COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 246,085: 52,536 85,125 55,939 122,380 89,798 230,856 230,863: 15,229 15,222
Old : 232,426: 50,593 84,828 54,934 112,480 77,748 218,007 217,510: 14,419 14,916
Other: 13,659: 2,256 609 694 9,900 12,050 12,849 13,353: 810 306
: : :
: : Changes in Commitments from: July 9, 2019 :
: 4,347: 1,986 1,970 2,652 -23 -469 4,616 4,153: -269 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 34.6 22.7 49.7 36.5 93.8 93.8: 6.2 6.2
Old : 100.0: 21.8 36.5 23.6 48.4 33.5 93.8 93.6: 6.2 6.4
Other: 100.0: 16.5 4.5 5.1 72.5 88.2 94.1 97.8: 5.9 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 96 111 95 77 66 230 224:
Old : 304: 95 111 93 77 66 228 223:
Other: 53: 15 6 8 25 12 42 25:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 14.0 26.3 22.0 11.7 9.2 18.2 16.7
Old : 17.5 13.4 25.8 21.5 11.3 8.7 17.6 16.0
Other: 52.5 63.6 69.6 83.0 50.3 60.9 64.1 78.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 23,787: 1,639 8,680 3,910 14,936 9,452 20,485 22,043: 3,302 1,745
Old : 21,410: 1,527 8,658 3,591 13,267 7,635 18,384 19,884: 3,025 1,526
Other: 2,378: 257 167 175 1,669 1,817 2,101 2,159: 277 219
: : :
: : Changes in Commitments from: July 9, 2019 :
: -145: 44 196 -92 -322 -198 -370 -94: 226 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 36.5 16.4 62.8 39.7 86.1 92.7: 13.9 7.3
Old : 100.0: 7.1 40.4 16.8 62.0 35.7 85.9 92.9: 14.1 7.1
Other: 100.0: 10.8 7.0 7.4 70.2 76.4 88.4 90.8: 11.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 18 26 14 31 12 54 49:
Old : 78: 20 25 13 31 10 54 46:
Other: 26: 6 4 5 12 7 20 14:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 45.6 37.6 59.6 24.2 43.1 34.8 53.6
Old : 25.4 44.0 38.3 58.6 24.5 41.2 34.9 52.9
Other: 65.9 72.5 78.5 84.9 64.5 68.1 70.4 76.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 317,718: 81,655 34,352 74,971 145,355 197,584 301,981 306,907: 15,737 10,811
Old : 114,054: 57,709 59,162 11,134 38,047 39,858 106,889 110,153: 7,165 3,901
Other: 203,664: 67,846 19,090 19,938 107,308 157,726 195,092 196,754: 8,572 6,910
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,069: -7,520 2,483 -1,157 10,521 118 1,844 1,444: -775 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.8 23.6 45.7 62.2 95.0 96.6: 5.0 3.4
Old : 100.0: 50.6 51.9 9.8 33.4 34.9 93.7 96.6: 6.3 3.4
Other: 100.0: 33.3 9.4 9.8 52.7 77.4 95.8 96.6: 4.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 86 61 85 56 46 192 150:
Old : 204: 70 69 39 48 32 139 119:
Other: 169: 75 32 39 49 43 143 96:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 31.7 30.1 43.5 13.9 18.7 19.5 28.4
Old : 16.2 23.6 29.5 39.6 16.1 22.7 28.9 38.3
Other: 26.6 42.6 40.4 57.9 22.0 27.5 30.6 40.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 1,009,347: 188,566 232,248 219,232 517,851 482,281 925,649 933,760: 83,697 75,586
Old : 1,009,347: 188,566 232,248 219,232 517,851 482,281 925,649 933,760: 83,697 75,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 16,115: -8,561 26,276 371 16,128 -16,008 7,938 10,639: 8,177 5,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.0 21.7 51.3 47.8 91.7 92.5: 8.3 7.5
Old : 100.0: 18.7 23.0 21.7 51.3 47.8 91.7 92.5: 8.3 7.5
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 : 258: 72 73 91 93 83 213 208:
Old : 258: 72 73 91 93 83 213 208:
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 : 13.7 18.0 21.5 30.9 10.0 15.3 15.9 23.8
Old : 13.7 18.0 21.5 30.9 10.0 15.3 15.9 23.8
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 16, 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 : 325,889: 50,114 53,622 87,262 169,928 174,129 307,305 315,014: 18,584 10,875
Old : 144,895: 41,984 67,062 24,335 68,238 48,250 134,557 139,647: 10,338 5,247
Other: 180,995: 41,674 20,104 29,384 101,690 125,879 172,748 175,367: 8,247 5,628
: : :
: : Changes in Commitments from: July 9, 2019 :
: -3,559: -1,293 2,115 -2,405 175 -2,467 -3,523 -2,758: -36 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.5 26.8 52.1 53.4 94.3 96.7: 5.7 3.3
Old : 100.0: 29.0 46.3 16.8 47.1 33.3 92.9 96.4: 7.1 3.6
Other: 100.0: 23.0 11.1 16.2 56.2 69.5 95.4 96.9: 4.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 159 119 159 149 131 394 341:
Old : 428: 148 118 79 112 105 292 270:
Other: 333: 104 75 81 130 103 278 222:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 20.5 26.7 30.4 6.6 8.4 11.0 13.4
Old : 18.7 20.4 29.0 32.2 12.6 18.8 22.1 29.4
Other: 23.9 30.2 34.4 41.9 19.6 18.8 25.4 29.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 42,510: 36,459 9,127 1,806 1,218 29,223 39,483 40,157: 3,026 2,353
Old : 42,510: 36,459 9,127 1,806 1,218 29,223 39,483 40,157: 3,026 2,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 546: -26 -304 97 337 629 408 421: 138 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 21.5 4.2 2.9 68.7 92.9 94.5: 7.1 5.5
Old : 100.0: 85.8 21.5 4.2 2.9 68.7 92.9 94.5: 7.1 5.5
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 : 96: 52 32 12 5 9 60 51:
Old : 96: 52 32 12 5 9 60 51:
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 : 48.4 70.3 66.5 78.7 46.6 69.6 64.1 77.7
Old : 48.4 70.3 66.5 78.7 46.6 69.6 64.1 77.7
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 16, 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 : 155,216: 16,211 97,145 15,811 122,448 40,511 154,469 153,466: 747 1,750
Old : 154,455: 16,238 97,411 15,448 122,042 39,915 153,727 152,773: 728 1,682
Other: 761: 336 97 0 406 596 742 693: 19 68
: : :
: : Changes in Commitments from: July 9, 2019 :
: 5,170: -777 4,229 14 6,016 1,003 5,253 5,246: -83 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 62.6 10.2 78.9 26.1 99.5 98.9: 0.5 1.1
Old : 100.0: 10.5 63.1 10.0 79.0 25.8 99.5 98.9: 0.5 1.1
Other: 100.0: 44.2 12.7 0.0 53.4 78.3 97.5 91.1: 2.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 48 141 35 31 38 106 193:
Old : 244: 48 139 35 31 38 106 191:
Other: 9: 1 3 0 2 3 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 46.6 24.3 73.1 41.2 44.8 23.9 70.2 39.9
Old : 46.7 24.4 73.4 41.4 44.9 24.0 70.5 40.1
Other: 97.5 85.3 97.5 91.1 97.5 85.3 97.5 91.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 311,130: 62,580 11,474 920 238,285 293,038 301,785 305,432: 9,345 5,698
Old : 311,130: 62,580 11,474 920 238,285 293,038 301,785 305,432: 9,345 5,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,197: 1,146 3,285 -2,429 4,275 1,888 2,992 2,744: 205 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.7 0.3 76.6 94.2 97.0 98.2: 3.0 1.8
Old : 100.0: 20.1 3.7 0.3 76.6 94.2 97.0 98.2: 3.0 1.8
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 : 162: 35 15 6 76 67 111 88:
Old : 162: 35 15 6 76 67 111 88:
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 40.4 43.4 58.6 29.5 40.3 40.5 58.1
Old : 31.1 40.4 43.4 58.6 29.5 40.3 40.5 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, July 16, 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 : 1,244,373: 280,049 93,931 13,544 916,100 1,123,370 1,209,693 1,230,845: 34,680 13,528
Old : 1,244,373: 280,049 93,931 13,544 916,100 1,123,370 1,209,693 1,230,845: 34,680 13,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -10,542: 3,132 3,058 -876 -17,596 -13,371 -15,340 -11,189: 4,798 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.5 1.1 73.6 90.3 97.2 98.9: 2.8 1.1
Old : 100.0: 22.5 7.5 1.1 73.6 90.3 97.2 98.9: 2.8 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 48 36 187 126 323 199:
Old : 409: 125 48 36 187 126 323 199:
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 : 18.5 48.0 30.3 62.5 17.8 48.0 28.6 62.1
Old : 18.5 48.0 30.3 62.5 17.8 48.0 28.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2019