COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 271,104: 70,120 23,840 55,328 129,631 178,508 255,079 257,676: 16,025 13,428
Old : 228,500: 67,486 25,794 46,042 100,119 143,929 213,647 215,765: 14,853 12,736
Other: 42,604: 5,408 821 6,512 29,513 34,579 41,433 41,912: 1,172 693
: : :
: : Changes in Commitments from: November 13, 2018 :
: -25,885: -2,930 -1,512 -974 -22,172 -22,897 -26,077 -25,383: 192 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.8 20.4 47.8 65.8 94.1 95.0: 5.9 5.0
Old : 100.0: 29.5 11.3 20.1 43.8 63.0 93.5 94.4: 6.5 5.6
Other: 100.0: 12.7 1.9 15.3 69.3 81.2 97.2 98.4: 2.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 111 72 98 72 75 234 204:
Old : 278: 107 76 90 65 75 220 201:
Other: 103: 26 18 18 42 33 78 60:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 24.8 26.7 37.0 14.0 18.1 19.8 27.7
Old : 16.5 28.9 24.8 37.9 15.9 24.8 23.2 32.2
Other: 40.7 45.5 54.2 67.4 38.2 45.4 47.4 60.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 21,386: 1,424 9,016 2,778 14,505 7,482 18,706 19,275: 2,680 2,112
Old : 21,384: 1,424 9,016 2,778 14,503 7,482 18,704 19,275: 2,680 2,110
Other: 2: 0 0 0 2 0 2 0: 0 2
: : :
: : Changes in Commitments from: November 13, 2018 :
: -499: -265 108 -124 -137 -176 -526 -192: 27 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 42.2 13.0 67.8 35.0 87.5 90.1: 12.5 9.9
Old : 100.0: 6.7 42.2 13.0 67.8 35.0 87.5 90.1: 12.5 9.9
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 : 82: 17 32 17 30 12 54 55:
Old : 82: 17 32 17 30 12 54 55:
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 : 26.1 36.4 41.9 49.8 25.5 35.3 39.5 46.7
Old : 26.1 36.4 41.9 49.8 25.5 35.3 39.5 46.7
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 20, 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 : 270,687: 56,297 60,247 49,043 153,640 151,716 258,980 261,005: 11,708 9,682
Old : 237,327: 55,975 54,458 47,064 123,655 126,565 226,694 228,086: 10,633 9,240
Other: 33,361: 832 6,300 1,468 29,986 25,151 32,286 32,919: 1,075 442
: : :
: : Changes in Commitments from: November 13, 2018 :
: -8,548: -3,051 -2,319 1,595 -7,146 -7,886 -8,601 -8,609: 53 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 22.3 18.1 56.8 56.0 95.7 96.4: 4.3 3.6
Old : 100.0: 23.6 22.9 19.8 52.1 53.3 95.5 96.1: 4.5 3.9
Other: 100.0: 2.5 18.9 4.4 89.9 75.4 96.8 98.7: 3.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 63 73 65 56 52 165 151:
Old : 211: 64 74 61 55 51 162 147:
Other: 58: 9 10 5 29 23 39 37:
:----------------------------------------------------------------------------------------------------
: 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 25.3 35.8 41.6 20.9 20.6 28.8 32.1
Old : 18.6 23.8 31.0 40.7 15.7 20.0 25.1 30.9
Other: 69.4 45.6 81.6 68.2 65.8 40.0 72.3 58.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 966,314: 163,060 137,744 229,032 502,623 547,265 894,716 914,041: 71,598 52,273
Old : 966,314: 163,060 137,744 229,032 502,623 547,265 894,716 914,041: 71,598 52,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -9,933: -12,155 10,905 2,886 797 -24,180 -8,471 -10,388: -1,462 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.3 23.7 52.0 56.6 92.6 94.6: 7.4 5.4
Old : 100.0: 16.9 14.3 23.7 52.0 56.6 92.6 94.6: 7.4 5.4
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 : 259: 72 73 101 93 92 224 213:
Old : 259: 72 73 101 93 92 224 213:
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 : 14.0 20.1 22.3 31.7 11.8 16.1 17.3 23.5
Old : 14.0 20.1 22.3 31.7 11.8 16.1 17.3 23.5
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, November 20, 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 : 279,919: 41,536 67,425 70,800 156,051 133,926 268,387 272,151: 11,532 7,768
Old : 253,884: 42,153 66,897 65,768 135,685 114,197 243,605 246,861: 10,279 7,024
Other: 26,035: 1,727 2,872 2,689 20,366 19,729 24,782 25,290: 1,253 745
: : :
: : Changes in Commitments from: November 13, 2018 :
: -6,915: 1,896 -1,828 -830 -6,466 -3,326 -5,399 -5,984: -1,516 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.1 25.3 55.7 47.8 95.9 97.2: 4.1 2.8
Old : 100.0: 16.6 26.3 25.9 53.4 45.0 96.0 97.2: 4.0 2.8
Other: 100.0: 6.6 11.0 10.3 78.2 75.8 95.2 97.1: 4.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 107 139 136 143 124 342 317:
Old : 412: 112 133 134 142 119 339 310:
Other: 149: 19 26 24 86 51 123 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 : 15.9 17.2 23.9 28.8 7.8 10.5 13.2 15.9
Old : 15.0 17.3 23.2 29.0 8.2 11.4 14.1 17.2
Other: 38.3 34.0 48.5 48.4 14.2 15.4 21.6 24.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 57,411: 45,811 6,398 4,205 1,733 45,018 51,748 55,620: 5,663 1,791
Old : 57,411: 45,811 6,398 4,205 1,733 45,018 51,748 55,620: 5,663 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -1,083: -2,725 -1,538 1,519 112 -483 -1,095 -502: 11 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 11.1 7.3 3.0 78.4 90.1 96.9: 9.9 3.1
Old : 100.0: 79.8 11.1 7.3 3.0 78.4 90.1 96.9: 9.9 3.1
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 : 109: 76 19 18 7 7 89 40:
Old : 109: 76 19 18 7 7 89 40:
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 : 40.1 81.4 57.4 87.3 38.6 79.7 55.4 84.9
Old : 40.1 81.4 57.4 87.3 38.6 79.7 55.4 84.9
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 20, 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 : 179,837: 36,915 79,775 27,813 113,670 71,030 178,398 178,618: 1,439 1,219
Old : 176,683: 37,735 80,481 25,809 111,732 69,290 175,276 175,581: 1,408 1,102
Other: 3,154: 1,065 1,177 119 1,938 1,740 3,123 3,037: 31 117
: : :
: : Changes in Commitments from: November 13, 2018 :
: 6,704: -1,679 8,627 3,339 4,927 -5,209 6,588 6,757: 116 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 44.4 15.5 63.2 39.5 99.2 99.3: 0.8 0.7
Old : 100.0: 21.4 45.6 14.6 63.2 39.2 99.2 99.4: 0.8 0.6
Other: 100.0: 33.8 37.3 3.8 61.5 55.2 99.0 96.3: 1.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 78 111 30 31 38 125 168:
Old : 242: 78 112 29 31 37 124 167:
Other: 26: 4 9 2 5 11 10 21:
:----------------------------------------------------------------------------------------------------
: 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 : 48.5 26.5 70.1 41.5 47.8 26.5 66.4 40.2
Old : 49.4 27.0 70.4 42.1 49.0 27.0 67.0 40.9
Other: 95.7 66.4 98.3 80.9 86.0 64.0 87.2 75.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 276,359: 58,905 22,362 1,003 208,011 245,916 267,919 269,281: 8,440 7,078
Old : 276,359: 58,905 22,362 1,003 208,011 245,916 267,919 269,281: 8,440 7,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -841: 929 -2,503 40 -1,918 1,606 -949 -857: 108 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.1 0.4 75.3 89.0 96.9 97.4: 3.1 2.6
Old : 100.0: 21.3 8.1 0.4 75.3 89.0 96.9 97.4: 3.1 2.6
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 : 163: 31 18 9 73 69 109 91:
Old : 163: 31 18 9 73 69 109 91:
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 : 34.1 38.2 49.4 60.1 33.2 38.1 48.4 60.0
Old : 34.1 38.2 49.4 60.1 33.2 38.1 48.4 60.0
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 20, 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 : 1,223,184: 321,398 98,132 20,968 816,113 1,086,958 1,158,479 1,206,058: 64,705 17,126
Old : 1,223,184: 321,398 98,132 20,968 816,113 1,086,958 1,158,479 1,206,058: 64,705 17,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 14,908: 397 -1,727 -872 16,017 19,937 15,542 17,338: -634 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 8.0 1.7 66.7 88.9 94.7 98.6: 5.3 1.4
Old : 100.0: 26.3 8.0 1.7 66.7 88.9 94.7 98.6: 5.3 1.4
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 : 415: 117 60 31 187 121 314 202:
Old : 415: 117 60 31 187 121 314 202:
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 : 16.8 34.3 28.3 50.9 15.4 33.9 25.9 50.4
Old : 16.8 34.3 28.3 50.9 15.4 33.9 25.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 23, 2018