COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 345,597: 110,232 14,932 75,342 140,058 242,364 325,633 332,638: 19,964 12,958
Old : 232,422: 88,973 20,514 53,263 74,894 150,077 217,130 223,854: 15,293 8,568
Other: 113,174: 31,362 4,521 11,976 65,165 92,287 108,503 108,784: 4,671 4,390
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,008: -2,865 -750 1,702 5,174 4,483 4,012 5,435: 996 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.3 21.8 40.5 70.1 94.2 96.3: 5.8 3.7
Old : 100.0: 38.3 8.8 22.9 32.2 64.6 93.4 96.3: 6.6 3.7
Other: 100.0: 27.7 4.0 10.6 57.6 81.5 95.9 96.1: 4.1 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 158 50 107 77 89 280 212:
Old : 305: 135 64 93 69 84 250 201:
Other: 181: 76 21 24 55 65 142 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 : 14.9 26.8 21.8 38.5 11.5 22.3 16.6 31.4
Old : 11.3 29.4 19.3 41.5 9.6 25.3 16.5 34.9
Other: 23.6 29.1 35.7 44.9 22.8 25.8 33.4 36.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 16,279: 1,479 4,283 2,361 10,422 7,440 14,262 14,084: 2,016 2,194
Old : 16,233: 1,457 4,283 2,356 10,422 7,402 14,235 14,041: 1,998 2,192
Other: 45: 24 2 3 0 38 27 43: 18 2
: : :
: : Changes in Commitments from: March 20, 2018 :
: 702: 135 350 -20 401 12 516 341: 185 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 26.3 14.5 64.0 45.7 87.6 86.5: 12.4 13.5
Old : 100.0: 9.0 26.4 14.5 64.2 45.6 87.7 86.5: 12.3 13.5
Other: 100.0: 53.0 5.1 6.6 0.0 83.9 59.6 95.6: 40.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 12 18 11 25 11 41 36:
Old : 58: 12 18 11 25 11 41 36:
Other: 5: 1 2 1 0 2 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 41.7 48.4 63.3 30.7 40.7 45.3 60.3
Old : 32.8 41.6 48.5 63.3 30.8 40.6 45.4 60.2
Other: 59.6 95.6 59.6 95.6 53.0 89.0 53.0 89.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 370,917: 97,912 52,928 103,734 150,252 202,143 351,898 358,805: 19,018 12,112
Old : 276,055: 94,087 52,128 73,290 93,873 139,739 261,250 265,157: 14,805 10,898
Other: 94,862: 14,539 11,515 19,730 56,380 62,404 90,648 93,648: 4,213 1,214
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,239: 1,796 318 3,874 2,189 5,685 7,859 9,877: 1,380 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.3 28.0 40.5 54.5 94.9 96.7: 5.1 3.3
Old : 100.0: 34.1 18.9 26.5 34.0 50.6 94.6 96.1: 5.4 3.9
Other: 100.0: 15.3 12.1 20.8 59.4 65.8 95.6 98.7: 4.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 107 81 90 61 51 225 175:
Old : 263: 110 75 80 59 49 213 166:
Other: 104: 27 23 27 37 32 84 65:
:----------------------------------------------------------------------------------------------------
: 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 22.2 25.8 34.9 8.4 14.1 13.5 22.9
Old : 12.4 21.8 22.1 36.7 8.6 14.3 14.9 25.2
Other: 33.3 27.6 50.9 48.3 28.6 20.2 38.8 34.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 1,091,593: 186,496 303,919 230,025 592,796 473,519 1,009,317 1,007,463: 82,276 84,130
Old : 1,091,593: 186,496 303,919 230,025 592,796 473,519 1,009,317 1,007,463: 82,276 84,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 32,442: -2,516 1,996 16,679 22,885 14,668 37,048 33,343: -4,606 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 27.8 21.1 54.3 43.4 92.5 92.3: 7.5 7.7
Old : 100.0: 17.1 27.8 21.1 54.3 43.4 92.5 92.3: 7.5 7.7
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: 81 83 100 92 87 226 227:
Old : 277: 81 83 100 92 87 226 227:
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 : 10.9 15.4 19.4 24.6 9.7 12.1 15.7 18.2
Old : 10.9 15.4 19.4 24.6 9.7 12.1 15.7 18.2
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, March 27, 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 : 316,408: 58,038 104,018 89,104 150,863 114,194 298,005 307,316: 18,403 9,091
Old : 267,304: 61,672 103,338 69,028 120,052 86,696 250,752 259,061: 16,552 8,243
Other: 49,104: 8,896 13,211 7,545 30,811 27,499 47,253 48,255: 1,851 849
: : :
: : Changes in Commitments from: March 20, 2018 :
: 10,760: 3,800 2,472 5,589 1,359 2,199 10,747 10,260: 13 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.9 28.2 47.7 36.1 94.2 97.1: 5.8 2.9
Old : 100.0: 23.1 38.7 25.8 44.9 32.4 93.8 96.9: 6.2 3.1
Other: 100.0: 18.1 26.9 15.4 62.7 56.0 96.2 98.3: 3.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 200 165 170 158 137 444 400:
Old : 545: 202 163 159 153 126 431 378:
Other: 221: 49 45 35 107 70 177 131:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 12.7 19.5 21.4 7.7 9.7 12.4 15.3
Old : 12.1 12.4 20.3 21.6 8.6 11.3 13.7 17.9
Other: 20.0 29.0 31.1 43.2 14.6 24.6 21.3 36.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 35,807: 24,284 26,019 2,050 3,600 4,731 29,935 32,800: 5,873 3,007
Old : 35,807: 24,284 26,019 2,050 3,600 4,731 29,935 32,800: 5,873 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,780: 3,266 4,965 236 2,501 -26 6,003 5,174: -222 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 72.7 5.7 10.1 13.2 83.6 91.6: 16.4 8.4
Old : 100.0: 67.8 72.7 5.7 10.1 13.2 83.6 91.6: 16.4 8.4
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 : 137: 71 55 13 7 6 83 69:
Old : 137: 71 55 13 7 6 83 69:
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 : 36.6 38.9 48.4 59.3 34.2 38.2 45.2 58.0
Old : 36.6 38.9 48.4 59.3 34.2 38.2 45.2 58.0
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, March 27, 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 : 9,030: 2,801 655 0 2,501 4,504 5,302 5,159: 3,728 3,871
Old : 9,030: 2,801 655 0 2,501 4,504 5,302 5,159: 3,728 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,342: 1,413 -327 0 -14 1,724 1,399 1,397: -57 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.3 0.0 27.7 49.9 58.7 57.1: 41.3 42.9
Old : 100.0: 31.0 7.3 0.0 27.7 49.9 58.7 57.1: 41.3 42.9
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 : 21: 6 2 0 9 6 15 8:
Old : 21: 6 2 0 9 6 15 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 : 30.1 44.2 43.5 57.1 28.5 38.9 40.8 51.5
Old : 30.1 44.2 43.5 57.1 28.5 38.9 40.8 51.5
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, March 27, 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 : 269,617: 42,994 5,149 1,299 215,238 258,374 259,531 264,822: 10,086 4,795
Old : 269,617: 42,994 5,149 1,299 215,238 258,374 259,531 264,822: 10,086 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -3,673: 784 -2,879 41 -5,117 2,016 -4,292 -822: 619 -2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.9 0.5 79.8 95.8 96.3 98.2: 3.7 1.8
Old : 100.0: 15.9 1.9 0.5 79.8 95.8 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 : 148: 29 11 5 76 60 107 74:
Old : 148: 29 11 5 76 60 107 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 : 32.9 53.4 47.5 70.0 30.5 52.6 44.5 68.9
Old : 32.9 53.4 47.5 70.0 30.5 52.6 44.5 68.9
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, March 27, 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 : 1,058,212: 262,361 95,865 20,526 735,694 927,063 1,018,581 1,043,454: 39,631 14,758
Old : 1,058,212: 262,361 95,865 20,526 735,694 927,063 1,018,581 1,043,454: 39,631 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -8,095: -1,377 -734 489 -6,385 -6,967 -7,273 -7,212: -822 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 9.1 1.9 69.5 87.6 96.3 98.6: 3.7 1.4
Old : 100.0: 24.8 9.1 1.9 69.5 87.6 96.3 98.6: 3.7 1.4
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 : 388: 144 41 29 163 99 317 159:
Old : 388: 144 41 29 163 99 317 159:
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 : 19.6 50.7 32.8 65.4 18.2 50.6 29.9 65.0
Old : 19.6 50.7 32.8 65.4 18.2 50.6 29.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018