COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 319,136: 115,774 16,550 57,835 128,342 233,807 301,952 308,192: 17,185 10,945
Old : 162,250: 80,471 30,812 22,495 47,321 103,546 150,287 156,854: 11,963 5,397
Other: 156,886: 55,091 5,526 15,552 81,022 130,261 151,665 151,338: 5,221 5,548
: : :
: : Changes in Commitments from: April 17, 2018 :
: 4,371: 5,234 428 2,804 -3,531 2,807 4,507 6,039: -136 -1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 5.2 18.1 40.2 73.3 94.6 96.6: 5.4 3.4
Old : 100.0: 49.6 19.0 13.9 29.2 63.8 92.6 96.7: 7.4 3.3
Other: 100.0: 35.1 3.5 9.9 51.6 83.0 96.7 96.5: 3.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 161 58 99 70 90 274 209:
Old : 303: 127 77 62 56 76 215 184:
Other: 213: 97 31 33 58 70 174 115:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 29.2 22.5 40.7 13.6 25.8 19.4 35.0
Old : 13.7 30.2 21.9 41.8 12.1 27.8 19.9 37.7
Other: 18.9 31.4 29.9 45.2 18.8 27.1 28.1 39.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 15,389: 2,009 3,428 1,892 9,411 8,683 13,312 14,002: 2,077 1,386
Old : 15,197: 2,012 3,429 1,828 9,382 8,560 13,221 13,817: 1,976 1,380
Other: 192: 11 12 51 29 123 91 186: 101 6
: : :
: : Changes in Commitments from: April 17, 2018 :
: -1,405: 523 -734 -915 -1,010 393 -1,402 -1,256: -4 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 22.3 12.3 61.2 56.4 86.5 91.0: 13.5 9.0
Old : 100.0: 13.2 22.6 12.0 61.7 56.3 87.0 90.9: 13.0 9.1
Other: 100.0: 5.9 6.3 26.4 15.1 64.2 47.4 96.9: 52.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 15 10 24 12 44 35:
Old : 59: 17 16 10 23 12 43 35:
Other: 7: 3 1 4 2 2 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 34.5 53.0 48.6 71.9 34.4 51.9 46.8 68.5
Old : 34.7 52.9 49.1 72.0 34.6 51.8 47.2 68.6
Other: 39.8 91.5 47.4 96.9 18.4 67.9 18.4 67.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 358,440: 111,311 51,014 101,993 130,960 195,408 344,264 348,416: 14,176 10,024
Old : 238,309: 103,009 56,401 59,944 64,159 113,572 227,112 229,918: 11,197 8,391
Other: 120,132: 26,177 12,488 24,175 66,801 81,836 117,153 118,498: 2,979 1,633
: : :
: : Changes in Commitments from: April 17, 2018 :
: 20,071: 5,003 -1,681 11,509 3,503 10,077 20,015 19,905: 56 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.2 28.5 36.5 54.5 96.0 97.2: 4.0 2.8
Old : 100.0: 43.2 23.7 25.2 26.9 47.7 95.3 96.5: 4.7 3.5
Other: 100.0: 21.8 10.4 20.1 55.6 68.1 97.5 98.6: 2.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 124 74 89 55 52 233 176:
Old : 269: 122 79 71 47 47 210 158:
Other: 130: 50 28 30 38 32 105 75:
:----------------------------------------------------------------------------------------------------
: 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 23.5 25.7 36.1 8.5 17.0 14.1 26.1
Old : 12.6 23.1 22.7 38.1 10.4 17.7 18.3 31.6
Other: 30.7 29.4 46.6 47.2 24.6 21.3 34.2 33.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,134,439: 217,340 329,285 242,531 584,446 474,533 1,044,316 1,046,349: 90,123 88,091
Old : 1,134,439: 217,340 329,285 242,531 584,446 474,533 1,044,316 1,046,349: 90,123 88,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 5,925: 6,669 12,000 5,880 -11,245 -12,579 1,304 5,301: 4,620 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.0 21.4 51.5 41.8 92.1 92.2: 7.9 7.8
Old : 100.0: 19.2 29.0 21.4 51.5 41.8 92.1 92.2: 7.9 7.8
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 : 277: 74 91 93 90 85 219 224:
Old : 277: 74 91 93 90 85 219 224:
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 : 11.7 16.9 20.5 27.1 9.7 11.6 17.3 18.3
Old : 11.7 16.9 20.5 27.1 9.7 11.6 17.3 18.3
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, April 24, 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 : 297,863: 55,785 105,973 78,822 147,069 104,054 281,675 288,849: 16,188 9,014
Old : 232,710: 59,606 102,654 55,773 104,067 66,613 219,447 225,040: 13,263 7,670
Other: 65,153: 10,357 17,498 8,870 43,001 37,441 62,229 63,809: 2,924 1,345
: : :
: : Changes in Commitments from: April 17, 2018 :
: -7,309: 140 -11,332 2,232 -5,910 1,408 -3,538 -7,691: -3,771 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 35.6 26.5 49.4 34.9 94.6 97.0: 5.4 3.0
Old : 100.0: 25.6 44.1 24.0 44.7 28.6 94.3 96.7: 5.7 3.3
Other: 100.0: 15.9 26.9 13.6 66.0 57.5 95.5 97.9: 4.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 197 165 170 155 128 432 395:
Old : 531: 202 159 143 147 116 408 360:
Other: 266: 58 69 46 118 77 208 165:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.8 20.8 23.6 8.4 11.0 13.7 17.7
Old : 13.1 14.5 20.6 24.7 9.4 13.7 15.1 22.1
Other: 19.3 24.0 29.2 37.4 12.6 17.0 17.4 28.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 32,278: 22,023 23,765 1,708 1,695 4,749 25,427 30,222: 6,851 2,056
Old : 32,278: 22,023 23,765 1,708 1,695 4,749 25,427 30,222: 6,851 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -2,429: -1,307 -1,954 -144 -1,469 93 -2,920 -2,006: 491 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 73.6 5.3 5.3 14.7 78.8 93.6: 21.2 6.4
Old : 100.0: 68.2 73.6 5.3 5.3 14.7 78.8 93.6: 21.2 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 : 141: 80 48 17 9 5 97 63:
Old : 141: 80 48 17 9 5 97 63:
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 : 29.2 42.4 39.0 59.0 27.6 42.4 37.4 59.0
Old : 29.2 42.4 39.0 59.0 27.6 42.4 37.4 59.0
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 10,127: 1,375 1,196 0 4,742 4,867 6,117 6,063: 4,010 4,064
Old : 10,127: 1,375 1,196 0 4,742 4,867 6,117 6,063: 4,010 4,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 430: 22 279 0 548 424 570 703: -140 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.8 0.0 46.8 48.1 60.4 59.9: 39.6 40.1
Old : 100.0: 13.6 11.8 0.0 46.8 48.1 60.4 59.9: 39.6 40.1
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 : 23: 4 2 0 13 7 17 9:
Old : 23: 4 2 0 13 7 17 9:
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 : 22.0 44.7 37.3 57.4 22.0 38.4 37.1 50.8
Old : 22.0 44.7 37.3 57.4 22.0 38.4 37.1 50.8
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 290,254: 51,436 9,952 1,991 226,995 273,300 280,422 285,243: 9,832 5,011
Old : 290,254: 51,436 9,952 1,991 226,995 273,300 280,422 285,243: 9,832 5,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 10,941: 4,811 516 547 5,123 8,596 10,481 9,659: 460 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.4 0.7 78.2 94.2 96.6 98.3: 3.4 1.7
Old : 100.0: 17.7 3.4 0.7 78.2 94.2 96.6 98.3: 3.4 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 : 157: 35 13 7 75 59 112 77:
Old : 157: 35 13 7 75 59 112 77:
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 : 29.2 47.4 43.0 64.1 27.1 46.6 40.8 63.1
Old : 29.2 47.4 43.0 64.1 27.1 46.6 40.8 63.1
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, April 24, 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 : 1,102,959: 268,295 82,571 18,241 779,465 987,183 1,066,001 1,087,995: 36,958 14,964
Old : 1,102,959: 268,295 82,571 18,241 779,465 987,183 1,066,001 1,087,995: 36,958 14,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 7,209: -7,652 -13,045 185 15,179 18,564 7,712 5,704: -503 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.5 1.7 70.7 89.5 96.6 98.6: 3.4 1.4
Old : 100.0: 24.3 7.5 1.7 70.7 89.5 96.6 98.6: 3.4 1.4
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 : 390: 140 48 29 164 99 315 165:
Old : 390: 140 48 29 164 99 315 165:
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 : 18.9 50.6 32.7 66.2 17.6 50.5 29.7 66.1
Old : 18.9 50.6 32.7 66.2 17.6 50.5 29.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2018