COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 306,186: 53,487 70,522 88,980 148,338 132,409 290,806 291,912: 15,380 14,274
Old : 284,560: 54,198 70,050 83,538 132,425 117,301 270,161 270,889: 14,399 13,670
Other: 21,627: 2,636 3,819 2,096 15,913 15,108 20,645 21,022: 982 604
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,696: -643 2,638 1,301 4,259 -96 4,916 3,843: -220 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 23.0 29.1 48.4 43.2 95.0 95.3: 5.0 4.7
Old : 100.0: 19.0 24.6 29.4 46.5 41.2 94.9 95.2: 5.1 4.8
Other: 100.0: 12.2 17.7 9.7 73.6 69.9 95.5 97.2: 4.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 101 113 106 78 69 245 231:
Old : 308: 100 113 104 77 69 242 230:
Other: 65: 13 13 16 27 21 49 45:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 20.9 25.9 29.0 8.9 10.4 14.5 15.6
Old : 15.6 22.0 24.6 29.6 9.3 12.9 14.6 18.1
Other: 57.1 47.0 71.8 70.7 54.4 44.7 65.9 68.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 22,204: 1,737 7,748 3,868 13,419 8,859 19,024 20,475: 3,179 1,729
Old : 15,017: 1,638 7,766 1,457 9,710 4,506 12,805 13,729: 2,212 1,287
Other: 7,187: 542 425 1,968 3,709 4,353 6,219 6,745: 968 441
: : :
: : Changes in Commitments from: September 17, 2019 :
: 783: -126 492 189 188 -32 251 649: 532 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 34.9 17.4 60.4 39.9 85.7 92.2: 14.3 7.8
Old : 100.0: 10.9 51.7 9.7 64.7 30.0 85.3 91.4: 14.7 8.6
Other: 100.0: 7.5 5.9 27.4 51.6 60.6 86.5 93.9: 13.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 17 25 13 31 15 53 50:
Old : 76: 15 29 10 30 12 52 44:
Other: 46: 11 8 9 21 13 35 27:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 41.5 38.3 55.1 23.9 38.4 35.5 49.6
Old : 26.9 38.5 42.4 55.3 26.7 37.7 40.8 51.7
Other: 38.7 61.9 59.2 75.9 33.4 51.2 43.0 57.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 328,565: 58,816 48,755 90,281 163,592 176,084 312,689 315,120: 15,876 13,446
Old : 290,099: 59,341 51,624 82,625 133,930 144,481 275,897 278,730: 14,202 11,369
Other: 38,467: 5,111 2,768 2,019 29,662 31,603 36,792 36,390: 1,675 2,077
: : :
: : Changes in Commitments from: September 17, 2019 :
: 24,464: 1,382 -16,958 21,447 -1,308 16,004 21,522 20,493: 2,942 3,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.8 27.5 49.8 53.6 95.2 95.9: 4.8 4.1
Old : 100.0: 20.5 17.8 28.5 46.2 49.8 95.1 96.1: 4.9 3.9
Other: 100.0: 13.3 7.2 5.2 77.1 82.2 95.6 94.6: 4.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 81 70 103 56 52 199 178:
Old : 231: 82 73 99 53 51 193 175:
Other: 65: 16 9 10 29 22 49 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 : 21.0 27.3 29.9 38.5 14.2 14.9 20.2 23.2
Old : 16.4 24.4 26.0 35.7 10.4 13.9 17.1 20.3
Other: 59.2 64.9 73.4 78.1 54.7 58.3 64.5 70.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,119,725: 186,486 362,544 257,746 583,764 420,411 1,027,995 1,040,701: 91,730 79,024
Old : 1,119,725: 186,486 362,544 257,746 583,764 420,411 1,027,995 1,040,701: 91,730 79,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 20,006: 11,744 -13,199 20,328 -9,876 7,950 22,196 15,079: -2,189 4,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 32.4 23.0 52.1 37.5 91.8 92.9: 8.2 7.1
Old : 100.0: 16.7 32.4 23.0 52.1 37.5 91.8 92.9: 8.2 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 : 280: 85 82 97 99 83 236 216:
Old : 280: 85 82 97 99 83 236 216:
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 : 11.0 15.6 18.9 28.0 8.5 13.8 14.5 23.7
Old : 11.0 15.6 18.9 28.0 8.5 13.8 14.5 23.7
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 24, 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 : 314,184: 48,121 79,053 83,728 159,626 139,483 291,475 302,264: 22,709 11,920
Old : 290,888: 48,526 79,551 79,522 141,784 120,768 269,831 279,841: 21,058 11,048
Other: 23,295: 2,292 2,198 1,510 17,842 18,715 21,644 22,423: 1,651 872
: : :
: : Changes in Commitments from: September 17, 2019 :
: 10,105: 850 2,991 6,566 981 -437 8,397 9,119: 1,708 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.2 26.6 50.8 44.4 92.8 96.2: 7.2 3.8
Old : 100.0: 16.7 27.3 27.3 48.7 41.5 92.8 96.2: 7.2 3.8
Other: 100.0: 9.8 9.4 6.5 76.6 80.3 92.9 96.3: 7.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 163 114 141 138 115 373 309:
Old : 439: 165 111 139 138 113 372 305:
Other: 118: 14 16 16 70 51 93 75:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 18.1 22.1 27.5 7.4 11.0 11.7 16.7
Old : 13.2 18.5 20.8 27.9 8.0 13.2 12.6 19.6
Other: 48.9 31.8 63.9 50.9 41.9 27.5 50.7 43.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 57,202: 50,314 8,373 1,558 1,374 45,836 53,246 55,767: 3,955 1,435
Old : 57,202: 50,314 8,373 1,558 1,374 45,836 53,246 55,767: 3,955 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,351: 687 521 613 -98 401 1,202 1,535: 149 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 14.6 2.7 2.4 80.1 93.1 97.5: 6.9 2.5
Old : 100.0: 88.0 14.6 2.7 2.4 80.1 93.1 97.5: 6.9 2.5
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 : 94: 63 22 12 4 6 73 35:
Old : 94: 63 22 12 4 6 73 35:
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 : 49.7 84.4 68.5 90.9 49.6 83.5 66.8 89.2
Old : 49.7 84.4 68.5 90.9 49.6 83.5 66.8 89.2
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, September 24, 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 : 219,456: 7,397 102,947 30,428 180,813 84,038 218,637 217,413: 819 2,043
Old : 215,031: 7,213 105,231 27,671 179,339 80,317 214,222 213,219: 809 1,812
Other: 4,425: 2,863 395 78 1,474 3,721 4,415 4,194: 10 231
: : :
: : Changes in Commitments from: September 17, 2019 :
: 11,399: -770 -2,391 1,995 10,070 11,814 11,295 11,418: 104 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 46.9 13.9 82.4 38.3 99.6 99.1: 0.4 0.9
Old : 100.0: 3.4 48.9 12.9 83.4 37.4 99.6 99.2: 0.4 0.8
Other: 100.0: 64.7 8.9 1.8 33.3 84.1 99.8 94.8: 0.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 41 137 46 62 81 137 237:
Old : 282: 41 134 44 62 77 136 228:
Other: 34: 4 10 3 4 14 11 26:
:----------------------------------------------------------------------------------------------------
: 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 : 51.6 24.4 68.3 40.0 46.9 22.8 60.6 35.3
Old : 52.6 24.8 69.6 40.7 48.4 23.2 62.6 36.6
Other: 88.5 73.0 98.1 82.6 88.5 73.0 98.0 82.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 337,903: 64,509 22,241 1,384 263,309 307,694 329,202 331,319: 8,701 6,584
Old : 337,903: 64,509 22,241 1,384 263,309 307,694 329,202 331,319: 8,701 6,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -74,884: 2,567 -4,627 -1,182 -70,142 -62,788 -68,757 -68,597: -6,127 -6,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.6 0.4 77.9 91.1 97.4 98.1: 2.6 1.9
Old : 100.0: 19.1 6.6 0.4 77.9 91.1 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 : 166: 37 14 7 76 71 114 91:
Old : 166: 37 14 7 76 71 114 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 : 30.1 41.0 41.3 56.9 28.1 41.0 38.4 56.9
Old : 30.1 41.0 41.3 56.9 28.1 41.0 38.4 56.9
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 24, 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 : 1,242,156: 268,992 183,041 20,680 921,592 1,014,263 1,211,264 1,217,984: 30,892 24,172
Old : 1,242,156: 268,992 183,041 20,680 921,592 1,014,263 1,211,264 1,217,984: 30,892 24,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -304,381: -8,076 3,378 -15,257 -134,310 -144,345 -157,643 -156,224: -146,738 -148,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.7 1.7 74.2 81.7 97.5 98.1: 2.5 1.9
Old : 100.0: 21.7 14.7 1.7 74.2 81.7 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 : 405: 110 65 36 176 127 300 214:
Old : 405: 110 65 36 176 127 300 214:
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 : 23.2 42.8 31.8 57.3 20.4 42.7 29.0 57.2
Old : 23.2 42.8 31.8 57.3 20.4 42.7 29.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019