COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 281,779: 52,306 76,569 81,459 135,460 109,713 269,225 267,741: 12,554 14,038
Old : 129,527: 31,864 64,242 31,573 59,011 25,211 122,448 121,026: 7,079 8,501
Other: 152,252: 46,788 38,673 23,540 76,449 84,502 146,777 146,715: 5,475 5,537
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,669: 888 -482 2,661 -1,054 1,028 2,495 3,207: -826 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 27.2 28.9 48.1 38.9 95.5 95.0: 4.5 5.0
Old : 100.0: 24.6 49.6 24.4 45.6 19.5 94.5 93.4: 5.5 6.6
Other: 100.0: 30.7 25.4 15.5 50.2 55.5 96.4 96.4: 3.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 107 109 110 75 74 240 241:
Old : 256: 90 89 52 58 52 172 169:
Other: 245: 88 72 48 68 64 183 160:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 14.5 24.5 23.4 11.5 9.9 17.6 15.9
Old : 20.8 14.5 31.7 25.4 18.9 11.5 26.2 19.9
Other: 15.0 24.2 25.4 35.7 14.2 21.2 22.4 31.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 25,519: 1,797 8,660 4,216 15,692 10,466 21,705 23,342: 3,814 2,177
Old : 23,822: 1,722 8,667 4,040 14,443 9,178 20,206 21,885: 3,617 1,937
Other: 1,697: 147 66 103 1,249 1,288 1,500 1,457: 197 239
: : :
: : Changes in Commitments from: May 21, 2019 :
: 371: -68 -275 416 22 285 370 426: 1 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 33.9 16.5 61.5 41.0 85.1 91.5: 14.9 8.5
Old : 100.0: 7.2 36.4 17.0 60.6 38.5 84.8 91.9: 15.2 8.1
Other: 100.0: 8.7 3.9 6.1 73.6 75.9 88.4 85.9: 11.6 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 29 16 32 15 62 55:
Old : 87: 23 28 16 32 13 62 53:
Other: 21: 6 1 4 9 7 16 11:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 45.0 35.7 59.6 22.6 42.6 33.5 53.3
Old : 22.7 44.3 34.7 59.5 21.9 41.7 32.9 53.2
Other: 70.4 67.9 81.1 83.3 68.0 64.4 74.3 74.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 305,364: 67,214 40,789 76,035 145,370 177,142 288,618 293,966: 16,746 11,398
Old : 176,007: 59,603 53,107 41,701 64,819 74,406 166,123 169,214: 9,884 6,793
Other: 129,357: 33,564 13,635 8,380 80,551 102,736 122,496 124,752: 6,861 4,605
: : :
: : Changes in Commitments from: May 21, 2019 :
: 14,901: 9,151 -763 4,896 -1,907 11,396 12,141 15,530: 2,760 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.4 24.9 47.6 58.0 94.5 96.3: 5.5 3.7
Old : 100.0: 33.9 30.2 23.7 36.8 42.3 94.4 96.1: 5.6 3.9
Other: 100.0: 25.9 10.5 6.5 62.3 79.4 94.7 96.4: 5.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 87 69 90 58 46 202 156:
Old : 224: 87 71 70 50 43 179 144:
Other: 130: 46 27 26 49 32 110 71:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 27.3 31.0 41.1 14.7 15.2 19.9 24.7
Old : 14.7 24.6 24.7 38.3 9.4 13.9 15.9 22.2
Other: 35.7 37.8 49.4 59.6 31.4 30.0 40.9 45.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,184,772: 185,161 330,566 279,667 623,747 489,842 1,088,575 1,100,074: 96,197 84,698
Old : 1,184,772: 185,161 330,566 279,667 623,747 489,842 1,088,575 1,100,074: 96,197 84,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 17,632: 3,970 8,963 4,969 2,328 3,811 11,267 17,742: 6,365 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 27.9 23.6 52.6 41.3 91.9 92.9: 8.1 7.1
Old : 100.0: 15.6 27.9 23.6 52.6 41.3 91.9 92.9: 8.1 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 : 267: 70 77 100 101 85 230 215:
Old : 267: 70 77 100 101 85 230 215:
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 : 12.4 15.0 21.3 27.4 8.2 12.8 13.2 21.6
Old : 12.4 15.0 21.3 27.4 8.2 12.8 13.2 21.6
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 28, 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 : 416,512: 64,874 114,321 124,694 203,690 167,421 393,258 406,436: 23,254 10,076
Old : 279,691: 78,493 105,381 74,335 110,532 92,891 263,359 272,606: 16,332 7,085
Other: 136,821: 20,149 42,709 16,591 93,158 74,530 129,898 133,829: 6,922 2,991
: : :
: : Changes in Commitments from: May 21, 2019 :
: 9,411: -561 -9,723 6,160 5,131 14,140 10,731 10,578: -1,319 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 27.4 29.9 48.9 40.2 94.4 97.6: 5.6 2.4
Old : 100.0: 28.1 37.7 26.6 39.5 33.2 94.2 97.5: 5.8 2.5
Other: 100.0: 14.7 31.2 12.1 68.1 54.5 94.9 97.8: 5.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 184 149 161 155 132 432 361:
Old : 503: 185 144 126 142 121 394 327:
Other: 298: 83 65 43 130 84 234 173:
:----------------------------------------------------------------------------------------------------
: 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 17.1 24.4 27.3 5.8 9.6 10.2 14.9
Old : 16.0 15.5 25.6 26.4 9.3 11.7 15.7 19.1
Other: 22.9 28.4 34.1 42.3 12.1 21.0 19.1 31.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 50,115: 41,924 14,833 2,210 851 31,466 44,985 48,509: 5,130 1,607
Old : 50,115: 41,924 14,833 2,210 851 31,466 44,985 48,509: 5,130 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -1,762: -1,481 -1,867 251 -136 115 -1,366 -1,501: -396 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 29.6 4.4 1.7 62.8 89.8 96.8: 10.2 3.2
Old : 100.0: 83.7 29.6 4.4 1.7 62.8 89.8 96.8: 10.2 3.2
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 : 99: 61 26 13 5 9 72 43:
Old : 99: 61 26 13 5 9 72 43:
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 : 44.8 70.3 61.6 83.1 43.7 70.3 59.8 81.8
Old : 44.8 70.3 61.6 83.1 43.7 70.3 59.8 81.8
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, May 28, 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 : 192,321: 24,119 98,892 37,122 129,803 54,622 191,043 190,636: 1,278 1,685
Old : 98,215: 41,786 78,683 4,223 51,459 14,748 97,468 97,655: 747 560
Other: 94,106: 5,206 43,081 10,025 78,344 39,874 93,576 92,981: 531 1,125
: : :
: : Changes in Commitments from: May 21, 2019 :
: -8,111: 1,070 -1,134 942 -10,290 -7,794 -8,278 -7,987: 167 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 51.4 19.3 67.5 28.4 99.3 99.1: 0.7 0.9
Old : 100.0: 42.5 80.1 4.3 52.4 15.0 99.2 99.4: 0.8 0.6
Other: 100.0: 5.5 45.8 10.7 83.3 42.4 99.4 98.8: 0.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 71 141 51 40 42 147 210:
Old : 188: 63 85 15 31 17 102 109:
Other: 185: 37 98 23 26 36 82 141:
:----------------------------------------------------------------------------------------------------
: 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 : 40.6 24.5 62.1 38.2 37.6 20.9 55.1 32.6
Old : 45.2 37.1 67.3 56.5 45.2 36.8 67.2 56.1
Other: 65.8 35.2 81.3 53.6 61.9 31.9 69.7 46.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 332,276: 55,382 15,890 1,387 265,821 308,794 322,590 326,071: 9,686 6,205
Old : 332,276: 55,382 15,890 1,387 265,821 308,794 322,590 326,071: 9,686 6,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -3,683: -3,986 -1,972 149 322 -1,169 -3,515 -2,992: -168 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.8 0.4 80.0 92.9 97.1 98.1: 2.9 1.9
Old : 100.0: 16.7 4.8 0.4 80.0 92.9 97.1 98.1: 2.9 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 : 162: 29 19 7 85 61 116 85:
Old : 162: 29 19 7 85 61 116 85:
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 44.1 44.3 60.4 30.4 44.1 42.0 60.3
Old : 31.1 44.1 44.3 60.4 30.4 44.1 42.0 60.3
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 28, 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 : 1,209,902: 245,641 91,391 26,226 903,698 1,073,433 1,175,565 1,191,050: 34,337 18,852
Old : 1,209,902: 245,641 91,391 26,226 903,698 1,073,433 1,175,565 1,191,050: 34,337 18,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -970: -414 6,206 4,029 -3,090 -8,858 525 1,377: -1,495 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 7.6 2.2 74.7 88.7 97.2 98.4: 2.8 1.6
Old : 100.0: 20.3 7.6 2.2 74.7 88.7 97.2 98.4: 2.8 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 : 420: 119 58 39 191 130 328 210:
Old : 420: 119 58 39 191 130 328 210:
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 : 19.3 45.1 30.0 60.2 18.9 45.1 28.5 59.2
Old : 19.3 45.1 30.0 60.2 18.9 45.1 28.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2019