COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 307,828: 48,964 43,569 88,289 155,055 163,585 292,308 295,443: 15,521 12,386
Old : 283,625: 49,328 42,414 83,557 136,042 145,872 268,927 271,844: 14,698 11,781
Other: 24,204: 1,917 3,436 2,450 19,013 17,713 23,381 23,599: 823 605
: : :
: : Changes in Commitments from: October 15, 2019 :
: -3,126: -226 -8,976 -5,123 2,445 10,561 -2,904 -3,538: -222 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.2 28.7 50.4 53.1 95.0 96.0: 5.0 4.0
Old : 100.0: 17.4 15.0 29.5 48.0 51.4 94.8 95.8: 5.2 4.2
Other: 100.0: 7.9 14.2 10.1 78.6 73.2 96.6 97.5: 3.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 109 96 111 79 78 253 228:
Old : 304: 109 95 106 79 78 248 225:
Other: 71: 15 13 15 29 26 53 47:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 26.4 26.7 35.0 8.7 14.6 13.3 18.8
Old : 15.5 27.7 24.5 35.6 9.2 18.2 14.0 22.4
Other: 58.2 42.2 70.8 65.8 53.5 40.7 63.9 63.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 20,359: 1,614 7,611 2,423 12,611 8,062 16,648 18,096: 3,711 2,263
Old : 4,175: 624 1,755 0 2,007 1,883 2,631 3,638: 1,544 537
Other: 16,184: 1,282 6,148 2,131 10,604 6,179 14,017 14,458: 2,167 1,726
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,710: -183 -102 -1,347 -321 -332 -1,852 -1,780: 142 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 37.4 11.9 61.9 39.6 81.8 88.9: 18.2 11.1
Old : 100.0: 14.9 42.0 0.0 48.1 45.1 63.0 87.1: 37.0 12.9
Other: 100.0: 7.9 38.0 13.2 65.5 38.2 86.6 89.3: 13.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 22 12 30 12 51 44:
Old : 39: 7 12 0 16 5 23 17:
Other: 63: 13 20 10 30 12 45 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 : 27.1 43.7 40.3 56.5 26.3 42.3 38.6 54.6
Old : 31.3 61.7 44.9 74.0 31.3 61.7 44.9 74.0
Other: 29.7 44.7 45.6 58.1 29.2 42.9 43.8 54.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 342,102: 71,197 39,847 97,197 155,817 189,999 324,210 327,042: 17,892 15,059
Old : 298,815: 70,867 44,442 87,321 125,631 155,378 283,819 287,141: 14,996 11,674
Other: 43,287: 8,508 3,584 1,697 30,186 34,620 40,391 39,901: 2,896 3,385
: : :
: : Changes in Commitments from: October 15, 2019 :
: -4,922: 1,405 1,363 -171 -5,838 -4,894 -4,603 -3,702: -319 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.6 28.4 45.5 55.5 94.8 95.6: 5.2 4.4
Old : 100.0: 23.7 14.9 29.2 42.0 52.0 95.0 96.1: 5.0 3.9
Other: 100.0: 19.7 8.3 3.9 69.7 80.0 93.3 92.2: 6.7 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 93 65 104 57 53 209 177:
Old : 238: 92 70 100 57 53 205 175:
Other: 66: 22 6 9 27 23 51 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 : 17.9 27.6 27.5 39.5 10.7 15.4 16.3 23.1
Old : 14.6 24.8 24.4 36.8 7.6 12.9 13.3 20.3
Other: 54.6 60.4 66.9 73.3 49.7 53.2 59.0 65.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 1,060,255: 145,891 349,534 224,232 604,402 413,349 974,525 987,115: 85,730 73,140
Old : 1,060,255: 145,891 349,534 224,232 604,402 413,349 974,525 987,115: 85,730 73,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 26,440: -7,674 26,854 12,741 21,234 -13,879 26,301 25,716: 139 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 33.0 21.1 57.0 39.0 91.9 93.1: 8.1 6.9
Old : 100.0: 13.8 33.0 21.1 57.0 39.0 91.9 93.1: 8.1 6.9
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 : 267: 71 85 92 98 79 220 210:
Old : 267: 71 85 92 98 79 220 210:
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 : 11.8 15.1 20.7 28.4 9.4 13.5 15.9 22.7
Old : 11.8 15.1 20.7 28.4 9.4 13.5 15.9 22.7
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, October 22, 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 : 371,646: 47,588 98,209 105,356 195,695 155,099 348,640 358,664: 23,006 12,982
Old : 344,467: 47,675 98,776 100,569 175,210 133,146 323,454 332,490: 21,013 11,976
Other: 27,179: 2,851 2,371 1,850 20,485 21,953 25,186 26,174: 1,993 1,005
: : :
: : Changes in Commitments from: October 15, 2019 :
: 11,261: 3,304 938 7,397 5,526 6,302 16,226 14,638: -4,965 -3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.4 28.3 52.7 41.7 93.8 96.5: 6.2 3.5
Old : 100.0: 13.8 28.7 29.2 50.9 38.7 93.9 96.5: 6.1 3.5
Other: 100.0: 10.5 8.7 6.8 75.4 80.8 92.7 96.3: 7.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 164 139 154 140 121 387 346:
Old : 472: 163 141 149 139 118 384 340:
Other: 136: 25 13 18 80 56 110 82:
:----------------------------------------------------------------------------------------------------
: 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 18.3 26.1 28.8 7.6 10.6 11.6 15.5
Old : 15.6 18.4 25.5 29.5 8.2 11.4 12.5 17.5
Other: 42.3 31.1 54.9 49.0 32.9 28.1 41.0 42.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 53,881: 40,833 9,623 2,860 6,387 39,837 50,080 52,320: 3,800 1,561
Old : 53,881: 40,833 9,623 2,860 6,387 39,837 50,080 52,320: 3,800 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -958: -3,456 2,769 628 2,008 -4,371 -820 -974: -138 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 17.9 5.3 11.9 73.9 92.9 97.1: 7.1 2.9
Old : 100.0: 75.8 17.9 5.3 11.9 73.9 92.9 97.1: 7.1 2.9
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 : 90: 57 24 10 5 7 63 40:
Old : 90: 57 24 10 5 7 63 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 : 34.5 82.7 57.3 89.8 34.0 82.7 55.9 87.6
Old : 34.5 82.7 57.3 89.8 34.0 82.7 55.9 87.6
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 22, 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 : 198,823: 4,320 71,538 27,095 166,594 98,288 198,009 196,921: 814 1,902
Old : 189,846: 3,714 70,402 26,134 159,193 91,675 189,041 188,211: 805 1,634
Other: 8,977: 1,396 1,926 171 7,401 6,613 8,968 8,709: 9 268
: : :
: : Changes in Commitments from: October 15, 2019 :
: -9,263: -2,023 1,837 590 -7,568 -11,585 -9,000 -9,158: -262 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 36.0 13.6 83.8 49.4 99.6 99.0: 0.4 1.0
Old : 100.0: 2.0 37.1 13.8 83.9 48.3 99.6 99.1: 0.4 0.9
Other: 100.0: 15.6 21.5 1.9 82.4 73.7 99.9 97.0: 0.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 42 120 48 63 86 141 227:
Old : 265: 45 113 43 62 81 137 213:
Other: 50: 8 15 4 8 20 18 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 : 52.6 30.3 69.4 41.7 44.2 23.1 55.7 30.4
Old : 53.2 29.2 69.9 41.2 46.2 24.1 57.5 31.8
Other: 73.3 73.1 93.1 83.0 72.6 73.0 92.5 81.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 356,022: 70,684 24,586 988 275,002 325,027 346,674 350,601: 9,348 5,421
Old : 356,022: 70,684 24,586 988 275,002 325,027 346,674 350,601: 9,348 5,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 7,389: 5,177 3,322 -463 1,801 4,585 6,515 7,444: 874 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.9 0.3 77.2 91.3 97.4 98.5: 2.6 1.5
Old : 100.0: 19.9 6.9 0.3 77.2 91.3 97.4 98.5: 2.6 1.5
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 : 175: 37 16 6 80 77 118 98:
Old : 175: 37 16 6 80 77 118 98:
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 : 29.1 38.8 42.1 55.7 26.2 38.8 38.8 55.5
Old : 29.1 38.8 42.1 55.7 26.2 38.8 38.8 55.5
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 22, 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 : 1,315,936: 279,452 163,529 18,275 976,963 1,118,655 1,274,690 1,300,459: 41,246 15,477
Old : 1,315,936: 279,452 163,529 18,275 976,963 1,118,655 1,274,690 1,300,459: 41,246 15,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 43,525: 148 -7,853 -1,696 36,180 54,365 34,632 44,816: 8,893 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.4 1.4 74.2 85.0 96.9 98.8: 3.1 1.2
Old : 100.0: 21.2 12.4 1.4 74.2 85.0 96.9 98.8: 3.1 1.2
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 : 413: 119 58 34 180 127 314 204:
Old : 413: 119 58 34 180 127 314 204:
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 : 26.2 43.9 33.7 59.5 23.5 43.9 30.8 59.4
Old : 26.2 43.9 33.7 59.5 23.5 43.9 30.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019