COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 291,123: 54,190 83,265 79,681 142,056 113,767 275,927 276,713: 15,197 14,410
Old : 271,455: 53,710 82,095 76,185 127,187 99,367 257,082 257,647: 14,373 13,808
Other: 19,668: 2,385 3,075 1,590 14,869 14,400 18,845 19,066: 823 602
: : :
: : Changes in Commitments from: August 27, 2019 :
: 5,294: 2,009 -1,794 2,289 963 4,704 5,261 5,199: 34 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.6 27.4 48.8 39.1 94.8 95.1: 5.2 4.9
Old : 100.0: 19.8 30.2 28.1 46.9 36.6 94.7 94.9: 5.3 5.1
Other: 100.0: 12.1 15.6 8.1 75.6 73.2 95.8 96.9: 4.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 101 121 104 73 64 236 233:
Old : 310: 99 122 101 73 64 234 231:
Other: 59: 12 11 13 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 : 16.1 18.1 24.9 25.1 9.8 10.5 15.7 15.7
Old : 15.2 18.5 23.3 25.4 10.0 10.7 15.6 16.2
Other: 58.4 49.6 75.3 73.7 55.5 47.3 70.1 71.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 21,777: 1,940 7,966 3,444 13,561 8,903 18,944 20,313: 2,833 1,464
Old : 16,031: 1,530 8,146 1,584 10,765 5,250 13,879 14,979: 2,152 1,052
Other: 5,746: 653 64 1,617 2,795 3,653 5,065 5,334: 681 412
: : :
: : Changes in Commitments from: August 27, 2019 :
: -550: 193 -1,114 424 -832 757 -215 67: -335 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 36.6 15.8 62.3 40.9 87.0 93.3: 13.0 6.7
Old : 100.0: 9.5 50.8 9.9 67.2 32.7 86.6 93.4: 13.4 6.6
Other: 100.0: 11.4 1.1 28.1 48.7 63.6 88.1 92.8: 11.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 22 13 30 15 54 47:
Old : 75: 20 23 11 29 12 52 43:
Other: 42: 13 4 10 17 12 33 23:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 43.5 39.1 57.0 25.3 40.6 36.8 52.6
Old : 29.1 40.0 43.9 56.9 28.3 36.8 42.1 52.7
Other: 45.0 66.7 63.6 81.2 36.1 56.7 46.2 59.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 310,410: 52,074 73,513 73,501 170,853 151,712 296,428 298,726: 13,982 11,683
Old : 277,770: 52,527 74,836 69,081 143,385 123,011 264,994 266,929: 12,777 10,841
Other: 32,639: 3,592 2,722 374 27,468 28,701 31,434 31,797: 1,205 842
: : :
: : Changes in Commitments from: August 27, 2019 :
: 7,616: 911 5,982 619 4,499 -1,638 6,030 4,963: 1,587 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.7 23.7 55.0 48.9 95.5 96.2: 4.5 3.8
Old : 100.0: 18.9 26.9 24.9 51.6 44.3 95.4 96.1: 4.6 3.9
Other: 100.0: 11.0 8.3 1.1 84.2 87.9 96.3 97.4: 3.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 80 69 92 61 47 193 166:
Old : 224: 78 73 89 60 46 189 164:
Other: 55: 13 5 8 26 19 42 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 26.4 36.0 38.3 15.8 13.2 22.6 21.1
Old : 20.5 24.0 32.7 36.3 11.5 14.9 19.3 23.6
Other: 66.4 71.7 77.6 86.0 62.9 69.5 74.0 83.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,240,536: 190,577 347,168 323,412 635,305 494,332 1,149,295 1,164,912: 91,242 75,624
Old : 1,240,536: 190,577 347,168 323,412 635,305 494,332 1,149,295 1,164,912: 91,242 75,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 20,881: 1,531 16,773 12,002 3,781 -7,029 17,314 21,746: 3,567 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.0 26.1 51.2 39.8 92.6 93.9: 7.4 6.1
Old : 100.0: 15.4 28.0 26.1 51.2 39.8 92.6 93.9: 7.4 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 : 285: 82 86 109 97 90 243 232:
Old : 285: 82 86 109 97 90 243 232:
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 : 11.7 16.9 20.0 28.9 8.6 13.8 13.8 22.4
Old : 11.7 16.9 20.0 28.9 8.6 13.8 13.8 22.4
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, September 03, 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 : 317,910: 48,265 89,896 86,474 163,927 131,518 298,665 307,888: 19,245 10,022
Old : 297,034: 48,677 88,808 83,522 146,905 115,380 279,104 287,710: 17,929 9,324
Other: 20,876: 1,143 2,643 1,396 17,022 16,138 19,561 20,178: 1,315 698
: : :
: : Changes in Commitments from: August 27, 2019 :
: 12,608: -505 5,794 6,312 7,280 1,897 13,087 14,002: -478 -1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 28.3 27.2 51.6 41.4 93.9 96.8: 6.1 3.2
Old : 100.0: 16.4 29.9 28.1 49.5 38.8 94.0 96.9: 6.0 3.1
Other: 100.0: 5.5 12.7 6.7 81.5 77.3 93.7 96.7: 6.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 161 130 156 143 113 393 324:
Old : 459: 163 129 156 143 110 393 320:
Other: 111: 13 16 14 65 50 86 72:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 18.5 24.6 28.6 7.3 12.0 11.2 17.8
Old : 15.5 18.9 23.6 29.7 7.8 13.6 12.0 20.7
Other: 52.7 32.3 65.1 50.8 42.9 27.6 49.8 43.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 62,337: 54,412 22,680 2,447 1,351 34,639 58,209 59,766: 4,128 2,571
Old : 62,337: 54,412 22,680 2,447 1,351 34,639 58,209 59,766: 4,128 2,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 7,039: 6,308 4,468 435 -107 1,481 6,636 6,384: 403 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 36.4 3.9 2.2 55.6 93.4 95.9: 6.6 4.1
Old : 100.0: 87.3 36.4 3.9 2.2 55.6 93.4 95.9: 6.6 4.1
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 : 100: 64 27 10 5 6 73 40:
Old : 100: 64 27 10 5 6 73 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 : 44.8 75.3 63.8 85.8 44.8 74.9 62.5 84.4
Old : 44.8 75.3 63.8 85.8 44.8 74.9 62.5 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, September 03, 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 : 179,943: 9,861 99,189 22,645 146,541 56,118 179,047 177,952: 896 1,991
Old : 177,964: 9,865 100,513 21,247 145,966 54,341 177,078 176,101: 886 1,863
Other: 1,979: 1,394 74 0 575 1,777 1,969 1,851: 10 128
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,333: -487 3,513 1,074 1,811 -2,173 2,398 2,414: -65 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 55.1 12.6 81.4 31.2 99.5 98.9: 0.5 1.1
Old : 100.0: 5.5 56.5 11.9 82.0 30.5 99.5 99.0: 0.5 1.0
Other: 100.0: 70.4 3.7 0.0 29.1 89.8 99.5 93.5: 0.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 47 127 50 51 67 131 219:
Old : 270: 48 125 49 51 66 131 216:
Other: 17: 1 4 0 2 10 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 : 46.9 25.4 67.3 39.2 45.4 25.3 63.0 37.3
Old : 47.4 25.7 68.0 39.7 45.9 25.6 63.9 38.0
Other: 99.5 81.0 99.5 89.7 99.5 81.0 99.5 89.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 325,004: 66,260 26,010 1,220 249,487 291,531 316,967 318,761: 8,037 6,243
Old : 325,004: 66,260 26,010 1,220 249,487 291,531 316,967 318,761: 8,037 6,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -15,111: -1,897 -2,516 -417 -12,568 -12,666 -14,882 -15,599: -229 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.0 0.4 76.8 89.7 97.5 98.1: 2.5 1.9
Old : 100.0: 20.4 8.0 0.4 76.8 89.7 97.5 98.1: 2.5 1.9
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 : 169: 33 21 6 79 73 113 99:
Old : 169: 33 21 6 79 73 113 99:
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 : 34.0 34.5 45.0 50.0 32.2 34.4 42.5 49.6
Old : 34.0 34.5 45.0 50.0 32.2 34.4 42.5 49.6
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, September 03, 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 : 1,198,331: 285,511 191,122 24,835 854,848 959,145 1,165,194 1,175,102: 33,137 23,229
Old : 1,198,331: 285,511 191,122 24,835 854,848 959,145 1,165,194 1,175,102: 33,137 23,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 12,227: 478 6,699 -1,364 11,173 4,157 10,287 9,492: 1,940 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.9 2.1 71.3 80.0 97.2 98.1: 2.8 1.9
Old : 100.0: 23.8 15.9 2.1 71.3 80.0 97.2 98.1: 2.8 1.9
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 : 426: 112 75 41 179 140 309 238:
Old : 426: 112 75 41 179 140 309 238:
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 : 22.0 35.1 31.6 50.7 19.2 35.0 28.7 50.6
Old : 22.0 35.1 31.6 50.7 19.2 35.0 28.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019