COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 285,829: 52,180 85,059 77,393 141,093 109,062 270,666 271,514: 15,163 14,315
Old : 266,787: 50,976 83,458 74,687 126,862 94,852 252,525 252,997: 14,262 13,790
Other: 19,041: 2,390 2,787 1,519 14,231 14,211 18,140 18,517: 901 525
: : :
: : Changes in Commitments from: August 20, 2019 :
: 10,050: -1,437 504 6,360 5,446 3,367 10,369 10,232: -319 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 29.8 27.1 49.4 38.2 94.7 95.0: 5.3 5.0
Old : 100.0: 19.1 31.3 28.0 47.6 35.6 94.7 94.8: 5.3 5.2
Other: 100.0: 12.6 14.6 8.0 74.7 74.6 95.3 97.2: 4.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 100 121 102 70 64 230 232:
Old : 306: 99 121 100 70 64 228 231:
Other: 58: 13 9 14 25 17 43 38:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 16.9 25.2 24.0 9.9 10.3 16.2 15.7
Old : 15.4 17.0 23.2 24.2 10.0 10.5 15.8 16.0
Other: 58.2 49.7 75.4 73.5 54.5 47.6 69.5 71.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 22,327: 1,747 9,081 3,019 14,392 8,146 19,159 20,246: 3,168 2,081
Old : 17,521: 1,526 9,208 1,578 11,841 5,035 14,944 15,820: 2,577 1,701
Other: 4,806: 477 128 1,186 2,552 3,111 4,214 4,426: 591 380
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,073: -37 -206 -26 -469 3 -531 -229: -541 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 40.7 13.5 64.5 36.5 85.8 90.7: 14.2 9.3
Old : 100.0: 8.7 52.6 9.0 67.6 28.7 85.3 90.3: 14.7 9.7
Other: 100.0: 9.9 2.7 24.7 53.1 64.7 87.7 92.1: 12.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 18 25 11 30 14 51 49:
Old : 77: 19 26 10 29 12 50 46:
Other: 34: 7 6 9 18 8 29 19:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 42.4 40.6 55.8 27.6 40.1 39.0 52.9
Old : 31.1 39.1 44.6 55.8 30.7 36.5 43.3 52.9
Other: 46.9 67.6 66.9 82.3 41.3 58.7 50.3 62.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 302,793: 51,162 67,531 72,882 166,354 153,350 290,398 293,763: 12,395 9,031
Old : 4: 0 0 0 4 2 4 2: 0 2
Other: 302,789: 51,162 67,531 72,882 166,350 153,348 290,394 293,761: 12,395 9,029
: : :
: : Changes in Commitments from: August 20, 2019 :
: 11,340: 225 6,822 4,660 6,314 293 11,199 11,775: 141 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.3 24.1 54.9 50.6 95.9 97.0: 4.1 3.0
Old : 100.0: 0.0 0.0 0.0 100.0 50.0 100.0 50.0: 0.0 50.0
Other: 100.0: 16.9 22.3 24.1 54.9 50.6 95.9 97.0: 4.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 78 77 93 59 47 190 175:
Old : 3: 0 0 0 1 2 1 2:
Other: 232: 78 77 93 59 47 190 175:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 26.8 36.8 38.9 16.4 12.9 22.5 20.0
Old : 100.0 50.0 100.0 50.0 100.0 50.0 100.0 50.0
Other: 24.6 26.8 36.8 38.9 16.4 12.9 22.5 20.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,219,655: 189,046 330,395 311,411 631,524 501,361 1,131,981 1,143,167: 87,675 76,489
Old : 1,219,655: 189,046 330,395 311,411 631,524 501,361 1,131,981 1,143,167: 87,675 76,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 36,635: -1,575 16,550 10,633 26,009 8,810 35,067 35,993: 1,568 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.1 25.5 51.8 41.1 92.8 93.7: 7.2 6.3
Old : 100.0: 15.5 27.1 25.5 51.8 41.1 92.8 93.7: 7.2 6.3
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 : 276: 76 85 103 96 86 235 222:
Old : 276: 76 85 103 96 86 235 222:
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 : 12.0 17.0 20.5 30.1 8.8 13.6 14.1 22.5
Old : 12.0 17.0 20.5 30.1 8.8 13.6 14.1 22.5
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, August 27, 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 : 305,301: 48,769 84,103 80,162 156,647 129,622 285,578 293,886: 19,723 11,415
Old : 135: 0 0 0 135 122 135 122: 0 13
Other: 305,166: 48,769 84,103 80,162 156,512 129,500 285,443 293,764: 19,723 11,402
: : :
: : Changes in Commitments from: August 20, 2019 :
: -3,930: 948 68 361 -3,731 -2,828 -2,423 -2,399: -1,508 -1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 27.5 26.3 51.3 42.5 93.5 96.3: 6.5 3.7
Old : 100.0: 0.0 0.0 0.0 100.0 90.4 100.0 90.4: 0.0 9.6
Other: 100.0: 16.0 27.6 26.3 51.3 42.4 93.5 96.3: 6.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 163 116 148 143 116 387 313:
Old : 8: 0 0 0 4 4 4 4:
Other: 448: 163 116 148 143 116 387 313:
:----------------------------------------------------------------------------------------------------
: 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 17.1 23.7 27.7 7.4 11.7 11.6 17.6
Old : 100.0 90.4 100.0 90.4 100.0 90.4 100.0 90.4
Other: 15.4 17.1 23.7 27.6 7.4 11.7 11.6 17.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 55,298: 48,103 18,212 2,012 1,457 33,158 51,573 53,382: 3,725 1,916
Old : 55,298: 48,103 18,212 2,012 1,457 33,158 51,573 53,382: 3,725 1,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -814: -962 -1,359 169 238 337 -555 -854: -259 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 32.9 3.6 2.6 60.0 93.3 96.5: 6.7 3.5
Old : 100.0: 87.0 32.9 3.6 2.6 60.0 93.3 96.5: 6.7 3.5
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 : 95: 57 27 14 5 7 69 43:
Old : 95: 57 27 14 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 : 50.1 76.3 70.4 86.1 49.7 75.9 69.3 84.4
Old : 50.1 76.3 70.4 86.1 49.7 75.9 69.3 84.4
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 27, 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 : 177,610: 10,348 95,675 21,571 144,730 58,292 176,649 175,538: 961 2,073
Old : 175,757: 10,346 96,838 20,310 144,155 56,631 174,811 173,779: 946 1,979
Other: 1,853: 1,263 98 0 575 1,661 1,838 1,759: 15 94
: : :
: : Changes in Commitments from: August 20, 2019 :
: 4,355: -315 -71 682 3,977 3,741 4,345 4,353: 11 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 53.9 12.1 81.5 32.8 99.5 98.8: 0.5 1.2
Old : 100.0: 5.9 55.1 11.6 82.0 32.2 99.5 98.9: 0.5 1.1
Other: 100.0: 68.2 5.3 0.0 31.0 89.6 99.2 94.9: 0.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 47 121 47 53 65 132 210:
Old : 264: 47 120 47 53 64 132 208:
Other: 16: 2 3 0 2 9 4 12:
:----------------------------------------------------------------------------------------------------
: 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 : 48.0 24.9 67.6 39.1 46.0 24.9 62.2 37.1
Old : 48.5 25.2 68.3 39.5 46.6 25.1 63.0 37.7
Other: 99.2 81.8 99.2 91.1 99.2 81.8 99.2 91.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 340,115: 68,157 28,526 1,637 262,055 304,197 331,849 334,360: 8,266 5,755
Old : 340,115: 68,157 28,526 1,637 262,055 304,197 331,849 334,360: 8,266 5,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -3,052: -1,705 6,259 -58 -1,394 -9,360 -3,157 -3,159: 105 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.4 0.5 77.0 89.4 97.6 98.3: 2.4 1.7
Old : 100.0: 20.0 8.4 0.5 77.0 89.4 97.6 98.3: 2.4 1.7
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 7 82 71 120 95:
Old : 172: 36 19 7 82 71 120 95:
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 : 31.8 35.3 42.7 53.4 30.7 35.2 41.1 52.8
Old : 31.8 35.3 42.7 53.4 30.7 35.2 41.1 52.8
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, August 27, 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 : 1,186,104: 285,033 184,423 26,199 843,675 954,988 1,154,907 1,165,610: 31,197 20,494
Old : 1,186,104: 285,033 184,423 26,199 843,675 954,988 1,154,907 1,165,610: 31,197 20,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -58,105: -2,395 -4,884 1,336 -56,038 -57,201 -57,097 -60,749: -1,008 2,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 15.5 2.2 71.1 80.5 97.4 98.3: 2.6 1.7
Old : 100.0: 24.0 15.5 2.2 71.1 80.5 97.4 98.3: 2.6 1.7
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 : 432: 116 73 42 183 139 317 236:
Old : 432: 116 73 42 183 139 317 236:
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 : 20.9 34.8 30.9 50.4 18.6 34.7 28.0 50.2
Old : 20.9 34.8 30.9 50.4 18.6 34.7 28.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019