COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 229,124: 51,482 56,626 53,003 110,768 106,274 215,253 215,904: 13,871 13,220
Old : 199,054: 51,106 56,885 48,199 86,947 81,518 186,253 186,601: 12,802 12,453
Other: 30,070: 2,842 2,208 2,338 23,821 24,757 29,001 29,303: 1,069 767
: : :
: : Changes in Commitments from: November 26, 2019 :
: -3,201: -954 3,833 782 -3,253 -8,325 -3,424 -3,709: 223 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.7 23.1 48.3 46.4 93.9 94.2: 6.1 5.8
Old : 100.0: 25.7 28.6 24.2 43.7 41.0 93.6 93.7: 6.4 6.3
Other: 100.0: 9.5 7.3 7.8 79.2 82.3 96.4 97.4: 3.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 103 103 93 66 66 219 221:
Old : 295: 102 103 89 63 65 211 217:
Other: 86: 21 16 16 34 32 62 58:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 16.4 24.5 24.8 14.0 10.8 20.1 17.1
Old : 15.5 17.3 23.4 25.7 15.4 16.1 22.4 23.8
Other: 55.1 39.0 67.2 64.3 51.7 38.4 62.4 62.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 22,638: 2,809 9,183 2,977 12,222 7,991 18,008 20,150: 4,629 2,487
Old : 22,477: 2,809 9,183 2,977 12,068 7,854 17,854 20,013: 4,622 2,463
Other: 161: 0 0 0 154 137 154 137: 7 24
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,612: 401 618 506 364 213 1,271 1,337: 341 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 40.6 13.1 54.0 35.3 79.6 89.0: 20.4 11.0
Old : 100.0: 12.5 40.9 13.2 53.7 34.9 79.4 89.0: 20.6 11.0
Other: 100.0: 0.0 0.0 0.0 95.7 85.1 95.7 85.1: 4.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 21 31 15 31 17 58 60:
Old : 89: 21 31 15 31 17 58 60:
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 : 22.7 36.3 34.4 48.7 21.9 33.5 32.8 45.6
Old : 22.2 36.0 34.0 48.5 21.4 33.1 32.4 45.3
Other: 95.7 85.1 95.7 85.1 95.7 85.1 95.7 85.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 362,674: 106,585 41,103 120,803 121,814 190,665 349,201 352,570: 13,473 10,104
Old : 306,620: 105,401 47,576 100,727 89,691 148,450 295,819 296,753: 10,801 9,867
Other: 56,054: 13,623 5,966 7,637 32,123 42,214 53,383 55,817: 2,672 237
: : :
: : Changes in Commitments from: November 26, 2019 :
: -7,026: -3,763 -2,165 666 -3,660 -4,904 -6,758 -6,403: -268 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.3 33.3 33.6 52.6 96.3 97.2: 3.7 2.8
Old : 100.0: 34.4 15.5 32.9 29.3 48.4 96.5 96.8: 3.5 3.2
Other: 100.0: 24.3 10.6 13.6 57.3 75.3 95.2 99.6: 4.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 100 64 95 52 52 208 168:
Old : 238: 99 69 88 52 51 202 164:
Other: 86: 34 14 17 31 21 72 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 : 14.8 25.7 25.0 38.7 12.4 17.1 18.7 26.3
Old : 14.8 23.3 24.2 36.6 12.0 15.8 18.1 24.3
Other: 42.9 50.1 54.6 69.2 36.0 44.7 46.2 58.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 1,160,086: 197,310 263,047 268,850 604,171 565,708 1,070,331 1,097,605: 89,756 62,482
Old : 1,160,086: 197,310 263,047 268,850 604,171 565,708 1,070,331 1,097,605: 89,756 62,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 29,476: 14,459 -7,271 17,651 -7,844 18,654 24,267 29,034: 5,210 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.7 23.2 52.1 48.8 92.3 94.6: 7.7 5.4
Old : 100.0: 17.0 22.7 23.2 52.1 48.8 92.3 94.6: 7.7 5.4
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 : 277: 91 76 96 94 85 236 210:
Old : 277: 91 76 96 94 85 236 210:
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 : 14.5 19.8 22.7 31.2 10.2 14.5 15.7 21.6
Old : 14.5 19.8 22.7 31.2 10.2 14.5 15.7 21.6
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, December 03, 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 : 347,548: 55,973 35,015 109,749 169,533 192,859 335,255 337,623: 12,292 9,925
Old : 302,485: 56,994 40,695 95,317 139,112 157,066 291,422 293,078: 11,063 9,408
Other: 45,062: 7,178 2,517 6,234 30,421 35,794 43,833 44,545: 1,229 517
: : :
: : Changes in Commitments from: November 26, 2019 :
: 15,549: 6,079 -3,657 2,651 6,259 15,043 14,990 14,037: 559 1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 10.1 31.6 48.8 55.5 96.5 97.1: 3.5 2.9
Old : 100.0: 18.8 13.5 31.5 46.0 51.9 96.3 96.9: 3.7 3.1
Other: 100.0: 15.9 5.6 13.8 67.5 79.4 97.3 98.9: 2.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 157 101 163 132 121 372 324:
Old : 432: 152 111 156 128 120 363 320:
Other: 161: 34 16 24 85 66 127 100:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 20.8 23.4 30.8 7.4 9.6 12.3 16.1
Old : 13.1 22.3 21.6 31.5 8.1 12.0 13.7 18.7
Other: 39.3 29.6 53.3 45.4 28.8 25.8 35.8 37.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 45,010: 31,178 7,310 3,359 7,526 32,458 42,063 43,127: 2,947 1,883
Old : 45,010: 31,178 7,310 3,359 7,526 32,458 42,063 43,127: 2,947 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,802: 1,945 2,206 382 766 -45 3,093 2,544: -291 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 16.2 7.5 16.7 72.1 93.5 95.8: 6.5 4.2
Old : 100.0: 69.3 16.2 7.5 16.7 72.1 93.5 95.8: 6.5 4.2
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 : 85: 52 24 11 5 5 61 37:
Old : 85: 52 24 11 5 5 61 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 : 38.1 79.7 61.1 85.8 37.8 78.8 57.6 83.3
Old : 38.1 79.7 61.1 85.8 37.8 78.8 57.6 83.3
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, December 03, 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 : 194,061: 5,456 86,907 23,090 164,526 82,380 193,072 192,377: 989 1,684
Old : 177,081: 5,506 83,925 20,849 149,763 70,969 176,118 175,744: 963 1,337
Other: 16,980: 1,987 5,018 204 14,763 11,411 16,954 16,634: 26 347
: : :
: : Changes in Commitments from: November 26, 2019 :
: 8,620: 1,518 11,597 260 6,761 -2,965 8,538 8,891: 81 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 44.8 11.9 84.8 42.5 99.5 99.1: 0.5 0.9
Old : 100.0: 3.1 47.4 11.8 84.6 40.1 99.5 99.2: 0.5 0.8
Other: 100.0: 11.7 29.6 1.2 86.9 67.2 99.8 98.0: 0.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 34 124 41 49 73 116 212:
Old : 236: 33 119 37 47 67 110 197:
Other: 61: 8 21 4 13 24 25 46:
:----------------------------------------------------------------------------------------------------
: 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 : 52.4 22.3 70.7 35.6 48.0 20.3 62.7 31.2
Old : 51.0 20.8 70.4 34.3 47.3 18.9 64.3 31.4
Other: 83.6 64.2 95.1 84.8 83.2 63.0 94.7 83.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 386,469: 66,280 11,250 3,134 307,137 366,324 376,551 380,708: 9,918 5,761
Old : 386,469: 66,280 11,250 3,134 307,137 366,324 376,551 380,708: 9,918 5,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 6,252: 64 -11,536 -685 6,806 19,904 6,185 7,683: 67 -1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.9 0.8 79.5 94.8 97.4 98.5: 2.6 1.5
Old : 100.0: 17.2 2.9 0.8 79.5 94.8 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 : 176: 39 14 9 85 74 126 95:
Old : 176: 39 14 9 85 74 126 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 : 27.6 44.7 39.5 65.5 24.9 43.8 36.0 64.6
Old : 27.6 44.7 39.5 65.5 24.9 43.8 36.0 64.6
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, December 03, 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 : 1,444,959: 324,384 64,942 12,102 1,072,181 1,354,458 1,408,667 1,431,502: 36,292 13,457
Old : 1,444,959: 324,384 64,942 12,102 1,072,181 1,354,458 1,408,667 1,431,502: 36,292 13,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5,274: -13,780 13,452 753 14,475 -7,508 1,448 6,697: 3,826 -1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.5 0.8 74.2 93.7 97.5 99.1: 2.5 0.9
Old : 100.0: 22.4 4.5 0.8 74.2 93.7 97.5 99.1: 2.5 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 : 430: 127 51 36 209 127 352 198:
Old : 430: 127 51 36 209 127 352 198:
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 : 22.5 51.0 29.9 65.7 20.6 50.5 27.4 65.1
Old : 22.5 51.0 29.9 65.7 20.6 50.5 27.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2019