COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 349,755: 106,171 8,442 80,941 144,886 249,263 331,999 338,646: 17,756 11,109
Old : 320,844: 102,018 8,764 75,055 126,742 226,224 303,815 310,043: 17,028 10,800
Other: 28,911: 4,879 403 5,161 18,145 23,039 28,184 28,603: 728 309
: : :
: : Changes in Commitments from: July 17, 2018 :
: -605: -886 398 1,237 -79 -1,993 272 -358: -877 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.4 23.1 41.4 71.3 94.9 96.8: 5.1 3.2
Old : 100.0: 31.8 2.7 23.4 39.5 70.5 94.7 96.6: 5.3 3.4
Other: 100.0: 16.9 1.4 17.8 62.8 79.7 97.5 98.9: 2.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 166 47 96 79 83 281 196:
Old : 318: 162 51 95 75 83 277 195:
Other: 83: 18 12 14 37 31 60 52:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 31.8 27.2 43.7 12.1 23.0 16.7 32.2
Old : 17.9 33.9 25.5 44.9 12.6 27.3 17.6 34.7
Other: 39.7 52.3 57.2 72.9 35.4 52.2 48.5 62.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 18,211: 6,812 1,345 2,073 6,743 13,561 15,628 16,979: 2,584 1,233
Old : 16,963: 6,835 1,408 1,701 5,961 12,719 14,498 15,828: 2,466 1,136
Other: 1,248: 98 58 251 781 842 1,130 1,151: 118 97
: : :
: : Changes in Commitments from: July 17, 2018 :
: -22: 189 253 159 41 -363 389 49: -411 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.4 11.4 37.0 74.5 85.8 93.2: 14.2 6.8
Old : 100.0: 40.3 8.3 10.0 35.1 75.0 85.5 93.3: 14.5 6.7
Other: 100.0: 7.9 4.6 20.1 62.6 67.5 90.6 92.2: 9.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 16 15 23 18 59 38:
Old : 71: 24 15 14 22 17 58 36:
Other: 26: 3 7 8 11 7 20 16:
:----------------------------------------------------------------------------------------------------
: 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 57.8 46.6 71.5 33.4 54.9 45.3 68.2
Old : 36.6 57.8 48.1 72.4 35.2 55.8 46.7 70.1
Other: 55.7 64.9 78.3 86.2 41.4 54.5 52.3 58.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 290,473: 65,994 38,420 62,424 150,592 181,776 279,009 282,620: 11,464 7,854
Old : 97,841: 43,640 28,716 16,518 31,346 48,168 91,503 93,401: 6,338 4,440
Other: 192,633: 39,451 26,802 28,809 119,246 133,608 187,506 189,219: 5,127 3,414
: : :
: : Changes in Commitments from: July 17, 2018 :
: -7,381: -8,187 2,828 -3,776 5,097 -6,491 -6,867 -7,439: -514 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 13.2 21.5 51.8 62.6 96.1 97.3: 3.9 2.7
Old : 100.0: 44.6 29.3 16.9 32.0 49.2 93.5 95.5: 6.5 4.5
Other: 100.0: 20.5 13.9 15.0 61.9 69.4 97.3 98.2: 2.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 87 60 88 60 50 192 164:
Old : 205: 77 62 37 44 34 135 119:
Other: 170: 63 43 46 50 40 137 109:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 28.0 31.1 42.9 14.9 19.0 22.5 29.9
Old : 17.6 26.0 30.5 41.9 17.6 22.9 27.1 32.7
Other: 25.1 34.8 41.1 47.9 22.4 22.9 33.7 34.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,102,603: 246,545 286,153 248,126 524,104 494,591 1,018,776 1,028,870: 83,827 73,733
Old : 1,102,603: 246,545 286,153 248,126 524,104 494,591 1,018,776 1,028,870: 83,827 73,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 7,640: 3,308 12,126 121 1,326 -7,478 4,754 4,769: 2,886 2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.0 22.5 47.5 44.9 92.4 93.3: 7.6 6.7
Old : 100.0: 22.4 26.0 22.5 47.5 44.9 92.4 93.3: 7.6 6.7
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 : 265: 73 81 83 90 84 211 204:
Old : 265: 73 81 83 90 84 211 204:
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 : 14.3 18.3 22.6 29.6 10.2 15.1 17.1 23.1
Old : 14.3 18.3 22.6 29.6 10.2 15.1 17.1 23.1
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, July 24, 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 : 383,062: 53,907 135,555 113,324 197,050 125,359 364,281 374,238: 18,781 8,823
Old : 192,071: 83,183 112,139 27,257 70,227 47,006 180,667 186,402: 11,403 5,668
Other: 190,991: 28,464 81,155 28,328 126,823 78,353 183,614 187,836: 7,377 3,155
: : :
: : Changes in Commitments from: July 17, 2018 :
: 22,350: 2,913 4,628 10,172 8,828 7,472 21,913 22,272: 437 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 35.4 29.6 51.4 32.7 95.1 97.7: 4.9 2.3
Old : 100.0: 43.3 58.4 14.2 36.6 24.5 94.1 97.0: 5.9 3.0
Other: 100.0: 14.9 42.5 14.8 66.4 41.0 96.1 98.3: 3.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 215 168 192 150 125 455 411:
Old : 511: 216 137 100 115 97 355 310:
Other: 391: 108 133 89 135 98 295 272:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 14.5 20.4 25.2 6.8 11.4 11.3 19.2
Old : 17.7 17.4 25.0 30.4 15.0 17.2 21.5 30.2
Other: 16.2 21.9 23.8 32.7 10.8 19.1 17.2 26.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 52,493: 41,213 15,865 2,270 1,462 32,482 44,945 50,617: 7,548 1,876
Old : 52,493: 41,213 15,865 2,270 1,462 32,482 44,945 50,617: 7,548 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,117: 1,797 -4,533 378 115 7,258 2,289 3,103: 828 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 30.2 4.3 2.8 61.9 85.6 96.4: 14.4 3.6
Old : 100.0: 78.5 30.2 4.3 2.8 61.9 85.6 96.4: 14.4 3.6
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 : 128: 78 41 14 5 5 91 53:
Old : 128: 78 41 14 5 5 91 53:
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 : 35.5 67.8 50.6 79.2 33.6 67.8 48.3 78.3
Old : 35.5 67.8 50.6 79.2 33.6 67.8 48.3 78.3
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, July 24, 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 : 300,285: 56,711 18,354 3,193 231,826 272,717 291,730 294,264: 8,555 6,021
Old : 300,285: 56,711 18,354 3,193 231,826 272,717 291,730 294,264: 8,555 6,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -275: 505 -1,496 -1,043 833 1,606 295 -933: -570 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.1 1.1 77.2 90.8 97.2 98.0: 2.8 2.0
Old : 100.0: 18.9 6.1 1.1 77.2 90.8 97.2 98.0: 2.8 2.0
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 : 152: 31 12 5 73 63 106 78:
Old : 152: 31 12 5 73 63 106 78:
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 : 29.4 43.7 42.6 62.8 27.2 43.2 39.8 62.0
Old : 29.4 43.7 42.6 62.8 27.2 43.2 39.8 62.0
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, July 24, 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 : 988,663: 262,601 133,447 22,142 674,203 819,675 958,946 975,264: 29,717 13,399
Old : 988,663: 262,601 133,447 22,142 674,203 819,675 958,946 975,264: 29,717 13,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 11,450: 9,623 1,438 -1,028 3,169 12,020 11,764 12,430: -314 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.5 2.2 68.2 82.9 97.0 98.6: 3.0 1.4
Old : 100.0: 26.6 13.5 2.2 68.2 82.9 97.0 98.6: 3.0 1.4
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 : 405: 122 66 38 164 121 302 209:
Old : 405: 122 66 38 164 121 302 209:
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 : 16.7 32.3 28.7 48.3 13.9 32.0 23.7 47.7
Old : 16.7 32.3 28.7 48.3 13.9 32.0 23.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018