COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 338,140: 116,774 13,863 70,194 131,496 241,088 318,464 325,146: 19,676 12,994
Old : 230,729: 96,701 20,232 49,276 68,495 152,316 214,473 221,825: 16,256 8,904
Other: 107,411: 29,961 3,519 11,030 63,001 88,772 103,991 103,321: 3,420 4,090
: : :
: : Changes in Commitments from: March 6, 2018 :
: 4,816: 1,764 -1,242 3,081 -287 1,856 4,559 3,695: 258 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.1 20.8 38.9 71.3 94.2 96.2: 5.8 3.8
Old : 100.0: 41.9 8.8 21.4 29.7 66.0 93.0 96.1: 7.0 3.9
Other: 100.0: 27.9 3.3 10.3 58.7 82.6 96.8 96.2: 3.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 160 55 102 75 84 280 203:
Old : 301: 141 61 85 67 78 247 187:
Other: 183: 75 26 24 51 63 141 99:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 27.6 22.7 40.0 12.9 23.9 18.4 34.4
Old : 11.8 30.7 19.8 42.7 9.9 27.7 17.3 37.2
Other: 24.5 30.1 36.4 47.6 23.5 29.1 33.7 40.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 15,323: 1,303 3,737 2,409 9,933 7,416 13,645 13,562: 1,678 1,762
Old : 15,310: 1,305 3,736 2,405 9,933 7,410 13,643 13,551: 1,667 1,760
Other: 13: 0 3 2 0 6 2 11: 11 2
: : :
: : Changes in Commitments from: March 6, 2018 :
: 697: -54 153 211 501 177 658 541: 39 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 24.4 15.7 64.8 48.4 89.0 88.5: 11.0 11.5
Old : 100.0: 8.5 24.4 15.7 64.9 48.4 89.1 88.5: 10.9 11.5
Other: 100.0: 0.0 22.5 15.5 0.0 46.5 15.5 84.5: 84.5 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 11 17 14 26 12 44 37:
Old : 58: 11 17 14 26 12 44 37:
Other: 4: 0 2 1 0 2 1 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 43.0 51.1 64.3 32.2 42.2 47.0 61.4
Old : 34.7 43.0 51.1 64.3 32.2 42.2 47.0 61.4
Other: 15.5 84.5 15.5 84.5 0.0 69.0 0.0 69.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 361,480: 96,290 52,788 101,229 146,649 195,750 344,168 349,767: 17,312 11,713
Old : 279,724: 94,170 50,849 78,699 92,056 139,581 264,925 269,130: 14,799 10,594
Other: 81,756: 9,972 9,791 14,678 54,593 56,168 79,243 80,637: 2,513 1,119
: : :
: : Changes in Commitments from: March 6, 2018 :
: 26,775: 9,320 -517 14,942 2,296 10,663 26,559 25,089: 217 1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.6 28.0 40.6 54.2 95.2 96.8: 4.8 3.2
Old : 100.0: 33.7 18.2 28.1 32.9 49.9 94.7 96.2: 5.3 3.8
Other: 100.0: 12.2 12.0 18.0 66.8 68.7 96.9 98.6: 3.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 130 65 86 60 45 237 158:
Old : 270: 130 69 80 58 42 230 152:
Other: 98: 30 17 22 40 29 82 57:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 23.9 25.1 36.1 8.8 15.6 14.4 25.7
Old : 12.8 21.6 22.7 36.8 9.0 15.8 15.0 26.9
Other: 36.3 33.3 52.5 50.3 29.9 21.1 40.3 34.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 1,027,976: 180,325 291,077 208,659 551,203 443,922 940,187 943,658: 87,788 84,317
Old : 1,027,976: 180,325 291,077 208,659 551,203 443,922 940,187 943,658: 87,788 84,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 81,200: -2,301 36,305 24,726 46,967 11,059 69,393 72,091: 11,807 9,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 28.3 20.3 53.6 43.2 91.5 91.8: 8.5 8.2
Old : 100.0: 17.5 28.3 20.3 53.6 43.2 91.5 91.8: 8.5 8.2
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 : 276: 78 92 91 85 81 213 221:
Old : 276: 78 92 91 85 81 213 221:
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 16.9 20.1 26.1 10.5 12.9 17.1 19.0
Old : 11.7 16.9 20.1 26.1 10.5 12.9 17.1 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, March 13, 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 : 289,429: 56,295 98,696 77,014 138,485 107,100 271,795 282,810: 17,634 6,619
Old : 245,928: 57,194 97,852 58,870 113,800 83,223 229,864 239,945: 16,064 5,983
Other: 43,500: 10,143 11,885 7,103 24,685 23,877 41,931 42,865: 1,570 635
: : :
: : Changes in Commitments from: March 6, 2018 :
: 8,202: 1,718 3,892 7,518 -1,429 -1,271 7,807 10,139: 395 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 34.1 26.6 47.8 37.0 93.9 97.7: 6.1 2.3
Old : 100.0: 23.3 39.8 23.9 46.3 33.8 93.5 97.6: 6.5 2.4
Other: 100.0: 23.3 27.3 16.3 56.7 54.9 96.4 98.5: 3.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 198 152 157 159 134 437 379:
Old : 529: 194 154 145 154 121 423 355:
Other: 221: 50 41 33 104 70 175 127:
:----------------------------------------------------------------------------------------------------
: 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 13.2 19.4 22.5 8.4 10.2 13.5 15.4
Old : 12.3 13.1 20.2 23.0 9.5 11.8 14.9 17.9
Other: 24.1 30.6 35.3 44.9 16.6 26.7 24.1 37.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 36,051: 22,541 21,665 4,814 2,185 6,450 29,540 32,930: 6,512 3,122
Old : 36,051: 22,541 21,665 4,814 2,185 6,450 29,540 32,930: 6,512 3,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -1,741: -1,860 -2,811 729 -51 298 -1,182 -1,784: -559 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 60.1 13.4 6.1 17.9 81.9 91.3: 18.1 8.7
Old : 100.0: 62.5 60.1 13.4 6.1 17.9 81.9 91.3: 18.1 8.7
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 : 127: 64 49 14 6 8 78 66:
Old : 127: 64 49 14 6 8 78 66:
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 : 35.4 34.8 47.8 51.1 29.4 32.5 38.6 45.9
Old : 35.4 34.8 47.8 51.1 29.4 32.5 38.6 45.9
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, March 13, 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 : 27,588: 4,801 910 258 17,544 21,486 22,603 22,654: 4,985 4,934
Old : 27,588: 4,801 910 258 17,544 21,486 22,603 22,654: 4,985 4,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 861: -789 -723 257 1,728 1,059 1,196 593: -335 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 3.3 0.9 63.6 77.9 81.9 82.1: 18.1 17.9
Old : 100.0: 17.4 3.3 0.9 63.6 77.9 81.9 82.1: 18.1 17.9
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 : 47: 9 2 3 24 21 33 26:
Old : 47: 9 2 3 24 21 33 26:
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 : 29.2 49.7 48.0 62.4 29.0 48.5 45.6 59.6
Old : 29.2 49.7 48.0 62.4 29.0 48.5 45.6 59.6
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, March 13, 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 : 322,338: 42,075 11,956 3,270 266,737 301,996 312,082 317,222: 10,256 5,116
Old : 322,338: 42,075 11,956 3,270 266,737 301,996 312,082 317,222: 10,256 5,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 54,203: 1,205 -332 1,558 50,422 52,791 53,185 54,017: 1,018 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.7 1.0 82.8 93.7 96.8 98.4: 3.2 1.6
Old : 100.0: 13.1 3.7 1.0 82.8 93.7 96.8 98.4: 3.2 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 : 148: 30 14 8 79 62 113 81:
Old : 148: 30 14 8 79 62 113 81:
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 : 28.0 47.9 42.1 66.2 26.0 38.9 37.0 55.5
Old : 28.0 47.9 42.1 66.2 26.0 38.9 37.0 55.5
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, March 13, 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 : 1,175,918: 274,590 112,572 31,801 820,187 1,006,624 1,126,578 1,150,997: 49,340 24,921
Old : 1,175,918: 274,590 112,572 31,801 820,187 1,006,624 1,126,578 1,150,997: 49,340 24,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 110,778: -4,537 5,309 9,707 95,383 85,822 100,553 100,838: 10,225 9,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 9.6 2.7 69.7 85.6 95.8 97.9: 4.2 2.1
Old : 100.0: 23.4 9.6 2.7 69.7 85.6 95.8 97.9: 4.2 2.1
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 : 389: 140 41 33 177 100 333 159:
Old : 389: 140 41 33 177 100 333 159:
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 : 17.8 44.0 30.0 63.7 16.7 40.1 27.4 57.5
Old : 17.8 44.0 30.0 63.7 16.7 40.1 27.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018