COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 358,568: 77,128 21,915 98,426 166,236 224,599 341,791 344,940: 16,777 13,628
Old : 320,356: 73,040 22,472 91,726 139,964 193,045 304,730 307,243: 15,625 13,113
Other: 38,213: 5,040 395 5,749 26,272 31,553 37,061 37,698: 1,152 515
: : :
: : Changes in Commitments from: October 9, 2018 :
: 6,688: 557 1,760 2,622 2,319 2,968 5,498 7,350: 1,189 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 6.1 27.4 46.4 62.6 95.3 96.2: 4.7 3.8
Old : 100.0: 22.8 7.0 28.6 43.7 60.3 95.1 95.9: 4.9 4.1
Other: 100.0: 13.2 1.0 15.0 68.8 82.6 97.0 98.7: 3.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 125 77 103 82 84 256 223:
Old : 308: 119 83 99 77 84 248 221:
Other: 95: 29 7 17 41 34 73 56:
:----------------------------------------------------------------------------------------------------
: 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 25.8 28.5 36.8 11.1 16.4 15.6 24.1
Old : 17.3 28.2 27.0 39.0 11.7 21.4 17.0 26.2
Other: 40.8 51.1 54.5 72.3 37.5 51.1 46.8 63.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 20,234: 1,907 5,346 3,560 12,664 8,980 18,132 17,887: 2,103 2,347
Old : 6,038: 672 2,149 1,517 3,033 1,375 5,223 5,041: 815 996
Other: 14,197: 1,510 3,473 1,768 9,631 7,605 12,909 12,846: 1,288 1,351
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,067: -51 494 407 531 197 886 1,098: 182 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 26.4 17.6 62.6 44.4 89.6 88.4: 10.4 11.6
Old : 100.0: 11.1 35.6 25.1 50.2 22.8 86.5 83.5: 13.5 16.5
Other: 100.0: 10.6 24.5 12.5 67.8 53.6 90.9 90.5: 9.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 26 18 27 14 51 50:
Old : 50: 14 16 14 18 12 37 37:
Other: 66: 11 25 11 26 11 45 39:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 40.1 43.2 56.3 26.6 37.5 40.6 51.1
Old : 35.3 30.8 50.7 44.5 30.2 28.5 41.0 39.2
Other: 28.6 49.5 44.9 65.9 27.6 49.3 43.8 62.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 316,979: 60,380 85,387 72,978 170,138 146,653 303,495 305,017: 13,484 11,962
Old : 289,821: 61,916 81,386 68,669 146,846 128,345 277,431 278,399: 12,390 11,422
Other: 27,158: 564 6,102 2,209 23,292 18,308 26,065 26,618: 1,094 540
: : :
: : Changes in Commitments from: October 9, 2018 :
: -205: -1,695 -5,666 1,739 -492 3,920 -448 -7: 243 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.9 23.0 53.7 46.3 95.7 96.2: 4.3 3.8
Old : 100.0: 21.4 28.1 23.7 50.7 44.3 95.7 96.1: 4.3 3.9
Other: 100.0: 2.1 22.5 8.1 85.8 67.4 96.0 98.0: 4.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 83 64 72 58 50 182 152:
Old : 219: 86 63 71 57 49 181 150:
Other: 49: 3 12 5 28 17 35 30:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 21.9 35.8 36.2 18.0 16.2 26.0 24.0
Old : 22.2 20.5 33.2 35.9 14.9 16.3 23.6 24.3
Other: 64.4 49.2 82.2 70.3 58.2 41.0 65.1 55.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 909,961: 170,917 151,156 208,096 456,377 487,895 835,390 847,147: 74,571 62,814
Old : 909,961: 170,917 151,156 208,096 456,377 487,895 835,390 847,147: 74,571 62,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -912: -5,222 -50,720 5,744 -3,494 44,673 -2,972 -303: 2,061 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.6 22.9 50.2 53.6 91.8 93.1: 8.2 6.9
Old : 100.0: 18.8 16.6 22.9 50.2 53.6 91.8 93.1: 8.2 6.9
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 : 255: 76 67 84 90 83 204 203:
Old : 255: 76 67 84 90 83 204 203:
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 : 13.6 19.1 21.9 30.4 12.6 15.7 19.0 23.4
Old : 13.6 19.1 21.9 30.4 12.6 15.7 19.0 23.4
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, October 16, 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 : 366,393: 43,962 99,817 116,131 191,610 140,665 351,703 356,613: 14,690 9,781
Old : 345,801: 45,897 100,044 109,514 176,628 126,814 332,039 336,372: 13,762 9,429
Other: 20,592: 2,539 4,247 2,142 14,982 13,851 19,664 20,241: 929 352
: : :
: : Changes in Commitments from: October 9, 2018 :
: -27,502: -2,177 -22,562 -7,014 -14,011 3,346 -23,202 -26,230: -4,300 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 27.2 31.7 52.3 38.4 96.0 97.3: 4.0 2.7
Old : 100.0: 13.3 28.9 31.7 51.1 36.7 96.0 97.3: 4.0 2.7
Other: 100.0: 12.3 20.6 10.4 72.8 67.3 95.5 98.3: 4.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 150 157 176 149 123 407 365:
Old : 485: 152 157 173 149 119 406 358:
Other: 144: 21 27 17 86 41 116 77:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.1 19.3 22.3 6.4 8.9 11.7 14.4
Old : 12.0 13.7 19.0 22.4 6.7 9.4 12.1 15.2
Other: 29.1 33.5 45.7 52.3 14.9 22.0 23.5 35.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 54,988: 45,856 7,951 1,884 1,855 42,925 49,594 52,760: 5,394 2,228
Old : 54,988: 45,856 7,951 1,884 1,855 42,925 49,594 52,760: 5,394 2,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -3,247: -2,643 -2,802 300 -54 -455 -2,397 -2,956: -850 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 14.5 3.4 3.4 78.1 90.2 95.9: 9.8 4.1
Old : 100.0: 83.4 14.5 3.4 3.4 78.1 90.2 95.9: 9.8 4.1
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 : 115: 80 22 16 7 6 93 40:
Old : 115: 80 22 16 7 6 93 40:
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 : 34.7 81.0 54.4 88.0 33.3 81.0 52.5 87.7
Old : 34.7 81.0 54.4 88.0 33.3 81.0 52.5 87.7
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, October 16, 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 : 154,582: 40,180 42,793 19,564 93,621 90,311 153,365 152,668: 1,217 1,913
Old : 152,570: 40,167 41,902 19,493 91,715 89,356 151,375 150,751: 1,195 1,818
Other: 2,012: 84 962 0 1,906 955 1,990 1,917: 22 95
: : :
: : Changes in Commitments from: October 9, 2018 :
: -16,669: -2,412 -7,306 -1,014 -13,080 -8,815 -16,506 -17,134: -164 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.7 12.7 60.6 58.4 99.2 98.8: 0.8 1.2
Old : 100.0: 26.3 27.5 12.8 60.1 58.6 99.2 98.8: 0.8 1.2
Other: 100.0: 4.2 47.8 0.0 94.7 47.5 98.9 95.3: 1.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 79 103 46 37 41 143 170:
Old : 239: 79 103 45 37 40 142 169:
Other: 16: 3 1 0 4 10 7 11:
:----------------------------------------------------------------------------------------------------
: 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 : 48.9 28.0 66.8 43.4 45.5 26.7 58.9 41.0
Old : 49.6 28.4 66.5 43.0 46.2 27.1 58.7 40.8
Other: 98.1 84.2 98.9 93.0 96.7 84.2 97.5 93.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 277,793: 54,413 21,284 5,003 210,688 245,158 270,104 271,445: 7,689 6,348
Old : 277,793: 54,413 21,284 5,003 210,688 245,158 270,104 271,445: 7,689 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 15,415: 814 7,463 132 15,597 7,868 16,543 15,463: -1,128 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.7 1.8 75.8 88.3 97.2 97.7: 2.8 2.3
Old : 100.0: 19.6 7.7 1.8 75.8 88.3 97.2 97.7: 2.8 2.3
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 : 161: 33 18 7 75 63 111 85:
Old : 161: 33 18 7 75 63 111 85:
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 : 32.5 40.9 46.2 62.0 31.1 40.9 44.8 61.6
Old : 32.5 40.9 46.2 62.0 31.1 40.9 44.8 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, October 16, 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 : 1,168,187: 315,424 136,283 17,428 796,693 1,001,227 1,129,545 1,154,938: 38,642 13,249
Old : 1,168,187: 315,424 136,283 17,428 796,693 1,001,227 1,129,545 1,154,938: 38,642 13,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 10,215: -6,647 12,346 -688 8,352 5,342 1,017 17,000: 9,198 -6,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.7 1.5 68.2 85.7 96.7 98.9: 3.3 1.1
Old : 100.0: 27.0 11.7 1.5 68.2 85.7 96.7 98.9: 3.3 1.1
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 : 422: 125 63 33 181 120 318 204:
Old : 422: 125 63 33 181 120 318 204:
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 : 15.5 34.1 26.9 49.1 12.9 33.8 23.3 48.8
Old : 15.5 34.1 26.9 49.1 12.9 33.8 23.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2018