COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 256,156: 54,522 88,130 60,455 125,582 92,925 240,559 241,510: 15,597 14,646
Old : 241,919: 52,616 87,332 59,432 115,102 80,788 227,149 227,551: 14,770 14,368
Other: 14,237: 2,244 1,135 686 10,481 12,138 13,410 13,959: 827 278
: : :
: : Changes in Commitments from: July 16, 2019 :
: 10,071: 1,985 3,005 4,516 3,202 3,127 9,703 10,648: 368 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 34.4 23.6 49.0 36.3 93.9 94.3: 6.1 5.7
Old : 100.0: 21.7 36.1 24.6 47.6 33.4 93.9 94.1: 6.1 5.9
Other: 100.0: 15.8 8.0 4.8 73.6 85.3 94.2 98.0: 5.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 98 113 95 75 63 229 221:
Old : 303: 98 113 93 75 63 227 220:
Other: 51: 14 6 8 24 12 40 25:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 13.2 26.0 20.8 11.7 8.4 17.9 15.3
Old : 17.6 12.8 25.5 20.5 11.3 8.0 17.4 15.1
Other: 52.8 61.8 69.8 82.2 51.3 58.9 64.9 79.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 23,734: 1,555 8,647 3,894 14,905 9,340 20,354 21,881: 3,380 1,853
Old : 21,299: 1,478 8,651 3,533 13,194 7,492 18,206 19,676: 3,093 1,623
Other: 2,435: 258 178 179 1,711 1,848 2,148 2,205: 287 230
: : :
: : Changes in Commitments from: July 16, 2019 :
: -53: -84 -33 -16 -31 -112 -131 -162: 78 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 36.4 16.4 62.8 39.4 85.8 92.2: 14.2 7.8
Old : 100.0: 6.9 40.6 16.6 61.9 35.2 85.5 92.4: 14.5 7.6
Other: 100.0: 10.6 7.3 7.4 70.3 75.9 88.2 90.6: 11.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 30 14 30 12 53 49:
Old : 77: 15 30 13 30 10 53 46:
Other: 26: 6 4 6 12 7 20 15:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 45.3 37.8 59.1 24.7 42.8 35.3 53.6
Old : 25.9 43.7 38.6 58.1 25.1 40.9 36.0 52.9
Other: 66.0 72.5 78.4 84.8 64.6 68.2 70.4 76.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 323,019: 85,090 32,203 76,322 146,421 204,019 307,833 312,545: 15,186 10,474
Old : 111,189: 56,188 55,287 11,071 36,915 41,213 104,174 107,571: 7,014 3,617
Other: 211,831: 71,706 19,720 22,447 109,505 162,806 203,658 204,974: 8,172 6,857
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,301: 3,434 -2,149 1,352 1,065 6,435 5,851 5,638: -550 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 10.0 23.6 45.3 63.2 95.3 96.8: 4.7 3.2
Old : 100.0: 50.5 49.7 10.0 33.2 37.1 93.7 96.7: 6.3 3.3
Other: 100.0: 33.9 9.3 10.6 51.7 76.9 96.1 96.8: 3.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 93 56 93 57 50 202 157:
Old : 208: 77 67 44 45 35 145 123:
Other: 179: 80 36 45 49 44 152 103:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 32.1 29.1 44.3 13.5 19.2 19.3 28.8
Old : 15.9 22.5 28.6 38.0 15.9 21.3 28.2 36.4
Other: 25.7 42.2 38.6 57.3 20.1 26.9 28.2 39.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 1,084,641: 185,848 304,857 253,874 560,093 448,488 999,815 1,007,220: 84,826 77,421
Old : 1,084,641: 185,848 304,857 253,874 560,093 448,488 999,815 1,007,220: 84,826 77,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 75,294: -2,718 72,610 34,642 42,242 -33,793 74,166 73,459: 1,128 1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 28.1 23.4 51.6 41.3 92.2 92.9: 7.8 7.1
Old : 100.0: 17.1 28.1 23.4 51.6 41.3 92.2 92.9: 7.8 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 : 270: 69 83 98 96 85 224 217:
Old : 270: 69 83 98 96 85 224 217:
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 : 12.7 16.9 20.4 28.9 9.4 13.8 15.1 21.6
Old : 12.7 16.9 20.4 28.9 9.4 13.8 15.1 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, July 23, 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 : 331,032: 49,977 56,275 88,063 174,072 175,793 312,112 320,131: 18,920 10,901
Old : 143,934: 41,635 69,182 22,077 69,729 47,556 133,441 138,815: 10,492 5,119
Other: 187,098: 42,784 21,535 31,544 104,343 128,237 178,671 181,316: 8,427 5,782
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,143: -137 2,653 800 4,144 1,663 4,808 5,117: 335 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.0 26.6 52.6 53.1 94.3 96.7: 5.7 3.3
Old : 100.0: 28.9 48.1 15.3 48.4 33.0 92.7 96.4: 7.3 3.6
Other: 100.0: 22.9 11.5 16.9 55.8 68.5 95.5 96.9: 4.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 475: 159 129 165 154 132 409 351:
Old : 439: 163 113 79 114 103 305 268:
Other: 343: 99 85 86 137 105 290 232:
:----------------------------------------------------------------------------------------------------
: 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 20.2 26.5 29.7 6.0 7.9 10.5 13.0
Old : 21.7 18.5 31.8 30.8 16.3 17.7 25.8 28.6
Other: 21.9 30.9 31.7 42.2 17.6 20.0 23.4 29.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 48,074: 42,223 13,097 1,799 1,204 30,630 45,225 45,526: 2,849 2,548
Old : 48,074: 42,223 13,097 1,799 1,204 30,630 45,225 45,526: 2,849 2,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,565: 5,763 3,970 -7 -15 1,406 5,742 5,369: -177 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 27.2 3.7 2.5 63.7 94.1 94.7: 5.9 5.3
Old : 100.0: 87.8 27.2 3.7 2.5 63.7 94.1 94.7: 5.9 5.3
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 : 96: 54 30 12 5 9 63 48:
Old : 96: 54 30 12 5 9 63 48:
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 : 46.6 69.7 66.7 79.8 46.3 69.1 65.5 79.2
Old : 46.6 69.7 66.7 79.8 46.3 69.1 65.5 79.2
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, July 23, 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 : 161,348: 15,214 99,943 15,777 129,629 44,304 160,620 160,025: 728 1,323
Old : 160,535: 15,241 100,260 15,362 129,223 43,683 159,826 159,306: 709 1,229
Other: 813: 388 98 0 406 621 794 719: 19 94
: : :
: : Changes in Commitments from: July 16, 2019 :
: 6,132: -996 2,799 -34 7,181 3,793 6,151 6,558: -19 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 61.9 9.8 80.3 27.5 99.5 99.2: 0.5 0.8
Old : 100.0: 9.5 62.5 9.6 80.5 27.2 99.6 99.2: 0.4 0.8
Other: 100.0: 47.7 12.1 0.0 49.9 76.4 97.7 88.4: 2.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 50 137 38 32 40 110 194:
Old : 245: 50 135 38 32 40 110 192:
Other: 10: 1 4 0 2 3 3 7:
:----------------------------------------------------------------------------------------------------
: 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 : 46.4 27.5 73.5 43.3 44.6 27.5 69.9 41.7
Old : 46.5 27.7 73.7 43.5 44.8 27.7 70.2 41.9
Other: 97.7 82.9 97.7 88.4 97.7 82.9 97.7 88.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 313,726: 66,033 14,160 1,088 237,160 290,394 304,281 305,642: 9,445 8,084
Old : 313,726: 66,033 14,160 1,088 237,160 290,394 304,281 305,642: 9,445 8,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,596: 3,453 2,686 168 -1,125 -2,644 2,496 210: 100 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.5 0.3 75.6 92.6 97.0 97.4: 3.0 2.6
Old : 100.0: 21.0 4.5 0.3 75.6 92.6 97.0 97.4: 3.0 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 : 164: 37 15 8 76 66 114 88:
Old : 164: 37 15 8 76 66 114 88:
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 : 30.3 40.1 42.6 58.4 28.7 40.0 39.9 57.8
Old : 30.3 40.1 42.6 58.4 28.7 40.0 39.9 57.8
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, July 23, 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 : 1,269,825: 285,309 112,884 13,389 934,140 1,065,825 1,232,838 1,192,098: 36,987 77,727
Old : 1,269,825: 285,309 112,884 13,389 934,140 1,065,825 1,232,838 1,192,098: 36,987 77,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 25,452: 5,260 18,953 -155 18,040 -57,545 23,145 -38,747: 2,307 64,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 8.9 1.1 73.6 83.9 97.1 93.9: 2.9 6.1
Old : 100.0: 22.5 8.9 1.1 73.6 83.9 97.1 93.9: 2.9 6.1
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 : 411: 125 50 34 189 125 323 200:
Old : 411: 125 50 34 189 125 323 200:
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 : 18.5 47.3 30.6 60.5 17.3 47.3 28.3 60.3
Old : 18.5 47.3 30.6 60.5 17.3 47.3 28.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019