COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 337,242: 95,760 9,579 73,729 151,694 243,621 321,183 326,930: 16,059 10,313
Old : 304,526: 90,365 10,102 68,021 131,052 216,359 289,437 294,481: 15,090 10,045
Other: 32,716: 6,302 384 4,802 20,643 27,262 31,747 32,448: 969 268
: : :
: : Changes in Commitments from: August 21, 2018 :
: 161: -1,060 955 -518 2,121 1,052 543 1,489: -382 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 2.8 21.9 45.0 72.2 95.2 96.9: 4.8 3.1
Old : 100.0: 29.7 3.3 22.3 43.0 71.0 95.0 96.7: 5.0 3.3
Other: 100.0: 19.3 1.2 14.7 63.1 83.3 97.0 99.2: 3.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 154 46 92 80 82 267 192:
Old : 301: 149 51 89 78 82 261 191:
Other: 91: 25 11 16 37 32 68 53:
:----------------------------------------------------------------------------------------------------
: 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 33.0 26.7 45.4 11.9 25.2 16.5 34.6
Old : 16.5 36.1 25.5 47.2 12.4 30.8 17.6 37.3
Other: 40.0 54.8 55.7 73.9 36.7 54.8 47.1 64.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 16,067: 2,580 1,352 2,236 9,348 10,849 14,163 14,437: 1,905 1,631
Old : 13,442: 2,416 1,409 1,493 7,916 9,144 11,825 12,047: 1,617 1,395
Other: 2,625: 355 135 551 1,432 1,704 2,337 2,390: 288 236
: : :
: : Changes in Commitments from: August 21, 2018 :
: 589: -689 3 737 760 -171 808 568: -219 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.4 13.9 58.2 67.5 88.1 89.8: 11.9 10.2
Old : 100.0: 18.0 10.5 11.1 58.9 68.0 88.0 89.6: 12.0 10.4
Other: 100.0: 13.5 5.1 21.0 54.5 64.9 89.0 91.0: 11.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 17 18 25 14 56 39:
Old : 67: 19 19 15 23 14 53 37:
Other: 35: 8 6 10 15 11 27 23:
:----------------------------------------------------------------------------------------------------
: 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 53.8 45.3 66.8 31.2 51.8 43.8 62.7
Old : 37.5 53.0 49.5 66.9 36.6 52.0 48.5 64.9
Other: 41.7 65.0 63.2 79.5 37.2 53.8 50.4 58.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 279,560: 65,023 61,693 58,721 144,790 150,243 268,534 270,657: 11,026 8,903
Old : 548: 0 0 0 547 537 547 537: 1 11
Other: 279,012: 65,023 61,693 58,721 144,243 149,706 267,987 270,120: 11,025 8,892
: : :
: : Changes in Commitments from: August 21, 2018 :
: 4,233: 2,531 -1,150 2,229 -368 2,975 4,392 4,054: -159 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 22.1 21.0 51.8 53.7 96.1 96.8: 3.9 3.2
Old : 100.0: 0.0 0.0 0.0 99.8 98.0 99.8 98.0: 0.2 2.0
Other: 100.0: 23.3 22.1 21.0 51.7 53.7 96.0 96.8: 4.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 85 54 68 61 47 178 144:
Old : 3: 0 0 0 1 2 1 2:
Other: 214: 85 54 68 61 47 178 144:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 24.0 32.8 39.2 17.6 17.5 25.8 27.9
Old : 99.8 98.0 99.8 98.0 99.8 98.0 99.8 98.0
Other: 21.4 23.9 32.8 39.1 17.6 17.7 25.9 28.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,209,619: 202,742 332,017 312,157 602,921 489,183 1,117,820 1,133,357: 91,799 76,262
Old : 1,209,619: 202,742 332,017 312,157 602,921 489,183 1,117,820 1,133,357: 91,799 76,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -4,174: -14,240 -2,032 -1,860 3,768 330 -12,332 -3,562: 8,158 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 27.4 25.8 49.8 40.4 92.4 93.7: 7.6 6.3
Old : 100.0: 16.8 27.4 25.8 49.8 40.4 92.4 93.7: 7.6 6.3
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 : 278: 70 93 104 100 84 235 223:
Old : 278: 70 93 104 100 84 235 223:
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 : 13.7 15.8 22.4 26.2 9.1 13.2 15.3 20.6
Old : 13.7 15.8 22.4 26.2 9.1 13.2 15.3 20.6
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, August 28, 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 : 372,462: 54,118 149,321 109,414 189,488 104,663 353,019 363,398: 19,442 9,064
Old : 192: 0 35 0 187 126 187 161: 5 31
Other: 372,270: 54,120 149,288 109,412 189,301 104,537 352,832 363,237: 19,437 9,033
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,161: -908 -4,912 -187 1,865 5,627 771 528: 390 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 40.1 29.4 50.9 28.1 94.8 97.6: 5.2 2.4
Old : 100.0: 0.0 18.2 0.0 97.4 65.6 97.4 83.9: 2.6 16.1
Other: 100.0: 14.5 40.1 29.4 50.9 28.1 94.8 97.6: 5.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 207 158 163 153 108 439 359:
Old : 12: 0 3 0 1 8 1 11:
Other: 539: 208 157 163 152 108 438 359:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.5 20.2 24.6 6.5 12.0 11.5 20.0
Old : 97.4 65.6 97.4 80.7 97.4 65.6 97.4 80.7
Other: 13.4 14.5 20.2 24.6 6.5 12.0 11.5 20.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 52,955: 41,712 7,073 2,863 1,045 40,802 45,620 50,737: 7,335 2,218
Old : 52,955: 41,712 7,073 2,863 1,045 40,802 45,620 50,737: 7,335 2,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -3,164: -3,392 -3,816 625 -88 -80 -2,855 -3,271: -309 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 13.4 5.4 2.0 77.0 86.1 95.8: 13.9 4.2
Old : 100.0: 78.8 13.4 5.4 2.0 77.0 86.1 95.8: 13.9 4.2
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 : 122: 84 27 14 5 7 94 45:
Old : 122: 84 27 14 5 7 94 45:
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 80.6 52.9 85.9 40.5 80.6 51.2 84.6
Old : 41.7 80.6 52.9 85.9 40.5 80.6 51.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 178,367: 40,387 64,812 14,391 122,925 96,795 177,703 175,998: 664 2,368
Old : 178,133: 40,406 64,834 14,293 122,772 96,656 177,471 175,783: 662 2,349
Other: 234: 75 72 4 153 139 232 215: 2 19
: : :
: : Changes in Commitments from: August 21, 2018 :
: 5,762: -2,803 5,773 2,352 6,277 -2,222 5,826 5,903: -65 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 36.3 8.1 68.9 54.3 99.6 98.7: 0.4 1.3
Old : 100.0: 22.7 36.4 8.0 68.9 54.3 99.6 98.7: 0.4 1.3
Other: 100.0: 32.1 30.8 1.7 65.4 59.4 99.1 91.9: 0.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 57 142 38 32 37 117 193:
Old : 246: 57 142 37 31 36 115 192:
Other: 13: 2 5 1 3 4 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 52.7 35.2 74.7 53.4 51.5 35.2 72.7 51.9
Old : 52.7 35.2 74.8 53.5 51.5 35.2 72.8 52.0
Other: 96.6 67.1 99.1 89.7 84.6 62.8 85.5 78.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 300,756: 52,005 27,632 1,084 238,297 266,450 291,386 295,166: 9,370 5,590
Old : 300,756: 52,005 27,632 1,084 238,297 266,450 291,386 295,166: 9,370 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 4,558: 943 4,433 -80 4,256 852 5,119 5,205: -561 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 9.2 0.4 79.2 88.6 96.9 98.1: 3.1 1.9
Old : 100.0: 17.3 9.2 0.4 79.2 88.6 96.9 98.1: 3.1 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 : 154: 28 15 8 74 62 107 80:
Old : 154: 28 15 8 74 62 107 80:
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 : 31.5 42.8 46.2 58.5 30.2 42.4 44.2 57.6
Old : 31.5 42.8 46.2 58.5 30.2 42.4 44.2 57.6
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, August 28, 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 : 1,019,499: 272,722 142,608 19,915 699,209 842,250 991,846 1,004,773: 27,653 14,726
Old : 1,019,499: 272,722 142,608 19,915 699,209 842,250 991,846 1,004,773: 27,653 14,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 4,898: -2,919 338 210 8,922 4,767 6,213 5,315: -1,315 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.0 2.0 68.6 82.6 97.3 98.6: 2.7 1.4
Old : 100.0: 26.8 14.0 2.0 68.6 82.6 97.3 98.6: 2.7 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 : 418: 117 69 37 179 121 311 212:
Old : 418: 117 69 37 179 121 311 212:
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 : 16.6 34.1 29.5 51.5 14.8 33.9 25.4 51.3
Old : 16.6 34.1 29.5 51.5 14.8 33.9 25.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2018