COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 26, 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 : 198,775: 50,394 58,718 30,429 106,142 97,621 186,965 186,768: 11,810 12,007
Old : 172,147: 50,685 59,449 27,366 83,243 73,954 161,294 160,769: 10,853 11,378
Other: 26,628: 2,694 2,254 78 22,899 23,667 25,671 25,999: 957 629
: : :
: : Changes in Commitments from: November 19, 2019 :
: -21,297: 4,939 -2,601 -6,239 -16,895 -9,896 -18,195 -18,736: -3,102 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 29.5 15.3 53.4 49.1 94.1 94.0: 5.9 6.0
Old : 100.0: 29.4 34.5 15.9 48.4 43.0 93.7 93.4: 6.3 6.6
Other: 100.0: 10.1 8.5 0.3 86.0 88.9 96.4 97.6: 3.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 83 94 75 55 59 184 192:
Old : 261: 82 94 72 51 55 176 187:
Other: 79: 21 13 4 27 28 50 44:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 18.5 28.3 27.1 16.8 11.3 23.7 18.6
Old : 18.5 19.3 26.8 28.4 18.5 18.3 26.5 27.0
Other: 66.2 45.6 76.9 73.0 63.7 45.3 74.0 72.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 26, 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 : 17,435: 2,323 8,973 516 10,551 5,790 13,390 15,279: 4,045 2,156
Old : 17,280: 2,323 8,973 516 10,402 5,659 13,241 15,148: 4,039 2,132
Other: 155: 0 0 0 149 131 149 131: 6 24
: : :
: : Changes in Commitments from: November 19, 2019 :
: 208: 5 -146 211 60 251 276 316: -68 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 51.5 3.0 60.5 33.2 76.8 87.6: 23.2 12.4
Old : 100.0: 13.4 51.9 3.0 60.2 32.7 76.6 87.7: 23.4 12.3
Other: 100.0: 0.0 0.0 0.0 96.1 84.5 96.1 84.5: 3.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 17 34 10 28 13 51 52:
Old : 85: 17 34 10 28 13 51 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 : 28.4 37.4 40.7 51.8 27.6 36.7 39.7 50.9
Old : 27.8 37.0 40.2 51.6 27.0 36.2 39.2 50.6
Other: 96.1 84.5 96.1 84.5 96.1 84.5 96.1 84.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 26, 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 : 327,398: 111,797 48,874 94,091 108,008 174,809 313,896 317,774: 13,502 9,624
Old : 273,705: 110,445 54,748 75,518 76,829 134,017 262,792 264,283: 10,913 9,422
Other: 53,693: 13,106 5,880 6,819 31,179 40,792 51,104 53,491: 2,589 202
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,553: 6,665 2,035 8,917 -4,363 -158 11,219 10,794: -6,666 -6,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 14.9 28.7 33.0 53.4 95.9 97.1: 4.1 2.9
Old : 100.0: 40.4 20.0 27.6 28.1 49.0 96.0 96.6: 4.0 3.4
Other: 100.0: 24.4 11.0 12.7 58.1 76.0 95.2 99.6: 4.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 98 67 90 52 51 210 163:
Old : 243: 99 73 83 51 50 203 160:
Other: 84: 30 16 10 30 20 67 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 : 15.8 26.5 24.9 40.2 13.4 19.9 20.9 29.3
Old : 15.7 23.6 24.9 37.1 13.1 17.7 20.6 26.9
Other: 42.6 52.7 55.3 71.2 36.8 46.6 46.4 60.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 26, 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 : 978,753: 204,409 270,591 165,203 528,465 483,393 898,077 919,187: 80,676 59,566
Old : 978,753: 204,409 270,591 165,203 528,465 483,393 898,077 919,187: 80,676 59,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25,890: 6,315 -10,954 8,651 17,396 35,632 32,362 33,329: -6,472 -7,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.6 16.9 54.0 49.4 91.8 93.9: 8.2 6.1
Old : 100.0: 20.9 27.6 16.9 54.0 49.4 91.8 93.9: 8.2 6.1
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 : 261: 86 61 79 90 74 212 186:
Old : 261: 86 61 79 90 74 212 186:
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 : 15.2 20.7 24.0 33.4 11.7 16.0 17.8 24.4
Old : 15.2 20.7 24.0 33.4 11.7 16.0 17.8 24.4
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 - Futures Only, November 26, 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 : 274,988: 53,595 41,384 70,962 139,265 155,118 263,822 267,464: 11,166 7,524
Old : 240,747: 55,121 44,560 60,998 114,480 128,167 230,599 233,725: 10,148 7,022
Other: 34,241: 5,199 3,549 3,239 24,785 26,951 33,223 33,739: 1,018 502
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,339: 1,264 -12,009 9,638 624 13,282 11,526 10,911: -7,187 -6,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 15.0 25.8 50.6 56.4 95.9 97.3: 4.1 2.7
Old : 100.0: 22.9 18.5 25.3 47.6 53.2 95.8 97.1: 4.2 2.9
Other: 100.0: 15.2 10.4 9.5 72.4 78.7 97.0 98.5: 3.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 139 92 119 130 112 334 279:
Old : 405: 136 100 111 125 109 325 271:
Other: 154: 29 17 14 83 61 116 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 : 16.1 21.6 24.7 32.0 9.0 12.0 14.8 19.6
Old : 15.2 23.1 24.8 33.2 9.9 15.7 16.8 23.8
Other: 41.5 27.4 56.8 44.1 33.4 25.8 42.4 39.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 26, 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 : 42,191: 29,233 5,095 2,974 6,755 32,501 38,962 40,570: 3,229 1,621
Old : 42,191: 29,233 5,095 2,974 6,755 32,501 38,962 40,570: 3,229 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -3,097: -2,276 -1,789 343 -1,090 -1,260 -3,023 -2,706: -74 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 12.1 7.0 16.0 77.0 92.3 96.2: 7.7 3.8
Old : 100.0: 69.3 12.1 7.0 16.0 77.0 92.3 96.2: 7.7 3.8
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 : 83: 52 22 11 5 5 62 34:
Old : 83: 52 22 11 5 5 62 34:
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 : 37.5 84.4 57.6 88.4 37.1 82.7 55.7 85.3
Old : 37.5 84.4 57.6 88.4 37.1 82.7 55.7 85.3
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 - Futures Only, November 26, 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 : 178,681: 5,397 74,933 19,114 153,355 82,915 177,866 176,962: 815 1,719
Old : 162,515: 5,291 72,226 17,208 139,221 71,765 161,720 161,199: 795 1,316
Other: 16,166: 1,858 4,459 154 14,134 11,150 16,146 15,763: 20 403
: : :
: : Changes in Commitments from: November 19, 2019 :
: 497: 379 -1,712 2,245 -1,974 -62 650 471: -153 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 41.9 10.7 85.8 46.4 99.5 99.0: 0.5 1.0
Old : 100.0: 3.3 44.4 10.6 85.7 44.2 99.5 99.2: 0.5 0.8
Other: 100.0: 11.5 27.6 1.0 87.4 69.0 99.9 97.5: 0.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 30 102 38 44 58 104 178:
Old : 197: 29 98 34 41 50 98 160:
Other: 62: 10 21 4 10 25 22 49:
:----------------------------------------------------------------------------------------------------
: 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 : 54.5 24.2 75.0 39.0 49.2 20.5 64.8 32.6
Old : 53.7 22.5 75.1 38.0 48.5 20.5 66.5 33.6
Other: 84.1 60.6 96.3 83.2 83.8 60.3 95.9 81.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, November 26, 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 : 380,217: 66,216 22,786 3,819 300,331 346,420 370,366 373,025: 9,851 7,192
Old : 380,217: 66,216 22,786 3,819 300,331 346,420 370,366 373,025: 9,851 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 10,674: 8,108 1,898 -67 2,661 6,450 10,702 8,281: -28 2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.0 1.0 79.0 91.1 97.4 98.1: 2.6 1.9
Old : 100.0: 17.4 6.0 1.0 79.0 91.1 97.4 98.1: 2.6 1.9
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 : 172: 37 13 8 84 73 124 91:
Old : 172: 37 13 8 84 73 124 91:
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 : 27.9 43.8 39.6 62.2 25.2 43.8 36.0 61.2
Old : 27.9 43.8 39.6 62.2 25.2 43.8 36.0 61.2
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 - Futures Only, November 26, 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 : 1,439,685: 338,164 51,490 11,349 1,057,706 1,361,966 1,407,219 1,424,805: 32,466 14,880
Old : 1,439,685: 338,164 51,490 11,349 1,057,706 1,361,966 1,407,219 1,424,805: 32,466 14,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 19,918: 19,250 1,360 248 1,333 22,769 20,831 24,377: -913 -4,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.6 0.8 73.5 94.6 97.7 99.0: 2.3 1.0
Old : 100.0: 23.5 3.6 0.8 73.5 94.6 97.7 99.0: 2.3 1.0
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 : 430: 127 53 38 203 129 345 205:
Old : 430: 127 53 38 203 129 345 205:
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 : 22.8 47.9 30.3 64.2 21.0 47.4 27.9 63.7
Old : 22.8 47.9 30.3 64.2 21.0 47.4 27.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019