COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 353,273: 78,392 22,276 93,138 165,374 224,814 336,904 340,228: 16,369 13,045
Old : 314,776: 74,407 23,155 86,112 138,951 192,960 299,470 302,227: 15,305 12,548
Other: 38,497: 5,256 393 5,754 26,423 31,854 37,434 38,001: 1,064 497
: : :
: : Changes in Commitments from: October 16, 2018 :
: -5,295: 1,263 361 -5,288 -862 215 -4,887 -4,712: -408 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.3 26.4 46.8 63.6 95.4 96.3: 4.6 3.7
Old : 100.0: 23.6 7.4 27.4 44.1 61.3 95.1 96.0: 4.9 4.0
Other: 100.0: 13.7 1.0 14.9 68.6 82.7 97.2 98.7: 2.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 134 78 109 81 82 262 231:
Old : 315: 127 84 107 75 82 253 230:
Other: 98: 30 9 17 41 34 76 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 28.1 37.3 11.2 16.6 15.9 24.5
Old : 17.4 28.3 26.6 39.3 11.9 21.8 17.3 26.7
Other: 42.0 50.7 54.4 72.4 39.0 50.6 46.8 63.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 20,406: 1,974 7,492 2,383 13,742 8,052 18,100 17,928: 2,306 2,478
Old : 2,210: 179 748 112 1,434 935 1,725 1,795: 485 415
Other: 18,196: 1,821 6,770 2,245 12,308 7,117 16,375 16,133: 1,821 2,063
: : :
: : Changes in Commitments from: October 16, 2018 :
: 172: 67 2,146 -1,177 1,078 -929 -32 41: 203 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 36.7 11.7 67.3 39.5 88.7 87.9: 11.3 12.1
Old : 100.0: 8.1 33.8 5.1 64.9 42.3 78.1 81.2: 21.9 18.8
Other: 100.0: 10.0 37.2 12.3 67.6 39.1 90.0 88.7: 10.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 31 12 30 14 49 52:
Old : 24: 3 6 1 12 4 16 10:
Other: 77: 13 31 11 29 11 47 49:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 38.7 45.9 52.5 27.8 37.6 44.0 49.3
Old : 54.8 69.1 67.8 79.7 53.3 67.0 65.4 73.7
Other: 28.9 42.0 45.2 55.4 28.1 41.4 43.7 51.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 309,402: 59,259 81,938 68,786 168,816 147,339 296,860 298,063: 12,542 11,339
Old : 280,502: 60,459 77,606 64,938 143,648 127,145 269,044 269,689: 11,459 10,814
Other: 28,899: 566 6,098 2,082 25,168 20,194 27,816 28,374: 1,083 525
: : :
: : Changes in Commitments from: October 16, 2018 :
: -7,578: -1,121 -3,449 -4,192 -1,322 686 -6,635 -6,955: -942 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.5 22.2 54.6 47.6 95.9 96.3: 4.1 3.7
Old : 100.0: 21.6 27.7 23.2 51.2 45.3 95.9 96.1: 4.1 3.9
Other: 100.0: 2.0 21.1 7.2 87.1 69.9 96.3 98.2: 3.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 78 64 67 58 51 170 155:
Old : 214: 82 62 66 57 50 169 153:
Other: 49: 3 10 5 27 20 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 : 24.5 22.9 35.9 36.9 18.2 16.9 26.1 24.4
Old : 21.3 21.4 32.7 36.2 14.5 16.9 23.4 24.9
Other: 68.1 51.5 82.7 72.0 62.2 42.3 68.7 58.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 967,272: 197,557 129,656 226,995 459,023 548,686 883,575 905,337: 83,696 61,935
Old : 967,272: 197,557 129,656 226,995 459,023 548,686 883,575 905,337: 83,696 61,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 57,311: 26,639 -21,500 18,899 2,647 60,791 48,186 58,190: 9,125 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.4 23.5 47.5 56.7 91.3 93.6: 8.7 6.4
Old : 100.0: 20.4 13.4 23.5 47.5 56.7 91.3 93.6: 8.7 6.4
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 : 255: 77 65 91 92 88 216 203:
Old : 255: 77 65 91 92 88 216 203:
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 : 13.9 19.3 21.1 31.7 12.1 16.5 18.1 25.2
Old : 13.9 19.3 21.1 31.7 12.1 16.5 18.1 25.2
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 23, 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 : 357,230: 43,716 82,057 119,423 180,639 147,478 343,778 348,958: 13,452 8,272
Old : 334,177: 45,229 82,592 112,437 163,977 131,310 321,643 326,340: 12,534 7,837
Other: 23,053: 2,868 3,845 2,605 16,662 16,167 22,135 22,618: 918 435
: : :
: : Changes in Commitments from: October 16, 2018 :
: -9,163: -247 -17,760 3,293 -10,971 6,813 -7,925 -7,654: -1,238 -1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.0 33.4 50.6 41.3 96.2 97.7: 3.8 2.3
Old : 100.0: 13.5 24.7 33.6 49.1 39.3 96.2 97.7: 3.8 2.3
Other: 100.0: 12.4 16.7 11.3 72.3 70.1 96.0 98.1: 4.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 477: 138 152 179 154 137 403 374:
Old : 475: 143 149 176 151 133 399 367:
Other: 151: 18 27 20 89 51 120 87:
:----------------------------------------------------------------------------------------------------
: 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 14.6 19.8 24.0 6.3 8.7 11.4 14.6
Old : 12.8 15.2 19.5 23.9 6.6 9.2 11.9 15.3
Other: 33.7 33.0 49.8 49.5 14.8 20.0 22.2 30.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 59,373: 48,885 10,813 2,310 1,888 44,331 53,083 57,454: 6,290 1,919
Old : 59,373: 48,885 10,813 2,310 1,888 44,331 53,083 57,454: 6,290 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 4,385: 3,029 2,862 427 33 1,406 3,489 4,694: 896 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 18.2 3.9 3.2 74.7 89.4 96.8: 10.6 3.2
Old : 100.0: 82.3 18.2 3.9 3.2 74.7 89.4 96.8: 10.6 3.2
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 : 121: 84 24 16 7 6 98 41:
Old : 121: 84 24 16 7 6 98 41:
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 78.4 53.0 88.3 33.1 78.4 51.7 87.7
Old : 34.4 78.4 53.0 88.3 33.1 78.4 51.7 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 23, 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 : 161,083: 40,956 41,533 23,831 94,990 93,575 159,778 158,939: 1,305 2,144
Old : 158,930: 41,936 41,551 22,781 92,929 92,563 157,647 156,895: 1,283 2,035
Other: 2,153: 70 1,032 0 2,061 1,012 2,131 2,044: 22 109
: : :
: : Changes in Commitments from: October 16, 2018 :
: 6,502: 776 -1,261 4,268 1,370 3,263 6,414 6,271: 88 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 25.8 14.8 59.0 58.1 99.2 98.7: 0.8 1.3
Old : 100.0: 26.4 26.1 14.3 58.5 58.2 99.2 98.7: 0.8 1.3
Other: 100.0: 3.3 47.9 0.0 95.7 47.0 99.0 94.9: 1.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 71 107 42 36 43 129 175:
Old : 233: 71 107 41 36 42 128 174:
Other: 19: 2 4 0 4 11 6 15:
:----------------------------------------------------------------------------------------------------
: 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 : 45.8 30.2 64.9 43.8 41.5 28.6 55.0 41.1
Old : 45.6 30.6 64.6 44.1 42.2 29.0 54.6 41.3
Other: 98.8 82.0 99.0 90.0 97.5 82.0 97.6 90.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 279,191: 56,526 21,916 4,943 207,794 245,026 269,263 271,885: 9,928 7,306
Old : 279,191: 56,526 21,916 4,943 207,794 245,026 269,263 271,885: 9,928 7,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,398: 2,113 632 -60 -2,894 -132 -841 440: 2,239 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.8 1.8 74.4 87.8 96.4 97.4: 3.6 2.6
Old : 100.0: 20.2 7.8 1.8 74.4 87.8 96.4 97.4: 3.6 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 : 161: 34 18 7 72 63 110 84:
Old : 161: 34 18 7 72 63 110 84:
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 : 32.8 40.2 46.4 60.5 31.8 40.2 45.3 60.0
Old : 32.8 40.2 46.4 60.5 31.8 40.2 45.3 60.0
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, October 23, 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 : 1,162,386: 307,086 124,206 19,149 785,919 999,684 1,112,154 1,143,039: 50,232 19,347
Old : 1,162,386: 307,086 124,206 19,149 785,919 999,684 1,112,154 1,143,039: 50,232 19,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -5,801: -8,338 -12,077 1,721 -10,774 -1,543 -17,391 -11,899: 11,590 6,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.7 1.6 67.6 86.0 95.7 98.3: 4.3 1.7
Old : 100.0: 26.4 10.7 1.6 67.6 86.0 95.7 98.3: 4.3 1.7
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 : 413: 117 64 32 178 117 306 202:
Old : 413: 117 64 32 178 117 306 202:
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 : 15.9 33.7 27.2 48.2 13.2 33.4 23.6 47.9
Old : 15.9 33.7 27.2 48.2 13.2 33.4 23.6 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2018