COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 281,395: 64,589 44,352 70,464 130,321 153,071 265,374 267,887: 16,021 13,508
Old : 193,521: 53,002 45,670 47,575 80,144 90,012 180,721 183,257: 12,800 10,264
Other: 87,874: 24,937 12,032 9,540 50,176 63,059 84,653 84,630: 3,221 3,244
: : :
: : Changes in Commitments from: March 19, 2019 :
: 8,749: 2,187 -9,737 4,327 1,336 14,870 7,851 9,460: 898 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.8 25.0 46.3 54.4 94.3 95.2: 5.7 4.8
Old : 100.0: 27.4 23.6 24.6 41.4 46.5 93.4 94.7: 6.6 5.3
Other: 100.0: 28.4 13.7 10.9 57.1 71.8 96.3 96.3: 3.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 117 85 106 69 70 240 211:
Old : 279: 102 89 81 62 65 211 191:
Other: 168: 67 32 25 51 50 125 100:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 20.4 25.3 30.7 10.9 12.7 16.5 20.4
Old : 19.4 19.6 27.8 29.1 12.6 13.7 19.0 20.9
Other: 18.9 38.3 30.2 54.2 18.4 36.0 28.6 51.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,799: 2,271 7,460 3,304 14,065 10,466 19,641 21,230: 3,158 1,569
Old : 22,150: 2,238 7,470 3,256 13,548 9,886 19,042 20,612: 3,108 1,538
Other: 649: 43 0 38 517 580 598 618: 50 30
: : :
: : Changes in Commitments from: March 19, 2019 :
: -931: 32 -1,629 116 -627 626 -479 -887: -452 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 32.7 14.5 61.7 45.9 86.1 93.1: 13.9 6.9
Old : 100.0: 10.1 33.7 14.7 61.2 44.6 86.0 93.1: 14.0 6.9
Other: 100.0: 6.6 0.0 5.9 79.7 89.4 92.3 95.3: 7.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 20 25 13 30 12 56 47:
Old : 80: 19 26 13 30 11 56 46:
Other: 13: 3 0 2 6 6 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 48.2 36.7 62.4 22.0 43.4 34.0 54.4
Old : 22.6 48.1 36.0 62.5 21.6 43.2 33.5 54.5
Other: 84.7 86.0 92.0 95.3 79.7 86.0 85.7 88.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 299,836: 47,281 78,764 74,910 161,480 131,783 283,670 285,456: 16,166 14,381
Old : 212,857: 47,399 76,799 57,223 95,391 67,922 200,013 201,943: 12,844 10,914
Other: 86,979: 14,070 16,153 3,498 66,089 63,861 83,657 83,512: 3,322 3,467
: : :
: : Changes in Commitments from: March 19, 2019 :
: 7,159: -1,333 7,543 -690 8,803 2,047 6,780 8,900: 379 -1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 26.3 25.0 53.9 44.0 94.6 95.2: 5.4 4.8
Old : 100.0: 22.3 36.1 26.9 44.8 31.9 94.0 94.9: 6.0 5.1
Other: 100.0: 16.2 18.6 4.0 76.0 73.4 96.2 96.0: 3.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 79 70 79 62 49 180 164:
Old : 216: 78 69 77 59 45 173 158:
Other: 96: 20 27 13 42 28 69 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 : 24.2 17.9 34.0 29.6 18.8 11.4 24.7 18.3
Old : 18.0 16.6 28.9 26.9 11.0 13.5 19.0 20.9
Other: 48.6 35.4 63.0 57.8 46.6 30.9 58.7 46.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,067,069: 151,285 217,122 244,452 584,791 528,572 980,528 990,146: 86,541 76,923
Old : 1,067,069: 151,285 217,122 244,452 584,791 528,572 980,528 990,146: 86,541 76,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 9,239: -6,939 -6,707 16,126 7,046 5,309 16,233 14,728: -6,994 -5,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.3 22.9 54.8 49.5 91.9 92.8: 8.1 7.2
Old : 100.0: 14.2 20.3 22.9 54.8 49.5 91.9 92.8: 8.1 7.2
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 : 258: 69 70 92 101 87 222 207:
Old : 258: 69 70 92 101 87 222 207:
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 : 14.7 17.9 22.1 29.6 9.2 14.9 14.6 23.0
Old : 14.7 17.9 22.1 29.6 9.2 14.9 14.6 23.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 415,293: 57,635 124,045 125,306 204,713 154,039 387,654 403,389: 27,639 11,903
Old : 334,432: 65,461 123,568 96,784 148,612 104,682 310,857 325,034: 23,576 9,398
Other: 80,860: 10,075 18,378 10,621 56,101 49,356 76,797 78,355: 4,063 2,505
: : :
: : Changes in Commitments from: March 19, 2019 :
: 21,049: 2,622 2,848 10,840 6,435 6,185 19,898 19,873: 1,151 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 29.9 30.2 49.3 37.1 93.3 97.1: 6.7 2.9
Old : 100.0: 19.6 36.9 28.9 44.4 31.3 93.0 97.2: 7.0 2.8
Other: 100.0: 12.5 22.7 13.1 69.4 61.0 95.0 96.9: 5.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 203 156 169 160 135 452 384:
Old : 537: 203 157 151 156 124 432 363:
Other: 237: 60 40 36 118 68 197 127:
:----------------------------------------------------------------------------------------------------
: 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 14.8 22.7 25.1 4.9 10.2 9.0 16.6
Old : 15.1 15.1 22.5 25.6 5.8 12.4 10.7 20.6
Other: 21.1 28.8 32.7 43.3 9.5 20.1 15.5 31.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,842: 36,950 11,666 1,223 684 28,501 38,858 41,390: 3,984 1,451
Old : 42,842: 36,950 11,666 1,223 684 28,501 38,858 41,390: 3,984 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: -1,386: -1,661 -1,010 69 38 -235 -1,555 -1,176: 168 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 27.2 2.9 1.6 66.5 90.7 96.6: 9.3 3.4
Old : 100.0: 86.2 27.2 2.9 1.6 66.5 90.7 96.6: 9.3 3.4
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 : 96: 60 25 8 4 8 67 39:
Old : 96: 60 25 8 4 8 67 39:
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 : 49.8 76.7 64.9 84.5 48.2 76.7 62.7 84.5
Old : 49.8 76.7 64.9 84.5 48.2 76.7 62.7 84.5
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, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 197,605: 33,274 96,119 31,987 131,165 67,656 196,426 195,761: 1,180 1,844
Old : 159,816: 34,070 89,259 23,112 101,621 46,348 158,803 158,719: 1,013 1,097
Other: 37,789: 4,178 11,833 3,901 29,543 21,308 37,623 37,042: 166 747
: : :
: : Changes in Commitments from: March 19, 2019 :
: -1,230: 1,618 2,905 3,402 -5,609 -7,601 -589 -1,293: -641 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 48.6 16.2 66.4 34.2 99.4 99.1: 0.6 0.9
Old : 100.0: 21.3 55.9 14.5 63.6 29.0 99.4 99.3: 0.6 0.7
Other: 100.0: 11.1 31.3 10.3 78.2 56.4 99.6 98.0: 0.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 53 148 50 29 41 121 213:
Old : 218: 53 121 36 27 30 102 169:
Other: 111: 25 56 13 16 26 48 90:
:----------------------------------------------------------------------------------------------------
: 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 : 49.1 21.8 68.7 39.7 48.4 20.7 63.2 33.8
Old : 49.8 26.1 68.5 43.4 49.8 25.7 65.1 41.3
Other: 69.6 51.6 82.6 66.1 63.7 46.3 73.1 57.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,440: 67,068 13,910 1,573 239,218 294,689 307,859 310,172: 9,581 7,268
Old : 317,440: 67,068 13,910 1,573 239,218 294,689 307,859 310,172: 9,581 7,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 9,599: 991 -2,631 195 9,276 11,587 10,462 9,151: -863 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.4 0.5 75.4 92.8 97.0 97.7: 3.0 2.3
Old : 100.0: 21.1 4.4 0.5 75.4 92.8 97.0 97.7: 3.0 2.3
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 : 161: 33 16 7 77 65 112 86:
Old : 161: 33 16 7 77 65 112 86:
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 : 29.8 43.3 43.3 61.5 29.1 43.2 42.4 61.5
Old : 29.8 43.3 43.3 61.5 29.1 43.2 42.4 61.5
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, March 26, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,288,922: 297,508 95,504 15,120 937,415 1,162,785 1,250,043 1,273,409: 38,879 15,513
Old : 1,288,922: 297,508 95,504 15,120 937,415 1,162,785 1,250,043 1,273,409: 38,879 15,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 4,939: 3,658 -25,905 -2,235 683 28,729 2,106 589: 2,833 4,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.4 1.2 72.7 90.2 97.0 98.8: 3.0 1.2
Old : 100.0: 23.1 7.4 1.2 72.7 90.2 97.0 98.8: 3.0 1.2
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 : 408: 130 42 31 185 119 323 184:
Old : 408: 130 42 31 185 119 323 184:
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 : 16.9 46.2 27.3 62.8 16.7 46.2 26.2 62.8
Old : 16.9 46.2 27.3 62.8 16.7 46.2 26.2 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2019