COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 354,103: 137,418 21,006 70,065 128,265 248,948 335,748 340,019: 18,355 14,084
Old : 307,197: 131,207 23,828 60,466 98,839 210,664 290,512 294,958: 16,685 12,239
Other: 46,906: 10,546 1,513 5,264 29,426 38,284 45,236 45,061: 1,670 1,845
: : :
: : Changes in Commitments from: January 2, 2018 :
: 9,038: 3,696 1,848 6,175 -141 1,049 9,729 9,071: -691 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.9 19.8 36.2 70.3 94.8 96.0: 5.2 4.0
Old : 100.0: 42.7 7.8 19.7 32.2 68.6 94.6 96.0: 5.4 4.0
Other: 100.0: 22.5 3.2 11.2 62.7 81.6 96.4 96.1: 3.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 162 65 101 68 83 280 209:
Old : 327: 158 65 93 66 81 268 204:
Other: 123: 39 16 19 39 45 87 74:
:----------------------------------------------------------------------------------------------------
: 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 30.3 22.1 41.5 10.9 25.0 16.0 34.4
Old : 13.0 34.5 19.8 43.3 11.1 32.0 16.8 38.0
Other: 37.6 39.5 51.5 59.7 36.2 39.0 48.7 55.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 14,275: 1,288 4,422 2,451 8,247 5,761 11,986 12,634: 2,289 1,641
Old : 14,275: 1,288 4,422 2,451 8,247 5,761 11,986 12,634: 2,289 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 537: 195 284 21 228 -181 444 124: 93 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 31.0 17.2 57.8 40.4 84.0 88.5: 16.0 11.5
Old : 100.0: 9.0 31.0 17.2 57.8 40.4 84.0 88.5: 16.0 11.5
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 : 69: 17 23 19 25 18 52 50:
Old : 69: 17 23 19 25 18 52 50:
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 : 20.4 36.3 36.9 53.0 20.0 35.1 32.9 49.5
Old : 20.4 36.3 36.9 53.0 20.0 35.1 32.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 318,816: 76,804 81,283 65,549 153,631 160,878 295,984 307,709: 22,833 11,107
Old : 276,792: 76,121 82,869 57,584 121,252 126,026 254,957 266,478: 21,835 10,313
Other: 42,025: 5,006 2,736 3,642 32,379 34,852 41,027 41,231: 998 794
: : :
: : Changes in Commitments from: January 2, 2018 :
: 7,778: -613 -1,856 2,879 4,298 5,853 6,564 6,876: 1,214 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.5 20.6 48.2 50.5 92.8 96.5: 7.2 3.5
Old : 100.0: 27.5 29.9 20.8 43.8 45.5 92.1 96.3: 7.9 3.7
Other: 100.0: 11.9 6.5 8.7 77.0 82.9 97.6 98.1: 2.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 125 76 87 64 50 232 184:
Old : 287: 126 76 86 64 49 230 182:
Other: 67: 12 16 13 31 24 53 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 24.4 26.4 38.1 12.3 17.1 20.4 29.1
Old : 14.6 22.3 24.9 36.5 11.5 18.1 19.2 27.2
Other: 53.1 58.6 71.8 74.8 47.5 45.7 57.4 58.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 894,903: 184,716 161,762 165,352 475,419 497,579 825,487 824,693: 69,416 70,210
Old : 894,903: 184,716 161,762 165,352 475,419 497,579 825,487 824,693: 69,416 70,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 8,439: 11,970 -15,050 -3,864 2,692 22,975 10,797 4,061: -2,358 4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.1 18.5 53.1 55.6 92.2 92.2: 7.8 7.8
Old : 100.0: 20.6 18.1 18.5 53.1 55.6 92.2 92.2: 7.8 7.8
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 : 241: 76 59 91 90 88 213 198:
Old : 241: 76 59 91 90 88 213 198:
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 : 11.2 19.8 20.0 30.4 10.3 15.6 16.9 23.3
Old : 11.2 19.8 20.0 30.4 10.3 15.6 16.9 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, January 09, 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 : 253,806: 48,010 80,834 68,020 123,066 95,980 239,097 244,834: 14,709 8,972
Old : 238,884: 47,627 81,253 63,790 113,769 85,287 225,187 230,330: 13,697 8,554
Other: 14,922: 3,113 2,312 1,500 9,297 10,692 13,910 14,504: 1,012 418
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,710: 443 -6,396 4,292 -3,261 3,455 1,475 1,351: 236 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 31.8 26.8 48.5 37.8 94.2 96.5: 5.8 3.5
Old : 100.0: 19.9 34.0 26.7 47.6 35.7 94.3 96.4: 5.7 3.6
Other: 100.0: 20.9 15.5 10.0 62.3 71.7 93.2 97.2: 6.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 167 154 158 145 121 392 369:
Old : 491: 166 158 150 141 119 383 360:
Other: 145: 28 24 21 71 47 111 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 : 12.7 14.4 21.3 22.6 9.2 10.2 14.4 16.4
Old : 12.8 14.4 21.5 22.9 9.5 11.0 15.0 17.6
Other: 22.9 37.1 33.9 52.9 20.5 34.8 30.4 48.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 51,448: 33,469 32,629 1,945 8,404 13,810 43,817 48,384: 7,630 3,063
Old : 51,448: 33,469 32,629 1,945 8,404 13,810 43,817 48,384: 7,630 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,267: -746 582 -312 -203 -1,120 -1,261 -849: -6 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 63.4 3.8 16.3 26.8 85.2 94.0: 14.8 6.0
Old : 100.0: 65.1 63.4 3.8 16.3 26.8 85.2 94.0: 14.8 6.0
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 : 147: 82 51 12 9 9 96 67:
Old : 147: 82 51 12 9 9 96 67:
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 : 38.3 52.0 53.2 64.9 36.9 51.9 50.2 63.8
Old : 38.3 52.0 53.2 64.9 36.9 51.9 50.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $50) :
: : :
All : 23,310: 2,026 2,665 104 15,055 15,111 17,185 17,880: 6,125 5,430
Old : 23,310: 2,026 2,665 104 15,055 15,111 17,185 17,880: 6,125 5,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 112: 407 -641 38 189 784 634 181: -522 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.4 0.4 64.6 64.8 73.7 76.7: 26.3 23.3
Old : 100.0: 8.7 11.4 0.4 64.6 64.8 73.7 76.7: 26.3 23.3
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 : 38: 6 7 2 15 14 23 21:
Old : 38: 6 7 2 15 14 23 21:
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 : 41.0 47.4 56.6 58.8 41.0 47.2 54.8 58.6
Old : 41.0 47.4 56.6 58.8 41.0 47.2 54.8 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 296,760: 58,295 11,007 2,070 227,722 278,846 288,087 291,923: 8,673 4,837
Old : 296,760: 58,295 11,007 2,070 227,722 278,846 288,087 291,923: 8,673 4,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 6,915: -14,405 3,137 73 21,417 4,115 7,085 7,325: -170 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.7 0.7 76.7 94.0 97.1 98.4: 2.9 1.6
Old : 100.0: 19.6 3.7 0.7 76.7 94.0 97.1 98.4: 2.9 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 : 156: 35 12 7 79 57 115 75:
Old : 156: 35 12 7 79 57 115 75:
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 : 30.4 49.9 42.6 66.8 28.6 49.1 40.7 65.8
Old : 30.4 49.9 42.6 66.8 28.6 49.1 40.7 65.8
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, January 09, 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 : 1,028,288: 299,490 133,310 18,594 682,643 867,015 1,000,726 1,018,919: 27,562 9,369
Old : 1,028,288: 299,490 133,310 18,594 682,643 867,015 1,000,726 1,018,919: 27,562 9,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 32,235: 16,935 7,276 711 13,606 23,659 31,252 31,646: 983 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.0 1.8 66.4 84.3 97.3 99.1: 2.7 0.9
Old : 100.0: 29.1 13.0 1.8 66.4 84.3 97.3 99.1: 2.7 0.9
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 : 385: 142 47 33 156 85 309 154:
Old : 385: 142 47 33 156 85 309 154:
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 : 16.9 42.9 27.4 63.4 16.2 42.8 26.4 63.2
Old : 16.9 42.9 27.4 63.4 16.2 42.8 26.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018