COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 330,682: 121,857 15,256 58,673 131,984 245,357 312,514 319,287: 18,168 11,395
Old : 168,016: 83,156 29,547 22,363 50,285 110,249 155,804 162,159: 12,213 5,857
Other: 162,665: 58,098 5,106 16,914 81,699 135,108 156,710 157,128: 5,955 5,538
: : :
: : Changes in Commitments from: April 24, 2018 :
: 11,545: 6,082 -1,294 838 3,641 11,550 10,562 11,095: 983 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 4.6 17.7 39.9 74.2 94.5 96.6: 5.5 3.4
Old : 100.0: 49.5 17.6 13.3 29.9 65.6 92.7 96.5: 7.3 3.5
Other: 100.0: 35.7 3.1 10.4 50.2 83.1 96.3 96.6: 3.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 177 47 96 72 88 284 201:
Old : 304: 140 67 61 58 76 223 179:
Other: 218: 106 27 34 59 69 182 113:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 31.0 21.9 42.2 13.0 27.0 18.6 35.9
Old : 13.8 33.2 22.6 44.4 12.6 29.9 20.5 39.4
Other: 18.5 31.4 29.1 45.7 18.2 27.2 26.9 39.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 15,404: 2,750 2,204 1,857 8,538 9,986 13,144 14,046: 2,260 1,358
Old : 15,197: 2,732 2,206 1,825 8,494 9,856 13,050 13,886: 2,146 1,311
Other: 208: 20 0 30 44 130 94 160: 114 47
: : :
: : Changes in Commitments from: April 24, 2018 :
: 15: 966 -1,224 -35 -1,099 1,302 -168 44: 183 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.3 12.1 55.4 64.8 85.3 91.2: 14.7 8.8
Old : 100.0: 18.0 14.5 12.0 55.9 64.9 85.9 91.4: 14.1 8.6
Other: 100.0: 9.4 0.0 14.6 21.2 62.6 45.3 77.3: 54.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 14 14 11 22 12 42 31:
Old : 52: 13 15 11 21 12 41 31:
Other: 10: 4 0 4 4 3 8 7:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 52.4 49.3 72.1 35.7 52.0 48.7 67.8
Old : 36.0 52.4 49.7 72.4 36.0 52.0 49.1 67.9
Other: 36.6 70.3 45.3 77.3 27.9 61.2 29.2 61.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 381,962: 116,585 57,595 107,425 142,001 205,496 366,012 370,516: 15,950 11,446
Old : 251,992: 106,164 65,705 65,273 68,734 112,025 240,171 243,003: 11,821 8,989
Other: 129,970: 29,096 10,565 23,477 73,268 93,471 125,841 127,513: 4,129 2,456
: : :
: : Changes in Commitments from: April 24, 2018 :
: 23,522: 5,275 6,581 5,432 11,041 10,088 21,748 22,100: 1,774 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 15.1 28.1 37.2 53.8 95.8 97.0: 4.2 3.0
Old : 100.0: 42.1 26.1 25.9 27.3 44.5 95.3 96.4: 4.7 3.6
Other: 100.0: 22.4 8.1 18.1 56.4 71.9 96.8 98.1: 3.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 117 75 86 55 52 226 172:
Old : 264: 111 85 68 46 45 200 156:
Other: 135: 51 29 31 40 33 108 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 : 15.3 24.1 25.8 36.5 8.4 16.8 14.2 25.7
Old : 13.7 21.7 23.4 36.3 10.7 16.4 18.3 28.9
Other: 30.0 32.8 44.8 50.6 22.9 24.4 32.2 36.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 1,110,515: 227,900 327,638 251,174 550,005 449,585 1,029,079 1,028,397: 81,437 82,118
Old : 1,110,515: 227,900 327,638 251,174 550,005 449,585 1,029,079 1,028,397: 81,437 82,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -23,924: 10,560 -1,648 8,644 -34,441 -24,947 -15,237 -17,952: -8,687 -5,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 29.5 22.6 49.5 40.5 92.7 92.6: 7.3 7.4
Old : 100.0: 20.5 29.5 22.6 49.5 40.5 92.7 92.6: 7.3 7.4
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 : 278: 79 89 95 89 78 221 219:
Old : 278: 79 89 95 89 78 221 219:
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 : 11.8 14.8 20.7 24.4 10.2 11.6 17.8 18.8
Old : 11.8 14.8 20.7 24.4 10.2 11.6 17.8 18.8
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, May 01, 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 : 301,577: 57,050 93,750 82,895 146,269 115,949 286,214 292,594: 15,362 8,983
Old : 232,014: 62,005 91,072 56,935 100,511 76,194 219,450 224,200: 12,564 7,814
Other: 69,562: 10,938 18,570 10,068 45,758 39,755 66,764 68,394: 2,798 1,168
: : :
: : Changes in Commitments from: April 24, 2018 :
: 3,713: 1,265 -12,223 4,073 -800 11,895 4,539 3,745: -825 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 31.1 27.5 48.5 38.4 94.9 97.0: 5.1 3.0
Old : 100.0: 26.7 39.3 24.5 43.3 32.8 94.6 96.6: 5.4 3.4
Other: 100.0: 15.7 26.7 14.5 65.8 57.2 96.0 98.3: 4.0 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 192 165 170 150 128 424 394:
Old : 521: 193 159 142 139 115 395 356:
Other: 266: 63 65 48 120 77 214 164:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.8 21.1 24.2 8.1 10.2 13.3 16.2
Old : 13.9 15.4 21.3 25.3 10.1 13.0 15.6 20.9
Other: 18.5 24.9 28.3 37.3 11.9 18.6 17.2 28.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 35,682: 24,889 26,538 1,818 2,213 5,330 28,921 33,687: 6,762 1,996
Old : 35,682: 24,889 26,538 1,818 2,213 5,330 28,921 33,687: 6,762 1,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 3,405: 2,866 2,773 110 518 582 3,494 3,465: -89 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 74.4 5.1 6.2 14.9 81.1 94.4: 18.9 5.6
Old : 100.0: 69.8 74.4 5.1 6.2 14.9 81.1 94.4: 18.9 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 : 149: 86 49 16 11 5 106 61:
Old : 149: 86 49 16 11 5 106 61:
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 : 28.3 44.4 37.5 64.3 26.8 43.6 36.0 63.2
Old : 28.3 44.4 37.5 64.3 26.8 43.6 36.0 63.2
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, May 01, 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 : 9,978: 905 1,436 0 5,012 4,856 5,917 6,292: 4,061 3,686
Old : 9,978: 905 1,436 0 5,012 4,856 5,917 6,292: 4,061 3,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -149: -470 240 0 270 -11 -200 229: 51 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.4 0.0 50.2 48.7 59.3 63.1: 40.7 36.9
Old : 100.0: 9.1 14.4 0.0 50.2 48.7 59.3 63.1: 40.7 36.9
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 : 22: 3 3 0 12 7 15 10:
Old : 22: 3 3 0 12 7 15 10:
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 : 28.3 45.0 43.0 58.8 24.8 34.3 38.3 47.8
Old : 28.3 45.0 43.0 58.8 24.8 34.3 38.3 47.8
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, May 01, 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 : 295,495: 54,961 5,201 1,622 228,737 283,231 285,320 290,054: 10,175 5,441
Old : 295,495: 54,961 5,201 1,622 228,737 283,231 285,320 290,054: 10,175 5,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 5,241: 3,525 -4,751 -369 1,742 9,931 4,898 4,811: 343 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 1.8 0.5 77.4 95.8 96.6 98.2: 3.4 1.8
Old : 100.0: 18.6 1.8 0.5 77.4 95.8 96.6 98.2: 3.4 1.8
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 : 156: 37 10 9 78 57 115 76:
Old : 156: 37 10 9 78 57 115 76:
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 : 27.9 47.2 42.3 67.3 25.6 46.4 38.9 66.3
Old : 27.9 47.2 42.3 67.3 25.6 46.4 38.9 66.3
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, May 01, 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 : 1,077,695: 254,591 79,883 17,822 767,116 965,574 1,039,529 1,063,279: 38,166 14,416
Old : 1,077,695: 254,591 79,883 17,822 767,116 965,574 1,039,529 1,063,279: 38,166 14,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -25,264: -13,704 -2,688 -419 -12,349 -21,609 -26,472 -24,716: 1,208 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 1.7 71.2 89.6 96.5 98.7: 3.5 1.3
Old : 100.0: 23.6 7.4 1.7 71.2 89.6 96.5 98.7: 3.5 1.3
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 : 394: 139 50 31 166 102 317 171:
Old : 394: 139 50 31 166 102 317 171:
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 : 18.6 53.0 32.3 67.9 16.9 53.0 29.1 67.5
Old : 18.6 53.0 32.3 67.9 16.9 53.0 29.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2018