COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 348,151: 79,793 20,537 90,845 162,429 221,413 333,067 332,796: 15,083 15,355
Old : 311,608: 75,723 21,209 83,905 137,990 191,566 297,618 296,680: 13,991 14,929
Other: 36,542: 5,218 476 5,793 24,439 29,847 35,450 36,116: 1,093 426
: : :
: : Changes in Commitments from: September 25, 2018 :
: 4,431: -6,814 5,027 2,309 9,523 -4,295 5,017 3,040: -587 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.9 26.1 46.7 63.6 95.7 95.6: 4.3 4.4
Old : 100.0: 24.3 6.8 26.9 44.3 61.5 95.5 95.2: 4.5 4.8
Other: 100.0: 14.3 1.3 15.9 66.9 81.7 97.0 98.8: 3.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 128 76 103 81 85 256 224:
Old : 307: 121 83 98 79 85 249 223:
Other: 95: 30 8 17 39 33 74 54:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 26.1 28.9 37.4 11.4 16.9 16.1 25.3
Old : 18.1 28.4 27.7 39.6 12.0 21.9 17.3 27.0
Other: 38.0 51.3 53.5 72.4 34.4 51.3 44.5 63.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 17,660: 2,136 4,159 2,811 10,758 8,746 15,705 15,717: 1,955 1,943
Old : 10,965: 1,415 3,661 1,508 6,854 4,397 9,778 9,566: 1,188 1,399
Other: 6,694: 894 672 1,129 3,904 4,349 5,927 6,150: 767 544
: : :
: : Changes in Commitments from: September 25, 2018 :
: 305: 33 704 66 -145 -425 -46 344: 351 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 23.6 15.9 60.9 49.5 88.9 89.0: 11.1 11.0
Old : 100.0: 12.9 33.4 13.8 62.5 40.1 89.2 87.2: 10.8 12.8
Other: 100.0: 13.4 10.0 16.9 58.3 65.0 88.5 91.9: 11.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 23 15 23 13 47 44:
Old : 62: 14 24 14 20 12 42 42:
Other: 44: 14 5 10 20 12 35 26:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 44.5 44.6 60.6 29.3 42.6 43.2 57.9
Old : 40.0 41.3 55.6 57.1 39.5 40.0 54.0 54.9
Other: 27.8 59.6 46.5 77.2 26.5 57.8 43.6 66.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 314,626: 61,100 81,328 70,461 171,043 150,516 302,604 302,304: 12,023 12,322
Old : 289,723: 63,002 77,116 66,272 148,829 134,174 278,102 277,562: 11,621 12,161
Other: 24,903: 650 6,764 1,637 22,214 16,341 24,501 24,742: 402 161
: : :
: : Changes in Commitments from: September 25, 2018 :
: 27,638: -1,876 12,822 10,595 17,542 662 26,260 24,078: 1,378 3,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.8 22.4 54.4 47.8 96.2 96.1: 3.8 3.9
Old : 100.0: 21.7 26.6 22.9 51.4 46.3 96.0 95.8: 4.0 4.2
Other: 100.0: 2.6 27.2 6.6 89.2 65.6 98.4 99.4: 1.6 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 78 75 80 60 51 181 170:
Old : 227: 82 73 78 59 50 180 167:
Other: 56: 5 14 7 30 17 41 32:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 21.7 34.4 35.7 17.8 15.9 26.1 24.7
Old : 20.6 20.6 31.8 35.2 14.9 16.1 23.8 25.2
Other: 66.0 46.7 82.0 69.0 59.5 40.9 67.0 56.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 950,881: 185,546 268,646 220,957 466,150 395,551 872,654 885,154: 78,227 65,727
Old : 950,881: 185,546 268,646 220,957 466,150 395,551 872,654 885,154: 78,227 65,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 5,060: -3,433 4,272 4,370 8,331 -2,475 9,267 6,167: -4,208 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.3 23.2 49.0 41.6 91.8 93.1: 8.2 6.9
Old : 100.0: 19.5 28.3 23.2 49.0 41.6 91.8 93.1: 8.2 6.9
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 : 259: 67 80 86 94 80 211 201:
Old : 259: 67 80 86 94 80 211 201:
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 : 12.4 17.1 21.2 28.8 11.3 15.7 18.3 23.3
Old : 12.4 17.1 21.2 28.8 11.3 15.7 18.3 23.3
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, October 02, 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 : 405,420: 55,569 144,466 121,881 206,205 126,733 383,655 393,080: 21,766 12,340
Old : 386,877: 57,582 143,763 116,654 191,825 114,492 366,061 374,910: 20,816 11,967
Other: 18,543: 1,505 4,221 1,709 14,380 12,241 17,593 18,170: 950 373
: : :
: : Changes in Commitments from: September 25, 2018 :
: -2,226: 1,096 -11,740 -1,170 -2,533 7,830 -2,607 -5,080: 381 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 35.6 30.1 50.9 31.3 94.6 97.0: 5.4 3.0
Old : 100.0: 14.9 37.2 30.2 49.6 29.6 94.6 96.9: 5.4 3.1
Other: 100.0: 8.1 22.8 9.2 77.5 66.0 94.9 98.0: 5.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 199 166 177 152 122 451 378:
Old : 541: 202 165 173 151 117 448 371:
Other: 135: 19 23 12 85 39 110 68:
:----------------------------------------------------------------------------------------------------
: 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 13.7 19.5 23.3 6.6 10.6 12.1 18.3
Old : 12.7 14.2 19.6 24.2 6.9 11.1 12.3 19.1
Other: 29.4 35.3 43.4 54.4 13.6 22.5 21.5 36.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 53,453: 43,589 6,516 1,883 1,657 42,950 47,128 51,349: 6,324 2,104
Old : 53,453: 43,589 6,516 1,883 1,657 42,950 47,128 51,349: 6,324 2,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 631: 123 84 -109 -65 635 -50 610: 681 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 12.2 3.5 3.1 80.4 88.2 96.1: 11.8 3.9
Old : 100.0: 81.5 12.2 3.5 3.1 80.4 88.2 96.1: 11.8 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 : 116: 83 22 11 6 6 96 33:
Old : 116: 83 22 11 6 6 96 33:
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 : 36.9 82.7 54.0 88.6 35.5 82.7 52.1 88.0
Old : 36.9 82.7 54.0 88.6 35.5 82.7 52.1 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, October 02, 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 : 171,026: 41,405 59,950 18,896 109,539 90,747 169,841 169,594: 1,185 1,432
Old : 169,549: 41,301 59,177 18,822 108,259 90,123 168,383 168,123: 1,166 1,426
Other: 1,477: 178 847 0 1,280 624 1,458 1,471: 19 6
: : :
: : Changes in Commitments from: September 25, 2018 :
: -38,481: 2,291 -14,801 -2,048 -38,504 -20,984 -38,261 -37,833: -221 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 35.1 11.0 64.0 53.1 99.3 99.2: 0.7 0.8
Old : 100.0: 24.4 34.9 11.1 63.9 53.2 99.3 99.2: 0.7 0.8
Other: 100.0: 12.1 57.3 0.0 86.7 42.2 98.7 99.6: 1.3 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 76 108 43 34 40 134 170:
Old : 231: 76 107 42 33 39 132 168:
Other: 15: 4 2 0 3 7 7 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 : 50.8 29.6 69.2 47.1 46.1 27.9 61.4 43.4
Old : 50.5 29.3 69.1 47.1 45.8 27.6 61.2 43.2
Other: 97.2 89.0 98.7 99.0 95.3 89.0 96.8 97.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 263,988: 57,058 10,691 4,248 193,096 243,477 254,402 258,416: 9,586 5,572
Old : 263,988: 57,058 10,691 4,248 193,096 243,477 254,402 258,416: 9,586 5,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 7,575: 2,256 -5,050 3,560 574 10,081 6,390 8,591: 1,185 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.0 1.6 73.1 92.2 96.4 97.9: 3.6 2.1
Old : 100.0: 21.6 4.0 1.6 73.1 92.2 96.4 97.9: 3.6 2.1
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 : 162: 38 14 7 70 66 109 86:
Old : 162: 38 14 7 70 66 109 86:
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 : 33.6 44.3 44.9 64.1 32.0 44.3 43.2 63.8
Old : 33.6 44.3 44.9 64.1 32.0 44.3 43.2 63.8
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, October 02, 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 : 1,157,847: 334,960 117,967 16,875 780,018 1,004,997 1,131,853 1,139,839: 25,994 18,008
Old : 1,157,847: 334,960 117,967 16,875 780,018 1,004,997 1,131,853 1,139,839: 25,994 18,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -4,784: -11,476 -8,058 -1,187 13,083 1,078 420 -8,167: -5,204 3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.2 1.5 67.4 86.8 97.8 98.4: 2.2 1.6
Old : 100.0: 28.9 10.2 1.5 67.4 86.8 97.8 98.4: 2.2 1.6
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 : 422: 126 60 30 179 124 317 202:
Old : 422: 126 60 30 179 124 317 202:
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 35.7 27.8 53.0 13.3 35.6 24.1 52.9
Old : 16.1 35.7 27.8 53.0 13.3 35.6 24.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2018