COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 275,778: 53,618 84,555 71,032 135,647 105,695 260,297 261,282: 15,481 14,496
Old : 257,386: 51,704 82,551 69,059 122,116 91,780 242,879 243,390: 14,507 13,997
Other: 18,392: 2,387 2,478 1,500 13,531 13,915 17,418 17,893: 974 499
: : :
: : Changes in Commitments from: August 13, 2019 :
: -15,902: 1,056 -2,540 -12,857 -4,116 -269 -15,916 -15,666: 15 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.7 25.8 49.2 38.3 94.4 94.7: 5.6 5.3
Old : 100.0: 20.1 32.1 26.8 47.4 35.7 94.4 94.6: 5.6 5.4
Other: 100.0: 13.0 13.5 8.2 73.6 75.7 94.7 97.3: 5.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 93 119 96 71 64 222 226:
Old : 297: 92 119 94 71 64 220 225:
Other: 57: 13 9 12 23 17 41 36:
:----------------------------------------------------------------------------------------------------
: 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 17.3 24.9 24.8 10.6 10.0 16.9 15.5
Old : 14.6 17.5 22.7 24.9 10.6 10.0 16.8 15.7
Other: 59.0 49.8 74.9 73.5 54.8 48.4 68.0 71.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 23,399: 1,784 9,287 3,045 14,861 8,143 19,690 20,474: 3,709 2,925
Old : 19,296: 1,533 9,409 1,982 12,533 5,276 16,047 16,666: 3,249 2,630
Other: 4,103: 500 127 814 2,328 2,867 3,643 3,808: 460 295
: : :
: : Changes in Commitments from: August 13, 2019 :
: -639: 39 307 -712 -124 -698 -797 -1,103: 157 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 39.7 13.0 63.5 34.8 84.1 87.5: 15.9 12.5
Old : 100.0: 7.9 48.8 10.3 65.0 27.3 83.2 86.4: 16.8 13.6
Other: 100.0: 12.2 3.1 19.8 56.7 69.9 88.8 92.8: 11.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 27 13 31 14 55 51:
Old : 81: 17 30 12 31 12 55 48:
Other: 31: 9 3 7 16 8 25 18:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 41.5 38.9 54.1 26.7 39.2 37.7 51.2
Old : 29.1 37.6 41.4 52.7 28.8 35.0 40.2 49.6
Other: 52.4 71.8 71.2 83.2 47.7 63.0 56.7 67.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 291,454: 50,938 60,709 68,222 160,040 153,056 279,199 281,987: 12,254 9,466
Old : 1,485: 0 3 0 1,485 1,469 1,485 1,472: 0 13
Other: 289,969: 50,938 60,706 68,222 158,555 151,587 277,714 280,515: 12,254 9,453
: : :
: : Changes in Commitments from: August 13, 2019 :
: -971: -2,947 13,913 -256 5,188 -12,736 1,984 921: -2,955 -1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.8 23.4 54.9 52.5 95.8 96.8: 4.2 3.2
Old : 100.0: 0.0 0.2 0.0 100.0 98.9 100.0 99.1: 0.0 0.9
Other: 100.0: 17.6 20.9 23.5 54.7 52.3 95.8 96.7: 4.2 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 80 80 90 58 49 188 180:
Old : 6: 0 2 0 2 2 2 4:
Other: 238: 80 80 90 58 49 188 180:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 27.0 37.6 39.4 16.8 12.7 23.2 20.7
Old : 100.0 99.1 100.0 99.1 100.0 99.1 100.0 99.1
Other: 25.1 27.1 37.5 39.6 16.9 12.7 23.3 20.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 1,183,020: 190,621 313,845 300,778 605,515 492,550 1,096,914 1,107,174: 86,107 75,847
Old : 1,183,020: 190,621 313,845 300,778 605,515 492,550 1,096,914 1,107,174: 86,107 75,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -6,725: 306 5,574 -4,780 345 -9,331 -4,129 -8,536: -2,596 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.5 25.4 51.2 41.6 92.7 93.6: 7.3 6.4
Old : 100.0: 16.1 26.5 25.4 51.2 41.6 92.7 93.6: 7.3 6.4
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 : 267: 77 75 101 95 84 231 211:
Old : 267: 77 75 101 95 84 231 211:
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 : 12.2 17.3 20.4 31.0 8.8 14.3 14.5 23.4
Old : 12.2 17.3 20.4 31.0 8.8 14.3 14.5 23.4
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, August 20, 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 : 309,232: 47,822 84,034 79,801 160,378 132,450 288,001 296,285: 21,231 12,946
Old : 11,501: 1,853 240 0 6,881 11,028 8,734 11,268: 2,767 233
Other: 297,731: 47,348 85,173 78,422 153,497 121,422 279,267 285,017: 18,464 12,713
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,709: -446 7,549 4,176 -2,475 -10,923 1,255 802: 454 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.2 25.8 51.9 42.8 93.1 95.8: 6.9 4.2
Old : 100.0: 16.1 2.1 0.0 59.8 95.9 75.9 98.0: 24.1 2.0
Other: 100.0: 15.9 28.6 26.3 51.6 40.8 93.8 95.7: 6.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 150 132 152 144 121 385 333:
Old : 89: 18 4 0 42 29 60 33:
Other: 456: 147 138 145 142 119 375 330:
:----------------------------------------------------------------------------------------------------
: 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 18.0 24.9 28.2 7.3 10.9 11.4 15.9
Old : 43.3 89.4 52.1 96.1 36.9 80.3 44.6 85.9
Other: 17.2 17.7 25.5 28.2 7.5 11.3 11.8 17.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 56,112: 49,065 19,571 1,844 1,219 32,822 52,128 54,236: 3,985 1,876
Old : 56,112: 49,065 19,571 1,844 1,219 32,822 52,128 54,236: 3,985 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,086: 1,187 1,533 -623 1 -26 565 884: 522 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 34.9 3.3 2.2 58.5 92.9 96.7: 7.1 3.3
Old : 100.0: 87.4 34.9 3.3 2.2 58.5 92.9 96.7: 7.1 3.3
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 : 97: 60 27 12 5 7 69 43:
Old : 97: 60 27 12 5 7 69 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 : 49.1 74.8 69.0 85.5 48.7 74.3 67.8 83.9
Old : 49.1 74.8 69.0 85.5 48.7 74.3 67.8 83.9
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, August 20, 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 : 173,255: 10,663 95,746 20,888 140,753 54,550 172,304 171,185: 951 2,070
Old : 171,804: 10,670 96,523 19,985 140,203 53,377 170,858 169,886: 946 1,918
Other: 1,451: 896 126 0 550 1,173 1,446 1,299: 5 152
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,387: -432 -2,353 4,356 -1,013 864 2,911 2,867: -524 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.3 12.1 81.2 31.5 99.5 98.8: 0.5 1.2
Old : 100.0: 6.2 56.2 11.6 81.6 31.1 99.4 98.9: 0.6 1.1
Other: 100.0: 61.8 8.7 0.0 37.9 80.8 99.7 89.5: 0.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 44 116 44 54 66 126 207:
Old : 257: 45 114 43 54 65 126 204:
Other: 17: 1 7 0 2 7 3 14:
:----------------------------------------------------------------------------------------------------
: 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 : 49.0 27.2 68.9 41.4 47.3 27.2 64.8 39.1
Old : 49.4 27.5 69.4 41.8 47.7 27.5 65.4 39.6
Other: 99.7 76.1 99.7 84.6 99.7 76.1 99.7 84.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 343,167: 69,862 22,267 1,695 263,449 313,557 335,006 337,519: 8,161 5,648
Old : 343,167: 69,862 22,267 1,695 263,449 313,557 335,006 337,519: 8,161 5,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -4,473: -391 3,389 561 -4,532 -6,678 -4,362 -2,728: -111 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.5 0.5 76.8 91.4 97.6 98.4: 2.4 1.6
Old : 100.0: 20.4 6.5 0.5 76.8 91.4 97.6 98.4: 2.4 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 : 172: 36 19 8 83 67 122 91:
Old : 172: 36 19 8 83 67 122 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 : 32.6 36.9 44.8 54.9 31.7 36.8 43.5 54.3
Old : 32.6 36.9 44.8 54.9 31.7 36.8 43.5 54.3
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, August 20, 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 : 1,244,209: 287,428 189,307 24,863 899,713 1,012,189 1,212,004 1,226,359: 32,205 17,850
Old : 1,244,209: 287,428 189,307 24,863 899,713 1,012,189 1,212,004 1,226,359: 32,205 17,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,053: 3,003 11,726 4,098 -6,192 -10,652 909 5,172: 144 -4,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.2 2.0 72.3 81.4 97.4 98.6: 2.6 1.4
Old : 100.0: 23.1 15.2 2.0 72.3 81.4 97.4 98.6: 2.6 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 : 422: 116 68 42 181 136 313 230:
Old : 422: 116 68 42 181 136 313 230:
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 : 19.6 37.5 29.7 53.9 17.6 37.4 26.9 53.8
Old : 19.6 37.5 29.7 53.9 17.6 37.4 26.9 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019