COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 252,370: 47,387 56,433 56,915 131,413 123,787 235,715 237,134: 16,654 15,236
Old : 222,212: 46,698 56,224 52,496 107,551 98,939 206,746 207,660: 15,466 14,552
Other: 30,158: 2,786 2,305 2,322 23,862 24,847 28,970 29,474: 1,188 684
: : :
: : Changes in Commitments from: November 12, 2019 :
: -12,477: 2,176 2,074 -328 -15,447 -15,046 -13,600 -13,301: 1,123 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.4 22.6 52.1 49.0 93.4 94.0: 6.6 6.0
Old : 100.0: 21.0 25.3 23.6 48.4 44.5 93.0 93.5: 7.0 6.5
Other: 100.0: 9.2 7.6 7.7 79.1 82.4 96.1 97.7: 3.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 102 92 96 64 64 216 213:
Old : 280: 97 95 92 62 62 209 208:
Other: 79: 22 14 17 30 29 60 53:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 21.4 28.6 29.4 13.4 10.5 18.8 16.8
Old : 16.6 22.7 25.2 31.2 14.4 16.3 20.5 23.0
Other: 58.2 42.0 69.2 67.5 54.5 39.8 63.7 65.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 21,103: 2,343 8,729 2,374 12,019 7,685 16,735 18,787: 4,368 2,316
Old : 20,955: 2,343 8,729 2,374 11,877 7,558 16,593 18,660: 4,362 2,295
Other: 148: 0 0 0 142 127 142 127: 6 21
: : :
: : Changes in Commitments from: November 12, 2019 :
: -184: 54 -83 -116 -261 96 -322 -103: 139 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 41.4 11.2 57.0 36.4 79.3 89.0: 20.7 11.0
Old : 100.0: 11.2 41.7 11.3 56.7 36.1 79.2 89.0: 20.8 11.0
Other: 100.0: 0.0 0.0 0.0 95.9 85.8 95.9 85.8: 4.1 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 20 31 12 30 13 55 52:
Old : 83: 20 31 12 30 13 55 52:
Other: 3: 0 0 0 2 1 2 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 : 24.9 39.4 37.3 52.1 24.0 37.2 35.7 49.3
Old : 24.4 39.1 36.9 51.8 23.5 36.9 35.3 49.1
Other: 95.9 85.8 95.9 85.8 95.9 85.8 95.9 85.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 363,969: 103,429 41,260 110,378 129,743 195,425 343,549 347,063: 20,420 16,907
Old : 310,025: 101,569 46,597 95,565 97,631 153,954 294,765 296,116: 15,260 13,908
Other: 53,944: 12,105 4,908 4,568 32,112 41,470 48,784 50,946: 5,160 2,998
: : :
: : Changes in Commitments from: November 12, 2019 :
: 17,866: 13,587 774 11,855 -9,465 3,379 15,977 16,008: 1,889 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.3 30.3 35.6 53.7 94.4 95.4: 5.6 4.6
Old : 100.0: 32.8 15.0 30.8 31.5 49.7 95.1 95.5: 4.9 4.5
Other: 100.0: 22.4 9.1 8.5 59.5 76.9 90.4 94.4: 9.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 108 71 97 51 49 216 174:
Old : 254: 102 81 90 51 49 210 171:
Other: 83: 33 13 16 31 19 72 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 : 15.6 27.1 25.0 39.4 11.8 17.0 18.4 25.8
Old : 14.2 24.5 23.7 37.6 11.0 14.9 17.2 23.4
Other: 42.5 51.4 54.4 68.1 38.6 46.8 48.7 61.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 1,094,211: 177,212 282,077 236,546 589,489 506,449 1,003,247 1,025,072: 90,963 69,139
Old : 1,094,211: 177,212 282,077 236,546 589,489 506,449 1,003,247 1,025,072: 90,963 69,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -18,536: 9,695 -50,526 -14,811 -17,006 49,994 -22,122 -15,344: 3,585 -3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.8 21.6 53.9 46.3 91.7 93.7: 8.3 6.3
Old : 100.0: 16.2 25.8 21.6 53.9 46.3 91.7 93.7: 8.3 6.3
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 : 267: 82 76 88 92 83 225 202:
Old : 267: 82 76 88 92 83 225 202:
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 : 14.5 17.9 22.8 29.7 10.3 13.3 16.2 21.3
Old : 14.5 17.9 22.8 29.7 10.3 13.3 16.2 21.3
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 19, 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 : 312,876: 50,346 52,523 86,551 157,137 159,243 294,034 298,317: 18,842 14,560
Old : 277,113: 51,000 55,323 77,064 132,311 131,301 260,375 263,688: 16,738 13,425
Other: 35,763: 4,552 2,406 4,281 24,826 27,942 33,659 34,629: 2,104 1,134
: : :
: : Changes in Commitments from: November 12, 2019 :
: -22,507: -622 -2,632 1,599 -21,177 -19,113 -20,199 -20,145: -2,308 -2,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.8 27.7 50.2 50.9 94.0 95.3: 6.0 4.7
Old : 100.0: 18.4 20.0 27.8 47.7 47.4 94.0 95.2: 6.0 4.8
Other: 100.0: 12.7 6.7 12.0 69.4 78.1 94.1 96.8: 5.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 139 112 141 136 118 344 319:
Old : 421: 133 120 139 135 117 342 317:
Other: 149: 28 17 19 83 60 118 90:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 20.1 24.4 29.4 8.2 9.9 13.1 15.7
Old : 14.5 21.0 23.3 29.9 9.1 11.9 14.7 18.1
Other: 41.1 26.7 53.5 46.6 30.7 22.4 38.6 37.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 45,307: 31,513 6,892 2,634 7,850 33,763 41,997 43,289: 3,309 2,017
Old : 45,307: 31,513 6,892 2,634 7,850 33,763 41,997 43,289: 3,309 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -899: -2,407 750 289 1,163 -2,104 -954 -1,064: 55 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 15.2 5.8 17.3 74.5 92.7 95.5: 7.3 4.5
Old : 100.0: 69.6 15.2 5.8 17.3 74.5 92.7 95.5: 7.3 4.5
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 : 81: 48 24 10 5 6 57 37:
Old : 81: 48 24 10 5 6 57 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 : 36.6 81.3 58.9 86.9 36.0 80.8 57.4 85.1
Old : 36.6 81.3 58.9 86.9 36.0 80.8 57.4 85.1
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 19, 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 : 184,118: 4,498 76,875 19,762 158,789 85,606 183,049 182,243: 1,069 1,875
Old : 168,750: 4,568 74,092 18,067 145,063 75,225 167,698 167,383: 1,052 1,367
Other: 15,368: 1,404 4,257 222 13,725 10,381 15,351 14,860: 17 508
: : :
: : Changes in Commitments from: November 12, 2019 :
: -3,853: 956 -5,762 1,349 -6,144 202 -3,839 -4,211: -13 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 41.8 10.7 86.2 46.5 99.4 99.0: 0.6 1.0
Old : 100.0: 2.7 43.9 10.7 86.0 44.6 99.4 99.2: 0.6 0.8
Other: 100.0: 9.1 27.7 1.4 89.3 67.6 99.9 96.7: 0.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 39 114 41 48 70 121 198:
Old : 227: 40 104 38 46 64 117 181:
Other: 56: 6 21 4 10 25 19 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 : 53.4 25.5 74.5 40.4 46.8 21.0 62.7 32.6
Old : 54.6 23.6 74.4 39.4 47.2 20.8 63.8 33.5
Other: 86.0 60.5 96.1 81.1 85.6 59.2 95.4 79.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 369,543: 58,108 20,888 3,886 297,670 339,970 359,664 364,744: 9,879 4,799
Old : 369,543: 58,108 20,888 3,886 297,670 339,970 359,664 364,744: 9,879 4,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 8,699: 2,137 4,482 73 6,412 2,658 8,622 7,213: 77 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.7 1.1 80.6 92.0 97.3 98.7: 2.7 1.3
Old : 100.0: 15.7 5.7 1.1 80.6 92.0 97.3 98.7: 2.7 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 : 180: 40 14 10 85 75 130 94:
Old : 180: 40 14 10 85 75 130 94:
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 : 28.3 42.6 40.0 61.8 25.7 42.6 37.1 61.3
Old : 28.3 42.6 40.0 61.8 25.7 42.6 37.1 61.3
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 19, 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 : 1,419,767: 318,914 50,130 11,101 1,056,373 1,339,197 1,386,388 1,400,428: 33,379 19,339
Old : 1,419,767: 318,914 50,130 11,101 1,056,373 1,339,197 1,386,388 1,400,428: 33,379 19,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 15,152: 596 4,515 -7 13,258 6,377 13,847 10,885: 1,305 4,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 3.5 0.8 74.4 94.3 97.6 98.6: 2.4 1.4
Old : 100.0: 22.5 3.5 0.8 74.4 94.3 97.6 98.6: 2.4 1.4
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 : 429: 128 48 34 205 129 346 198:
Old : 429: 128 48 34 205 129 346 198:
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 49.1 30.5 64.6 21.0 48.6 27.9 64.1
Old : 23.1 49.1 30.5 64.6 21.0 48.6 27.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019