COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 308,506: 95,907 18,046 61,311 132,825 217,298 290,044 296,656: 18,462 11,850
Old : 225,156: 85,945 22,645 45,745 77,486 148,559 209,176 216,950: 15,981 8,207
Other: 83,349: 17,983 3,421 7,546 55,339 68,739 80,868 79,706: 2,482 3,643
: : :
: : Changes in Commitments from: February 13, 2018 :
: -13,273: -3,032 -206 -2,554 -6,599 -8,794 -12,186 -11,554: -1,087 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 5.8 19.9 43.1 70.4 94.0 96.2: 6.0 3.8
Old : 100.0: 38.2 10.1 20.3 34.4 66.0 92.9 96.4: 7.1 3.6
Other: 100.0: 21.6 4.1 9.1 66.4 82.5 97.0 95.6: 3.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 143 58 112 77 84 276 210:
Old : 298: 136 61 99 72 78 257 197:
Other: 158: 55 28 24 47 55 113 97:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 27.4 24.3 39.8 13.4 22.6 19.2 33.1
Old : 11.7 31.3 20.2 41.8 10.6 28.5 18.0 36.2
Other: 32.6 33.8 47.5 52.3 29.2 32.9 43.6 47.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 13,192: 1,273 2,699 1,742 8,550 7,175 11,565 11,615: 1,627 1,577
Old : 13,192: 1,273 2,699 1,742 8,550 7,175 11,565 11,615: 1,627 1,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,075: 154 -340 -671 -343 250 -860 -760: -214 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.5 13.2 64.8 54.4 87.7 88.0: 12.3 12.0
Old : 100.0: 9.7 20.5 13.2 64.8 54.4 87.7 88.0: 12.3 12.0
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 : 56: 13 13 13 24 15 43 36:
Old : 56: 13 13 13 24 15 43 36:
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 : 29.3 47.1 45.5 64.0 29.1 44.6 43.6 56.1
Old : 29.3 47.1 45.5 64.0 29.1 44.6 43.6 56.1
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 20, 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 : 294,659: 78,263 50,982 62,214 138,153 172,401 278,630 285,597: 16,028 9,061
Old : 234,523: 76,578 53,052 49,148 94,351 124,065 220,077 226,265: 14,446 8,258
Other: 60,136: 5,714 1,959 9,037 43,802 48,337 58,553 59,333: 1,583 803
: : :
: : Changes in Commitments from: February 13, 2018 :
: 12,541: 3,770 -5,265 8,404 1,428 9,970 13,602 13,109: -1,062 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.3 21.1 46.9 58.5 94.6 96.9: 5.4 3.1
Old : 100.0: 32.7 22.6 21.0 40.2 52.9 93.8 96.5: 6.2 3.5
Other: 100.0: 9.5 3.3 15.0 72.8 80.4 97.4 98.7: 2.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 93 66 76 61 49 194 156:
Old : 234: 97 63 72 60 48 190 153:
Other: 81: 19 13 20 37 28 68 50:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 24.1 28.1 41.0 12.8 18.3 19.5 29.8
Old : 14.7 22.7 25.3 40.8 11.5 19.2 18.7 29.1
Other: 41.8 45.8 59.4 64.1 39.7 32.9 51.6 49.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 958,093: 192,869 278,205 180,765 504,981 421,752 878,614 880,722: 79,478 77,371
Old : 958,093: 192,869 278,205 180,765 504,981 421,752 878,614 880,722: 79,478 77,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -70,099: 7,183 5,206 -32,508 -42,440 -40,751 -67,765 -68,053: -2,334 -2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 29.0 18.9 52.7 44.0 91.7 91.9: 8.3 8.1
Old : 100.0: 20.1 29.0 18.9 52.7 44.0 91.7 91.9: 8.3 8.1
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 : 252: 75 75 87 87 81 207 204:
Old : 252: 75 75 87 87 81 207 204:
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 : 11.7 17.5 20.5 28.0 10.9 13.4 17.9 20.5
Old : 11.7 17.5 20.5 28.0 10.9 13.4 17.9 20.5
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 20, 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 : 254,798: 49,738 97,578 55,802 130,636 91,750 236,176 245,129: 18,622 9,669
Old : 224,499: 47,196 97,164 46,396 113,961 71,960 207,553 215,520: 16,945 8,978
Other: 30,300: 8,792 6,663 3,155 16,675 19,790 28,623 29,609: 1,677 691
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4,284: 2,452 13,642 -4,597 -4,964 -14,399 -7,109 -5,354: 2,825 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 38.3 21.9 51.3 36.0 92.7 96.2: 7.3 3.8
Old : 100.0: 21.0 43.3 20.7 50.8 32.1 92.5 96.0: 7.5 4.0
Other: 100.0: 29.0 22.0 10.4 55.0 65.3 94.5 97.7: 5.5 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 180 158 136 146 121 390 364:
Old : 510: 181 161 127 142 113 382 347:
Other: 197: 39 41 25 97 61 153 111:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.1 19.9 23.1 9.7 11.1 15.3 17.0
Old : 12.8 14.0 21.0 24.8 10.7 12.8 17.2 19.4
Other: 20.1 35.9 29.9 47.8 15.7 30.2 23.9 41.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 39,608: 23,861 25,799 4,051 4,940 6,172 32,852 36,022: 6,756 3,586
Old : 39,608: 23,861 25,799 4,051 4,940 6,172 32,852 36,022: 6,756 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -971: -341 -1,173 270 -721 235 -792 -668: -180 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 65.1 10.2 12.5 15.6 82.9 90.9: 17.1 9.1
Old : 100.0: 60.2 65.1 10.2 12.5 15.6 82.9 90.9: 17.1 9.1
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 : 139: 71 55 13 7 8 84 71:
Old : 139: 71 55 13 7 8 84 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 : 32.4 35.6 44.0 53.2 27.6 34.7 38.2 50.0
Old : 32.4 35.6 44.0 53.2 27.6 34.7 38.2 50.0
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 20, 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 : 23,512: 3,550 3,182 1 15,204 16,668 18,755 19,851: 4,757 3,661
Old : 23,512: 3,550 3,182 1 15,204 16,668 18,755 19,851: 4,757 3,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 522: 719 774 -12 180 470 887 1,232: -365 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.5 0.0 64.7 70.9 79.8 84.4: 20.2 15.6
Old : 100.0: 15.1 13.5 0.0 64.7 70.9 79.8 84.4: 20.2 15.6
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 : 47: 10 6 1 17 17 28 23:
Old : 47: 10 6 1 17 17 28 23:
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 : 36.2 47.8 52.4 62.3 33.6 47.8 48.4 62.2
Old : 36.2 47.8 52.4 62.3 33.6 47.8 48.4 62.2
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 20, 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 : 268,676: 42,400 14,010 1,743 214,894 247,929 259,037 263,682: 9,639 4,994
Old : 268,676: 42,400 14,010 1,743 214,894 247,929 259,037 263,682: 9,639 4,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -6,309: -2,189 5,660 -324 -4,012 -11,825 -6,525 -6,489: 216 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.2 0.6 80.0 92.3 96.4 98.1: 3.6 1.9
Old : 100.0: 15.8 5.2 0.6 80.0 92.3 96.4 98.1: 3.6 1.9
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 : 149: 29 14 6 77 55 107 74:
Old : 149: 29 14 6 77 55 107 74:
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 : 33.8 47.2 47.1 68.5 31.7 46.2 44.5 67.1
Old : 33.8 47.2 47.1 68.5 31.7 46.2 44.5 67.1
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 20, 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 : 1,040,851: 292,099 106,854 24,132 696,042 898,628 1,012,273 1,029,614: 28,578 11,237
Old : 1,040,851: 292,099 106,854 24,132 696,042 898,628 1,012,273 1,029,614: 28,578 11,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,505: -5,032 -10,334 213 5,399 10,154 579 33: -2,084 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.3 2.3 66.9 86.3 97.3 98.9: 2.7 1.1
Old : 100.0: 28.1 10.3 2.3 66.9 86.3 97.3 98.9: 2.7 1.1
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 : 388: 145 40 30 167 94 322 154:
Old : 388: 145 40 30 167 94 322 154:
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 : 20.4 44.1 32.5 65.3 19.2 44.0 30.6 65.0
Old : 20.4 44.1 32.5 65.3 19.2 44.0 30.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018