COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 354,717: 75,890 22,545 95,322 167,955 223,193 339,168 341,060: 15,549 13,657
Old : 316,113: 72,561 23,962 87,645 141,384 191,472 301,589 303,079: 14,524 13,034
Other: 38,604: 5,213 466 5,794 26,571 31,721 37,578 37,981: 1,026 623
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,444: -2,501 269 2,184 2,581 -1,621 2,264 832: -820 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.4 26.9 47.3 62.9 95.6 96.1: 4.4 3.9
Old : 100.0: 23.0 7.6 27.7 44.7 60.6 95.4 95.9: 4.6 4.1
Other: 100.0: 13.5 1.2 15.0 68.8 82.2 97.3 98.4: 2.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 130 73 114 83 84 263 230:
Old : 307: 122 81 110 79 84 254 229:
Other: 100: 32 10 17 41 34 79 55:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 24.2 28.7 36.1 11.1 15.1 15.6 23.0
Old : 17.6 26.7 27.2 38.0 11.8 20.2 17.0 25.2
Other: 42.0 50.3 54.1 71.3 38.5 50.1 46.2 62.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 20,569: 1,651 7,899 2,357 14,066 7,853 18,074 18,110: 2,496 2,460
Old : 1,068: 79 153 0 855 862 934 1,015: 134 53
Other: 19,501: 1,572 7,746 2,357 13,211 6,991 17,140 17,095: 2,362 2,407
: : :
: : Changes in Commitments from: October 23, 2018 :
: 163: -324 407 -26 323 -199 -26 182: 189 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 38.4 11.5 68.4 38.2 87.9 88.0: 12.1 12.0
Old : 100.0: 7.4 14.3 0.0 80.1 80.7 87.5 95.0: 12.5 5.0
Other: 100.0: 8.1 39.7 12.1 67.7 35.9 87.9 87.7: 12.1 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 30 12 30 12 48 49:
Old : 13: 1 2 0 8 2 9 4:
Other: 75: 12 30 12 29 11 47 48:
:----------------------------------------------------------------------------------------------------
: 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 : 30.3 39.7 45.5 52.8 28.6 37.9 43.6 49.2
Old : 82.1 95.0 87.4 95.0 82.1 95.0 87.4 95.0
Other: 29.4 40.3 45.1 52.8 28.7 40.0 43.2 49.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 313,972: 58,208 77,443 71,054 171,866 154,136 301,128 302,633: 12,844 11,339
Old : 283,697: 59,898 72,803 67,445 144,692 132,660 272,036 272,908: 11,661 10,789
Other: 30,275: 592 6,922 1,327 27,174 21,476 29,092 29,725: 1,183 550
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,570: -1,051 -4,495 2,268 3,051 6,797 4,268 4,570: 302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 24.7 22.6 54.7 49.1 95.9 96.4: 4.1 3.6
Old : 100.0: 21.1 25.7 23.8 51.0 46.8 95.9 96.2: 4.1 3.8
Other: 100.0: 2.0 22.9 4.4 89.8 70.9 96.1 98.2: 3.9 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 74 68 71 58 51 171 158:
Old : 213: 75 68 70 57 50 170 155:
Other: 52: 6 10 6 27 20 37 32:
:----------------------------------------------------------------------------------------------------
: 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 23.1 35.8 36.8 17.8 17.0 25.2 24.5
Old : 20.4 21.6 32.0 35.8 13.4 16.6 21.9 24.1
Other: 70.6 48.2 82.2 71.7 64.9 40.8 71.3 60.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 995,968: 206,085 123,171 240,774 467,741 576,615 914,600 940,559: 81,368 55,408
Old : 995,968: 206,085 123,171 240,774 467,741 576,615 914,600 940,559: 81,368 55,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 28,696: 8,528 -6,485 13,778 8,718 27,929 31,024 35,222: -2,328 -6,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.4 24.2 47.0 57.9 91.8 94.4: 8.2 5.6
Old : 100.0: 20.7 12.4 24.2 47.0 57.9 91.8 94.4: 8.2 5.6
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 : 266: 89 64 100 92 89 227 213:
Old : 266: 89 64 100 92 89 227 213:
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 : 13.7 18.8 20.7 30.9 11.7 16.0 17.4 24.4
Old : 13.7 18.8 20.7 30.9 11.7 16.0 17.4 24.4
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 30, 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 : 352,671: 42,293 72,651 111,373 185,836 159,235 339,502 343,260: 13,169 9,412
Old : 329,179: 43,374 72,901 104,624 168,825 142,580 316,824 320,105: 12,356 9,074
Other: 23,492: 2,487 3,318 3,181 17,011 16,655 22,679 23,154: 813 338
: : :
: : Changes in Commitments from: October 23, 2018 :
: -4,559: -1,422 -9,406 -8,050 5,197 11,757 -4,276 -5,699: -283 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.6 31.6 52.7 45.2 96.3 97.3: 3.7 2.7
Old : 100.0: 13.2 22.1 31.8 51.3 43.3 96.2 97.2: 3.8 2.8
Other: 100.0: 10.6 14.1 13.5 72.4 70.9 96.5 98.6: 3.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 139 140 178 149 132 391 368:
Old : 464: 144 139 176 148 127 390 360:
Other: 150: 20 26 23 86 51 121 88:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 15.5 22.6 25.5 6.3 8.8 11.4 14.2
Old : 15.3 16.2 22.5 25.5 6.5 9.4 11.9 14.6
Other: 34.0 32.2 48.9 49.4 12.7 18.1 20.0 27.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 60,465: 49,940 10,343 2,511 1,625 45,757 54,076 58,611: 6,389 1,854
Old : 60,465: 49,940 10,343 2,511 1,625 45,757 54,076 58,611: 6,389 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,091: 1,055 -470 201 -263 1,425 993 1,156: 99 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 17.1 4.2 2.7 75.7 89.4 96.9: 10.6 3.1
Old : 100.0: 82.6 17.1 4.2 2.7 75.7 89.4 96.9: 10.6 3.1
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 : 124: 91 20 14 6 6 105 35:
Old : 124: 91 20 14 6 6 105 35:
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 : 39.4 80.5 55.6 89.1 38.2 80.5 54.0 88.1
Old : 39.4 80.5 55.6 89.1 38.2 80.5 54.0 88.1
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 30, 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 : 146,739: 40,247 52,984 16,149 89,299 76,179 145,695 145,312: 1,045 1,428
Old : 144,455: 41,200 52,920 15,111 87,130 75,078 143,442 143,109: 1,013 1,346
Other: 2,285: 67 1,085 17 2,169 1,101 2,253 2,203: 32 82
: : :
: : Changes in Commitments from: October 23, 2018 :
: -14,344: -710 11,451 -7,682 -5,691 -17,396 -14,084 -13,627: -260 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 36.1 11.0 60.9 51.9 99.3 99.0: 0.7 1.0
Old : 100.0: 28.5 36.6 10.5 60.3 52.0 99.3 99.1: 0.7 0.9
Other: 100.0: 2.9 47.5 0.7 94.9 48.2 98.6 96.4: 1.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 64 112 28 29 39 113 163:
Old : 226: 65 111 27 28 38 111 162:
Other: 21: 3 5 2 4 10 9 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 : 49.6 31.2 73.0 44.3 48.3 29.9 67.5 42.8
Old : 50.4 31.6 72.8 44.6 49.2 30.4 67.3 43.3
Other: 96.9 78.2 98.5 90.4 95.3 78.2 95.7 89.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 283,840: 58,761 23,489 4,474 211,234 249,069 274,469 277,032: 9,371 6,808
Old : 283,840: 58,761 23,489 4,474 211,234 249,069 274,469 277,032: 9,371 6,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,649: 2,235 1,573 -469 3,440 4,043 5,206 5,147: -557 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.3 1.6 74.4 87.7 96.7 97.6: 3.3 2.4
Old : 100.0: 20.7 8.3 1.6 74.4 87.7 96.7 97.6: 3.3 2.4
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 : 157: 32 17 7 69 67 103 89:
Old : 157: 32 17 7 69 67 103 89:
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 37.6 48.6 56.9 31.8 37.6 47.1 56.7
Old : 32.8 37.6 48.6 56.9 31.8 37.6 47.1 56.7
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 30, 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 : 1,191,976: 297,647 118,492 21,677 812,845 1,033,343 1,132,169 1,173,512: 59,807 18,464
Old : 1,191,976: 297,647 118,492 21,677 812,845 1,033,343 1,132,169 1,173,512: 59,807 18,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 29,590: -9,439 -5,714 2,528 26,926 33,659 20,015 30,473: 9,575 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.9 1.8 68.2 86.7 95.0 98.5: 5.0 1.5
Old : 100.0: 25.0 9.9 1.8 68.2 86.7 95.0 98.5: 5.0 1.5
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 : 421: 119 62 34 178 127 310 210:
Old : 421: 119 62 34 178 127 310 210:
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 : 15.2 32.7 26.6 47.3 13.9 32.2 24.4 46.8
Old : 15.2 32.7 26.6 47.3 13.9 32.2 24.4 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018