COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 267,331: 68,231 24,994 57,985 125,682 170,898 251,898 253,877: 15,432 13,454
Old : 224,630: 66,026 27,579 48,064 96,554 136,571 210,644 212,214: 13,986 12,416
Other: 42,701: 5,553 763 6,574 29,127 34,327 41,254 41,663: 1,447 1,038
: : :
: : Changes in Commitments from: November 20, 2018 :
: -3,773: -1,889 1,154 2,657 -3,950 -7,610 -3,181 -3,799: -593 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.3 21.7 47.0 63.9 94.2 95.0: 5.8 5.0
Old : 100.0: 29.4 12.3 21.4 43.0 60.8 93.8 94.5: 6.2 5.5
Other: 100.0: 13.0 1.8 15.4 68.2 80.4 96.6 97.6: 3.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 114 72 99 69 73 228 207:
Old : 280: 111 75 89 59 73 210 203:
Other: 103: 28 18 18 42 33 78 61:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 23.5 27.2 35.9 14.1 17.8 19.9 26.5
Old : 17.0 27.4 25.7 36.6 16.2 23.6 23.5 31.0
Other: 39.9 45.3 53.4 66.8 37.5 45.2 46.4 60.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 20,824: 1,252 8,794 2,782 14,053 7,141 18,087 18,717: 2,737 2,107
Old : 20,822: 1,252 8,794 2,782 14,051 7,141 18,085 18,717: 2,737 2,105
Other: 2: 0 0 0 2 0 2 0: 0 2
: : :
: : Changes in Commitments from: November 20, 2018 :
: -563: -172 -222 4 -452 -341 -619 -558: 56 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 42.2 13.4 67.5 34.3 86.9 89.9: 13.1 10.1
Old : 100.0: 6.0 42.2 13.4 67.5 34.3 86.9 89.9: 13.1 10.1
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 33 17 31 11 54 53:
Old : 80: 14 33 17 31 11 54 53:
Other: 1: 0 0 0 1 0 1 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 : 26.4 38.3 41.9 52.4 25.8 37.8 40.4 49.8
Old : 26.4 38.3 41.9 52.4 25.8 37.9 40.4 49.8
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 275,380: 54,843 60,519 57,119 150,692 148,031 262,653 265,668: 12,726 9,712
Old : 241,459: 54,305 54,924 55,233 120,292 122,023 229,830 232,180: 11,629 9,279
Other: 33,921: 1,196 6,252 1,228 30,400 26,008 32,824 33,488: 1,097 433
: : :
: : Changes in Commitments from: November 20, 2018 :
: 4,692: -1,454 272 8,076 -2,948 -3,685 3,674 4,663: 1,018 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.0 20.7 54.7 53.8 95.4 96.5: 4.6 3.5
Old : 100.0: 22.5 22.7 22.9 49.8 50.5 95.2 96.2: 4.8 3.8
Other: 100.0: 3.5 18.4 3.6 89.6 76.7 96.8 98.7: 3.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 67 70 70 58 51 168 155:
Old : 212: 70 69 67 57 50 166 151:
Other: 63: 10 12 8 31 23 45 39:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 25.1 35.8 41.9 20.4 20.2 28.1 31.4
Old : 18.8 23.4 31.8 41.0 15.5 19.2 24.7 30.3
Other: 66.7 45.2 79.5 69.2 63.4 41.1 70.0 59.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 987,553: 157,566 146,056 239,951 516,016 544,220 913,533 930,226: 74,020 57,327
Old : 987,553: 157,566 146,056 239,951 516,016 544,220 913,533 930,226: 74,020 57,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 21,239: -5,494 8,312 10,918 13,393 -3,045 18,817 16,185: 2,422 5,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.8 24.3 52.3 55.1 92.5 94.2: 7.5 5.8
Old : 100.0: 16.0 14.8 24.3 52.3 55.1 92.5 94.2: 7.5 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 : 259: 78 67 99 95 91 222 213:
Old : 259: 78 67 99 95 91 222 213:
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 : 14.3 20.3 23.2 31.5 11.4 16.1 16.8 23.1
Old : 14.3 20.3 23.2 31.5 11.4 16.1 16.8 23.1
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, November 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 : 281,974: 40,610 67,048 69,761 160,026 137,701 270,397 274,509: 11,577 7,464
Old : 254,478: 41,088 66,197 64,149 138,570 117,123 243,807 247,469: 10,671 7,009
Other: 27,496: 2,146 3,473 2,989 21,456 20,578 26,591 27,040: 906 456
: : :
: : Changes in Commitments from: November 20, 2018 :
: 2,055: -925 -378 -1,039 3,975 3,775 2,010 2,358: 44 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 23.8 24.7 56.8 48.8 95.9 97.4: 4.1 2.6
Old : 100.0: 16.1 26.0 25.2 54.5 46.0 95.8 97.2: 4.2 2.8
Other: 100.0: 7.8 12.6 10.9 78.0 74.8 96.7 98.3: 3.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 116 138 133 145 126 344 323:
Old : 419: 120 131 131 143 119 339 313:
Other: 156: 22 26 24 92 52 132 86:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.6 24.5 29.2 7.7 10.4 13.2 16.1
Old : 15.7 17.7 23.8 29.4 8.1 11.4 14.2 17.7
Other: 37.3 32.5 48.1 47.7 12.8 14.5 19.8 23.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 57,252: 46,458 7,049 3,533 1,693 44,985 51,684 55,566: 5,568 1,686
Old : 57,252: 46,458 7,049 3,533 1,693 44,985 51,684 55,566: 5,568 1,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -159: 648 651 -672 -40 -33 -64 -55: -95 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 12.3 6.2 3.0 78.6 90.3 97.1: 9.7 2.9
Old : 100.0: 81.1 12.3 6.2 3.0 78.6 90.3 97.1: 9.7 2.9
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 : 109: 76 18 18 7 7 91 38:
Old : 109: 76 18 18 7 7 91 38:
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 : 40.7 81.8 57.2 88.4 39.4 80.8 55.8 86.3
Old : 40.7 81.8 57.2 88.4 39.4 80.8 55.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 191,809: 36,879 85,499 29,519 123,881 75,478 190,280 190,496: 1,530 1,313
Old : 188,438: 37,433 85,935 27,584 121,922 73,698 186,939 187,217: 1,499 1,221
Other: 3,371: 1,247 1,365 134 1,959 1,780 3,340 3,279: 31 92
: : :
: : Changes in Commitments from: November 20, 2018 :
: 11,972: -36 5,724 1,707 10,211 4,448 11,881 11,879: 91 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 44.6 15.4 64.6 39.4 99.2 99.3: 0.8 0.7
Old : 100.0: 19.9 45.6 14.6 64.7 39.1 99.2 99.4: 0.8 0.6
Other: 100.0: 37.0 40.5 4.0 58.1 52.8 99.1 97.3: 0.9 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 80 113 31 29 37 126 168:
Old : 242: 82 111 30 29 34 126 163:
Other: 32: 5 12 2 5 13 11 26:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 27.0 68.6 43.3 46.4 27.0 65.8 41.0
Old : 48.1 27.4 68.9 44.0 47.6 27.4 66.5 41.6
Other: 94.7 63.0 98.3 76.5 86.4 60.8 87.7 72.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 285,057: 61,874 21,112 1,354 213,097 255,584 276,325 278,050: 8,732 7,007
Old : 285,057: 61,874 21,112 1,354 213,097 255,584 276,325 278,050: 8,732 7,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 8,698: 2,969 -1,250 351 5,086 9,668 8,406 8,769: 292 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.4 0.5 74.8 89.7 96.9 97.5: 3.1 2.5
Old : 100.0: 21.7 7.4 0.5 74.8 89.7 96.9 97.5: 3.1 2.5
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 : 161: 30 16 8 71 71 104 92:
Old : 161: 30 16 8 71 71 104 92:
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 : 34.2 38.1 49.2 60.1 33.3 38.0 48.2 59.9
Old : 34.2 38.1 49.2 60.1 33.3 38.0 48.2 59.9
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, November 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 : 1,230,143: 323,049 90,579 19,567 817,796 1,100,541 1,160,412 1,210,687: 69,731 19,456
Old : 1,230,143: 323,049 90,579 19,567 817,796 1,100,541 1,160,412 1,210,687: 69,731 19,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 6,959: 1,651 -7,553 -1,401 1,683 13,583 1,933 4,629: 5,026 2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.4 1.6 66.5 89.5 94.3 98.4: 5.7 1.6
Old : 100.0: 26.3 7.4 1.6 66.5 89.5 94.3 98.4: 5.7 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 : 418: 118 60 34 185 125 316 206:
Old : 418: 118 60 34 185 125 316 206:
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 : 15.8 34.8 26.6 51.3 14.9 34.3 24.8 50.7
Old : 15.8 34.8 26.6 51.3 14.9 34.3 24.8 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2018