COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 307,291: 53,965 69,684 90,016 148,292 133,623 292,273 293,323: 15,017 13,968
Old : 285,238: 54,609 69,154 84,567 132,010 118,172 271,187 271,894: 14,052 13,344
Other: 22,052: 2,638 3,811 2,167 16,282 15,450 21,087 21,429: 966 624
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,104: 478 -838 1,036 -46 1,213 1,468 1,411: -363 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 22.7 29.3 48.3 43.5 95.1 95.5: 4.9 4.5
Old : 100.0: 19.1 24.2 29.6 46.3 41.4 95.1 95.3: 4.9 4.7
Other: 100.0: 12.0 17.3 9.8 73.8 70.1 95.6 97.2: 4.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 110 110 108 78 72 251 236:
Old : 317: 109 110 106 77 72 248 235:
Other: 64: 11 14 16 27 21 49 44:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 22.3 26.0 30.2 8.9 11.7 14.2 16.9
Old : 15.5 23.6 24.5 31.0 9.3 14.5 14.6 19.7
Other: 56.9 47.0 71.6 70.4 54.2 44.5 65.5 67.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 22,666: 1,795 8,077 4,140 13,152 8,423 19,087 20,640: 3,580 2,027
Old : 14,400: 1,695 8,068 1,443 9,028 3,427 12,166 12,938: 2,235 1,462
Other: 8,266: 792 701 2,005 4,124 4,995 6,921 7,701: 1,345 565
: : :
: : Changes in Commitments from: September 24, 2019 :
: 463: 58 329 272 -268 -436 62 165: 400 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 35.6 18.3 58.0 37.2 84.2 91.1: 15.8 8.9
Old : 100.0: 11.8 56.0 10.0 62.7 23.8 84.5 89.8: 15.5 10.2
Other: 100.0: 9.6 8.5 24.3 49.9 60.4 83.7 93.2: 16.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 27 15 29 16 54 52:
Old : 72: 21 24 10 26 13 49 45:
Other: 48: 12 11 9 20 12 36 28:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 39.8 37.1 53.4 22.9 36.9 34.1 48.2
Old : 27.2 38.4 43.3 52.7 26.8 38.3 41.2 52.1
Other: 33.8 60.7 52.4 74.6 30.2 51.8 40.9 57.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 343,822: 71,563 43,907 96,653 160,809 190,980 329,025 331,540: 14,797 12,282
Old : 304,526: 71,962 45,885 88,641 131,111 158,801 291,714 293,327: 12,812 11,199
Other: 39,296: 5,181 3,601 2,433 29,697 32,179 37,311 38,213: 1,985 1,083
: : :
: : Changes in Commitments from: September 24, 2019 :
: 15,256: 12,748 -4,848 6,372 -2,784 14,896 16,336 16,420: -1,080 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.8 28.1 46.8 55.5 95.7 96.4: 4.3 3.6
Old : 100.0: 23.6 15.1 29.1 43.1 52.1 95.8 96.3: 4.2 3.7
Other: 100.0: 13.2 9.2 6.2 75.6 81.9 94.9 97.2: 5.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 93 67 104 56 51 208 177:
Old : 239: 93 71 100 54 50 203 174:
Other: 67: 20 8 10 29 21 53 37:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 29.0 29.2 40.5 13.9 16.5 19.5 25.6
Old : 15.9 26.6 25.7 38.4 9.9 14.7 16.5 23.0
Other: 59.2 63.7 72.2 78.1 53.7 57.1 62.8 70.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 1,036,927: 189,263 315,805 236,175 529,233 418,769 954,671 970,749: 82,256 66,179
Old : 1,036,927: 189,263 315,805 236,175 529,233 418,769 954,671 970,749: 82,256 66,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -82,798: 2,777 -46,739 -21,571 -54,531 -1,642 -73,324 -69,952: -9,474 -12,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 30.5 22.8 51.0 40.4 92.1 93.6: 7.9 6.4
Old : 100.0: 18.3 30.5 22.8 51.0 40.4 92.1 93.6: 7.9 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 : 263: 81 74 97 91 76 227 197:
Old : 263: 81 74 97 91 76 227 197:
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 15.3 19.1 28.5 8.8 13.7 15.2 23.1
Old : 11.0 15.3 19.1 28.5 8.8 13.7 15.2 23.1
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, October 01, 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 : 314,876: 47,882 77,677 86,142 159,285 139,091 293,309 302,910: 21,567 11,966
Old : 291,559: 48,246 78,231 81,967 141,473 120,270 271,686 280,468: 19,872 11,091
Other: 23,317: 2,312 2,121 1,500 17,811 18,821 21,623 22,442: 1,694 875
: : :
: : Changes in Commitments from: September 24, 2019 :
: 692: -239 -1,376 2,414 -341 -392 1,834 646: -1,142 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.7 27.4 50.6 44.2 93.2 96.2: 6.8 3.8
Old : 100.0: 16.5 26.8 28.1 48.5 41.3 93.2 96.2: 6.8 3.8
Other: 100.0: 9.9 9.1 6.4 76.4 80.7 92.7 96.2: 7.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 159 114 144 140 117 375 311:
Old : 436: 161 111 144 140 115 375 308:
Other: 121: 14 17 16 72 52 95 76:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 17.2 21.8 26.9 7.5 10.4 11.9 16.4
Old : 13.1 17.5 20.8 27.4 8.2 12.4 12.8 19.1
Other: 48.2 31.7 63.2 50.5 41.9 27.6 50.7 43.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 59,065: 52,569 9,536 1,104 1,486 46,376 55,159 57,016: 3,906 2,049
Old : 59,065: 52,569 9,536 1,104 1,486 46,376 55,159 57,016: 3,906 2,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,863: 2,255 1,164 -455 112 540 1,912 1,249: -49 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 16.1 1.9 2.5 78.5 93.4 96.5: 6.6 3.5
Old : 100.0: 89.0 16.1 1.9 2.5 78.5 93.4 96.5: 6.6 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 : 98: 63 26 14 4 6 74 40:
Old : 98: 63 26 14 4 6 74 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 : 49.9 83.5 68.1 89.3 49.8 82.6 67.3 88.4
Old : 49.9 83.5 68.1 89.3 49.8 82.6 67.3 88.4
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, October 01, 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 : 220,875: 7,500 97,823 29,808 182,523 91,267 219,831 218,898: 1,044 1,977
Old : 215,881: 7,088 100,049 26,860 180,911 87,218 214,859 214,127: 1,022 1,754
Other: 4,994: 3,287 649 73 1,612 4,049 4,972 4,771: 22 223
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,419: 103 -5,125 -620 1,709 7,229 1,193 1,485: 225 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 44.3 13.5 82.6 41.3 99.5 99.1: 0.5 0.9
Old : 100.0: 3.3 46.3 12.4 83.8 40.4 99.5 99.2: 0.5 0.8
Other: 100.0: 65.8 13.0 1.5 32.3 81.1 99.6 95.5: 0.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 49 129 44 61 79 141 227:
Old : 277: 49 125 41 61 75 139 217:
Other: 39: 6 12 3 4 16 11 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 : 55.9 27.3 71.6 42.0 52.1 24.2 62.9 37.9
Old : 57.0 27.7 73.1 42.8 53.7 24.9 65.0 39.2
Other: 84.6 66.8 97.9 80.7 84.6 66.8 97.8 80.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 350,418: 63,737 19,021 1,705 276,030 323,557 341,472 344,283: 8,946 6,135
Old : 350,418: 63,737 19,021 1,705 276,030 323,557 341,472 344,283: 8,946 6,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 12,515: -772 -3,220 321 12,721 15,863 12,270 12,964: 245 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.4 0.5 78.8 92.3 97.4 98.2: 2.6 1.8
Old : 100.0: 18.2 5.4 0.5 78.8 92.3 97.4 98.2: 2.6 1.8
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 : 167: 36 14 9 75 72 113 93:
Old : 167: 36 14 9 75 72 113 93:
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 : 29.8 39.7 41.8 55.0 26.9 39.7 38.6 55.0
Old : 29.8 39.7 41.8 55.0 26.9 39.7 38.6 55.0
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, October 01, 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 : 1,229,136: 277,874 179,224 21,752 895,477 1,004,646 1,195,103 1,205,622: 34,033 23,514
Old : 1,229,136: 277,874 179,224 21,752 895,477 1,004,646 1,195,103 1,205,622: 34,033 23,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -13,020: 8,882 -3,817 1,072 -26,115 -9,617 -16,161 -12,362: 3,141 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.6 1.8 72.9 81.7 97.2 98.1: 2.8 1.9
Old : 100.0: 22.6 14.6 1.8 72.9 81.7 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 : 407: 113 66 35 179 122 307 208:
Old : 407: 113 66 35 179 122 307 208:
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 : 23.1 43.0 31.8 57.4 20.5 42.9 28.8 57.3
Old : 23.1 43.0 31.8 57.4 20.5 42.9 28.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019