COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 444,013: 134,861 11,104 111,222 171,277 308,096 417,360 430,422: 26,653 13,591
Old : 100,851: 25,255 9,112 33,876 33,335 53,637 92,465 96,625: 8,386 4,226
Other: 343,162: 118,424 10,808 68,529 137,942 254,458 324,895 333,796: 18,267 9,366
: : :
: : Changes in Commitments from: June 5, 2018 :
: 9,328: -3,022 272 5,668 4,825 3,931 7,470 9,870: 1,858 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.5 25.0 38.6 69.4 94.0 96.9: 6.0 3.1
Old : 100.0: 25.0 9.0 33.6 33.1 53.2 91.7 95.8: 8.3 4.2
Other: 100.0: 34.5 3.1 20.0 40.2 74.2 94.7 97.3: 5.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 188 66 110 79 88 320 218:
Old : 221: 84 56 53 56 66 171 144:
Other: 336: 174 60 85 73 84 284 197:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 30.5 25.1 42.0 9.8 23.5 13.7 31.3
Old : 22.4 34.3 35.0 47.5 12.0 23.1 18.6 28.5
Other: 18.2 30.8 26.3 44.1 12.2 23.7 17.0 34.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 19,344: 6,061 949 2,257 8,017 14,098 16,334 17,304: 3,010 2,041
Old : 18,769: 6,067 938 2,107 7,653 13,819 15,826 16,864: 2,943 1,905
Other: 575: 6 22 139 364 279 509 440: 67 136
: : :
: : Changes in Commitments from: June 5, 2018 :
: -633: -369 -23 -297 152 -554 -514 -874: -120 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.9 11.7 41.4 72.9 84.4 89.5: 15.6 10.5
Old : 100.0: 32.3 5.0 11.2 40.8 73.6 84.3 89.9: 15.7 10.1
Other: 100.0: 1.0 3.9 24.1 63.3 48.4 88.4 76.4: 11.6 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 28 11 12 24 15 61 30:
Old : 65: 30 9 12 22 15 59 30:
Other: 17: 2 4 6 8 5 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 30.3 53.7 41.1 72.4 30.3 52.4 40.9 68.3
Old : 30.9 54.0 41.8 73.2 30.9 53.2 41.6 69.6
Other: 56.1 59.7 81.6 75.1 47.4 42.6 56.0 44.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 303,605: 81,525 38,854 62,643 146,412 194,383 290,580 295,880: 13,024 7,725
Old : 142,277: 63,374 36,716 23,921 46,186 76,995 133,481 137,631: 8,796 4,645
Other: 161,328: 35,457 19,444 21,416 100,226 117,388 157,099 158,249: 4,229 3,079
: : :
: : Changes in Commitments from: June 5, 2018 :
: -39,263: -8,751 -732 -14,096 -14,731 -23,173 -37,579 -38,002: -1,684 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.8 20.6 48.2 64.0 95.7 97.5: 4.3 2.5
Old : 100.0: 44.5 25.8 16.8 32.5 54.1 93.8 96.7: 6.2 3.3
Other: 100.0: 22.0 12.1 13.3 62.1 72.8 97.4 98.1: 2.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 100 60 94 59 49 209 171:
Old : 235: 101 65 56 48 41 174 140:
Other: 158: 50 43 37 50 37 124 99:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 26.7 28.0 41.1 12.4 18.4 19.1 28.3
Old : 16.3 28.0 27.8 44.5 14.5 27.4 25.2 39.2
Other: 27.7 32.5 42.9 48.0 23.9 22.3 34.5 33.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,143,989: 236,887 218,257 263,939 555,728 595,084 1,056,553 1,077,280: 87,436 66,710
Old : 1,143,989: 236,887 218,257 263,939 555,728 595,084 1,056,553 1,077,280: 87,436 66,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -5,094: -516 2,914 3,185 -9,609 -9,619 -6,940 -3,521: 1,846 -1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.1 23.1 48.6 52.0 92.4 94.2: 7.6 5.8
Old : 100.0: 20.7 19.1 23.1 48.6 52.0 92.4 94.2: 7.6 5.8
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 : 275: 77 84 98 94 92 231 221:
Old : 275: 77 84 98 94 92 231 221:
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 : 11.4 18.4 19.4 28.6 9.8 15.0 15.8 22.5
Old : 11.4 18.4 19.4 28.6 9.8 15.0 15.8 22.5
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 12, 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 : 323,275: 53,892 95,532 89,042 162,170 129,664 305,104 314,238: 18,172 9,038
Old : 208,048: 71,407 88,528 37,599 85,045 74,472 194,051 200,599: 13,997 7,449
Other: 115,227: 16,882 41,401 17,046 77,126 55,192 111,053 113,639: 4,174 1,588
: : :
: : Changes in Commitments from: June 5, 2018 :
: 8,452: 1,065 12,949 -2,099 8,678 -1,550 7,644 9,299: 807 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 29.6 27.5 50.2 40.1 94.4 97.2: 5.6 2.8
Old : 100.0: 34.3 42.6 18.1 40.9 35.8 93.3 96.4: 6.7 3.6
Other: 100.0: 14.7 35.9 14.8 66.9 47.9 96.4 98.6: 3.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 194 171 164 153 125 431 391:
Old : 519: 194 160 114 135 107 377 335:
Other: 329: 84 90 65 132 89 256 212:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 14.9 22.7 24.0 7.4 9.3 12.1 15.5
Old : 16.3 15.8 24.5 27.8 13.6 13.8 19.9 23.4
Other: 21.9 24.7 30.0 38.3 18.0 21.6 24.0 30.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 50,037: 35,155 30,418 3,440 4,079 13,979 42,674 47,836: 7,363 2,201
Old : 50,037: 35,155 30,418 3,440 4,079 13,979 42,674 47,836: 7,363 2,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 4,692: 1,213 1,054 1,047 2,486 2,809 4,746 4,909: -53 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 60.8 6.9 8.2 27.9 85.3 95.6: 14.7 4.4
Old : 100.0: 70.3 60.8 6.9 8.2 27.9 85.3 95.6: 14.7 4.4
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 : 122: 81 28 15 8 6 100 40:
Old : 122: 81 28 15 8 6 100 40:
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 : 30.7 48.9 44.0 78.7 27.5 48.2 38.4 73.7
Old : 30.7 48.9 44.0 78.7 27.5 48.2 38.4 73.7
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 12, 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 : 350,424: 52,520 9,624 6,081 273,235 321,342 331,836 337,047: 18,588 13,377
Old : 350,424: 52,520 9,624 6,081 273,235 321,342 331,836 337,047: 18,588 13,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 40,528: -556 -2,331 2,249 30,169 31,746 31,862 31,664: 8,666 8,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 2.7 1.7 78.0 91.7 94.7 96.2: 5.3 3.8
Old : 100.0: 15.0 2.7 1.7 78.0 91.7 94.7 96.2: 5.3 3.8
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: 32 13 11 79 66 116 86:
Old : 156: 32 13 11 79 66 116 86:
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 : 28.6 47.0 40.6 64.0 25.9 43.4 38.0 59.8
Old : 28.6 47.0 40.6 64.0 25.9 43.4 38.0 59.8
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 12, 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 : 1,165,907: 250,266 83,931 41,030 793,166 978,976 1,084,462 1,103,937: 81,445 61,970
Old : 1,165,907: 250,266 83,931 41,030 793,166 978,976 1,084,462 1,103,937: 81,445 61,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 151,553: -6,277 5,814 20,012 98,872 88,012 112,607 113,838: 38,946 37,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.2 3.5 68.0 84.0 93.0 94.7: 7.0 5.3
Old : 100.0: 21.5 7.2 3.5 68.0 84.0 93.0 94.7: 7.0 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 : 402: 130 57 39 176 117 325 195:
Old : 402: 130 57 39 176 117 325 195:
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 : 15.5 45.7 26.7 59.8 12.1 43.4 20.8 52.8
Old : 15.5 45.7 26.7 59.8 12.1 43.4 20.8 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2018