COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 347,109: 107,033 16,304 76,279 142,738 241,511 326,049 334,094: 21,060 13,015
Old : 226,337: 84,086 22,242 53,082 73,000 142,905 210,168 218,230: 16,168 8,106
Other: 120,772: 33,500 4,615 12,643 69,737 98,606 115,881 115,864: 4,892 4,908
: : :
: : Changes in Commitments from: March 27, 2018 :
: 1,512: -3,200 1,372 937 2,679 -853 416 1,455: 1,096 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.7 22.0 41.1 69.6 93.9 96.3: 6.1 3.7
Old : 100.0: 37.2 9.8 23.5 32.3 63.1 92.9 96.4: 7.1 3.6
Other: 100.0: 27.7 3.8 10.5 57.7 81.6 95.9 95.9: 4.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 155 59 108 78 88 280 216:
Old : 307: 139 64 91 71 85 250 204:
Other: 190: 79 27 24 56 66 148 104:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 26.6 23.3 38.2 11.6 22.2 16.3 31.1
Old : 12.7 27.9 20.8 39.5 9.7 24.1 16.2 33.1
Other: 23.2 30.1 34.7 45.1 22.2 25.5 32.3 36.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 16,472: 1,512 4,345 2,485 10,652 7,617 14,649 14,447: 1,823 2,025
Old : 16,424: 1,490 4,345 2,480 10,652 7,577 14,622 14,402: 1,802 2,022
Other: 48: 24 2 3 0 40 27 45: 21 3
: : :
: : Changes in Commitments from: March 27, 2018 :
: 193: 33 62 123 230 177 387 363: -194 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 26.4 15.1 64.7 46.2 88.9 87.7: 11.1 12.3
Old : 100.0: 9.1 26.5 15.1 64.9 46.1 89.0 87.7: 11.0 12.3
Other: 100.0: 50.3 4.6 5.9 0.0 83.2 56.2 93.8: 43.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 19 13 25 11 43 39:
Old : 61: 13 19 13 25 11 43 39:
Other: 5: 2 1 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 : 34.7 44.0 49.5 64.6 33.2 43.2 46.9 61.3
Old : 34.8 43.9 49.6 64.5 33.3 43.1 47.1 61.2
Other: 56.2 93.8 56.2 93.8 50.3 87.8 50.3 87.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 365,766: 98,029 51,587 102,347 147,648 199,960 348,024 353,894: 17,741 11,872
Old : 267,483: 92,875 52,807 70,364 90,452 133,830 253,691 257,000: 13,792 10,483
Other: 98,282: 16,999 10,624 20,138 57,196 66,131 94,333 96,893: 3,949 1,389
: : :
: : Changes in Commitments from: March 27, 2018 :
: -5,151: 117 -1,342 -1,387 -2,604 -2,183 -3,874 -4,911: -1,277 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.1 28.0 40.4 54.7 95.1 96.8: 4.9 3.2
Old : 100.0: 34.7 19.7 26.3 33.8 50.0 94.8 96.1: 5.2 3.9
Other: 100.0: 17.3 10.8 20.5 58.2 67.3 96.0 98.6: 4.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 107 88 100 58 51 229 188:
Old : 273: 108 87 90 56 50 218 182:
Other: 108: 33 21 27 39 31 89 66:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 23.1 26.3 36.0 8.2 14.4 13.6 23.3
Old : 12.7 22.6 22.6 37.9 8.4 14.7 15.1 25.8
Other: 32.0 28.3 48.7 48.7 27.2 21.3 37.3 35.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 1,113,805: 194,361 309,711 233,505 602,726 481,703 1,030,591 1,024,920: 83,213 88,885
Old : 1,113,805: 194,361 309,711 233,505 602,726 481,703 1,030,591 1,024,920: 83,213 88,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 22,212: 7,864 5,792 3,480 9,930 8,184 21,274 17,457: 938 4,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 27.8 21.0 54.1 43.2 92.5 92.0: 7.5 8.0
Old : 100.0: 17.5 27.8 21.0 54.1 43.2 92.5 92.0: 7.5 8.0
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 : 274: 77 86 97 92 85 223 224:
Old : 274: 77 86 97 92 85 223 224:
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 : 10.6 15.2 19.0 24.4 9.5 11.8 15.6 18.1
Old : 10.6 15.2 19.0 24.4 9.5 11.8 15.6 18.1
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, April 03, 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 : 323,696: 55,603 108,189 92,409 154,091 113,425 302,102 314,023: 21,594 9,673
Old : 271,224: 60,941 107,194 70,304 120,445 84,862 251,689 262,359: 19,535 8,865
Other: 52,472: 8,669 15,003 8,098 33,646 28,563 50,413 51,663: 2,059 808
: : :
: : Changes in Commitments from: March 27, 2018 :
: 7,288: -2,436 4,171 3,305 3,228 -769 4,097 6,707: 3,191 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 33.4 28.5 47.6 35.0 93.3 97.0: 6.7 3.0
Old : 100.0: 22.5 39.5 25.9 44.4 31.3 92.8 96.7: 7.2 3.3
Other: 100.0: 16.5 28.6 15.4 64.1 54.4 96.1 98.5: 3.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 204 172 168 156 134 441 406:
Old : 554: 206 168 157 151 123 430 384:
Other: 225: 45 51 37 109 72 178 138:
:----------------------------------------------------------------------------------------------------
: 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 12.1 18.8 21.0 7.5 9.8 12.1 15.2
Old : 12.0 12.4 19.6 21.4 8.6 11.4 14.0 17.8
Other: 19.5 29.3 32.1 43.7 15.6 25.3 21.9 36.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 31,371: 22,066 23,226 1,173 1,991 4,496 25,230 28,895: 6,141 2,476
Old : 31,371: 22,066 23,226 1,173 1,991 4,496 25,230 28,895: 6,141 2,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -4,437: -2,218 -2,793 -877 -1,609 -235 -4,705 -3,905: 268 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 74.0 3.7 6.3 14.3 80.4 92.1: 19.6 7.9
Old : 100.0: 70.3 74.0 3.7 6.3 14.3 80.4 92.1: 19.6 7.9
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 : 131: 69 53 13 5 6 81 65:
Old : 131: 69 53 13 5 6 81 65:
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 : 35.5 42.7 46.8 59.2 33.6 42.4 44.9 58.8
Old : 35.5 42.7 46.8 59.2 33.6 42.4 44.9 58.8
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, April 03, 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 : 8,706: 1,992 951 0 3,469 3,710 5,461 4,661: 3,245 4,045
Old : 8,706: 1,992 951 0 3,469 3,710 5,461 4,661: 3,245 4,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -324: -809 296 0 968 -794 159 -498: -483 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.9 0.0 39.8 42.6 62.7 53.5: 37.3 46.5
Old : 100.0: 22.9 10.9 0.0 39.8 42.6 62.7 53.5: 37.3 46.5
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 : 23: 5 3 0 11 7 16 10:
Old : 23: 5 3 0 11 7 16 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 : 25.4 37.1 41.5 48.6 21.2 25.5 36.1 36.0
Old : 25.4 37.1 41.5 48.6 21.2 25.5 36.1 36.0
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, April 03, 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 : 280,390: 41,335 10,493 1,446 227,198 258,129 269,979 270,068: 10,411 10,322
Old : 280,390: 41,335 10,493 1,446 227,198 258,129 269,979 270,068: 10,411 10,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 10,773: -1,659 5,344 147 11,960 -245 10,448 5,246: 325 5,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.7 0.5 81.0 92.1 96.3 96.3: 3.7 3.7
Old : 100.0: 14.7 3.7 0.5 81.0 92.1 96.3 96.3: 3.7 3.7
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 : 147: 29 13 8 74 55 105 74:
Old : 147: 29 13 8 74 55 105 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 : 31.1 47.3 46.2 63.6 29.2 46.5 43.5 62.6
Old : 31.1 47.3 46.2 63.6 29.2 46.5 43.5 62.6
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, April 03, 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 : 1,067,881: 261,823 86,803 21,003 744,125 944,505 1,026,951 1,052,311: 40,930 15,570
Old : 1,067,881: 261,823 86,803 21,003 744,125 944,505 1,026,951 1,052,311: 40,930 15,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 9,669: -538 -9,062 477 8,431 17,442 8,370 8,857: 1,299 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.1 2.0 69.7 88.4 96.2 98.5: 3.8 1.5
Old : 100.0: 24.5 8.1 2.0 69.7 88.4 96.2 98.5: 3.8 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 : 394: 144 44 32 162 104 317 170:
Old : 394: 144 44 32 162 104 317 170:
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 : 19.8 49.4 33.7 63.1 18.3 49.2 30.7 62.7
Old : 19.8 49.4 33.7 63.1 18.3 49.2 30.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2018