COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 267,331
COMMITMENTS
68,231 24,994 57,985 125,682 170,898 251,898 253,877 15,432 13,454
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -3,773)
-1,889 1,154 2,657 -3,950 -7,610 -3,181 -3,799 -593 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.3 21.7 47.0 63.9 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
114 72 99 69 73 228 207
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,824
COMMITMENTS
1,252 8,794 2,782 14,053 7,141 18,087 18,717 2,737 2,107
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -563)
-172 -222 4 -452 -341 -619 -558 56 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 42.2 13.4 67.5 34.3 86.9 89.9 13.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 33 17 31 11 54 53
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 275,380
COMMITMENTS
54,843 60,519 57,119 150,692 148,031 262,653 265,668 12,726 9,712
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,692)
-1,454 272 8,076 -2,948 -3,685 3,674 4,663 1,018 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 22.0 20.7 54.7 53.8 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
67 70 70 58 51 168 155
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 987,553
COMMITMENTS
157,566 146,056 239,951 516,016 544,220 913,533 930,226 74,020 57,327
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 21,239)
-5,494 8,312 10,918 13,393 -3,045 18,817 16,185 2,422 5,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 14.8 24.3 52.3 55.1 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
78 67 99 95 91 222 213
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 281,974
COMMITMENTS
40,610 67,048 69,761 160,026 137,701 270,397 274,509 11,577 7,464
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,055)
-925 -378 -1,039 3,975 3,775 2,010 2,358 44 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 23.8 24.7 56.8 48.8 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
116 138 133 145 126 344 323
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,252
COMMITMENTS
46,458 7,049 3,533 1,693 44,985 51,684 55,566 5,568 1,686
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -159)
648 651 -672 -40 -33 -64 -55 -95 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 12.3 6.2 3.0 78.6 90.3 97.1 9.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
76 18 18 7 7 91 38
CANOLA - ICE FUTURES U.S. Code-135731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(20 Metric Tonnes) OPEN INTEREST: 191,809
COMMITMENTS
36,879 85,499 29,519 123,881 75,478 190,280 190,496 1,530 1,313
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 11,972)
-36 5,724 1,707 10,211 4,448 11,881 11,879 91 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 44.6 15.4 64.6 39.4 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
80 113 31 29 37 126 168
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 285,057
COMMITMENTS
61,874 21,112 1,354 213,097 255,584 276,325 278,050 8,732 7,007
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 8,698)
2,969 -1,250 351 5,086 9,668 8,406 8,769 292 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 7.4 0.5 74.8 89.7 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 16 8 71 71 104 92
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,230,143
COMMITMENTS
323,049 90,579 19,567 817,796 1100541 1160412 1210687 69,731 19,456
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 6,959)
1,651 -7,553 -1,401 1,683 13,583 1,933 4,629 5,026 2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.4 1.6 66.5 89.5 94.3 98.4 5.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
118 60 34 185 125 316 206
Updated November 30, 2018