COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 350,885: 125,969 14,539 66,824 136,929 255,823 329,722 337,186: 21,162 13,698
Old : 162,466: 80,373 29,539 23,794 44,996 102,369 149,163 155,702: 13,303 6,765
Other: 188,418: 67,262 6,666 21,365 91,933 153,454 180,559 181,485: 7,859 6,934
: : :
: : Changes in Commitments from: May 8, 2018 :
: -5,276: -5,750 1,103 20 -59 -8,059 -5,789 -6,935: 513 1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 4.1 19.0 39.0 72.9 94.0 96.1: 6.0 3.9
Old : 100.0: 49.5 18.2 14.6 27.7 63.0 91.8 95.8: 8.2 4.2
Other: 100.0: 35.7 3.5 11.3 48.8 81.4 95.8 96.3: 4.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 171 53 96 77 87 291 197:
Old : 299: 140 62 61 63 76 229 174:
Other: 234: 105 37 39 62 74 191 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 30.9 22.1 41.8 13.2 26.3 18.5 35.3
Old : 14.7 34.8 24.1 45.7 13.2 31.8 21.7 41.4
Other: 18.9 28.8 28.5 43.9 18.1 23.7 26.3 37.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 18,285: 4,983 972 2,293 7,801 13,216 15,077 16,482: 3,208 1,803
Old : 17,852: 4,981 976 2,165 7,607 13,001 14,753 16,142: 3,099 1,709
Other: 433: 8 3 122 194 215 324 339: 109 94
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,385: 1,466 -201 459 162 1,790 2,086 2,047: 298 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.3 12.5 42.7 72.3 82.5 90.1: 17.5 9.9
Old : 100.0: 27.9 5.5 12.1 42.6 72.8 82.6 90.4: 17.4 9.6
Other: 100.0: 1.8 0.6 28.2 44.8 49.6 74.7 78.4: 25.3 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 28 9 11 24 17 58 31:
Old : 64: 27 10 11 22 17 56 31:
Other: 12: 3 1 4 6 5 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 54.4 42.1 71.8 30.0 51.0 40.9 65.8
Old : 30.3 54.6 42.2 72.0 30.3 51.6 41.3 66.7
Other: 63.5 57.4 74.3 77.7 34.5 39.7 36.1 39.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 375,229: 114,073 52,829 104,624 141,351 207,348 360,048 364,801: 15,181 10,428
Old : 235,004: 103,893 61,377 59,544 60,522 106,342 223,958 227,264: 11,046 7,741
Other: 140,224: 32,325 13,596 22,936 80,829 101,005 136,089 137,537: 4,135 2,687
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,375: -1,584 -4,732 1,618 1,956 4,763 1,989 1,649: -614 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.1 27.9 37.7 55.3 96.0 97.2: 4.0 2.8
Old : 100.0: 44.2 26.1 25.3 25.8 45.3 95.3 96.7: 4.7 3.3
Other: 100.0: 23.1 9.7 16.4 57.6 72.0 97.1 98.1: 2.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 107 75 84 55 50 215 165:
Old : 249: 107 74 68 49 45 196 150:
Other: 135: 45 34 29 43 33 108 78:
:----------------------------------------------------------------------------------------------------
: 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 24.2 26.6 37.2 9.8 17.0 15.4 25.6
Old : 16.3 23.2 26.2 37.9 12.9 17.3 20.8 29.2
Other: 29.8 31.2 46.1 49.0 27.4 24.0 36.4 36.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,158,347: 235,047 321,053 273,598 562,898 483,399 1,071,542 1,078,050: 86,805 80,297
Old : 1,158,347: 235,047 321,053 273,598 562,898 483,399 1,071,542 1,078,050: 86,805 80,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 17,902: 4,849 -504 5,641 5,723 15,118 16,214 20,255: 1,688 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 27.7 23.6 48.6 41.7 92.5 93.1: 7.5 6.9
Old : 100.0: 20.3 27.7 23.6 48.6 41.7 92.5 93.1: 7.5 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 : 291: 83 96 102 90 82 233 230:
Old : 291: 83 96 102 90 82 233 230:
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 : 11.5 14.7 19.9 24.4 9.5 11.1 16.6 18.3
Old : 11.5 14.7 19.9 24.4 9.5 11.1 16.6 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 15, 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 : 300,829: 52,372 93,291 85,544 145,113 113,120 283,029 291,956: 17,800 8,873
Old : 221,068: 60,530 91,616 54,509 91,508 67,461 206,548 213,587: 14,521 7,482
Other: 79,761: 13,004 22,837 9,873 53,605 45,659 76,481 78,369: 3,280 1,392
: : :
: : Changes in Commitments from: May 8, 2018 :
: 13,447: 599 8,724 5,013 6,107 -398 11,720 13,339: 1,727 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 31.0 28.4 48.2 37.6 94.1 97.1: 5.9 2.9
Old : 100.0: 27.4 41.4 24.7 41.4 30.5 93.4 96.6: 6.6 3.4
Other: 100.0: 16.3 28.6 12.4 67.2 57.2 95.9 98.3: 4.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 202 169 169 158 133 444 403:
Old : 542: 209 158 134 144 116 408 358:
Other: 292: 65 80 49 128 85 224 188:
:----------------------------------------------------------------------------------------------------
: 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 14.1 19.4 23.0 7.9 10.0 12.9 15.8
Old : 13.0 14.4 20.0 24.8 10.1 13.8 15.5 21.6
Other: 17.7 23.9 28.0 37.1 13.4 18.2 19.6 28.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 40,565: 28,782 28,661 2,132 2,964 7,784 33,878 38,576: 6,688 1,989
Old : 40,565: 28,782 28,661 2,132 2,964 7,784 33,878 38,576: 6,688 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,945: 2,619 2,063 106 134 822 2,859 2,992: 86 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 70.7 5.3 7.3 19.2 83.5 95.1: 16.5 4.9
Old : 100.0: 71.0 70.7 5.3 7.3 19.2 83.5 95.1: 16.5 4.9
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 : 142: 93 36 17 9 6 114 48:
Old : 142: 93 36 17 9 6 114 48:
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 : 26.3 49.3 35.1 76.2 24.4 47.5 33.3 74.0
Old : 26.3 49.3 35.1 76.2 24.4 47.5 33.3 74.0
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, May 15, 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 : 10,592: 2,408 707 0 4,364 5,797 6,772 6,504: 3,820 4,088
Old : 10,592: 2,408 707 0 4,364 5,797 6,772 6,504: 3,820 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 178: 86 -495 0 -245 284 -159 -211: 337 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.7 0.0 41.2 54.7 63.9 61.4: 36.1 38.6
Old : 100.0: 22.7 6.7 0.0 41.2 54.7 63.9 61.4: 36.1 38.6
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 : 25: 6 1 0 14 7 20 8:
Old : 25: 6 1 0 14 7 20 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 : 21.7 46.3 37.7 61.4 21.7 44.2 37.7 59.1
Old : 21.7 46.3 37.7 61.4 21.7 44.2 37.7 59.1
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 15, 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 : 311,850: 61,124 10,603 1,489 238,295 295,184 300,908 307,276: 10,942 4,574
Old : 311,850: 61,124 10,603 1,489 238,295 295,184 300,908 307,276: 10,942 4,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 16,970: 4,125 4,832 -65 13,441 12,103 17,501 16,870: -531 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.4 0.5 76.4 94.7 96.5 98.5: 3.5 1.5
Old : 100.0: 19.6 3.4 0.5 76.4 94.7 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 : 161: 37 13 6 76 62 113 81:
Old : 161: 37 13 6 76 62 113 81:
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 : 27.0 45.6 40.9 64.5 24.6 44.9 38.0 63.5
Old : 27.0 45.6 40.9 64.5 24.6 44.9 38.0 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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,045,673: 236,248 81,613 19,963 750,506 925,333 1,006,717 1,026,909: 38,956 18,764
Old : 1,045,673: 236,248 81,613 19,963 750,506 925,333 1,006,717 1,026,909: 38,956 18,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -27,888: -7,417 4,433 364 -22,067 -35,857 -29,120 -31,060: 1,232 3,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 7.8 1.9 71.8 88.5 96.3 98.2: 3.7 1.8
Old : 100.0: 22.6 7.8 1.9 71.8 88.5 96.3 98.2: 3.7 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 : 390: 131 51 29 165 104 308 172:
Old : 390: 131 51 29 165 104 308 172:
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 : 18.7 51.5 32.0 65.1 17.0 51.5 27.7 64.6
Old : 18.7 51.5 32.0 65.1 17.0 51.5 27.7 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2018