COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 382,244: 134,373 13,065 79,887 144,052 275,226 358,312 368,178: 23,932 14,066
Old : 161,427: 77,482 29,356 26,005 44,963 99,730 148,450 155,091: 12,977 6,335
Other: 220,817: 80,307 7,124 30,466 99,089 175,496 209,862 213,086: 10,955 7,731
: : :
: : Changes in Commitments from: May 15, 2018 :
: 31,359: 8,404 -1,474 13,062 7,123 19,403 28,589 30,991: 2,769 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 3.4 20.9 37.7 72.0 93.7 96.3: 6.3 3.7
Old : 100.0: 48.0 18.2 16.1 27.9 61.8 92.0 96.1: 8.0 3.9
Other: 100.0: 36.4 3.2 13.8 44.9 79.5 95.0 96.5: 5.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 193 53 108 80 89 317 213:
Old : 308: 136 75 65 63 76 233 182:
Other: 261: 127 38 46 68 75 221 135:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 31.5 22.0 42.3 11.5 26.3 16.2 35.1
Old : 14.1 35.5 23.7 44.9 13.2 32.8 22.2 41.2
Other: 18.5 28.8 27.5 43.8 15.5 22.8 22.9 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 19,277: 5,954 1,056 2,408 7,585 14,169 15,946 17,633: 3,330 1,644
Old : 18,824: 5,945 1,055 2,273 7,383 13,939 15,601 17,267: 3,223 1,557
Other: 453: 14 6 130 201 230 345 366: 108 87
: : :
: : Changes in Commitments from: May 15, 2018 :
: 992: 971 84 115 -217 953 870 1,151: 122 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.5 12.5 39.3 73.5 82.7 91.5: 17.3 8.5
Old : 100.0: 31.6 5.6 12.1 39.2 74.1 82.9 91.7: 17.1 8.3
Other: 100.0: 3.1 1.3 28.8 44.4 50.7 76.3 80.8: 23.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 34 9 13 24 17 63 35:
Old : 71: 32 11 13 22 17 61 35:
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 : 29.0 55.3 40.6 71.6 29.0 51.9 39.5 66.7
Old : 29.3 55.5 40.7 72.0 29.3 52.6 39.9 67.7
Other: 63.0 61.5 74.9 80.1 35.0 42.4 38.1 42.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 373,094: 105,817 46,374 101,058 149,561 214,457 356,436 361,889: 16,658 11,205
Old : 230,786: 94,582 55,271 56,079 67,893 110,979 218,554 222,329: 12,232 8,457
Other: 142,307: 32,906 12,775 23,307 81,669 103,478 137,882 139,560: 4,426 2,748
: : :
: : Changes in Commitments from: May 15, 2018 :
: -2,135: -8,256 -6,455 -3,566 8,211 7,109 -3,612 -2,912: 1,477 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.4 27.1 40.1 57.5 95.5 97.0: 4.5 3.0
Old : 100.0: 41.0 23.9 24.3 29.4 48.1 94.7 96.3: 5.3 3.7
Other: 100.0: 23.1 9.0 16.4 57.4 72.7 96.9 98.1: 3.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 100 80 85 56 50 213 168:
Old : 248: 99 81 68 51 46 193 154:
Other: 137: 45 35 32 43 33 110 81:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 24.6 27.2 37.5 9.5 17.2 15.2 25.3
Old : 17.1 22.5 27.8 37.5 12.3 17.8 20.2 28.9
Other: 30.0 31.9 45.4 49.6 27.9 23.8 38.2 35.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,174,547: 251,000 295,286 262,987 570,706 539,303 1,084,693 1,097,576: 89,854 76,971
Old : 1,174,547: 251,000 295,286 262,987 570,706 539,303 1,084,693 1,097,576: 89,854 76,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 16,200: 15,953 -25,767 -10,611 7,808 55,904 13,151 19,526: 3,050 -3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 25.1 22.4 48.6 45.9 92.3 93.4: 7.7 6.6
Old : 100.0: 21.4 25.1 22.4 48.6 45.9 92.3 93.4: 7.7 6.6
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 : 280: 80 90 105 88 82 234 222:
Old : 280: 80 90 105 88 82 234 222:
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 : 11.0 15.5 19.2 25.1 9.5 11.9 16.8 19.8
Old : 11.0 15.5 19.2 25.1 9.5 11.9 16.8 19.8
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 22, 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 : 314,820: 54,240 92,048 95,318 147,233 118,316 296,791 305,682: 18,028 9,138
Old : 229,735: 60,897 89,065 62,876 91,694 70,454 215,466 222,396: 14,269 7,339
Other: 85,084: 14,227 23,865 11,558 55,539 47,862 81,325 83,286: 3,759 1,798
: : :
: : Changes in Commitments from: May 15, 2018 :
: 13,990: 1,868 -1,244 9,774 2,121 5,196 13,762 13,726: 228 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 29.2 30.3 46.8 37.6 94.3 97.1: 5.7 2.9
Old : 100.0: 26.5 38.8 27.4 39.9 30.7 93.8 96.8: 6.2 3.2
Other: 100.0: 16.7 28.0 13.6 65.3 56.3 95.6 97.9: 4.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 192 168 182 157 135 451 402:
Old : 532: 200 157 143 143 123 414 359:
Other: 301: 67 86 54 131 82 236 189:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.1 19.4 23.4 7.3 10.1 12.1 15.9
Old : 13.1 14.3 20.8 25.3 9.8 14.2 15.0 21.8
Other: 18.3 23.6 27.9 36.3 13.4 17.6 19.0 27.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 42,484: 30,519 27,800 2,923 2,329 9,511 35,771 40,233: 6,713 2,251
Old : 42,484: 30,519 27,800 2,923 2,329 9,511 35,771 40,233: 6,713 2,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 1,919: 1,737 -861 791 -635 1,727 1,894 1,657: 25 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 65.4 6.9 5.5 22.4 84.2 94.7: 15.8 5.3
Old : 100.0: 71.8 65.4 6.9 5.5 22.4 84.2 94.7: 15.8 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 : 144: 92 36 17 8 7 112 51:
Old : 144: 92 36 17 8 7 112 51:
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 : 28.9 46.5 38.7 71.9 25.6 46.4 34.7 71.1
Old : 28.9 46.5 38.7 71.9 25.6 46.4 34.7 71.1
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 22, 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 : 10,714: 2,488 1,106 0 4,295 5,401 6,783 6,507: 3,931 4,207
Old : 10,714: 2,488 1,106 0 4,295 5,401 6,783 6,507: 3,931 4,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 122: 80 399 0 -69 -396 11 3: 111 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.3 0.0 40.1 50.4 63.3 60.7: 36.7 39.3
Old : 100.0: 23.2 10.3 0.0 40.1 50.4 63.3 60.7: 36.7 39.3
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 : 25: 5 2 0 14 7 19 9:
Old : 25: 5 2 0 14 7 19 9:
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 46.4 38.3 58.7 21.7 44.1 38.3 56.2
Old : 21.7 46.4 38.3 58.7 21.7 44.1 38.3 56.2
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 22, 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 : 311,843: 63,081 10,832 1,738 236,431 295,292 301,250 307,862: 10,593 3,981
Old : 311,843: 63,081 10,832 1,738 236,431 295,292 301,250 307,862: 10,593 3,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -7: 1,957 229 249 -1,864 108 342 586: -349 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 0.6 75.8 94.7 96.6 98.7: 3.4 1.3
Old : 100.0: 20.2 3.5 0.6 75.8 94.7 96.6 98.7: 3.4 1.3
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 : 166: 40 13 7 78 64 118 84:
Old : 166: 40 13 7 78 64 118 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 : 26.0 46.7 39.7 66.0 23.6 46.0 36.5 64.9
Old : 26.0 46.7 39.7 66.0 23.6 46.0 36.5 64.9
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, May 22, 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 : 1,042,883: 245,400 81,597 20,672 737,681 921,844 1,003,753 1,024,113: 39,130 18,770
Old : 1,042,883: 245,400 81,597 20,672 737,681 921,844 1,003,753 1,024,113: 39,130 18,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -2,790: 9,152 -16 709 -12,825 -3,489 -2,964 -2,796: 174 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.8 2.0 70.7 88.4 96.2 98.2: 3.8 1.8
Old : 100.0: 23.5 7.8 2.0 70.7 88.4 96.2 98.2: 3.8 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 : 400: 136 53 33 168 109 316 183:
Old : 400: 136 53 33 168 109 316 183:
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 : 16.2 50.5 29.9 63.4 14.6 50.5 25.7 63.0
Old : 16.2 50.5 29.9 63.4 14.6 50.5 25.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2018