COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 268,835: 56,707 43,226 63,197 134,683 148,059 254,586 254,482: 14,249 14,353
Old : 224,830: 54,358 44,924 52,746 105,075 114,037 212,179 211,707: 12,651 13,124
Other: 44,005: 6,077 2,030 6,723 29,607 34,022 42,407 42,776: 1,598 1,229
: : :
: : Changes in Commitments from: December 24, 2018 :
: 4,864: -2,508 8,509 3,594 4,242 -6,601 5,328 5,502: -464 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 16.1 23.5 50.1 55.1 94.7 94.7: 5.3 5.3
Old : 100.0: 24.2 20.0 23.5 46.7 50.7 94.4 94.2: 5.6 5.8
Other: 100.0: 13.8 4.6 15.3 67.3 77.3 96.4 97.2: 3.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 87 96 94 73 71 218 208:
Old : 270: 89 91 86 64 70 201 204:
Other: 114: 33 20 18 47 37 91 65:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 18.5 29.0 29.6 14.3 13.2 19.9 20.2
Old : 19.2 20.7 28.3 29.2 16.7 15.5 23.7 22.6
Other: 32.5 41.4 48.6 61.3 29.8 41.3 43.0 57.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 19,766: 1,400 8,355 2,304 14,008 6,911 17,712 17,570: 2,054 2,196
Old : 19,760: 1,400 8,355 2,304 14,002 6,911 17,706 17,570: 2,054 2,190
Other: 6: 0 0 0 6 0 6 0: 0 6
: : :
: : Changes in Commitments from: December 24, 2018 :
: 527: 130 565 156 58 -135 345 587: 183 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 42.3 11.7 70.9 35.0 89.6 88.9: 10.4 11.1
Old : 100.0: 7.1 42.3 11.7 70.9 35.0 89.6 88.9: 10.4 11.1
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 16 34 18 29 12 54 57:
Old : 83: 16 34 18 29 12 54 57:
Other: 2: 0 0 0 2 0 2 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 : 27.6 36.8 43.9 51.0 27.0 36.2 42.4 48.6
Old : 27.6 36.8 43.9 51.0 27.0 36.3 42.4 48.6
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 290,032: 61,451 44,112 65,499 149,349 170,032 276,299 279,642: 13,733 10,389
Old : 249,722: 61,985 40,266 62,478 113,581 137,616 238,045 240,360: 11,677 9,362
Other: 40,310: 1,437 5,816 1,050 35,767 32,416 38,254 39,282: 2,056 1,028
: : :
: : Changes in Commitments from: December 24, 2018 :
: 15,942: 871 -8,115 7,609 6,609 15,726 15,089 15,220: 854 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.2 22.6 51.5 58.6 95.3 96.4: 4.7 3.6
Old : 100.0: 24.8 16.1 25.0 45.5 55.1 95.3 96.3: 4.7 3.7
Other: 100.0: 3.6 14.4 2.6 88.7 80.4 94.9 97.5: 5.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 80 56 73 60 54 179 152:
Old : 211: 81 56 70 59 52 176 147:
Other: 64: 8 14 7 33 21 46 37:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 26.6 30.0 41.0 16.5 18.6 24.6 30.9
Old : 13.9 25.3 25.1 40.1 12.0 17.7 20.4 30.1
Other: 61.4 45.1 75.7 67.2 53.8 39.2 61.9 54.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,039,248: 148,216 184,683 233,970 573,657 547,761 955,842 966,414: 83,406 72,834
Old : 1,039,248: 148,216 184,683 233,970 573,657 547,761 955,842 966,414: 83,406 72,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 9,616: -1,905 17,298 -1,545 16,902 -6,742 13,452 9,010: -3,836 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.8 22.5 55.2 52.7 92.0 93.0: 8.0 7.0
Old : 100.0: 14.3 17.8 22.5 55.2 52.7 92.0 93.0: 8.0 7.0
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 : 250: 68 70 88 97 88 211 206:
Old : 250: 68 70 88 97 88 211 206:
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 : 14.8 19.2 23.3 30.4 9.7 13.3 15.4 18.9
Old : 14.8 19.2 23.3 30.4 9.7 13.3 15.4 18.9
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, December 31, 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 : 325,676: 39,332 94,879 89,812 178,910 132,836 308,054 317,527: 17,623 8,149
Old : 293,041: 40,819 92,745 83,313 152,893 109,439 277,026 285,497: 16,015 7,544
Other: 32,636: 2,752 6,374 2,259 26,016 23,398 31,028 32,030: 1,608 605
: : :
: : Changes in Commitments from: December 24, 2018 :
: 2,768: -834 632 1,814 1,716 629 2,696 3,075: 71 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 29.1 27.6 54.9 40.8 94.6 97.5: 5.4 2.5
Old : 100.0: 13.9 31.6 28.4 52.2 37.3 94.5 97.4: 5.5 2.6
Other: 100.0: 8.4 19.5 6.9 79.7 71.7 95.1 98.1: 4.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 145 131 141 158 126 375 339:
Old : 457: 148 129 135 156 120 369 328:
Other: 168: 29 28 22 98 52 140 89:
:----------------------------------------------------------------------------------------------------
: 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 14.7 22.8 24.5 6.6 9.7 11.8 16.7
Old : 14.7 14.8 22.2 24.3 7.1 11.0 12.7 18.6
Other: 30.5 35.8 41.6 52.7 10.3 20.9 16.8 29.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 52,723: 41,714 9,346 1,683 5,015 39,357 48,412 50,386: 4,310 2,336
Old : 52,723: 41,714 9,346 1,683 5,015 39,357 48,412 50,386: 4,310 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 2,447: 1,375 1,978 379 743 -63 2,497 2,294: -50 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 17.7 3.2 9.5 74.6 91.8 95.6: 8.2 4.4
Old : 100.0: 79.1 17.7 3.2 9.5 74.6 91.8 95.6: 8.2 4.4
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 : 100: 66 25 13 4 7 70 45:
Old : 100: 66 25 13 4 7 70 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 : 41.9 83.6 61.3 87.7 40.6 83.6 59.9 87.3
Old : 41.9 83.6 61.3 87.7 40.6 83.6 59.9 87.3
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, December 31, 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 : 177,294: 39,574 76,456 23,256 113,241 76,341 176,071 176,053: 1,223 1,241
Old : 168,575: 39,568 76,899 21,725 106,111 68,935 167,404 167,559: 1,172 1,016
Other: 8,718: 1,231 781 306 7,130 7,406 8,667 8,493: 51 225
: : :
: : Changes in Commitments from: December 24, 2018 :
: 5,644: 291 1,024 342 5,266 4,490 5,899 5,856: -255 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 43.1 13.1 63.9 43.1 99.3 99.3: 0.7 0.7
Old : 100.0: 23.5 45.6 12.9 62.9 40.9 99.3 99.4: 0.7 0.6
Other: 100.0: 14.1 9.0 3.5 81.8 85.0 99.4 97.4: 0.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 42 106 29 25 30 89 150:
Old : 192: 44 103 26 25 27 87 143:
Other: 39: 8 15 5 4 13 14 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 : 55.8 28.8 76.2 44.6 51.9 26.3 65.5 39.8
Old : 56.4 29.7 76.1 46.3 55.0 27.6 67.7 41.8
Other: 88.9 75.8 94.8 83.9 87.7 75.8 92.8 82.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 307,877: 68,174 18,646 2,850 229,895 279,982 300,919 301,478: 6,958 6,399
Old : 307,877: 68,174 18,646 2,850 229,895 279,982 300,919 301,478: 6,958 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 11,336: 198 3,554 1,846 9,793 6,386 11,837 11,786: -501 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.1 0.9 74.7 90.9 97.7 97.9: 2.3 2.1
Old : 100.0: 22.1 6.1 0.9 74.7 90.9 97.7 97.9: 2.3 2.1
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 : 166: 33 20 7 70 69 104 95:
Old : 166: 33 20 7 70 69 104 95:
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 43.3 47.0 64.1 30.7 43.3 46.1 63.6
Old : 31.5 43.3 47.0 64.1 30.7 43.3 46.1 63.6
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, December 31, 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 : 1,217,296: 304,136 88,772 17,646 867,981 1,096,827 1,189,763 1,203,245: 27,533 14,051
Old : 1,217,296: 304,136 88,772 17,646 867,981 1,096,827 1,189,763 1,203,245: 27,533 14,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 22,678: -4,305 6,239 1,861 38,094 19,058 35,650 27,158: -12,972 -4,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.3 1.4 71.3 90.1 97.7 98.8: 2.3 1.2
Old : 100.0: 25.0 7.3 1.4 71.3 90.1 97.7 98.8: 2.3 1.2
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 : 413: 126 47 31 186 122 322 190:
Old : 413: 126 47 31 186 122 322 190:
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 : 14.5 46.5 26.0 61.1 13.6 46.5 24.0 60.7
Old : 14.5 46.5 26.0 61.1 13.6 46.5 24.0 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2019