COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 310,955: 49,190 52,545 93,412 152,610 153,024 295,212 298,981: 15,742 11,974
Old : 288,444: 50,191 51,839 88,441 134,813 136,981 273,445 277,261: 14,999 11,183
Other: 22,510: 1,841 3,548 2,129 17,797 16,043 21,767 21,720: 744 790
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,300: 530 -12,726 2,348 -819 14,296 2,059 3,918: 241 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.9 30.0 49.1 49.2 94.9 96.1: 5.1 3.9
Old : 100.0: 17.4 18.0 30.7 46.7 47.5 94.8 96.1: 5.2 3.9
Other: 100.0: 8.2 15.8 9.5 79.1 71.3 96.7 96.5: 3.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 101 102 107 79 76 244 226:
Old : 300: 102 100 103 77 76 240 222:
Other: 65: 12 13 15 28 23 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 : 18.0 24.4 26.9 33.0 9.0 12.8 13.7 17.7
Old : 16.0 25.5 25.0 33.9 9.2 15.7 14.1 20.7
Other: 58.0 44.3 70.5 66.4 53.4 41.7 63.3 63.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 22,069: 1,797 7,713 3,770 12,933 8,394 18,499 19,876: 3,570 2,193
Old : 10,890: 1,443 6,423 1,009 6,545 2,370 8,997 9,802: 1,893 1,088
Other: 11,179: 1,202 2,138 1,912 6,387 6,024 9,502 10,074: 1,677 1,105
: : :
: : Changes in Commitments from: October 8, 2019 :
: -355: -168 -176 -269 46 -338 -391 -783: 36 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.9 17.1 58.6 38.0 83.8 90.1: 16.2 9.9
Old : 100.0: 13.2 59.0 9.3 60.1 21.8 82.6 90.0: 17.4 10.0
Other: 100.0: 10.8 19.1 17.1 57.1 53.9 85.0 90.1: 15.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 17 24 16 31 15 57 51:
Old : 68: 22 22 10 23 12 47 42:
Other: 63: 10 24 9 27 12 42 40:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 40.7 37.2 53.6 23.4 38.2 34.9 49.4
Old : 31.0 42.5 45.0 56.4 30.5 42.4 44.4 56.3
Other: 27.9 53.2 45.8 64.3 26.2 46.6 41.6 54.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 347,024: 69,792 38,485 97,367 161,655 194,892 328,814 330,744: 18,210 16,280
Old : 304,088: 69,874 43,138 87,232 131,809 160,890 288,915 291,261: 15,173 12,828
Other: 42,936: 8,236 3,664 1,817 29,846 34,002 39,899 39,483: 3,037 3,452
: : :
: : Changes in Commitments from: October 8, 2019 :
: 5,951: 87 -3,445 1,260 3,484 6,699 4,831 4,514: 1,120 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.1 28.1 46.6 56.2 94.8 95.3: 5.2 4.7
Old : 100.0: 23.0 14.2 28.7 43.3 52.9 95.0 95.8: 5.0 4.2
Other: 100.0: 19.2 8.5 4.2 69.5 79.2 92.9 92.0: 7.1 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 97 62 105 55 53 211 175:
Old : 238: 97 66 101 55 53 207 173:
Other: 66: 19 9 10 27 23 51 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 : 19.3 29.4 28.8 40.9 10.6 15.3 16.0 22.5
Old : 16.7 27.1 26.1 39.1 7.6 12.9 13.2 19.9
Other: 54.4 59.9 66.7 72.2 49.6 52.8 58.9 64.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,033,815: 153,565 322,679 211,492 583,168 427,228 948,225 961,399: 85,590 72,416
Old : 1,033,815: 153,565 322,679 211,492 583,168 427,228 948,225 961,399: 85,590 72,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 13,269: 3,766 8,853 -5,274 8,559 3,942 7,051 7,521: 6,218 5,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 31.2 20.5 56.4 41.3 91.7 93.0: 8.3 7.0
Old : 100.0: 14.9 31.2 20.5 56.4 41.3 91.7 93.0: 8.3 7.0
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 : 269: 83 75 94 98 79 226 208:
Old : 269: 83 75 94 98 79 226 208:
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 : 12.0 16.0 20.4 29.4 9.4 13.9 16.0 23.6
Old : 12.0 16.0 20.4 29.4 9.4 13.9 16.0 23.6
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 15, 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 : 360,385: 44,285 97,271 97,959 190,169 148,797 332,413 344,027: 27,972 16,358
Old : 334,736: 45,002 98,697 92,725 170,719 128,260 308,446 319,682: 26,290 15,054
Other: 25,649: 3,019 2,310 1,498 19,450 20,536 23,968 24,345: 1,681 1,304
: : :
: : Changes in Commitments from: October 8, 2019 :
: 32,400: 1,191 12,804 8,192 19,487 9,406 28,870 30,402: 3,530 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.0 27.2 52.8 41.3 92.2 95.5: 7.8 4.5
Old : 100.0: 13.4 29.5 27.7 51.0 38.3 92.1 95.5: 7.9 4.5
Other: 100.0: 11.8 9.0 5.8 75.8 80.1 93.4 94.9: 6.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 156 143 149 141 115 381 339:
Old : 469: 160 142 144 140 110 378 331:
Other: 131: 22 15 20 76 54 106 81:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 17.8 25.4 27.7 7.5 10.6 11.3 15.5
Old : 15.1 18.2 24.6 28.2 8.0 11.6 12.0 17.8
Other: 44.1 30.9 58.0 49.4 36.0 27.2 44.9 41.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 54,839: 44,289 6,854 2,233 4,379 44,208 50,900 53,294: 3,938 1,544
Old : 54,839: 44,289 6,854 2,233 4,379 44,208 50,900 53,294: 3,938 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -3,197: -4,689 -2,261 1,319 133 -2,001 -3,238 -2,944: 41 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 12.5 4.1 8.0 80.6 92.8 97.2: 7.2 2.8
Old : 100.0: 80.8 12.5 4.1 8.0 80.6 92.8 97.2: 7.2 2.8
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 : 93: 60 24 10 5 7 69 37:
Old : 93: 60 24 10 5 7 69 37:
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 : 48.8 83.0 63.2 89.8 48.2 82.9 61.8 87.5
Old : 48.8 83.0 63.2 89.8 48.2 82.9 61.8 87.5
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 15, 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 : 208,086: 6,343 69,701 26,505 174,162 109,872 207,010 206,078: 1,076 2,007
Old : 200,246: 5,563 68,943 25,540 168,092 104,049 199,195 198,532: 1,050 1,714
Other: 7,840: 1,585 1,565 159 6,070 5,823 7,814 7,547: 26 294
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,781: -3,220 -8,129 -2,303 3,792 8,488 -1,731 -1,945: -50 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 33.5 12.7 83.7 52.8 99.5 99.0: 0.5 1.0
Old : 100.0: 2.8 34.4 12.8 83.9 52.0 99.5 99.1: 0.5 0.9
Other: 100.0: 20.2 20.0 2.0 77.4 74.3 99.7 96.3: 0.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 47 120 48 65 86 151 223:
Old : 272: 47 115 44 64 82 147 212:
Other: 49: 11 13 4 8 19 20 36:
:----------------------------------------------------------------------------------------------------
: 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 : 54.2 33.6 71.5 47.7 44.7 24.7 53.2 32.5
Old : 55.3 33.1 72.1 47.6 46.7 25.8 54.7 33.5
Other: 67.4 74.5 89.4 82.5 66.7 74.5 88.6 81.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 348,633: 65,507 21,264 1,451 273,201 320,442 340,159 343,157: 8,474 5,476
Old : 348,633: 65,507 21,264 1,451 273,201 320,442 340,159 343,157: 8,474 5,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,743: 843 1,364 -499 -1,781 -1,823 -1,437 -958: -306 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.1 0.4 78.4 91.9 97.6 98.4: 2.4 1.6
Old : 100.0: 18.8 6.1 0.4 78.4 91.9 97.6 98.4: 2.4 1.6
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 : 174: 39 15 9 79 73 120 95:
Old : 174: 39 15 9 79 73 120 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 : 29.5 38.8 42.1 54.3 26.4 38.7 38.2 54.2
Old : 29.5 38.8 42.1 54.3 26.4 38.7 38.2 54.2
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 15, 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 : 1,272,411: 279,304 171,382 19,971 940,783 1,064,290 1,240,058 1,255,643: 32,353 16,768
Old : 1,272,411: 279,304 171,382 19,971 940,783 1,064,290 1,240,058 1,255,643: 32,353 16,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 25,137: 7,223 -1,250 -1,358 22,182 31,572 28,047 28,964: -2,910 -3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.5 1.6 73.9 83.6 97.5 98.7: 2.5 1.3
Old : 100.0: 22.0 13.5 1.6 73.9 83.6 97.5 98.7: 2.5 1.3
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 : 415: 121 62 33 183 124 316 207:
Old : 415: 121 62 33 183 124 316 207:
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 : 24.9 41.7 33.2 57.5 22.0 41.7 30.0 57.4
Old : 24.9 41.7 33.2 57.5 22.0 41.7 30.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2019