COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 356,160: 131,718 13,436 66,804 136,989 263,882 335,511 344,122: 20,649 12,039
Old : 176,531: 87,774 27,648 25,652 49,267 117,256 162,693 170,557: 13,838 5,974
Other: 179,629: 64,238 6,081 20,859 87,722 146,625 172,818 173,565: 6,812 6,064
: : :
: : Changes in Commitments from: May 1, 2018 :
: 25,479: 9,862 -1,820 8,131 5,005 18,524 22,997 24,835: 2,481 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.8 18.8 38.5 74.1 94.2 96.6: 5.8 3.4
Old : 100.0: 49.7 15.7 14.5 27.9 66.4 92.2 96.6: 7.8 3.4
Other: 100.0: 35.8 3.4 11.6 48.8 81.6 96.2 96.6: 3.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 179 51 96 75 88 297 199:
Old : 317: 150 67 59 59 77 236 177:
Other: 229: 109 31 39 63 71 193 121:
:----------------------------------------------------------------------------------------------------
: 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 32.9 21.7 43.7 12.6 28.3 17.8 37.0
Old : 13.7 37.0 22.3 47.7 12.0 33.6 19.9 42.8
Other: 18.6 30.0 28.3 45.1 17.8 25.0 25.7 38.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 15,900: 3,516 1,174 1,835 7,639 11,427 12,990 14,435: 2,910 1,465
Old : 15,655: 3,502 1,183 1,792 7,558 11,287 12,852 14,262: 2,803 1,393
Other: 245: 25 0 33 81 140 138 173: 107 72
: : :
: : Changes in Commitments from: May 1, 2018 :
: 496: 767 -1,030 -22 -898 1,441 -154 389: 650 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 7.4 11.5 48.0 71.9 81.7 90.8: 18.3 9.2
Old : 100.0: 22.4 7.6 11.4 48.3 72.1 82.1 91.1: 17.9 8.9
Other: 100.0: 10.0 0.2 13.3 33.0 57.1 56.3 70.5: 43.7 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 21 8 10 22 15 46 30:
Old : 55: 20 9 10 21 15 45 30:
Other: 10: 3 1 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 : 33.8 54.0 46.4 72.6 33.8 51.2 45.4 68.1
Old : 33.9 54.1 46.6 72.9 33.9 51.3 45.7 68.3
Other: 48.8 63.9 56.3 70.5 40.8 56.0 41.8 56.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 373,854: 115,657 57,561 103,007 139,395 202,585 358,058 363,152: 15,796 10,702
Old : 241,662: 105,161 64,702 61,629 63,340 106,991 230,130 233,322: 11,532 8,341
Other: 132,192: 28,855 11,219 23,018 76,055 95,594 127,929 129,831: 4,263 2,362
: : :
: : Changes in Commitments from: May 1, 2018 :
: -8,108: -928 -34 -4,419 -2,607 -2,911 -7,953 -7,364: -154 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 15.4 27.6 37.3 54.2 95.8 97.1: 4.2 2.9
Old : 100.0: 43.5 26.8 25.5 26.2 44.3 95.2 96.5: 4.8 3.5
Other: 100.0: 21.8 8.5 17.4 57.5 72.3 96.8 98.2: 3.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 112 78 81 54 51 217 167:
Old : 256: 108 81 70 48 46 200 155:
Other: 136: 51 29 29 43 32 107 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 : 15.7 24.1 25.9 37.0 9.3 17.0 15.1 25.9
Old : 15.1 22.6 25.2 37.2 12.3 17.0 20.2 29.4
Other: 29.7 32.1 46.1 49.8 25.7 24.2 35.0 36.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 1,140,445: 230,197 321,557 267,957 557,174 468,281 1,055,329 1,057,795: 85,117 82,650
Old : 1,140,445: 230,197 321,557 267,957 557,174 468,281 1,055,329 1,057,795: 85,117 82,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 29,930: 2,298 -6,081 16,783 7,170 18,696 26,250 29,398: 3,680 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 28.2 23.5 48.9 41.1 92.5 92.8: 7.5 7.2
Old : 100.0: 20.2 28.2 23.5 48.9 41.1 92.5 92.8: 7.5 7.2
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 : 288: 81 94 103 90 81 231 229:
Old : 288: 81 94 103 90 81 231 229:
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 : 11.3 14.5 19.6 24.0 9.8 11.0 16.9 18.3
Old : 11.3 14.5 19.6 24.0 9.8 11.0 16.9 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, May 08, 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 : 287,382: 51,773 84,568 80,531 139,005 113,519 271,309 278,617: 16,073 8,765
Old : 211,695: 57,193 82,982 52,711 88,638 68,328 198,543 204,021: 13,153 7,674
Other: 75,687: 11,677 18,684 10,722 50,367 45,190 72,767 74,596: 2,920 1,091
: : :
: : Changes in Commitments from: May 1, 2018 :
: -14,194: -5,277 -9,183 -2,364 -7,264 -2,430 -14,905 -13,977: 711 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 29.4 28.0 48.4 39.5 94.4 97.0: 5.6 3.0
Old : 100.0: 27.0 39.2 24.9 41.9 32.3 93.8 96.4: 6.2 3.6
Other: 100.0: 15.4 24.7 14.2 66.5 59.7 96.1 98.6: 3.9 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 190 160 171 154 134 427 396:
Old : 518: 188 156 145 141 117 396 356:
Other: 277: 68 63 48 125 82 220 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 13.9 19.5 22.7 8.4 10.0 13.8 15.7
Old : 12.4 14.9 20.1 24.8 11.7 13.5 17.2 20.8
Other: 17.5 27.5 27.6 40.3 11.0 21.7 16.2 30.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 37,620: 26,163 26,598 2,026 2,830 6,962 31,018 35,585: 6,602 2,036
Old : 37,620: 26,163 26,598 2,026 2,830 6,962 31,018 35,585: 6,602 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 1,938: 1,274 60 207 616 1,631 2,098 1,898: -160 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 70.7 5.4 7.5 18.5 82.5 94.6: 17.5 5.4
Old : 100.0: 69.5 70.7 5.4 7.5 18.5 82.5 94.6: 17.5 5.4
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 : 143: 88 40 13 11 7 105 54:
Old : 143: 88 40 13 11 7 105 54:
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 : 25.3 47.7 34.4 71.1 24.0 46.3 33.0 69.4
Old : 25.3 47.7 34.4 71.1 24.0 46.3 33.0 69.4
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 08, 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 : 10,414: 2,322 1,202 0 4,609 5,513 6,931 6,715: 3,483 3,699
Old : 10,414: 2,322 1,202 0 4,609 5,513 6,931 6,715: 3,483 3,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 436: 1,417 -234 0 -403 657 1,014 423: -578 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 11.5 0.0 44.3 52.9 66.6 64.5: 33.4 35.5
Old : 100.0: 22.3 11.5 0.0 44.3 52.9 66.6 64.5: 33.4 35.5
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 : 27: 6 2 0 14 8 20 10:
Old : 27: 6 2 0 14 8 20 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 : 23.6 45.2 38.9 59.6 23.6 40.6 38.9 55.0
Old : 23.6 45.2 38.9 59.6 23.6 40.6 38.9 55.0
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 08, 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 : 294,880: 56,999 5,771 1,554 224,854 283,081 283,407 290,406: 11,473 4,474
Old : 294,880: 56,999 5,771 1,554 224,854 283,081 283,407 290,406: 11,473 4,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -615: 2,038 570 -68 -3,883 -150 -1,913 352: 1,298 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 2.0 0.5 76.3 96.0 96.1 98.5: 3.9 1.5
Old : 100.0: 19.3 2.0 0.5 76.3 96.0 96.1 98.5: 3.9 1.5
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 : 151: 34 10 7 74 57 108 74:
Old : 151: 34 10 7 74 57 108 74:
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 : 28.0 47.2 42.0 66.7 25.9 46.4 39.4 65.7
Old : 28.0 47.2 42.0 66.7 25.9 46.4 39.4 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, May 08, 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 : 1,073,561: 243,665 77,180 19,599 772,573 961,190 1,035,837 1,057,969: 37,724 15,592
Old : 1,073,561: 243,665 77,180 19,599 772,573 961,190 1,035,837 1,057,969: 37,724 15,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -4,134: -10,926 -2,703 1,777 5,457 -4,384 -3,692 -5,310: -442 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 7.2 1.8 72.0 89.5 96.5 98.5: 3.5 1.5
Old : 100.0: 22.7 7.2 1.8 72.0 89.5 96.5 98.5: 3.5 1.5
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 : 385: 130 49 31 167 100 310 167:
Old : 385: 130 49 31 167 100 310 167:
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 : 18.4 52.2 31.9 65.6 16.9 52.2 27.6 64.9
Old : 18.4 52.2 31.9 65.6 16.9 52.2 27.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2018