Other: 32.3 62.1 52.8 79.9 31.3 56.7 46.7 63.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 280,947: 64,685 62,309 56,240 150,361 154,226 271,286 272,775: 9,661 8,171
Old : 259,769: 64,743 57,222 54,401 131,160 140,147 250,305 251,769: 9,464 7,999
Other: 21,178: 650 5,796 1,130 19,201 14,079 20,981 21,006: 196 172
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,380: -2,362 1,826 -342 5,894 1,242 3,190 2,726: -810 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 22.2 20.0 53.5 54.9 96.6 97.1: 3.4 2.9
Old : 100.0: 24.9 22.0 20.9 50.5 54.0 96.4 96.9: 3.6 3.1
Other: 100.0: 3.1 27.4 5.3 90.7 66.5 99.1 99.2: 0.9 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 82 61 68 59 46 179 144:
Old : 216: 84 61 65 59 46 178 142:
Other: 51: 7 11 5 24 16 34 29:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 25.2 32.7 41.0 17.0 18.9 25.6 31.1
Old : 17.6 24.7 29.7 41.2 14.4 18.6 22.9 31.0
Other: 70.5 42.6 86.2 66.8 59.3 34.8 66.5 54.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 925,097: 182,611 231,778 194,644 468,394 430,212 845,649 856,635: 79,448 68,462
Old : 925,097: 182,611 231,778 194,644 468,394 430,212 845,649 856,635: 79,448 68,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -145,674: -2,578 -59,911 -52,271 -87,269 -31,864 -142,118 -144,046: -3,556 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 25.1 21.0 50.6 46.5 91.4 92.6: 8.6 7.4
Old : 100.0: 19.7 25.1 21.0 50.6 46.5 91.4 92.6: 8.6 7.4
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 : 253: 70 71 80 95 81 210 192:
Old : 253: 70 71 80 95 81 210 192:
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 : 12.9 18.1 21.8 29.4 11.9 15.8 19.4 24.6
Old : 12.9 18.1 21.8 29.4 11.9 15.8 19.4 24.6
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 18, 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 : 402,854: 52,410 159,061 119,485 207,117 113,169 379,012 391,714: 23,842 11,140
Old : 385,598: 55,395 158,882 113,681 193,408 102,189 362,485 374,752: 23,114 10,846
Other: 17,256: 1,483 4,647 1,335 13,709 10,980 16,527 16,962: 728 293
: : :
: : Changes in Commitments from: September 11, 2018 :
: 14,412: 1,208 8,565 2,106 9,445 3,525 12,759 14,196: 1,652 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 39.5 29.7 51.4 28.1 94.1 97.2: 5.9 2.8
Old : 100.0: 14.4 41.2 29.5 50.2 26.5 94.0 97.2: 6.0 2.8
Other: 100.0: 8.6 26.9 7.7 79.4 63.6 95.8 98.3: 4.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 210 173 167 156 113 452 381:
Old : 565: 212 172 162 155 109 448 375:
Other: 133: 20 19 13 86 37 112 63:
:----------------------------------------------------------------------------------------------------
: 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 14.7 20.0 24.4 7.4 11.6 12.8 19.4
Old : 13.8 15.2 20.2 25.4 7.7 12.1 12.9 20.2
Other: 31.3 36.2 45.9 58.8 16.0 24.0 23.9 38.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 56,987: 47,304 9,818 1,773 1,753 43,573 50,830 55,163: 6,157 1,824
Old : 56,987: 47,304 9,818 1,773 1,753 43,573 50,830 55,163: 6,157 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -2,032: 3,041 90 -3,120 -94 1,680 -172 -1,350: -1,860 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 17.2 3.1 3.1 76.5 89.2 96.8: 10.8 3.2
Old : 100.0: 83.0 17.2 3.1 3.1 76.5 89.2 96.8: 10.8 3.2
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 : 117: 79 26 15 6 6 92 42:
Old : 117: 79 26 15 6 6 92 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 81.0 57.8 88.1 36.3 81.0 56.5 88.0
Old : 37.5 81.0 57.8 88.1 36.3 81.0 56.5 88.0
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 18, 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 : 201,473: 38,861 70,627 18,445 143,263 110,360 200,569 199,433: 904 2,040
Old : 200,832: 38,926 70,549 18,324 142,688 109,928 199,938 198,802: 894 2,030
Other: 641: 56 199 0 575 432 631 631: 10 10
: : :
: : Changes in Commitments from: September 11, 2018 :
: 12,441: -519 7,026 2,995 9,804 2,485 12,280 12,506: 162 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 35.1 9.2 71.1 54.8 99.6 99.0: 0.4 1.0
Old : 100.0: 19.4 35.1 9.1 71.0 54.7 99.6 99.0: 0.4 1.0
Other: 100.0: 8.7 31.0 0.0 89.7 67.4 98.4 98.4: 1.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 63 126 41 35 41 127 184:
Old : 239: 64 124 40 34 39 125 181:
Other: 14: 3 2 0 3 7 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 51.3 32.7 73.7 49.5 50.2 32.6 69.5 47.9
Old : 51.2 32.8 73.7 49.7 50.1 32.7 69.6 48.1
Other: 98.0 79.3 98.4 97.0 93.6 79.3 94.1 94.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 339,552: 50,829 22,535 4,617 273,544 301,355 328,990 328,507: 10,562 11,045
Old : 339,552: 50,829 22,535 4,617 273,544 301,355 328,990 328,507: 10,562 11,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 38,769: 1,318 1,767 3,039 34,400 30,487 38,757 35,293: 12 3,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.6 1.4 80.6 88.8 96.9 96.7: 3.1 3.3
Old : 100.0: 15.0 6.6 1.4 80.6 88.8 96.9 96.7: 3.1 3.3
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 : 156: 30 18 9 74 67 110 90:
Old : 156: 30 18 9 74 67 110 90:
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 : 32.9 41.3 48.6 58.1 27.9 36.5 42.4 50.6
Old : 32.9 41.3 48.6 58.1 27.9 36.5 42.4 50.6
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 18, 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 : 1,324,692: 338,313 155,139 24,665 902,856 1,077,710 1,265,834 1,257,514: 58,858 67,178
Old : 1,324,692: 338,313 155,139 24,665 902,856 1,077,710 1,265,834 1,257,514: 58,858 67,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 231,111: 2,405 -5,279 4,510 193,363 179,200 200,278 178,431: 30,833 52,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.7 1.9 68.2 81.4 95.6 94.9: 4.4 5.1
Old : 100.0: 25.5 11.7 1.9 68.2 81.4 95.6 94.9: 4.4 5.1
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 : 420: 118 75 49 178 127 317 231:
Old : 420: 118 75 49 178 127 317 231:
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 : 15.7 31.5 27.3 47.0 12.3 27.6 22.1 40.2
Old : 15.7 31.5 27.3 47.0 12.3 27.6 22.1 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2018