COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 291,440: 53,851 50,387 80,241 141,649 146,635 275,741 277,263: 15,698 14,177
Old : 240,207: 51,171 51,322 65,947 109,150 110,127 226,269 227,396: 13,938 12,811
Other: 51,233: 9,807 6,192 7,166 32,499 36,508 49,473 49,867: 1,760 1,366
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,342: -1,968 -681 2,262 2,047 1,117 2,340 2,698: 2 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.3 27.5 48.6 50.3 94.6 95.1: 5.4 4.9
Old : 100.0: 21.3 21.4 27.5 45.4 45.8 94.2 94.7: 5.8 5.3
Other: 100.0: 19.1 12.1 14.0 63.4 71.3 96.6 97.3: 3.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 107 98 113 77 71 246 231:
Old : 300: 102 100 99 73 70 232 220:
Other: 139: 44 26 22 50 40 104 82:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 16.4 27.7 27.1 12.6 11.6 17.0 17.5
Old : 19.2 18.5 28.4 27.0 14.5 11.0 20.1 16.9
Other: 22.9 40.5 37.7 58.6 19.6 40.4 33.6 56.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,712: 1,779 11,001 2,838 15,632 7,505 20,249 21,344: 3,463 2,369
Old : 23,489: 1,779 11,001 2,838 15,415 7,293 20,032 21,132: 3,457 2,358
Other: 223: 0 0 0 217 212 217 212: 6 11
: : :
: : Changes in Commitments from: January 22, 2019 :
: 494: 75 713 244 -218 -333 100 623: 394 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 46.4 12.0 65.9 31.7 85.4 90.0: 14.6 10.0
Old : 100.0: 7.6 46.8 12.1 65.6 31.0 85.3 90.0: 14.7 10.0
Other: 100.0: 0.0 0.0 0.0 97.3 95.1 97.3 95.1: 2.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 20 41 18 32 12 63 62:
Old : 97: 20 41 18 32 11 63 61:
Other: 6: 0 0 0 4 2 4 2:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 35.3 40.2 49.8 26.5 35.1 38.6 47.0
Old : 27.1 35.2 40.0 49.9 26.2 35.1 38.4 47.1
Other: 97.3 95.1 97.3 95.1 97.3 95.1 97.3 95.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 293,879: 60,052 40,483 72,795 145,637 168,080 278,484 281,358: 15,396 12,521
Old : 236,817: 58,117 36,358 69,911 96,009 120,833 224,037 227,101: 12,780 9,716
Other: 57,062: 3,318 5,508 1,501 49,627 47,247 54,447 54,257: 2,616 2,805
: : :
: : Changes in Commitments from: January 22, 2019 :
: -1,931: -740 -1,594 2,558 -5,410 -4,376 -3,592 -3,412: 1,661 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 24.8 49.6 57.2 94.8 95.7: 5.2 4.3
Old : 100.0: 24.5 15.4 29.5 40.5 51.0 94.6 95.9: 5.4 4.1
Other: 100.0: 5.8 9.7 2.6 87.0 82.8 95.4 95.1: 4.6 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 88 52 77 63 54 189 156:
Old : 218: 88 52 74 60 52 184 150:
Other: 75: 11 16 10 39 25 57 45:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 26.0 30.1 39.0 15.7 17.5 22.4 27.6
Old : 14.5 24.2 24.0 38.5 9.7 16.2 16.4 26.4
Other: 57.7 42.3 73.6 64.5 51.0 38.3 61.4 52.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,074,232: 145,000 159,525 246,287 591,306 595,537 982,593 1,001,349: 91,639 72,883
Old : 1,074,232: 145,000 159,525 246,287 591,306 595,537 982,593 1,001,349: 91,639 72,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 979: -5,219 9,370 -5,729 15,344 -1,233 4,396 2,409: -3,417 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.9 22.9 55.0 55.4 91.5 93.2: 8.5 6.8
Old : 100.0: 13.5 14.9 22.9 55.0 55.4 91.5 93.2: 8.5 6.8
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 : 251: 74 64 91 98 90 217 206:
Old : 251: 74 64 91 98 90 217 206:
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 : 13.6 19.5 22.1 30.7 9.3 14.6 14.3 21.3
Old : 13.6 19.5 22.1 30.7 9.3 14.6 14.3 21.3
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, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 369,574: 50,231 100,671 111,322 187,166 146,532 348,719 358,525: 20,855 11,048
Old : 327,724: 54,043 99,361 99,543 155,459 120,532 309,045 319,435: 18,680 8,289
Other: 41,850: 4,297 9,420 3,670 31,707 26,000 39,675 39,090: 2,175 2,760
: : :
: : Changes in Commitments from: January 22, 2019 :
: 19,787: 1,582 1,888 9,080 7,871 7,609 18,533 18,577: 1,254 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.2 30.1 50.6 39.6 94.4 97.0: 5.6 3.0
Old : 100.0: 16.5 30.3 30.4 47.4 36.8 94.3 97.5: 5.7 2.5
Other: 100.0: 10.3 22.5 8.8 75.8 62.1 94.8 93.4: 5.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 178 134 156 157 131 409 359:
Old : 493: 182 134 152 156 125 405 350:
Other: 179: 35 30 23 101 55 149 96:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.5 21.9 23.9 5.6 9.1 9.9 14.8
Old : 13.3 14.5 20.9 23.8 5.9 10.4 10.6 16.9
Other: 30.1 31.6 41.3 45.0 11.8 15.9 17.9 24.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,995: 48,317 17,315 2,545 6,657 38,721 57,519 58,582: 3,476 2,413
Old : 60,995: 48,317 17,315 2,545 6,657 38,721 57,519 58,582: 3,476 2,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 968: -587 1,955 500 1,196 -1,028 1,109 1,428: -141 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 28.4 4.2 10.9 63.5 94.3 96.0: 5.7 4.0
Old : 100.0: 79.2 28.4 4.2 10.9 63.5 94.3 96.0: 5.7 4.0
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 : 98: 54 35 13 3 7 59 54:
Old : 98: 54 35 13 3 7 59 54:
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 : 46.1 77.8 69.3 83.2 45.9 77.2 66.4 82.2
Old : 46.1 77.8 69.3 83.2 45.9 77.2 66.4 82.2
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, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 187,900: 36,939 68,119 26,353 123,293 91,860 186,585 186,333: 1,315 1,568
Old : 173,327: 36,452 69,723 22,855 112,731 79,492 172,039 172,071: 1,288 1,256
Other: 14,573: 3,494 1,402 491 10,561 12,368 14,546 14,262: 27 311
: : :
: : Changes in Commitments from: January 22, 2019 :
: 4,665: -4,346 -3,712 -259 9,654 8,457 5,049 4,486: -383 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 36.3 14.0 65.6 48.9 99.3 99.2: 0.7 0.8
Old : 100.0: 21.0 40.2 13.2 65.0 45.9 99.3 99.3: 0.7 0.7
Other: 100.0: 24.0 9.6 3.4 72.5 84.9 99.8 97.9: 0.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 50 98 30 30 31 97 149:
Old : 186: 51 93 25 30 27 95 134:
Other: 53: 9 23 5 6 18 18 44:
:----------------------------------------------------------------------------------------------------
: 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 : 57.9 29.4 73.2 45.1 53.5 27.7 61.9 39.6
Old : 58.3 30.9 74.7 47.0 56.9 29.8 66.0 43.1
Other: 84.9 71.9 94.6 81.1 84.0 71.1 92.6 79.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 320,451: 65,776 14,172 2,932 243,396 295,782 312,104 312,886: 8,347 7,565
Old : 320,451: 65,776 14,172 2,932 243,396 295,782 312,104 312,886: 8,347 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 13,105: -1,167 -3,201 38 14,320 16,082 13,191 12,919: -86 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.4 0.9 76.0 92.3 97.4 97.6: 2.6 2.4
Old : 100.0: 20.5 4.4 0.9 76.0 92.3 97.4 97.6: 2.6 2.4
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 : 153: 32 14 6 68 65 100 85:
Old : 153: 32 14 6 68 65 100 85:
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 : 31.2 46.1 46.1 67.1 30.3 46.1 45.1 66.0
Old : 31.2 46.1 46.1 67.1 30.3 46.1 45.1 66.0
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, January 29, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,365,652: 340,675 99,536 14,182 983,870 1,238,737 1,338,727 1,352,455: 26,925 13,197
Old : 1,365,652: 340,675 99,536 14,182 983,870 1,238,737 1,338,727 1,352,455: 26,925 13,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 33,270: -1,928 -173 -1,711 37,898 36,803 34,259 34,919: -989 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 7.3 1.0 72.0 90.7 98.0 99.0: 2.0 1.0
Old : 100.0: 24.9 7.3 1.0 72.0 90.7 98.0 99.0: 2.0 1.0
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 : 426: 130 50 34 194 124 337 195:
Old : 426: 130 50 34 194 124 337 195:
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 : 14.2 50.7 24.6 64.5 12.7 50.7 22.6 64.4
Old : 14.2 50.7 24.6 64.5 12.7 50.7 22.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2019