COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 418,676: 141,160 17,066 95,125 157,889 292,789 394,174 404,980: 24,502 13,695
Old : 159,566: 63,983 29,637 34,459 49,121 88,804 147,562 152,900: 12,004 6,666
Other: 259,110: 99,377 9,629 38,467 108,768 203,985 246,612 252,080: 12,498 7,030
: : :
: : Changes in Commitments from: May 22, 2018 :
: 36,432: 6,788 4,001 15,238 13,836 17,563 35,862 36,803: 570 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 4.1 22.7 37.7 69.9 94.1 96.7: 5.9 3.3
Old : 100.0: 40.1 18.6 21.6 30.8 55.7 92.5 95.8: 7.5 4.2
Other: 100.0: 38.4 3.7 14.8 42.0 78.7 95.2 97.3: 4.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 197 62 117 79 90 332 222:
Old : 306: 131 83 69 56 76 226 189:
Other: 288: 154 40 51 68 75 246 144:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 31.2 23.3 42.1 10.4 25.0 14.7 33.4
Old : 15.0 32.9 24.4 44.0 12.8 29.3 19.9 36.9
Other: 18.1 30.3 26.4 45.0 13.6 23.8 20.3 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 20,128: 6,652 1,112 2,501 7,650 14,710 16,803 18,322: 3,325 1,806
Old : 19,574: 6,645 1,055 2,344 7,371 14,449 16,360 17,848: 3,214 1,726
Other: 554: 16 65 148 279 261 443 474: 110 80
: : :
: : Changes in Commitments from: May 22, 2018 :
: 852: 699 56 93 66 541 857 689: -6 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.5 12.4 38.0 73.1 83.5 91.0: 16.5 9.0
Old : 100.0: 33.9 5.4 12.0 37.7 73.8 83.6 91.2: 16.4 8.8
Other: 100.0: 2.9 11.8 26.7 50.5 47.1 80.1 85.6: 19.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 35 11 14 23 16 64 36:
Old : 72: 33 12 14 21 16 62 35:
Other: 14: 3 2 4 6 5 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 54.2 40.1 71.3 28.7 50.5 38.4 65.2
Old : 29.2 54.6 40.4 72.2 29.2 51.3 39.0 66.3
Other: 55.5 60.0 78.5 82.5 40.2 48.0 46.6 52.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 379,809: 101,215 42,150 103,255 159,745 224,683 364,216 370,088: 15,593 9,721
Old : 235,043: 89,735 49,737 58,485 75,424 119,628 223,643 227,849: 11,400 7,194
Other: 144,766: 32,848 13,780 23,404 84,321 105,055 140,573 142,239: 4,193 2,527
: : :
: : Changes in Commitments from: May 22, 2018 :
: 6,715: -4,601 -4,225 2,197 10,184 10,226 7,780 8,199: -1,065 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 11.1 27.2 42.1 59.2 95.9 97.4: 4.1 2.6
Old : 100.0: 38.2 21.2 24.9 32.1 50.9 95.1 96.9: 4.9 3.1
Other: 100.0: 22.7 9.5 16.2 58.2 72.6 97.1 98.3: 2.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 105 78 97 55 51 219 182:
Old : 256: 101 83 76 49 47 193 169:
Other: 141: 47 36 35 45 33 114 85:
:----------------------------------------------------------------------------------------------------
: 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 24.9 27.1 37.7 9.1 16.8 14.6 24.6
Old : 16.1 23.8 26.9 39.4 11.6 17.4 19.3 28.2
Other: 30.2 31.4 45.4 48.9 28.6 24.2 39.4 35.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 1,156,918: 246,105 257,716 248,689 578,154 580,066 1,072,948 1,086,472: 83,970 70,446
Old : 1,156,918: 246,105 257,716 248,689 578,154 580,066 1,072,948 1,086,472: 83,970 70,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -17,629: -4,895 -37,570 -14,298 7,448 40,764 -11,745 -11,104: -5,884 -6,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.3 21.5 50.0 50.1 92.7 93.9: 7.3 6.1
Old : 100.0: 21.3 22.3 21.5 50.0 50.1 92.7 93.9: 7.3 6.1
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 : 282: 83 89 102 90 88 236 223:
Old : 282: 83 89 102 90 88 236 223:
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 : 10.7 16.6 18.6 26.3 9.8 13.0 16.4 20.5
Old : 10.7 16.6 18.6 26.3 9.8 13.0 16.4 20.5
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, May 29, 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 : 316,715: 53,582 90,178 96,449 149,229 120,884 299,260 307,512: 17,454 9,203
Old : 227,501: 61,386 87,315 60,939 91,461 71,625 213,786 219,880: 13,714 7,621
Other: 89,214: 14,055 24,721 13,652 57,767 49,259 85,474 87,632: 3,740 1,582
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,895: -658 -1,869 1,132 1,996 2,568 2,469 1,830: -574 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.5 30.5 47.1 38.2 94.5 97.1: 5.5 2.9
Old : 100.0: 27.0 38.4 26.8 40.2 31.5 94.0 96.7: 6.0 3.3
Other: 100.0: 15.8 27.7 15.3 64.8 55.2 95.8 98.2: 4.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 204 165 181 155 138 453 407:
Old : 537: 210 154 143 140 126 415 363:
Other: 307: 72 86 54 131 85 240 193:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 14.5 19.9 23.5 7.3 9.7 12.1 15.5
Old : 13.7 14.7 21.5 25.4 9.9 13.9 15.4 21.2
Other: 19.0 24.2 28.4 38.4 14.3 17.9 19.6 27.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 46,396: 34,578 30,455 2,418 2,005 10,234 39,001 43,106: 7,395 3,290
Old : 46,396: 34,578 30,455 2,418 2,005 10,234 39,001 43,106: 7,395 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3,912: 4,059 2,655 -505 -324 723 3,230 2,873: 682 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 65.6 5.2 4.3 22.1 84.1 92.9: 15.9 7.1
Old : 100.0: 74.5 65.6 5.2 4.3 22.1 84.1 92.9: 15.9 7.1
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 : 141: 91 36 17 6 8 108 52:
Old : 141: 91 36 17 6 8 108 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 : 30.6 46.3 39.9 72.5 27.9 46.2 37.2 72.0
Old : 30.6 46.3 39.9 72.5 27.9 46.2 37.2 72.0
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, May 29, 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 : 10,707: 2,514 875 0 4,342 5,261 6,856 6,136: 3,851 4,571
Old : 10,707: 2,514 875 0 4,342 5,261 6,856 6,136: 3,851 4,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -7: 26 -231 0 47 -140 73 -371: -80 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.2 0.0 40.6 49.1 64.0 57.3: 36.0 42.7
Old : 100.0: 23.5 8.2 0.0 40.6 49.1 64.0 57.3: 36.0 42.7
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 : 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 : 22.5 45.1 39.3 57.3 22.5 42.3 39.3 54.2
Old : 22.5 45.1 39.3 57.3 22.5 42.3 39.3 54.2
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 29, 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 : 315,843: 59,970 13,753 1,868 243,795 295,202 305,633 310,823: 10,210 5,020
Old : 315,843: 59,970 13,753 1,868 243,795 295,202 305,633 310,823: 10,210 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 4,000: -3,111 2,921 130 7,364 -90 4,383 2,961: -383 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.4 0.6 77.2 93.5 96.8 98.4: 3.2 1.6
Old : 100.0: 19.0 4.4 0.6 77.2 93.5 96.8 98.4: 3.2 1.6
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 : 168: 38 16 9 83 59 122 83:
Old : 168: 38 16 9 83 59 122 83:
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 : 25.8 46.2 39.4 64.6 23.4 45.4 36.2 63.5
Old : 25.8 46.2 39.4 64.6 23.4 45.4 36.2 63.5
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 29, 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 : 1,029,204: 248,308 83,200 20,482 725,191 906,469 993,981 1,010,151: 35,223 19,053
Old : 1,029,204: 248,308 83,200 20,482 725,191 906,469 993,981 1,010,151: 35,223 19,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -13,679: 2,908 1,603 -190 -12,490 -15,375 -9,772 -13,962: -3,907 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.1 2.0 70.5 88.1 96.6 98.1: 3.4 1.9
Old : 100.0: 24.1 8.1 2.0 70.5 88.1 96.6 98.1: 3.4 1.9
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 : 403: 134 57 33 167 107 317 181:
Old : 403: 134 57 33 167 107 317 181:
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 : 16.4 51.1 29.2 63.6 14.3 51.0 24.9 63.0
Old : 16.4 51.1 29.2 63.6 14.3 51.0 24.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2018