COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 367,389: 115,647 6,796 86,024 146,916 264,111 348,587 356,931: 18,802 10,458
Old : 337,992: 110,717 7,105 80,759 128,498 239,909 319,974 327,773: 18,018 10,219
Other: 29,397: 5,468 229 4,727 18,417 24,202 28,613 29,158: 784 238
: : :
: : Changes in Commitments from: July 24, 2018 :
: 17,634: 9,476 -1,646 5,083 2,029 14,848 16,588 18,285: 1,046 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 1.8 23.4 40.0 71.9 94.9 97.2: 5.1 2.8
Old : 100.0: 32.8 2.1 23.9 38.0 71.0 94.7 97.0: 5.3 3.0
Other: 100.0: 18.6 0.8 16.1 62.7 82.3 97.3 99.2: 2.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 179 41 99 80 82 292 195:
Old : 325: 176 45 98 76 82 288 194:
Other: 85: 16 13 15 38 33 61 54:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 34.5 26.8 45.9 11.4 25.5 16.1 34.3
Old : 17.4 36.9 25.3 47.5 11.9 30.0 17.0 36.8
Other: 40.4 52.4 57.0 72.6 36.2 52.3 49.1 63.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 18,274: 6,598 1,190 2,199 6,833 13,537 15,631 16,926: 2,644 1,348
Old : 16,937: 6,601 1,301 1,763 6,043 12,681 14,407 15,745: 2,530 1,192
Other: 1,338: 160 53 273 791 856 1,224 1,182: 114 156
: : :
: : Changes in Commitments from: July 24, 2018 :
: 63: -214 -155 126 91 -24 3 -52: 60 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.5 12.0 37.4 74.1 85.5 92.6: 14.5 7.4
Old : 100.0: 39.0 7.7 10.4 35.7 74.9 85.1 93.0: 14.9 7.0
Other: 100.0: 12.0 3.9 20.4 59.1 64.0 91.5 88.3: 8.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 29 12 14 23 20 61 39:
Old : 72: 29 13 13 22 19 60 37:
Other: 28: 8 4 8 10 7 22 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 : 34.1 57.0 45.8 71.1 33.8 54.0 45.4 67.9
Old : 36.0 57.2 47.4 72.4 35.6 55.2 47.0 70.2
Other: 55.2 62.3 77.3 82.6 39.2 50.8 49.9 54.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 302,604: 63,066 42,480 67,646 159,748 182,562 290,459 292,687: 12,145 9,917
Old : 94,622: 39,736 28,165 17,158 30,687 44,685 87,582 90,008: 7,040 4,614
Other: 207,982: 44,743 35,728 29,074 129,060 137,877 202,877 202,679: 5,105 5,303
: : :
: : Changes in Commitments from: July 24, 2018 :
: 12,131: -2,928 4,059 5,222 9,156 786 11,450 10,067: 680 2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.0 22.4 52.8 60.3 96.0 96.7: 4.0 3.3
Old : 100.0: 42.0 29.8 18.1 32.4 47.2 92.6 95.1: 7.4 4.9
Other: 100.0: 21.5 17.2 14.0 62.1 66.3 97.5 97.5: 2.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 86 67 86 60 50 187 170:
Old : 192: 71 56 37 44 33 132 109:
Other: 185: 62 57 48 52 42 139 126:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 26.1 32.5 41.0 15.8 17.1 23.1 27.0
Old : 18.8 27.5 32.2 41.8 17.8 22.0 27.5 33.1
Other: 26.6 31.6 42.1 45.8 22.8 22.2 34.0 33.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 1,172,924: 233,872 311,758 276,212 576,646 505,511 1,086,729 1,093,480: 86,195 79,444
Old : 1,172,924: 233,872 311,758 276,212 576,646 505,511 1,086,729 1,093,480: 86,195 79,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 70,321: -12,673 25,604 28,085 52,541 10,920 67,953 64,610: 2,368 5,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 26.6 23.5 49.2 43.1 92.7 93.2: 7.3 6.8
Old : 100.0: 19.9 26.6 23.5 49.2 43.1 92.7 93.2: 7.3 6.8
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 : 269: 71 88 87 93 84 214 213:
Old : 269: 71 88 87 93 84 214 213:
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 : 14.1 16.4 22.4 26.9 9.7 13.5 16.2 20.7
Old : 14.1 16.4 22.4 26.9 9.7 13.5 16.2 20.7
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 31, 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 : 389,722: 54,481 135,880 116,541 200,060 128,994 371,081 381,415: 18,641 8,307
Old : 177,888: 79,784 101,030 25,631 61,393 45,735 166,807 172,396: 11,081 5,492
Other: 211,834: 33,887 94,040 31,720 138,667 83,259 204,274 209,019: 7,560 2,815
: : :
: : Changes in Commitments from: July 24, 2018 :
: 6,660: 573 326 3,216 3,010 3,635 6,800 7,176: -140 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 34.9 29.9 51.3 33.1 95.2 97.9: 4.8 2.1
Old : 100.0: 44.9 56.8 14.4 34.5 25.7 93.8 96.9: 6.2 3.1
Other: 100.0: 16.0 44.4 15.0 65.5 39.3 96.4 98.7: 3.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 219 168 193 153 128 465 411:
Old : 510: 210 139 104 115 98 358 309:
Other: 406: 117 131 98 139 100 311 280:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.0 20.8 25.7 6.8 11.3 11.3 18.7
Old : 17.6 19.1 25.6 32.3 15.8 18.9 22.7 32.1
Other: 17.2 20.9 25.8 31.3 10.3 17.0 16.9 23.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 53,277: 40,790 12,251 2,992 1,427 36,237 45,210 51,480: 8,067 1,797
Old : 53,277: 40,790 12,251 2,992 1,427 36,237 45,210 51,480: 8,067 1,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 784: -422 -3,614 722 -35 3,755 264 863: 519 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 23.0 5.6 2.7 68.0 84.9 96.6: 15.1 3.4
Old : 100.0: 76.6 23.0 5.6 2.7 68.0 84.9 96.6: 15.1 3.4
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 : 131: 84 37 17 5 5 98 52:
Old : 131: 84 37 17 5 5 98 52:
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 : 34.4 72.9 48.7 81.9 32.2 72.9 46.2 80.7
Old : 34.4 72.9 48.7 81.9 32.2 72.9 46.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA OIL - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 192,560: 37,483 73,620 10,685 133,853 105,240 182,021 189,545: 10,539 3,015
Old : 0: 0 0 0 0 0 0 0: 0 0
Other: 192,560: 37,483 73,620 10,685 133,853 105,240 182,021 189,545: 10,539 3,015
: : :
: : Changes in Commitments from: July 24, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 38.2 5.5 69.5 54.7 94.5 98.4: 5.5 1.6
Old : 0.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 19.5 38.2 5.5 69.5 54.7 94.5 98.4: 5.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 47 138 27 29 32 94 181:
Old : 0: 0 0 0 0 0 0 0:
Other: 227: 47 138 27 29 32 94 181:
:----------------------------------------------------------------------------------------------------
: 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 : 57.0 38.2 77.5 56.4 56.2 37.8 74.6 55.5
Old : 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Other: 57.0 38.2 77.5 56.4 56.2 37.8 74.6 55.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 295,154: 59,523 17,980 741 225,776 269,937 286,040 288,658: 9,114 6,496
Old : 295,154: 59,523 17,980 741 225,776 269,937 286,040 288,658: 9,114 6,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -5,131: 2,812 -374 -2,452 -6,050 -2,780 -5,690 -5,606: 559 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.1 0.3 76.5 91.5 96.9 97.8: 3.1 2.2
Old : 100.0: 20.2 6.1 0.3 76.5 91.5 96.9 97.8: 3.1 2.2
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 : 155: 36 11 4 75 60 112 74:
Old : 155: 36 11 4 75 60 112 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 : 29.2 46.2 42.9 64.8 27.0 45.7 40.2 63.9
Old : 29.2 46.2 42.9 64.8 27.0 45.7 40.2 63.9
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 31, 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 : 1,003,528: 291,484 127,838 19,838 662,772 842,905 974,094 990,581: 29,434 12,947
Old : 1,003,528: 291,484 127,838 19,838 662,772 842,905 974,094 990,581: 29,434 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 14,865: 28,883 -5,609 -2,304 -11,431 23,230 15,148 15,317: -283 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 12.7 2.0 66.0 84.0 97.1 98.7: 2.9 1.3
Old : 100.0: 29.0 12.7 2.0 66.0 84.0 97.1 98.7: 2.9 1.3
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 : 407: 124 62 36 166 122 304 206:
Old : 407: 124 62 36 166 122 304 206:
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 : 16.4 33.3 28.8 49.7 14.0 33.0 24.2 49.0
Old : 16.4 33.3 28.8 49.7 14.0 33.0 24.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2018