COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 434,685: 137,884 10,832 105,554 166,452 304,165 409,890 420,552: 24,795 14,133
Old : 129,232: 45,952 25,170 31,739 41,145 66,737 118,835 123,646: 10,396 5,586
Other: 305,453: 115,198 8,929 50,549 125,308 237,428 291,055 296,905: 14,399 8,548
: : :
: : Changes in Commitments from: May 29, 2018 :
: 16,009: -3,277 -6,234 10,429 8,563 11,376 15,716 15,571: 293 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 2.5 24.3 38.3 70.0 94.3 96.7: 5.7 3.3
Old : 100.0: 35.6 19.5 24.6 31.8 51.6 92.0 95.7: 8.0 4.3
Other: 100.0: 37.7 2.9 16.5 41.0 77.7 95.3 97.2: 4.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 190 61 112 80 89 319 219:
Old : 260: 108 66 60 56 72 191 171:
Other: 315: 166 48 61 74 82 270 166:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 29.3 24.7 40.4 10.2 22.6 14.0 30.6
Old : 18.4 25.4 29.5 37.1 12.3 21.5 19.2 30.1
Other: 18.8 31.6 26.7 45.1 13.2 24.3 19.1 35.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 19,978: 6,430 972 2,554 7,864 14,652 16,848 18,177: 3,130 1,800
Old : 19,301: 6,429 904 2,343 7,511 14,353 16,284 17,600: 3,017 1,701
Other: 676: 10 77 201 353 298 564 577: 113 99
: : :
: : Changes in Commitments from: May 29, 2018 :
: -151: -223 -140 53 214 -58 44 -145: -195 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.9 12.8 39.4 73.3 84.3 91.0: 15.7 9.0
Old : 100.0: 33.3 4.7 12.1 38.9 74.4 84.4 91.2: 15.6 8.8
Other: 100.0: 1.4 11.4 29.8 52.2 44.1 83.4 85.3: 16.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 34 9 14 24 15 65 33:
Old : 69: 35 7 14 22 15 63 32:
Other: 17: 3 5 6 6 5 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 52.3 41.1 72.3 29.3 49.2 39.3 65.3
Old : 30.2 52.7 41.8 73.4 30.0 50.3 40.1 67.0
Other: 61.6 60.9 80.3 81.9 38.4 39.0 42.6 44.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 342,867: 90,277 39,586 76,739 161,143 217,556 328,159 333,882: 14,708 8,986
Old : 186,830: 74,883 43,981 34,711 66,343 102,062 175,937 180,753: 10,893 6,076
Other: 156,038: 36,216 16,428 21,206 94,800 115,494 152,222 153,128: 3,815 2,909
: : :
: : Changes in Commitments from: May 29, 2018 :
: -36,942: -10,939 -2,563 -26,516 1,398 -7,127 -36,057 -36,207: -885 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.5 22.4 47.0 63.5 95.7 97.4: 4.3 2.6
Old : 100.0: 40.1 23.5 18.6 35.5 54.6 94.2 96.7: 5.8 3.3
Other: 100.0: 23.2 10.5 13.6 60.8 74.0 97.6 98.1: 2.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 96 66 91 59 51 210 168:
Old : 234: 97 68 60 48 46 177 144:
Other: 151: 46 44 37 49 34 120 94:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 26.0 27.6 40.5 11.5 17.9 17.6 26.8
Old : 15.3 25.5 26.1 44.5 12.8 20.4 21.9 35.2
Other: 29.1 33.1 47.1 50.4 27.1 23.4 39.9 35.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 1,149,083: 237,403 215,343 260,754 565,337 604,703 1,063,494 1,080,800: 85,590 68,283
Old : 1,149,083: 237,403 215,343 260,754 565,337 604,703 1,063,494 1,080,800: 85,590 68,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -7,834: -8,702 -42,374 12,065 -12,817 24,637 -9,454 -5,672: 1,620 -2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.7 22.7 49.2 52.6 92.6 94.1: 7.4 5.9
Old : 100.0: 20.7 18.7 22.7 49.2 52.6 92.6 94.1: 7.4 5.9
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 : 277: 76 89 103 88 91 231 224:
Old : 277: 76 89 103 88 91 231 224:
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 : 10.8 17.5 18.5 27.1 9.5 14.5 15.5 21.3
Old : 10.8 17.5 18.5 27.1 9.5 14.5 15.5 21.3
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, June 05, 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 : 314,824: 52,826 82,583 91,141 153,492 131,215 297,460 304,939: 17,364 9,885
Old : 217,182: 63,250 80,136 51,861 88,619 77,018 203,730 209,015: 13,451 8,167
Other: 97,642: 14,799 27,670 14,057 64,873 54,197 93,729 95,924: 3,913 1,718
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,891: -756 -7,595 -5,308 4,263 10,330 -1,801 -2,573: -90 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.2 28.9 48.8 41.7 94.5 96.9: 5.5 3.1
Old : 100.0: 29.1 36.9 23.9 40.8 35.5 93.8 96.2: 6.2 3.8
Other: 100.0: 15.2 28.3 14.4 66.4 55.5 96.0 98.2: 4.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 197 174 184 157 137 449 417:
Old : 536: 199 163 143 140 127 407 371:
Other: 312: 73 86 57 133 84 241 198:
:----------------------------------------------------------------------------------------------------
: 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 14.5 20.9 22.8 7.6 9.1 12.5 14.8
Old : 13.6 15.0 21.9 24.7 12.2 13.4 18.0 20.5
Other: 22.2 26.6 31.6 38.5 18.0 21.0 24.4 29.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 45,345: 33,942 29,364 2,393 1,593 11,170 37,929 42,927: 7,417 2,418
Old : 45,345: 33,942 29,364 2,393 1,593 11,170 37,929 42,927: 7,417 2,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,051: -636 -1,091 -25 -412 936 -1,073 -179: 22 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 64.8 5.3 3.5 24.6 83.6 94.7: 16.4 5.3
Old : 100.0: 74.9 64.8 5.3 3.5 24.6 83.6 94.7: 16.4 5.3
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 : 134: 81 36 17 7 8 101 52:
Old : 134: 81 36 17 7 8 101 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 : 31.1 48.9 41.6 74.6 29.1 48.2 39.6 73.9
Old : 31.1 48.9 41.6 74.6 29.1 48.2 39.6 73.9
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, June 05, 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 : 10,450: 2,299 734 0 4,399 5,334 6,698 6,068: 3,752 4,382
Old : 10,450: 2,299 734 0 4,399 5,334 6,698 6,068: 3,752 4,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -257: -215 -141 0 57 73 -158 -68: -99 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 7.0 0.0 42.1 51.0 64.1 58.1: 35.9 41.9
Old : 100.0: 22.0 7.0 0.0 42.1 51.0 64.1 58.1: 35.9 41.9
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 : 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 : 22.1 45.5 39.0 58.1 22.1 42.6 39.0 54.9
Old : 22.1 45.5 39.0 58.1 22.1 42.6 39.0 54.9
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, June 05, 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 : 309,896: 53,076 11,955 3,832 243,066 289,596 299,974 305,383: 9,922 4,513
Old : 309,896: 53,076 11,955 3,832 243,066 289,596 299,974 305,383: 9,922 4,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -5,947: -6,894 -1,798 1,964 -729 -5,606 -5,659 -5,440: -288 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 3.9 1.2 78.4 93.4 96.8 98.5: 3.2 1.5
Old : 100.0: 17.1 3.9 1.2 78.4 93.4 96.8 98.5: 3.2 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 : 158: 32 16 9 77 61 111 84:
Old : 158: 32 16 9 77 61 111 84:
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 : 26.6 47.0 39.8 63.9 23.9 46.2 36.8 62.9
Old : 26.6 47.0 39.8 63.9 23.9 46.2 36.8 62.9
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, June 05, 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 : 1,014,354: 256,543 78,117 21,018 694,294 890,964 971,855 990,099: 42,499 24,255
Old : 1,014,354: 256,543 78,117 21,018 694,294 890,964 971,855 990,099: 42,499 24,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -14,850: 8,235 -5,083 536 -30,897 -15,505 -22,126 -20,052: 7,276 5,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.7 2.1 68.4 87.8 95.8 97.6: 4.2 2.4
Old : 100.0: 25.3 7.7 2.1 68.4 87.8 95.8 97.6: 4.2 2.4
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 : 403: 137 52 35 172 113 324 185:
Old : 403: 137 52 35 172 113 324 185:
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 : 16.6 50.1 28.5 62.2 13.8 50.1 23.7 61.5
Old : 16.6 50.1 28.5 62.2 13.8 50.1 23.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2018