COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 228,611: 51,748 75,487 50,876 111,107 87,861 213,730 214,223: 14,880 14,387
Old : 217,491: 49,775 75,837 49,726 103,789 77,636 203,290 203,199: 14,201 14,292
Other: 11,120: 2,647 324 475 7,318 10,225 10,440 11,024: 679 95
: : :
: : Changes in Commitments from: June 25, 2019 :
: 5,999: 1,736 -2,630 3,600 -1,085 4,798 4,251 5,768: 1,748 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 33.0 22.3 48.6 38.4 93.5 93.7: 6.5 6.3
Old : 100.0: 22.9 34.9 22.9 47.7 35.7 93.5 93.4: 6.5 6.6
Other: 100.0: 23.8 2.9 4.3 65.8 92.0 93.9 99.1: 6.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 99 102 87 72 65 224 206:
Old : 289: 97 102 84 72 65 221 205:
Other: 49: 15 6 7 21 12 37 24:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 14.8 26.1 23.9 13.3 10.4 20.5 18.0
Old : 16.9 14.2 26.2 22.9 13.7 8.9 21.1 16.9
Other: 46.1 66.7 63.9 87.9 42.0 66.7 57.5 82.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 23,914: 1,614 8,570 3,661 15,457 9,837 20,733 22,069: 3,181 1,845
Old : 21,679: 1,525 8,561 3,323 13,871 8,144 18,719 20,028: 2,960 1,651
Other: 2,235: 261 181 167 1,586 1,693 2,014 2,041: 221 194
: : :
: : Changes in Commitments from: June 25, 2019 :
: 728: 212 647 148 386 -122 746 673: -18 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 35.8 15.3 64.6 41.1 86.7 92.3: 13.3 7.7
Old : 100.0: 7.0 39.5 15.3 64.0 37.6 86.3 92.4: 13.7 7.6
Other: 100.0: 11.7 8.1 7.5 71.0 75.8 90.1 91.3: 9.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 29 12 32 12 54 49:
Old : 80: 16 31 11 32 10 54 46:
Other: 26: 5 5 5 11 8 19 15:
:----------------------------------------------------------------------------------------------------
: 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 45.7 38.0 59.3 23.5 42.1 34.6 52.1
Old : 24.5 44.3 37.9 58.4 23.1 40.4 33.7 51.4
Other: 68.1 72.8 81.3 86.1 66.6 68.3 72.8 77.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 304,211: 82,802 35,345 72,705 132,392 184,735 287,899 292,784: 16,312 11,427
Old : 124,492: 62,199 61,468 12,449 41,950 46,453 116,598 120,370: 7,894 4,122
Other: 179,718: 63,777 17,051 17,081 90,443 138,281 171,301 172,414: 8,418 7,305
: : :
: : Changes in Commitments from: June 25, 2019 :
: 9,186: -800 -531 2,530 8,935 8,282 10,664 10,281: -1,478 -1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 11.6 23.9 43.5 60.7 94.6 96.2: 5.4 3.8
Old : 100.0: 50.0 49.4 10.0 33.7 37.3 93.7 96.7: 6.3 3.3
Other: 100.0: 35.5 9.5 9.5 50.3 76.9 95.3 95.9: 4.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 92 63 84 58 45 202 149:
Old : 215: 85 64 41 47 35 153 119:
Other: 167: 71 36 34 47 39 139 88:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 29.7 28.4 42.8 14.3 19.3 20.0 29.3
Old : 15.5 23.6 27.6 39.2 15.5 22.3 27.5 37.4
Other: 30.2 40.7 42.9 56.8 25.9 28.5 34.4 42.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 977,770: 196,597 207,592 202,886 504,025 500,909 903,507 911,387: 74,262 66,382
Old : 977,770: 196,597 207,592 202,886 504,025 500,909 903,507 911,387: 74,262 66,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -29,986: 6,644 324 32,773 -70,222 -66,322 -30,806 -33,226: 820 3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.2 20.7 51.5 51.2 92.4 93.2: 7.6 6.8
Old : 100.0: 20.1 21.2 20.7 51.5 51.2 92.4 93.2: 7.6 6.8
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 : 249: 72 62 88 95 88 212 201:
Old : 249: 72 62 88 95 88 212 201:
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 : 13.8 17.0 21.9 30.8 10.5 14.6 17.0 24.0
Old : 13.8 17.0 21.9 30.8 10.5 14.6 17.0 24.0
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, July 02, 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 : 331,337: 49,763 57,567 87,796 175,281 174,098 312,840 319,460: 18,497 11,877
Old : 159,538: 43,996 58,155 34,128 71,457 61,342 149,581 153,624: 9,957 5,914
Other: 171,799: 32,440 26,084 26,996 103,824 112,756 163,259 165,836: 8,540 5,963
: : :
: : Changes in Commitments from: June 25, 2019 :
: -6,061: -2,853 -17,203 183 -3,928 9,473 -6,598 -7,547: 537 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 17.4 26.5 52.9 52.5 94.4 96.4: 5.6 3.6
Old : 100.0: 27.6 36.5 21.4 44.8 38.4 93.8 96.3: 6.2 3.7
Other: 100.0: 18.9 15.2 15.7 60.4 65.6 95.0 96.5: 5.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 168 123 158 156 132 412 341:
Old : 453: 165 119 90 116 114 315 289:
Other: 325: 95 68 70 136 102 276 204:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 21.8 26.9 29.8 6.6 7.9 10.8 12.7
Old : 20.3 19.8 30.2 29.5 12.3 12.4 19.5 20.6
Other: 23.7 29.4 33.6 40.5 15.1 18.7 20.4 27.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 42,839: 33,507 11,088 2,541 3,525 27,234 39,572 40,862: 3,267 1,977
Old : 42,839: 33,507 11,088 2,541 3,525 27,234 39,572 40,862: 3,267 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -2,290: -827 -876 -480 -322 -192 -1,628 -1,548: -662 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 25.9 5.9 8.2 63.6 92.4 95.4: 7.6 4.6
Old : 100.0: 78.2 25.9 5.9 8.2 63.6 92.4 95.4: 7.6 4.6
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 : 86: 49 28 12 3 7 54 46:
Old : 86: 49 28 12 3 7 54 46:
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 : 42.5 76.2 64.5 82.9 40.2 76.2 61.2 81.6
Old : 42.5 76.2 64.5 82.9 40.2 76.2 61.2 81.6
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, July 02, 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 : 145,027: 17,467 85,418 16,187 110,734 41,580 144,388 143,185: 639 1,842
Old : 144,098: 17,502 85,652 15,658 110,320 41,025 143,480 142,335: 618 1,763
Other: 929: 494 295 0 414 555 908 850: 21 79
: : :
: : Changes in Commitments from: June 25, 2019 :
: 2,839: -1,674 7,738 -1,939 6,628 -2,820 3,015 2,979: -176 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 58.9 11.2 76.4 28.7 99.6 98.7: 0.4 1.3
Old : 100.0: 12.1 59.4 10.9 76.6 28.5 99.6 98.8: 0.4 1.2
Other: 100.0: 53.2 31.8 0.0 44.6 59.7 97.7 91.5: 2.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 42 143 38 30 38 100 198:
Old : 238: 42 138 37 30 38 100 192:
Other: 15: 1 9 0 2 3 3 12:
:----------------------------------------------------------------------------------------------------
: 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 : 48.0 23.6 72.8 39.3 46.4 21.9 69.2 36.0
Old : 48.3 23.7 73.1 39.5 46.7 22.1 69.6 36.2
Other: 97.7 70.6 97.7 85.4 97.7 70.6 97.7 85.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 314,259: 64,820 7,636 3,057 237,805 294,374 305,682 305,067: 8,577 9,192
Old : 314,259: 64,820 7,636 3,057 237,805 294,374 305,682 305,067: 8,577 9,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 1,450: 5,104 -1,618 1,402 -4,626 -1,646 1,880 -1,862: -430 3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 2.4 1.0 75.7 93.7 97.3 97.1: 2.7 2.9
Old : 100.0: 20.6 2.4 1.0 75.7 93.7 97.3 97.1: 2.7 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 : 157: 35 12 7 76 66 111 85:
Old : 157: 35 12 7 76 66 111 85:
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 : 31.1 42.0 43.5 57.6 29.0 41.9 40.7 57.4
Old : 31.1 42.0 43.5 57.6 29.0 41.9 40.7 57.4
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, July 02, 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 : 1,239,926: 273,821 101,816 14,336 915,129 1,110,051 1,203,286 1,226,203: 36,640 13,723
Old : 1,239,926: 273,821 101,816 14,336 915,129 1,110,051 1,203,286 1,226,203: 36,640 13,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 39,005: 9,010 13,875 -1,041 24,120 25,639 32,089 38,473: 6,916 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.2 1.2 73.8 89.5 97.0 98.9: 3.0 1.1
Old : 100.0: 22.1 8.2 1.2 73.8 89.5 97.0 98.9: 3.0 1.1
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 : 409: 125 55 39 183 125 321 206:
Old : 409: 125 55 39 183 125 321 206:
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 : 18.1 44.4 29.9 60.0 17.4 44.4 28.2 59.8
Old : 18.1 44.4 29.9 60.0 17.4 44.4 28.2 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2019