COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 289,358: 55,350 49,906 77,930 140,138 146,739 273,418 274,575: 15,940 14,783
Old : 240,390: 52,865 51,757 64,308 108,930 111,155 226,103 227,221: 14,287 13,169
Other: 48,968: 8,927 4,591 7,180 31,208 35,584 47,315 47,354: 1,653 1,614
: : :
: : Changes in Commitments from: January 8, 2019 :
: 7,964: -640 1,214 6,144 1,907 -82 7,412 7,276: 553 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.2 26.9 48.4 50.7 94.5 94.9: 5.5 5.1
Old : 100.0: 22.0 21.5 26.8 45.3 46.2 94.1 94.5: 5.9 5.5
Other: 100.0: 18.2 9.4 14.7 63.7 72.7 96.6 96.7: 3.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 106 91 103 77 74 236 223:
Old : 294: 102 95 92 73 73 224 216:
Other: 129: 40 25 22 48 40 97 79:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 16.3 27.3 27.2 12.5 11.6 17.0 18.2
Old : 18.2 18.1 27.2 26.0 14.5 12.2 20.1 18.6
Other: 25.7 40.0 41.1 58.8 22.8 39.9 37.3 56.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,130: 1,412 9,702 2,559 15,341 7,420 19,313 19,682: 2,818 2,449
Old : 22,097: 1,412 9,702 2,559 15,310 7,390 19,282 19,652: 2,816 2,446
Other: 33: 0 0 0 31 30 31 30: 2 3
: : :
: : Changes in Commitments from: January 8, 2019 :
: 906: -85 678 168 584 42 667 888: 239 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 43.8 11.6 69.3 33.5 87.3 88.9: 12.7 11.1
Old : 100.0: 6.4 43.9 11.6 69.3 33.4 87.3 88.9: 12.7 11.1
Other: 100.0: 0.0 0.0 0.0 93.9 90.9 93.9 90.9: 6.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 35 18 30 12 56 59:
Old : 88: 17 35 18 30 12 56 59:
Other: 5: 0 0 0 4 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 38.3 42.9 51.5 27.4 37.9 41.4 49.4
Old : 28.3 38.2 43.0 51.5 27.4 37.8 41.4 49.4
Other: 93.9 90.9 93.9 90.9 93.9 90.9 93.9 90.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 299,958: 62,771 41,211 70,969 151,959 176,548 285,699 288,729: 14,259 11,230
Old : 249,359: 62,219 37,633 67,205 108,010 134,823 237,434 239,662: 11,925 9,697
Other: 50,599: 3,059 6,085 1,257 43,949 41,724 48,265 49,067: 2,334 1,533
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,891: -862 -1,263 1,150 1,634 1,874 1,922 1,760: -31 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.7 23.7 50.7 58.9 95.2 96.3: 4.8 3.7
Old : 100.0: 25.0 15.1 27.0 43.3 54.1 95.2 96.1: 4.8 3.9
Other: 100.0: 6.0 12.0 2.5 86.9 82.5 95.4 97.0: 4.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 84 58 84 60 56 189 164:
Old : 220: 82 62 80 58 54 185 158:
Other: 72: 13 15 11 36 24 54 45:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 26.9 28.8 39.5 15.4 18.2 22.7 29.0
Old : 12.7 24.8 22.3 37.6 9.7 16.4 17.1 27.3
Other: 57.9 43.1 74.4 66.2 52.6 38.6 62.6 53.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,060,192: 157,367 167,104 245,612 562,205 574,641 965,185 987,357: 95,007 72,835
Old : 1,060,192: 157,367 167,104 245,612 562,205 574,641 965,185 987,357: 95,007 72,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -13,635: 8,224 -26,433 -12,031 -12,614 25,451 -16,421 -13,014: 2,786 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.8 23.2 53.0 54.2 91.0 93.1: 9.0 6.9
Old : 100.0: 14.8 15.8 23.2 53.0 54.2 91.0 93.1: 9.0 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 : 248: 70 64 91 96 92 217 202:
Old : 248: 70 64 91 96 92 217 202:
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 : 12.1 19.2 20.1 30.5 8.8 13.9 14.1 20.3
Old : 12.1 19.2 20.1 30.5 8.8 13.9 14.1 20.3
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 341,403: 44,824 101,707 94,104 182,111 135,979 321,039 331,791: 20,364 9,612
Old : 305,694: 47,159 100,666 85,410 154,463 111,320 287,032 297,396: 18,663 8,299
Other: 35,708: 3,899 7,276 2,460 27,648 24,660 34,007 34,395: 1,701 1,313
: : :
: : Changes in Commitments from: January 8, 2019 :
: 7,907: 1,984 6,980 516 3,971 -210 6,471 7,285: 1,437 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 29.8 27.6 53.3 39.8 94.0 97.2: 6.0 2.8
Old : 100.0: 15.4 32.9 27.9 50.5 36.4 93.9 97.3: 6.1 2.7
Other: 100.0: 10.9 20.4 6.9 77.4 69.1 95.2 96.3: 4.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 162 137 149 160 128 398 353:
Old : 486: 167 137 145 157 122 391 345:
Other: 172: 34 28 21 97 55 143 93:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.3 21.8 24.3 6.1 9.9 10.9 16.0
Old : 14.0 14.8 21.2 24.9 6.6 11.3 11.7 18.0
Other: 29.1 33.8 39.2 49.8 10.0 19.5 16.4 27.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,821: 50,565 16,034 2,327 5,596 40,396 58,489 58,757: 3,332 3,064
Old : 61,821: 50,565 16,034 2,327 5,596 40,396 58,489 58,757: 3,332 3,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 842: 1,503 163 421 -804 716 1,120 1,300: -278 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 25.9 3.8 9.1 65.3 94.6 95.0: 5.4 5.0
Old : 100.0: 81.8 25.9 3.8 9.1 65.3 94.6 95.0: 5.4 5.0
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 : 111: 67 33 14 3 9 74 53:
Old : 111: 67 33 14 3 9 74 53:
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 : 38.8 78.6 62.4 83.8 38.2 78.4 59.9 83.0
Old : 38.8 78.6 62.4 83.8 38.2 78.4 59.9 83.0
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 190,500: 43,011 76,797 26,037 120,032 86,525 189,081 189,360: 1,419 1,140
Old : 180,080: 42,471 77,156 24,491 111,762 77,423 178,724 179,070: 1,356 1,010
Other: 10,420: 1,824 926 262 8,271 9,102 10,357 10,290: 63 130
: : :
: : Changes in Commitments from: January 8, 2019 :
: 8,516: 1,982 3,867 1,529 4,955 3,251 8,465 8,647: 50 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 40.3 13.7 63.0 45.4 99.3 99.4: 0.7 0.6
Old : 100.0: 23.6 42.8 13.6 62.1 43.0 99.2 99.4: 0.8 0.6
Other: 100.0: 17.5 8.9 2.5 79.4 87.4 99.4 98.8: 0.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 53 97 33 24 30 96 149:
Old : 193: 55 96 29 24 27 95 140:
Other: 45: 10 17 6 4 15 16 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 : 56.1 31.3 73.1 45.7 51.9 29.7 64.2 41.3
Old : 56.3 32.3 72.7 47.4 54.8 31.3 66.5 43.6
Other: 88.2 74.1 95.8 83.9 87.1 74.1 93.9 83.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 305,225: 65,296 14,843 2,870 228,901 280,033 297,067 297,746: 8,158 7,479
Old : 305,225: 65,296 14,843 2,870 228,901 280,033 297,067 297,746: 8,158 7,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -6,702: -1,510 -2,554 -195 -5,582 -5,138 -7,287 -7,887: 585 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.9 0.9 75.0 91.7 97.3 97.5: 2.7 2.5
Old : 100.0: 21.4 4.9 0.9 75.0 91.7 97.3 97.5: 2.7 2.5
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 : 155: 33 16 6 68 64 101 86:
Old : 155: 33 16 6 68 64 101 86:
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 45.0 47.8 66.8 31.5 45.0 46.8 65.7
Old : 32.5 45.0 47.8 66.8 31.5 45.0 46.8 65.7
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,315,048: 332,946 92,270 16,343 935,625 1,190,260 1,284,914 1,298,873: 30,134 16,175
Old : 1,315,048: 332,946 92,270 16,343 935,625 1,190,260 1,284,914 1,298,873: 30,134 16,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 56,814: 609 812 -722 56,469 55,843 56,356 55,933: 458 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.0 1.2 71.1 90.5 97.7 98.8: 2.3 1.2
Old : 100.0: 25.3 7.0 1.2 71.1 90.5 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 : 424: 135 45 40 192 119 338 193:
Old : 424: 135 45 40 192 119 338 193:
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 48.0 24.5 63.7 12.4 48.0 22.1 63.6
Old : 13.9 48.0 24.5 63.7 12.4 48.0 22.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2019