COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 343,720: 86,607 15,510 88,537 152,906 225,709 328,050 329,755: 15,670 13,965
Old : 308,242: 81,862 15,904 82,366 129,328 196,374 293,556 294,644: 14,686 13,598
Other: 35,478: 5,631 492 5,284 23,579 29,335 34,493 35,111: 985 366
: : :
: : Changes in Commitments from: September 18, 2018 :
: -7,244: -4,965 -2,131 1,220 -3,089 -6,074 -6,834 -6,985: -410 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.5 25.8 44.5 65.7 95.4 95.9: 4.6 4.1
Old : 100.0: 26.6 5.2 26.7 42.0 63.7 95.2 95.6: 4.8 4.4
Other: 100.0: 15.9 1.4 14.9 66.5 82.7 97.2 99.0: 2.8 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 134 70 100 80 82 258 213:
Old : 303: 127 76 96 77 81 250 211:
Other: 96: 30 10 16 39 32 73 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 : 17.8 27.4 27.7 39.2 11.7 19.6 16.1 28.3
Old : 16.6 29.8 26.6 41.2 12.2 24.6 17.2 30.7
Other: 38.1 52.8 53.9 73.1 34.9 52.7 45.3 64.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 17,355: 2,103 3,456 2,745 10,903 9,171 15,751 15,372: 1,603 1,983
Old : 12,068: 1,604 3,170 1,328 8,048 6,041 10,980 10,539: 1,089 1,529
Other: 5,286: 925 712 991 2,855 3,130 4,771 4,833: 515 453
: : :
: : Changes in Commitments from: September 18, 2018 :
: 268: -229 817 -237 579 -652 113 -73: 155 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.9 15.8 62.8 52.8 90.8 88.6: 9.2 11.4
Old : 100.0: 13.3 26.3 11.0 66.7 50.1 91.0 87.3: 9.0 12.7
Other: 100.0: 17.5 13.5 18.7 54.0 59.2 90.3 91.4: 9.7 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 19 17 25 13 51 43:
Old : 65: 17 21 13 22 12 44 41:
Other: 45: 12 7 9 21 12 36 25:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 45.6 45.4 61.5 30.4 44.1 44.1 58.7
Old : 40.5 43.5 56.1 62.1 40.5 43.1 55.7 59.7
Other: 31.2 60.9 51.3 77.5 29.5 56.5 45.5 62.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 286,988: 62,976 68,506 59,866 153,501 149,854 276,343 278,226: 10,645 8,762
Old : 264,895: 63,102 63,181 57,899 133,700 135,295 254,702 256,375: 10,193 8,520
Other: 22,093: 694 6,145 1,147 19,801 14,559 21,641 21,851: 451 242
: : :
: : Changes in Commitments from: September 18, 2018 :
: 6,041: -1,708 6,197 3,626 3,140 -4,372 5,057 5,451: 984 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 20.9 53.5 52.2 96.3 96.9: 3.7 3.1
Old : 100.0: 23.8 23.9 21.9 50.5 51.1 96.2 96.8: 3.8 3.2
Other: 100.0: 3.1 27.8 5.2 89.6 65.9 98.0 98.9: 2.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 79 66 73 57 47 175 154:
Old : 216: 83 64 70 57 47 174 152:
Other: 52: 6 12 5 25 18 35 31:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 24.0 33.4 38.6 17.6 17.5 26.0 28.4
Old : 18.2 23.2 30.3 38.4 14.9 16.9 23.2 28.0
Other: 70.2 43.4 85.1 66.5 59.6 36.0 66.1 54.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 945,821: 188,979 264,373 216,587 457,820 398,026 863,386 878,986: 82,435 66,835
Old : 945,821: 188,979 264,373 216,587 457,820 398,026 863,386 878,986: 82,435 66,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 20,724: 6,369 32,595 21,943 -10,575 -32,186 17,737 22,352: 2,987 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.0 22.9 48.4 42.1 91.3 92.9: 8.7 7.1
Old : 100.0: 20.0 28.0 22.9 48.4 42.1 91.3 92.9: 8.7 7.1
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 : 254: 68 78 84 90 77 208 195:
Old : 254: 68 78 84 90 77 208 195:
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 17.1 21.1 28.5 10.9 15.5 18.2 24.1
Old : 11.7 17.1 21.1 28.5 10.9 15.5 18.2 24.1
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, September 25, 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 : 407,647: 54,472 156,206 123,051 208,738 118,903 386,262 398,161: 21,385 9,486
Old : 389,633: 57,332 155,955 117,322 194,460 107,191 369,113 380,468: 20,520 9,166
Other: 18,013: 1,492 4,602 1,378 14,279 11,713 17,148 17,693: 865 320
: : :
: : Changes in Commitments from: September 18, 2018 :
: 4,793: 2,062 -2,855 3,567 1,621 5,734 7,250 6,446: -2,457 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 38.3 30.2 51.2 29.2 94.8 97.7: 5.2 2.3
Old : 100.0: 14.7 40.0 30.1 49.9 27.5 94.7 97.6: 5.3 2.4
Other: 100.0: 8.3 25.5 7.6 79.3 65.0 95.2 98.2: 4.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 220 161 175 155 117 458 381:
Old : 559: 222 161 173 154 113 456 376:
Other: 133: 18 21 14 86 38 111 66:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.3 20.1 24.1 7.1 11.4 12.6 19.1
Old : 13.5 14.9 20.3 25.1 7.4 12.0 12.7 19.9
Other: 30.3 35.3 44.2 55.8 15.5 22.2 23.2 37.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 52,822: 43,465 6,432 1,992 1,722 42,315 47,179 50,738: 5,643 2,084
Old : 52,822: 43,465 6,432 1,992 1,722 42,315 47,179 50,738: 5,643 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -4,165: -3,839 -3,386 219 -31 -1,258 -3,651 -4,425: -514 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 12.2 3.8 3.3 80.1 89.3 96.1: 10.7 3.9
Old : 100.0: 82.3 12.2 3.8 3.3 80.1 89.3 96.1: 10.7 3.9
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 : 115: 75 28 14 6 6 86 45:
Old : 115: 75 28 14 6 6 86 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 : 37.0 82.3 58.3 86.7 35.5 82.3 56.8 86.6
Old : 37.0 82.3 58.3 86.7 35.5 82.3 56.8 86.6
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, September 25, 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 : 209,507: 39,115 74,751 20,944 148,043 111,732 208,102 207,427: 1,406 2,080
Old : 208,847: 39,236 74,776 20,765 147,460 111,238 207,461 206,779: 1,387 2,068
Other: 660: 58 154 0 583 494 641 648: 19 12
: : :
: : Changes in Commitments from: September 18, 2018 :
: 8,034: 254 4,124 2,499 4,780 1,371 7,533 7,994: 501 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 35.7 10.0 70.7 53.3 99.3 99.0: 0.7 1.0
Old : 100.0: 18.8 35.8 9.9 70.6 53.3 99.3 99.0: 0.7 1.0
Other: 100.0: 8.8 23.3 0.0 88.3 74.8 97.1 98.2: 2.9 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 67 118 41 34 40 128 178:
Old : 235: 68 117 39 33 38 126 174:
Other: 14: 2 3 0 3 7 5 10:
:----------------------------------------------------------------------------------------------------
: 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 : 50.1 32.7 72.9 49.4 49.2 32.5 68.9 47.8
Old : 50.0 32.9 72.9 49.5 49.1 32.6 69.0 47.9
Other: 96.8 74.1 97.1 94.5 92.6 74.1 92.9 92.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 256,413: 54,802 15,741 688 192,522 233,396 248,012 249,825: 8,401 6,588
Old : 256,413: 54,802 15,741 688 192,522 233,396 248,012 249,825: 8,401 6,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -83,139: 3,973 -6,794 -3,929 -81,022 -67,959 -80,978 -78,682: -2,161 -4,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.1 0.3 75.1 91.0 96.7 97.4: 3.3 2.6
Old : 100.0: 21.4 6.1 0.3 75.1 91.0 96.7 97.4: 3.3 2.6
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 : 154: 36 14 6 66 63 103 82:
Old : 154: 36 14 6 66 63 103 82:
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 : 35.3 42.6 48.0 61.9 33.8 42.6 45.7 61.6
Old : 35.3 42.6 48.0 61.9 33.8 42.6 45.7 61.6
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, September 25, 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 : 1,162,631: 346,436 126,025 18,062 766,935 1,003,919 1,131,433 1,148,006: 31,198 14,625
Old : 1,162,631: 346,436 126,025 18,062 766,935 1,003,919 1,131,433 1,148,006: 31,198 14,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -162,061: 8,123 -29,114 -6,603 -135,921 -73,791 -134,401 -109,508: -27,660 -52,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.8 1.6 66.0 86.3 97.3 98.7: 2.7 1.3
Old : 100.0: 29.8 10.8 1.6 66.0 86.3 97.3 98.7: 2.7 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 : 414: 126 60 33 177 119 314 201:
Old : 414: 126 60 33 177 119 314 201:
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 : 16.5 34.1 28.1 51.6 13.7 34.1 24.4 51.5
Old : 16.5 34.1 28.1 51.6 13.7 34.1 24.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018