COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 29, 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 : 306,930: 136,157 15,701 32,590 116,537 249,456 285,284 297,747: 21,646 9,183 Old : 112,676: 64,808 29,483 4,508 32,560 73,942 101,876 107,933: 10,800 4,743 Other: 194,254: 94,953 9,822 4,478 83,977 175,514 183,408 189,814: 10,846 4,440 : : : : : Changes in Commitments from: May 22, 2018 : : 9,790: 4,131 2,069 -49 5,872 8,435 9,954 10,455: -164 -665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 5.1 10.6 38.0 81.3 92.9 97.0: 7.1 3.0 Old : 100.0: 57.5 26.2 4.0 28.9 65.6 90.4 95.8: 9.6 4.2 Other: 100.0: 48.9 5.1 2.3 43.2 90.4 94.4 97.7: 5.6 2.3 : : : :# Traders : Number of Traders in Each Category : All : 340: 185 51 88 62 80 288 189: Old : 281: 124 70 22 34 61 169 142: Other: 269: 146 35 31 50 67 211 120: :---------------------------------------------------------------------------------------------------- : 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 : 14.9 35.2 21.1 47.1 14.3 32.5 20.1 44.3 Old : 18.5 38.2 30.1 49.1 18.2 37.9 29.6 48.8 Other: 18.2 34.8 27.0 50.7 18.2 31.4 26.8 46.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 29, 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 : 17,051: 6,472 1,980 439 6,901 13,208 13,812 15,627: 3,239 1,424 Old : 16,754: 6,472 1,854 430 6,722 13,065 13,624 15,349: 3,130 1,405 Other: 297: 8 134 1 179 143 188 278: 109 19 : : : : : Changes in Commitments from: May 22, 2018 : : 765: 699 132 23 51 486 773 641: -8 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 11.6 2.6 40.5 77.5 81.0 91.6: 19.0 8.4 Old : 100.0: 38.6 11.1 2.6 40.1 78.0 81.3 91.6: 18.7 8.4 Other: 100.0: 2.7 45.1 0.3 60.3 48.1 63.3 93.6: 36.7 6.4 : : : :# Traders : Number of Traders in Each Category : All : 70: 30 14 8 17 14 53 31: Old : 69: 30 13 8 16 14 52 30: Other: 11: 1 4 1 4 3 5 8: :---------------------------------------------------------------------------------------------------- : 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 : 33.8 57.9 45.3 77.2 33.8 56.4 45.3 73.3 Old : 34.0 58.2 45.5 77.9 34.0 56.8 45.5 74.0 Other: 62.6 81.5 63.3 93.6 62.3 80.8 62.3 92.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 29, 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 : 305,547: 101,969 45,851 54,807 134,068 195,991 290,844 296,649: 14,703 8,898 Old : 180,728: 89,967 54,175 22,262 57,866 97,645 170,095 174,082: 10,633 6,646 Other: 124,819: 35,350 15,024 9,197 76,202 98,346 120,749 122,567: 4,070 2,252 : : : : : Changes in Commitments from: May 22, 2018 : : 4,320: -3,241 -3,603 -286 8,927 9,555 5,400 5,666: -1,080 -1,346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 15.0 17.9 43.9 64.1 95.2 97.1: 4.8 2.9 Old : 100.0: 49.8 30.0 12.3 32.0 54.0 94.1 96.3: 5.9 3.7 Other: 100.0: 28.3 12.0 7.4 61.1 78.8 96.7 98.2: 3.3 1.8 : : : :# Traders : Number of Traders in Each Category : All : 254: 103 70 80 54 50 206 166: Old : 247: 99 76 56 47 46 177 153: Other: 136: 47 31 25 43 31 106 74: :---------------------------------------------------------------------------------------------------- : 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 : 15.7 25.6 27.2 39.4 11.3 19.5 18.2 29.7 Old : 15.6 24.7 26.0 41.0 15.1 22.4 25.1 35.6 Other: 33.6 34.9 49.5 53.7 33.6 29.0 46.1 43.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 29, 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 : 1,006,973: 249,092 260,310 165,329 514,433 514,899 928,854 940,538: 78,119 66,435 Old : 1,006,973: 249,092 260,310 165,329 514,433 514,899 928,854 940,538: 78,119 66,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2018 : : -25,730: -2,819 -37,255 -19,939 2,443 38,103 -20,315 -19,091: -5,415 -6,639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 25.9 16.4 51.1 51.1 92.2 93.4: 7.8 6.6 Old : 100.0: 24.7 25.9 16.4 51.1 51.1 92.2 93.4: 7.8 6.6 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 : 274: 78 83 91 86 82 219 211: Old : 274: 78 83 91 86 82 219 211: 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 : 12.3 18.7 20.8 28.8 11.2 16.3 18.9 24.3 Old : 12.3 18.7 20.8 28.8 11.2 16.3 18.9 24.3 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 - Futures Only, May 29, 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 : 266,993: 61,641 89,920 65,470 124,269 103,483 251,380 258,873: 15,613 8,120 Old : 191,277: 66,762 87,258 38,072 74,123 59,159 178,957 184,489: 12,320 6,788 Other: 75,716: 16,144 23,927 6,133 50,146 44,324 72,423 74,384: 3,293 1,332 : : : : : Changes in Commitments from: May 22, 2018 : : 1,408: 160 -2,618 1,496 442 2,456 2,098 1,334: -690 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 33.7 24.5 46.5 38.8 94.2 97.0: 5.8 3.0 Old : 100.0: 34.9 45.6 19.9 38.8 30.9 93.6 96.5: 6.4 3.5 Other: 100.0: 21.3 31.6 8.1 66.2 58.5 95.7 98.2: 4.3 1.8 : : : :# Traders : Number of Traders in Each Category : All : 487: 164 131 128 147 128 387 336: Old : 470: 171 126 84 124 105 341 277: Other: 278: 66 63 30 122 83 210 161: :---------------------------------------------------------------------------------------------------- : 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 : 12.7 14.7 20.5 24.5 8.6 11.6 14.2 18.5 Old : 15.4 16.8 23.7 28.0 11.7 16.5 18.3 25.4 Other: 18.0 26.2 28.1 42.0 16.4 21.1 22.7 32.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 29, 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 : 45,941: 34,414 30,490 2,192 1,999 10,003 38,605 42,685: 7,336 3,256 Old : 45,941: 34,414 30,490 2,192 1,999 10,003 38,605 42,685: 7,336 3,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2018 : : 3,876: 4,003 2,665 -488 -319 668 3,196 2,845: 680 1,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 66.4 4.8 4.4 21.8 84.0 92.9: 16.0 7.1 Old : 100.0: 74.9 66.4 4.8 4.4 21.8 84.0 92.9: 16.0 7.1 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 : 140: 89 37 13 5 8 102 52: Old : 140: 89 37 13 5 8 102 52: 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 : 30.9 46.3 40.3 72.4 28.2 46.2 37.5 72.0 Old : 30.9 46.3 40.3 72.4 28.2 46.2 37.5 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, May 29, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $50) : : : : All : 10,707: 2,514 875 0 4,342 5,261 6,856 6,136: 3,851 4,571 Old : 10,707: 2,514 875 0 4,342 5,261 6,856 6,136: 3,851 4,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2018 : : -7: 26 -231 0 47 -140 73 -371: -80 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 8.2 0.0 40.6 49.1 64.0 57.3: 36.0 42.7 Old : 100.0: 23.5 8.2 0.0 40.6 49.1 64.0 57.3: 36.0 42.7 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 : 24: 5 1 0 14 7 19 8: Old : 24: 5 1 0 14 7 19 8: 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 : 22.5 45.1 39.3 57.3 22.5 42.3 39.3 54.2 Old : 22.5 45.1 39.3 57.3 22.5 42.3 39.3 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 Commitments of Traders - Futures Only, May 29, 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 : 315,843: 59,970 13,753 1,868 243,795 295,202 305,633 310,823: 10,210 5,020 Old : 315,843: 59,970 13,753 1,868 243,795 295,202 305,633 310,823: 10,210 5,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2018 : : 4,000: -3,111 2,921 130 7,364 -90 4,383 2,961: -383 1,039 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 4.4 0.6 77.2 93.5 96.8 98.4: 3.2 1.6 Old : 100.0: 19.0 4.4 0.6 77.2 93.5 96.8 98.4: 3.2 1.6 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 : 168: 38 16 9 83 59 122 83: Old : 168: 38 16 9 83 59 122 83: 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 : 25.8 46.2 39.4 64.6 23.4 45.4 36.2 63.5 Old : 25.8 46.2 39.4 64.6 23.4 45.4 36.2 63.5 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 - Futures Only, May 29, 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 : 1,029,204: 248,308 83,200 20,482 725,191 906,469 993,981 1,010,151: 35,223 19,053 Old : 1,029,204: 248,308 83,200 20,482 725,191 906,469 993,981 1,010,151: 35,223 19,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2018 : : -13,679: 2,908 1,603 -190 -12,490 -15,375 -9,772 -13,962: -3,907 283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 8.1 2.0 70.5 88.1 96.6 98.1: 3.4 1.9 Old : 100.0: 24.1 8.1 2.0 70.5 88.1 96.6 98.1: 3.4 1.9 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 : 403: 134 57 33 167 107 317 181: Old : 403: 134 57 33 167 107 317 181: 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 : 16.4 51.1 29.2 63.6 14.3 51.0 24.9 63.0 Old : 16.4 51.1 29.2 63.6 14.3 51.0 24.9 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2018