COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 317,135: 45,666 54,411 80,630 175,484 168,442 301,780 303,482: 15,355 13,653
Old : 289,704: 46,447 53,771 75,838 153,038 147,048 275,323 276,657: 14,381 13,047
Other: 27,431: 1,473 2,894 2,537 22,447 21,394 26,457 26,825: 974 606
: : :
: : Changes in Commitments from: October 29, 2019 :
: 4,644: -1,464 11,654 -4,579 11,559 -2,573 5,515 4,502: -872 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.2 25.4 55.3 53.1 95.2 95.7: 4.8 4.3
Old : 100.0: 16.0 18.6 26.2 52.8 50.8 95.0 95.5: 5.0 4.5
Other: 100.0: 5.4 10.6 9.2 81.8 78.0 96.4 97.8: 3.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 110 92 115 73 76 247 228:
Old : 300: 110 91 112 73 76 245 225:
Other: 73: 20 10 16 29 26 55 48:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 28.3 31.3 36.5 9.4 11.6 13.8 16.6
Old : 19.7 29.5 28.5 37.5 9.7 15.7 14.5 20.2
Other: 60.8 40.0 72.2 65.5 56.5 38.0 65.2 63.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 21,325: 2,285 8,908 2,485 12,515 7,838 17,285 19,231: 4,040 2,094
Old : 21,225: 2,285 8,908 2,485 12,419 7,745 17,189 19,138: 4,036 2,087
Other: 100: 0 0 0 96 93 96 93: 4 7
: : :
: : Changes in Commitments from: October 29, 2019 :
: -331: 470 389 -91 76 -428 455 -131: -786 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 41.8 11.7 58.7 36.8 81.1 90.2: 18.9 9.8
Old : 100.0: 10.8 42.0 11.7 58.5 36.5 81.0 90.2: 19.0 9.8
Other: 100.0: 0.0 0.0 0.0 96.0 93.0 96.0 93.0: 4.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 32 11 30 15 55 54:
Old : 84: 19 32 11 30 15 55 54:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 40.4 38.0 53.4 24.8 38.6 36.1 51.2
Old : 25.4 40.1 37.8 53.2 24.5 38.4 35.8 51.0
Other: 96.0 93.0 96.0 93.0 96.0 93.0 96.0 93.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 335,153: 82,569 44,747 84,819 150,302 191,505 317,690 321,071: 17,463 14,082
Old : 287,724: 81,201 47,041 74,617 117,878 153,631 273,696 275,289: 14,029 12,435
Other: 47,429: 7,400 3,737 4,171 32,424 37,874 43,995 45,782: 3,434 1,647
: : :
: : Changes in Commitments from: October 29, 2019 :
: -12,743: 8,517 3,044 -10,985 -9,010 -3,818 -11,478 -11,759: -1,266 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.4 25.3 44.8 57.1 94.8 95.8: 5.2 4.2
Old : 100.0: 28.2 16.3 25.9 41.0 53.4 95.1 95.7: 4.9 4.3
Other: 100.0: 15.6 7.9 8.8 68.4 79.9 92.8 96.5: 7.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 94 60 90 55 48 199 162:
Old : 228: 91 65 84 55 48 193 159:
Other: 67: 25 7 12 26 20 54 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 : 17.6 27.1 27.4 39.9 11.1 15.0 16.9 24.1
Old : 14.3 24.0 24.1 36.6 8.1 13.6 14.3 22.2
Other: 49.8 56.7 62.1 72.0 41.0 46.6 50.1 60.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 1,118,280: 160,172 348,144 251,550 612,935 446,786 1,024,657 1,046,480: 93,623 71,801
Old : 1,118,280: 160,172 348,144 251,550 612,935 446,786 1,024,657 1,046,480: 93,623 71,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 17,929: 10,059 -7,130 447 519 23,117 11,026 16,434: 6,903 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 31.1 22.5 54.8 40.0 91.6 93.6: 8.4 6.4
Old : 100.0: 14.3 31.1 22.5 54.8 40.0 91.6 93.6: 8.4 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 : 269: 85 77 91 94 78 225 205:
Old : 269: 85 77 91 94 78 225 205:
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 : 12.6 15.4 22.1 28.2 9.7 12.3 15.8 21.1
Old : 12.6 15.4 22.1 28.2 9.7 12.3 15.8 21.1
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, November 05, 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 : 376,077: 48,333 77,566 107,053 198,713 175,884 354,099 360,503: 21,978 15,575
Old : 346,446: 49,046 78,263 100,967 177,734 152,993 327,746 332,222: 18,699 14,224
Other: 29,631: 2,766 2,782 2,607 20,980 22,892 26,353 28,281: 3,279 1,351
: : :
: : Changes in Commitments from: October 29, 2019 :
: 7,448: 729 -15,731 5,545 5,527 18,463 11,801 8,277: -4,353 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.6 28.5 52.8 46.8 94.2 95.9: 5.8 4.1
Old : 100.0: 14.2 22.6 29.1 51.3 44.2 94.6 95.9: 5.4 4.1
Other: 100.0: 9.3 9.4 8.8 70.8 77.3 88.9 95.4: 11.1 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 154 129 158 137 123 377 343:
Old : 454: 153 133 153 137 120 374 337:
Other: 141: 28 14 22 80 54 114 84:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 20.5 25.2 29.5 7.6 9.1 11.6 13.6
Old : 15.7 20.8 24.6 30.2 8.1 10.4 12.6 15.0
Other: 37.8 28.1 49.4 46.7 29.3 26.0 37.1 41.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 47,033: 34,987 6,613 2,652 5,990 36,117 43,628 45,382: 3,405 1,652
Old : 47,033: 34,987 6,613 2,652 5,990 36,117 43,628 45,382: 3,405 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,685: -2,202 -1,071 -11 -173 -1,663 -2,387 -2,746: -299 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 14.1 5.6 12.7 76.8 92.8 96.5: 7.2 3.5
Old : 100.0: 74.4 14.1 5.6 12.7 76.8 92.8 96.5: 7.2 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 : 90: 58 21 9 5 8 65 37:
Old : 90: 58 21 9 5 8 65 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 : 32.5 83.3 52.2 88.7 31.2 83.3 50.3 86.3
Old : 32.5 83.3 52.2 88.7 31.2 83.3 50.3 86.3
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, November 05, 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 : 183,413: 3,678 82,969 19,312 159,507 78,959 182,497 181,240: 917 2,173
Old : 170,593: 2,639 80,770 18,488 148,566 69,587 169,693 168,844: 900 1,749
Other: 12,820: 1,676 2,837 186 10,941 9,373 12,803 12,395: 17 425
: : :
: : Changes in Commitments from: October 29, 2019 :
: 10,407: -514 9,244 -239 11,117 1,124 10,365 10,130: 42 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 45.2 10.5 87.0 43.0 99.5 98.8: 0.5 1.2
Old : 100.0: 1.5 47.3 10.8 87.1 40.8 99.5 99.0: 0.5 1.0
Other: 100.0: 13.1 22.1 1.5 85.3 73.1 99.9 96.7: 0.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 34 123 39 44 72 109 210:
Old : 225: 33 113 36 44 65 106 190:
Other: 57: 8 22 3 6 25 14 50:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 24.2 75.3 38.3 46.0 19.4 60.9 30.4
Old : 56.7 23.3 76.1 37.4 47.8 19.5 62.4 31.6
Other: 89.1 65.5 97.1 80.9 88.6 64.1 95.6 79.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 351,886: 54,063 16,410 3,436 284,294 325,894 341,793 345,740: 10,093 6,146
Old : 351,886: 54,063 16,410 3,436 284,294 325,894 341,793 345,740: 10,093 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -5,073: -170 -9,396 2,143 -7,277 2,021 -5,304 -5,232: 231 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.7 1.0 80.8 92.6 97.1 98.3: 2.9 1.7
Old : 100.0: 15.4 4.7 1.0 80.8 92.6 97.1 98.3: 2.9 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 : 176: 38 14 9 82 76 123 96:
Old : 176: 38 14 9 82 76 123 96:
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 : 28.0 40.8 40.4 58.6 24.8 40.3 37.1 58.1
Old : 28.0 40.8 40.4 58.6 24.8 40.3 37.1 58.1
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, November 05, 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 : 1,376,942: 311,922 68,771 13,450 1,016,148 1,281,689 1,341,520 1,363,910: 35,422 13,032
Old : 1,376,942: 311,922 68,771 13,450 1,016,148 1,281,689 1,341,520 1,363,910: 35,422 13,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 35,758: 20,357 -88,556 -922 14,539 132,874 33,974 43,396: 1,784 -7,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.0 1.0 73.8 93.1 97.4 99.1: 2.6 0.9
Old : 100.0: 22.7 5.0 1.0 73.8 93.1 97.4 99.1: 2.6 0.9
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 : 434: 133 53 37 193 132 341 207:
Old : 434: 133 53 37 193 132 341 207:
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 : 25.2 48.2 32.6 63.3 22.8 47.9 29.8 63.0
Old : 25.2 48.2 32.6 63.3 22.8 47.9 29.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 08, 2019