COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 384,991: 113,619 19,878 91,486 160,420 260,316 365,525 371,680: 19,465 13,311
Old : 313,791: 105,344 23,756 77,283 113,994 202,299 296,620 303,338: 17,171 10,453
Other: 71,200: 14,376 2,222 8,103 46,426 58,018 68,905 68,342: 2,295 2,858
: : :
: : Changes in Commitments from: January 30, 2018 :
: -14,241: -15,446 710 -4,046 4,748 -9,590 -14,744 -12,925: 502 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.2 23.8 41.7 67.6 94.9 96.5: 5.1 3.5
Old : 100.0: 33.6 7.6 24.6 36.3 64.5 94.5 96.7: 5.5 3.3
Other: 100.0: 20.2 3.1 11.4 65.2 81.5 96.8 96.0: 3.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 148 73 128 75 85 282 234:
Old : 318: 143 75 117 74 83 269 228:
Other: 153: 56 22 24 48 54 116 89:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 27.4 24.6 37.9 10.0 21.5 14.7 29.9
Old : 13.1 30.6 21.3 40.5 8.6 27.5 14.1 33.9
Other: 34.4 32.3 48.4 51.8 31.2 31.3 43.0 45.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 13,997: 1,191 3,315 2,526 8,375 6,348 12,092 12,190: 1,906 1,808
Old : 13,997: 1,191 3,315 2,526 8,375 6,348 12,092 12,190: 1,906 1,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 513: -138 -33 384 148 -23 394 328: 119 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 23.7 18.0 59.8 45.4 86.4 87.1: 13.6 12.9
Old : 100.0: 8.5 23.7 18.0 59.8 45.4 86.4 87.1: 13.6 12.9
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 : 59: 8 22 14 25 16 43 42:
Old : 59: 8 22 14 25 16 43 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 : 23.6 38.3 40.4 56.2 23.1 37.4 37.1 50.7
Old : 23.6 38.3 40.4 56.2 23.1 37.4 37.1 50.7
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, February 06, 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 : 298,033: 77,236 59,142 60,765 142,764 168,999 280,766 288,907: 17,268 9,126
Old : 242,164: 77,319 62,820 46,853 102,095 124,122 226,267 233,795: 15,898 8,370
Other: 55,869: 7,085 3,490 6,745 40,669 44,877 54,499 55,112: 1,370 757
: : :
: : Changes in Commitments from: January 30, 2018 :
: -26,919: 279 -7,474 -11,260 -13,461 -6,787 -24,442 -25,521: -2,477 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.8 20.4 47.9 56.7 94.2 96.9: 5.8 3.1
Old : 100.0: 31.9 25.9 19.3 42.2 51.3 93.4 96.5: 6.6 3.5
Other: 100.0: 12.7 6.2 12.1 72.8 80.3 97.5 98.6: 2.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 94 73 88 64 54 209 180:
Old : 254: 99 72 84 64 51 206 175:
Other: 74: 14 17 14 36 27 60 48:
:----------------------------------------------------------------------------------------------------
: 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 24.8 26.8 40.3 13.7 17.8 20.6 28.0
Old : 14.2 22.8 24.3 38.2 12.2 17.5 19.2 25.8
Other: 43.9 50.6 62.4 69.2 40.4 38.2 55.2 51.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 1,063,192: 191,405 294,680 202,330 592,564 487,962 986,299 984,973: 76,893 78,219
Old : 1,063,192: 191,405 294,680 202,330 592,564 487,962 986,299 984,973: 76,893 78,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 5,957: 2,386 -8,370 404 3,840 21,219 6,629 13,252: -672 -7,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.7 19.0 55.7 45.9 92.8 92.6: 7.2 7.4
Old : 100.0: 18.0 27.7 19.0 55.7 45.9 92.8 92.6: 7.2 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 : 265: 75 80 94 93 88 219 220:
Old : 265: 75 80 94 93 88 219 220:
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 : 13.0 16.9 21.7 26.5 10.2 12.6 16.7 19.0
Old : 13.0 16.9 21.7 26.5 10.2 12.6 16.7 19.0
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, February 06, 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 : 287,125: 48,549 94,138 71,597 149,632 112,321 269,779 278,056: 17,346 9,069
Old : 262,796: 44,609 94,313 65,326 136,704 94,651 246,639 254,291: 16,158 8,506
Other: 24,329: 7,300 3,185 2,911 12,929 17,669 23,140 23,765: 1,189 563
: : :
: : Changes in Commitments from: January 30, 2018 :
: 13,620: -952 2,098 5,673 8,214 5,506 12,934 13,277: 686 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 32.8 24.9 52.1 39.1 94.0 96.8: 6.0 3.2
Old : 100.0: 17.0 35.9 24.9 52.0 36.0 93.9 96.8: 6.1 3.2
Other: 100.0: 30.0 13.1 12.0 53.1 72.6 95.1 97.7: 4.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 189 148 173 153 133 429 388:
Old : 521: 191 150 166 150 129 422 379:
Other: 167: 34 24 22 82 60 131 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 14.6 22.1 23.3 9.0 9.5 14.0 15.4
Old : 13.2 14.4 22.8 24.0 9.6 10.4 14.9 17.2
Other: 26.1 37.0 36.7 49.6 21.2 31.9 29.7 41.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 43,980: 27,630 31,133 3,249 5,971 6,095 36,851 40,477: 7,129 3,504
Old : 43,980: 27,630 31,133 3,249 5,971 6,095 36,851 40,477: 7,129 3,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,278: -1,370 -3,607 599 -2,219 215 -2,989 -2,793: -289 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 70.8 7.4 13.6 13.9 83.8 92.0: 16.2 8.0
Old : 100.0: 62.8 70.8 7.4 13.6 13.9 83.8 92.0: 16.2 8.0
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 : 137: 70 52 14 6 9 83 71:
Old : 137: 70 52 14 6 9 83 71:
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 : 41.7 43.1 51.7 59.7 37.1 42.3 46.8 57.6
Old : 41.7 43.1 51.7 59.7 37.1 42.3 46.8 57.6
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, February 06, 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 : 23,045: 2,211 2,547 0 15,233 15,848 17,444 18,395: 5,601 4,650
Old : 23,045: 2,211 2,547 0 15,233 15,848 17,444 18,395: 5,601 4,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -405: -301 667 -24 -263 -962 -588 -319: 183 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.1 0.0 66.1 68.8 75.7 79.8: 24.3 20.2
Old : 100.0: 9.6 11.1 0.0 66.1 68.8 75.7 79.8: 24.3 20.2
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 : 36: 6 5 0 14 14 20 19:
Old : 36: 6 5 0 14 14 20 19:
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 : 40.9 46.7 59.9 61.1 40.7 46.7 55.9 60.9
Old : 40.9 46.7 59.9 61.1 40.7 46.7 55.9 60.9
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, February 06, 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 : 284,841: 54,636 8,426 2,203 219,037 269,562 275,876 280,191: 8,965 4,650
Old : 284,841: 54,636 8,426 2,203 219,037 269,562 275,876 280,191: 8,965 4,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -893: 30 -1,232 73 -1,182 33 -1,079 -1,126: 186 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.0 0.8 76.9 94.6 96.9 98.4: 3.1 1.6
Old : 100.0: 19.2 3.0 0.8 76.9 94.6 96.9 98.4: 3.1 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 : 157: 37 13 9 79 57 119 76:
Old : 157: 37 13 9 79 57 119 76:
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 : 30.2 51.0 41.5 70.8 27.9 50.1 38.5 69.5
Old : 30.2 51.0 41.5 70.8 27.9 50.1 38.5 69.5
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, February 06, 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 : 1,084,826: 299,140 120,087 22,221 733,471 932,468 1,054,833 1,074,777: 29,993 10,049
Old : 1,084,826: 299,140 120,087 22,221 733,471 932,468 1,054,833 1,074,777: 29,993 10,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,663: -9,419 5,789 4,063 1,766 -14,186 -3,589 -4,333: 926 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.1 2.0 67.6 86.0 97.2 99.1: 2.8 0.9
Old : 100.0: 27.6 11.1 2.0 67.6 86.0 97.2 99.1: 2.8 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 : 380: 145 38 30 163 82 320 138:
Old : 380: 145 38 30 163 82 320 138:
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 : 19.9 44.9 31.7 67.0 18.8 44.9 30.0 66.8
Old : 19.9 44.9 31.7 67.0 18.8 44.9 30.0 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018