COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 297,063: 55,880 79,426 82,483 143,308 121,329 281,671 283,238: 15,391 13,824
Old : 276,982: 56,047 78,498 78,299 128,244 107,009 262,590 263,806: 14,392 13,176
Other: 20,080: 2,378 3,473 1,639 15,064 14,320 19,081 19,432: 999 649
: : :
: : Changes in Commitments from: September 3, 2019 :
: 5,939: 1,691 -3,839 2,802 1,252 7,562 5,745 6,525: 195 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.7 27.8 48.2 40.8 94.8 95.3: 5.2 4.7
Old : 100.0: 20.2 28.3 28.3 46.3 38.6 94.8 95.2: 5.2 4.8
Other: 100.0: 11.8 17.3 8.2 75.0 71.3 95.0 96.8: 5.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 105 117 99 76 66 240 229:
Old : 311: 104 117 97 76 66 238 228:
Other: 62: 12 13 13 27 17 46 39:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 20.1 25.0 26.9 9.6 10.5 15.3 15.7
Old : 15.1 20.5 23.0 27.4 9.7 12.7 15.3 18.1
Other: 57.9 48.6 74.3 73.0 55.2 46.3 69.2 70.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 21,411: 1,973 7,322 3,640 13,254 9,021 18,866 19,983: 2,545 1,428
Old : 15,366: 1,887 7,431 1,474 10,182 5,387 13,542 14,292: 1,823 1,074
Other: 6,046: 592 397 1,659 3,072 3,635 5,324 5,691: 722 354
: : :
: : Changes in Commitments from: September 3, 2019 :
: -366: 33 -645 196 -307 119 -78 -330: -288 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 34.2 17.0 61.9 42.1 88.1 93.3: 11.9 6.7
Old : 100.0: 12.3 48.4 9.6 66.3 35.1 88.1 93.0: 11.9 7.0
Other: 100.0: 9.8 6.6 27.4 50.8 60.1 88.1 94.1: 11.9 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 18 24 13 30 16 54 49:
Old : 76: 19 25 11 30 13 54 44:
Other: 43: 14 3 9 18 12 32 24:
:----------------------------------------------------------------------------------------------------
: 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 43.3 39.3 56.9 25.2 40.7 37.1 52.1
Old : 28.5 40.5 43.7 57.5 27.8 37.7 42.0 53.6
Other: 42.0 64.0 61.3 79.3 34.7 55.7 44.7 60.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 310,393: 53,903 75,547 71,337 170,663 152,657 295,903 299,541: 14,489 10,852
Old : 276,710: 54,506 77,160 66,246 142,879 123,085 263,631 266,492: 13,079 10,218
Other: 33,683: 3,817 2,806 672 27,784 29,571 32,273 33,049: 1,411 634
: : :
: : Changes in Commitments from: September 3, 2019 :
: -17: 1,829 2,034 -2,164 -189 945 -524 815: 507 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.3 23.0 55.0 49.2 95.3 96.5: 4.7 3.5
Old : 100.0: 19.7 27.9 23.9 51.6 44.5 95.3 96.3: 4.7 3.7
Other: 100.0: 11.3 8.3 2.0 82.5 87.8 95.8 98.1: 4.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 82 65 93 60 48 195 164:
Old : 224: 82 69 89 59 47 191 161:
Other: 60: 16 5 8 27 22 45 35:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 25.5 34.3 38.1 15.9 13.7 22.5 21.4
Old : 18.7 23.6 30.8 35.5 11.2 15.4 19.0 23.9
Other: 65.6 70.4 76.5 84.2 61.5 68.0 72.4 81.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 1,235,045: 178,433 362,134 315,071 647,497 475,586 1,141,001 1,152,791: 94,045 82,255
Old : 1,235,045: 178,433 362,134 315,071 647,497 475,586 1,141,001 1,152,791: 94,045 82,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -5,491: -12,144 14,966 -8,341 12,191 -18,746 -8,294 -12,122: 2,803 6,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 29.3 25.5 52.4 38.5 92.4 93.3: 7.6 6.7
Old : 100.0: 14.4 29.3 25.5 52.4 38.5 92.4 93.3: 7.6 6.7
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 : 284: 84 82 104 98 91 235 234:
Old : 284: 84 82 104 98 91 235 234:
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 : 9.8 15.7 18.2 27.0 8.0 13.2 13.4 21.7
Old : 9.8 15.7 18.2 27.0 8.0 13.2 13.4 21.7
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 10, 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 : 322,341: 49,425 89,192 92,149 161,309 131,221 302,883 312,562: 19,458 9,779
Old : 300,922: 49,729 88,440 88,689 144,380 114,752 282,797 291,881: 18,125 9,041
Other: 21,419: 1,741 2,796 1,416 16,929 16,470 20,085 20,682: 1,333 737
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,431: 1,160 -704 5,676 -2,618 -297 4,217 4,674: 214 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.7 28.6 50.0 40.7 94.0 97.0: 6.0 3.0
Old : 100.0: 16.5 29.4 29.5 48.0 38.1 94.0 97.0: 6.0 3.0
Other: 100.0: 8.1 13.1 6.6 79.0 76.9 93.8 96.6: 6.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 166 125 155 141 120 394 328:
Old : 460: 164 126 154 141 116 393 323:
Other: 115: 15 16 14 67 51 90 73:
:----------------------------------------------------------------------------------------------------
: 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 18.2 23.4 28.5 7.2 12.1 11.4 17.4
Old : 15.0 18.6 22.6 29.4 7.8 14.2 12.3 20.5
Other: 51.9 31.8 64.4 51.4 42.0 27.0 50.2 43.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 64,921: 49,485 17,449 1,497 7,035 41,267 58,016 60,213: 6,905 4,708
Old : 64,921: 49,485 17,449 1,497 7,035 41,267 58,016 60,213: 6,905 4,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 2,584: -4,927 -5,231 -950 5,684 6,628 -193 447: 2,777 2,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 26.9 2.3 10.8 63.6 89.4 92.7: 10.6 7.3
Old : 100.0: 76.2 26.9 2.3 10.8 63.6 89.4 92.7: 10.6 7.3
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 : 98: 65 24 12 6 6 76 38:
Old : 98: 65 24 12 6 6 76 38:
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 : 47.4 74.6 64.8 86.6 43.6 71.3 58.2 77.3
Old : 47.4 74.6 64.8 86.6 43.6 71.3 58.2 77.3
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 10, 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 : 191,547: 10,071 109,294 25,835 154,718 54,387 190,624 189,515: 923 2,032
Old : 189,077: 10,072 110,934 24,090 154,002 52,125 188,164 187,149: 913 1,928
Other: 2,470: 1,736 96 8 716 2,262 2,460 2,366: 10 104
: : :
: : Changes in Commitments from: September 3, 2019 :
: 11,604: 210 10,105 3,190 8,177 -1,731 11,577 11,564: 27 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 57.1 13.5 80.8 28.4 99.5 98.9: 0.5 1.1
Old : 100.0: 5.3 58.7 12.7 81.4 27.6 99.5 99.0: 0.5 1.0
Other: 100.0: 70.3 3.9 0.3 29.0 91.6 99.6 95.8: 0.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 44 137 47 53 71 131 228:
Old : 279: 45 135 46 53 70 131 225:
Other: 20: 1 3 2 3 11 6 16:
:----------------------------------------------------------------------------------------------------
: 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 : 46.7 25.2 65.8 38.9 44.8 25.0 61.5 36.8
Old : 47.2 25.5 66.5 39.4 45.3 25.3 62.7 37.5
Other: 99.3 80.4 99.6 90.5 99.3 80.4 99.3 90.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 325,464: 65,684 24,173 1,103 250,105 294,163 316,892 319,439: 8,572 6,025
Old : 325,464: 65,684 24,173 1,103 250,105 294,163 316,892 319,439: 8,572 6,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 460: -576 -1,837 -117 618 2,632 -75 678: 535 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.4 0.3 76.8 90.4 97.4 98.1: 2.6 1.9
Old : 100.0: 20.2 7.4 0.3 76.8 90.4 97.4 98.1: 2.6 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 : 170: 31 24 6 78 73 112 100:
Old : 170: 31 24 6 78 73 112 100:
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 : 31.7 34.2 42.5 50.6 29.7 34.1 40.0 50.1
Old : 31.7 34.2 42.5 50.6 29.7 34.1 40.0 50.1
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 10, 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 : 1,203,763: 293,675 184,327 24,771 856,554 973,935 1,175,000 1,183,033: 28,763 20,730
Old : 1,203,763: 293,675 184,327 24,771 856,554 973,935 1,175,000 1,183,033: 28,763 20,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 5,432: 8,164 -6,795 -64 1,706 14,790 9,806 7,931: -4,374 -2,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.3 2.1 71.2 80.9 97.6 98.3: 2.4 1.7
Old : 100.0: 24.4 15.3 2.1 71.2 80.9 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 : 418: 113 70 39 182 132 312 224:
Old : 418: 113 70 39 182 132 312 224:
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 : 22.6 33.9 31.5 50.2 19.8 33.8 28.6 50.1
Old : 22.6 33.9 31.5 50.2 19.8 33.8 28.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019