COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 263,971: 59,215 34,717 59,604 130,440 154,660 249,258 248,980: 14,712 14,990
Old : 220,910: 56,855 36,594 49,553 101,435 120,877 207,843 207,023: 13,067 13,887
Other: 43,060: 5,800 1,564 6,610 29,005 33,783 41,415 41,957: 1,645 1,103
: : :
: : Changes in Commitments from: December 18, 2018 :
: -3,464: -6,586 13,618 627 3,163 -20,327 -2,796 -6,081: -669 2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.2 22.6 49.4 58.6 94.4 94.3: 5.6 5.7
Old : 100.0: 25.7 16.6 22.4 45.9 54.7 94.1 93.7: 5.9 6.3
Other: 100.0: 13.5 3.6 15.3 67.4 78.5 96.2 97.4: 3.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 94 81 88 72 72 214 199:
Old : 265: 91 81 83 63 72 199 197:
Other: 110: 32 17 17 45 38 87 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 : 20.5 20.3 28.8 32.0 14.7 14.6 20.4 22.7
Old : 19.0 22.6 28.2 31.7 17.2 18.4 24.3 26.0
Other: 33.9 44.0 49.8 64.6 31.0 43.8 43.9 57.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 19,239: 1,269 7,790 2,148 13,950 7,046 17,367 16,983: 1,871 2,255
Old : 19,234: 1,269 7,790 2,148 13,945 7,046 17,362 16,983: 1,871 2,250
Other: 5: 0 0 0 5 0 5 0: 0 5
: : :
: : Changes in Commitments from: December 18, 2018 :
: -752: 84 529 -944 413 -518 -448 -933: -304 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 40.5 11.2 72.5 36.6 90.3 88.3: 9.7 11.7
Old : 100.0: 6.6 40.5 11.2 72.5 36.6 90.3 88.3: 9.7 11.7
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 34 16 29 11 50 54:
Old : 78: 12 34 16 29 11 50 54:
Other: 2: 0 0 0 2 0 2 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 : 28.0 38.1 44.6 52.2 27.7 37.6 43.3 49.7
Old : 28.0 38.1 44.6 52.2 27.7 37.6 43.3 49.7
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 274,090: 60,580 52,226 57,890 142,740 154,306 261,210 264,423: 12,879 9,667
Old : 236,318: 59,759 47,340 56,262 109,316 123,947 225,338 227,550: 10,980 8,768
Other: 37,772: 1,458 5,522 992 33,423 30,360 35,873 36,873: 1,900 899
: : :
: : Changes in Commitments from: December 18, 2018 :
: -3,575: -3,261 -4,728 -3,941 1,959 2,839 -5,242 -5,830: 1,667 2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.1 21.1 52.1 56.3 95.3 96.5: 4.7 3.5
Old : 100.0: 25.3 20.0 23.8 46.3 52.4 95.4 96.3: 4.6 3.7
Other: 100.0: 3.9 14.6 2.6 88.5 80.4 95.0 97.6: 5.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 76 58 69 59 53 174 148:
Old : 207: 76 59 67 58 51 172 143:
Other: 61: 8 12 6 32 21 45 34:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 25.3 31.8 41.2 17.4 18.4 26.2 31.1
Old : 15.7 24.8 27.5 41.0 12.7 18.2 21.7 29.8
Other: 61.6 44.5 76.1 66.9 57.1 38.5 65.0 54.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,029,632: 150,121 167,385 235,515 556,754 554,504 942,390 957,404: 87,242 72,228
Old : 1,029,632: 150,121 167,385 235,515 556,754 554,504 942,390 957,404: 87,242 72,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 19,147: -1,513 2,435 502 11,825 6,472 10,815 9,410: 8,333 9,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.3 22.9 54.1 53.9 91.5 93.0: 8.5 7.0
Old : 100.0: 14.6 16.3 22.9 54.1 53.9 91.5 93.0: 8.5 7.0
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 : 247: 69 65 88 97 87 215 198:
Old : 247: 69 65 88 97 87 215 198:
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 : 14.8 19.4 23.1 30.6 9.9 13.6 15.3 19.7
Old : 14.8 19.4 23.1 30.6 9.9 13.6 15.3 19.7
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, December 24, 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 : 322,908: 40,165 94,247 87,998 177,194 132,207 305,357 314,452: 17,551 8,457
Old : 291,084: 41,758 92,481 81,653 151,697 109,416 275,108 283,550: 15,977 7,534
Other: 31,824: 2,601 5,959 2,151 25,497 22,791 30,250 30,902: 1,574 922
: : :
: : Changes in Commitments from: December 18, 2018 :
: 4,422: -920 2,505 2,071 1,731 -1,520 2,883 3,056: 1,539 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 29.2 27.3 54.9 40.9 94.6 97.4: 5.4 2.6
Old : 100.0: 14.3 31.8 28.1 52.1 37.6 94.5 97.4: 5.5 2.6
Other: 100.0: 8.2 18.7 6.8 80.1 71.6 95.1 97.1: 4.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 140 133 136 158 123 372 331:
Old : 454: 144 130 131 156 118 367 321:
Other: 161: 25 24 18 99 52 135 83:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 15.0 22.5 25.0 6.8 9.8 11.8 16.7
Old : 14.7 15.1 22.2 24.7 7.3 11.1 12.6 18.7
Other: 30.3 35.9 40.6 52.7 10.8 21.3 17.4 29.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 50,275: 40,340 7,368 1,304 4,272 39,420 45,915 48,092: 4,360 2,183
Old : 50,275: 40,340 7,368 1,304 4,272 39,420 45,915 48,092: 4,360 2,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -540: -2,940 119 -86 2,708 -1,264 -318 -1,231: -222 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 14.7 2.6 8.5 78.4 91.3 95.7: 8.7 4.3
Old : 100.0: 80.2 14.7 2.6 8.5 78.4 91.3 95.7: 8.7 4.3
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 : 97: 66 20 14 4 8 73 40:
Old : 97: 66 20 14 4 8 73 40:
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 : 46.0 85.7 62.9 89.3 44.6 85.7 61.1 89.0
Old : 46.0 85.7 62.9 89.3 44.6 85.7 61.1 89.0
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, December 24, 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 : 171,650: 39,284 75,432 22,913 107,975 71,852 170,172 170,197: 1,477 1,453
Old : 163,527: 39,277 76,065 21,424 101,400 64,757 162,100 162,246: 1,426 1,281
Other: 8,123: 1,233 593 264 6,575 7,095 8,072 7,951: 51 172
: : :
: : Changes in Commitments from: December 18, 2018 :
: -8,666: -1,128 944 623 -8,074 -10,264 -8,579 -8,696: -88 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 43.9 13.3 62.9 41.9 99.1 99.2: 0.9 0.8
Old : 100.0: 24.0 46.5 13.1 62.0 39.6 99.1 99.2: 0.9 0.8
Other: 100.0: 15.2 7.3 3.2 80.9 87.3 99.4 97.9: 0.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 44 102 29 29 29 92 147:
Old : 188: 46 99 27 29 28 91 142:
Other: 36: 8 13 4 5 12 14 28:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 28.4 75.3 44.2 50.3 25.3 64.6 39.1
Old : 54.7 29.1 75.1 45.8 53.4 26.5 66.7 41.0
Other: 86.3 80.8 94.2 87.8 85.0 80.8 92.4 85.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 296,541: 67,976 15,092 1,004 220,102 273,596 289,082 289,692: 7,459 6,849
Old : 296,541: 67,976 15,092 1,004 220,102 273,596 289,082 289,692: 7,459 6,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -69,146: 7,541 -6,464 -2,930 -69,752 -55,417 -65,141 -64,811: -4,005 -4,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.1 0.3 74.2 92.3 97.5 97.7: 2.5 2.3
Old : 100.0: 22.9 5.1 0.3 74.2 92.3 97.5 97.7: 2.5 2.3
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 : 163: 34 18 6 72 66 107 89:
Old : 163: 34 18 6 72 66 107 89:
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 : 32.1 44.4 47.3 66.4 31.5 44.4 46.6 65.6
Old : 32.1 44.4 47.3 66.4 31.5 44.4 46.6 65.6
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, December 24, 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 : 1,194,618: 308,441 82,533 15,785 829,887 1,077,769 1,154,113 1,176,087: 40,505 18,531
Old : 1,194,618: 308,441 82,533 15,785 829,887 1,077,769 1,154,113 1,176,087: 40,505 18,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -278,347: -6,931 -7,987 -26,083 -164,743 -179,970 -197,757 -214,040: -80,590 -64,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 1.3 69.5 90.2 96.6 98.4: 3.4 1.6
Old : 100.0: 25.8 6.9 1.3 69.5 90.2 96.6 98.4: 3.4 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 : 412: 126 43 30 193 115 328 179:
Old : 412: 126 43 30 193 115 328 179:
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 : 14.6 47.1 25.6 61.6 14.0 47.1 23.8 61.1
Old : 14.6 47.1 25.6 61.6 14.0 47.1 23.8 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2019