COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 291,680: 52,561 87,095 83,889 139,763 105,964 276,213 276,948: 15,467 14,732
Old : 274,025: 50,710 85,551 81,797 126,915 92,406 259,422 259,754: 14,603 14,271
Other: 17,655: 2,425 2,118 1,518 12,849 13,558 16,792 17,194: 863 461
: : :
: : Changes in Commitments from: August 6, 2019 :
: 10,532: 86 -3,207 6,714 3,060 8,251 9,860 11,758: 671 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 29.9 28.8 47.9 36.3 94.7 94.9: 5.3 5.1
Old : 100.0: 18.5 31.2 29.9 46.3 33.7 94.7 94.8: 5.3 5.2
Other: 100.0: 13.7 12.0 8.6 72.8 76.8 95.1 97.4: 4.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 98 121 100 75 67 232 236:
Old : 312: 98 121 98 75 67 230 235:
Other: 57: 15 6 12 24 16 43 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 15.6 25.2 23.0 9.8 9.2 16.0 14.7
Old : 15.8 16.0 23.5 22.9 9.8 9.2 15.3 14.9
Other: 58.1 50.4 73.9 73.7 54.0 49.1 66.8 71.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 24,038: 1,744 8,980 3,757 14,985 8,841 20,487 21,577: 3,552 2,461
Old : 20,491: 1,527 9,035 2,990 12,806 6,258 17,323 18,282: 3,168 2,209
Other: 3,547: 340 68 645 2,179 2,583 3,164 3,295: 384 252
: : :
: : Changes in Commitments from: August 6, 2019 :
: 65: -105 69 -91 146 -6 -49 -28: 114 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 37.4 15.6 62.3 36.8 85.2 89.8: 14.8 10.2
Old : 100.0: 7.5 44.1 14.6 62.5 30.5 84.5 89.2: 15.5 10.8
Other: 100.0: 9.6 1.9 18.2 61.4 72.8 89.2 92.9: 10.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 28 13 31 16 56 53:
Old : 82: 18 29 12 31 14 56 50:
Other: 28: 8 3 8 13 8 23 17:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 42.2 38.7 55.5 25.5 39.7 36.4 51.1
Old : 27.6 39.0 40.4 53.7 27.0 36.5 38.2 49.8
Other: 56.2 72.4 72.0 84.0 50.5 63.6 58.4 68.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 292,424: 53,885 46,796 68,478 154,852 165,792 277,215 281,066: 15,210 11,358
Old : 18,071: 3,602 4,485 429 11,718 12,795 15,749 17,709: 2,322 362
Other: 274,353: 53,766 45,793 64,566 143,134 152,997 261,466 263,357: 12,888 10,996
: : :
: : Changes in Commitments from: August 6, 2019 :
: 7,317: -11,272 9,998 7,436 9,875 -12,107 6,039 5,327: 1,278 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.0 23.4 53.0 56.7 94.8 96.1: 5.2 3.9
Old : 100.0: 19.9 24.8 2.4 64.8 70.8 87.2 98.0: 12.8 2.0
Other: 100.0: 19.6 16.7 23.5 52.2 55.8 95.3 96.0: 4.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 78 79 97 59 51 196 180:
Old : 78: 21 18 2 27 15 49 34:
Other: 230: 76 83 90 56 49 190 171:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 27.0 35.0 40.1 15.2 14.4 21.4 22.5
Old : 37.2 57.4 56.5 83.1 37.2 57.4 54.4 83.1
Other: 23.6 28.0 35.9 40.2 16.2 14.2 22.8 22.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 1,189,745: 190,315 308,271 305,558 605,169 501,882 1,101,042 1,115,710: 88,703 74,035
Old : 1,189,745: 190,315 308,271 305,558 605,169 501,882 1,101,042 1,115,710: 88,703 74,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 69,366: 1,356 7,997 22,638 39,269 36,322 63,263 66,958: 6,103 2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 25.9 25.7 50.9 42.2 92.5 93.8: 7.5 6.2
Old : 100.0: 16.0 25.9 25.7 50.9 42.2 92.5 93.8: 7.5 6.2
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 : 270: 83 70 100 97 86 234 212:
Old : 270: 83 70 100 97 86 234 212:
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 : 12.2 17.2 19.8 30.5 8.5 13.9 14.1 23.0
Old : 12.2 17.2 19.8 30.5 8.5 13.9 14.1 23.0
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, August 13, 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 : 307,523: 48,268 76,485 75,625 162,853 143,373 286,746 295,484: 20,777 12,039
Old : 37,318: 15,305 11,087 520 16,062 21,857 31,887 33,464: 5,431 3,854
Other: 270,205: 44,719 77,155 63,349 146,791 121,516 254,859 262,020: 15,346 8,185
: : :
: : Changes in Commitments from: August 6, 2019 :
: -49,266: -1,917 4,017 -27,702 -19,858 -25,376 -49,477 -49,061: 211 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 24.9 24.6 53.0 46.6 93.2 96.1: 6.8 3.9
Old : 100.0: 41.0 29.7 1.4 43.0 58.6 85.4 89.7: 14.6 10.3
Other: 100.0: 16.6 28.6 23.4 54.3 45.0 94.3 97.0: 5.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 147 118 140 147 126 373 320:
Old : 228: 59 43 7 69 67 132 113:
Other: 411: 136 108 125 143 114 343 296:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 18.1 24.7 28.2 7.0 10.5 11.5 16.1
Old : 23.0 40.7 35.9 59.9 23.0 38.2 35.5 57.4
Other: 17.7 17.5 26.4 28.7 7.8 12.0 12.7 18.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 55,026: 47,878 18,038 2,467 1,218 32,848 51,563 53,353: 3,463 1,673
Old : 55,026: 47,878 18,038 2,467 1,218 32,848 51,563 53,353: 3,463 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -696: -1,460 28 595 -233 -990 -1,098 -366: 402 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 32.8 4.5 2.2 59.7 93.7 97.0: 6.3 3.0
Old : 100.0: 87.0 32.8 4.5 2.2 59.7 93.7 97.0: 6.3 3.0
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 : 97: 58 29 15 5 7 69 46:
Old : 97: 58 29 15 5 7 69 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 : 48.4 73.6 69.7 85.8 48.3 71.8 68.6 83.0
Old : 48.4 73.6 69.7 85.8 48.3 71.8 68.6 83.0
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, August 13, 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 : 170,868: 11,095 98,099 16,532 141,766 53,687 169,393 168,318: 1,475 2,550
Old : 169,612: 11,100 98,733 15,775 141,267 52,704 168,142 167,212: 1,470 2,400
Other: 1,256: 752 123 0 499 983 1,251 1,106: 5 150
: : :
: : Changes in Commitments from: August 6, 2019 :
: 5,338: -2,659 -3,719 1,884 5,402 6,622 4,627 4,787: 710 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 57.4 9.7 83.0 31.4 99.1 98.5: 0.9 1.5
Old : 100.0: 6.5 58.2 9.3 83.3 31.1 99.1 98.6: 0.9 1.4
Other: 100.0: 59.9 9.8 0.0 39.7 78.3 99.6 88.1: 0.4 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 43 120 42 51 62 124 202:
Old : 254: 43 119 41 51 61 124 199:
Other: 15: 1 6 0 2 6 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 : 48.9 27.2 71.3 41.3 46.8 27.2 66.9 39.2
Old : 49.2 27.4 71.7 41.6 47.2 27.4 67.4 39.7
Other: 99.6 76.4 99.6 84.6 99.6 76.4 99.6 84.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 347,640: 70,253 18,878 1,134 267,981 320,235 339,368 340,247: 8,272 7,393
Old : 347,640: 70,253 18,878 1,134 267,981 320,235 339,368 340,247: 8,272 7,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 2,957: 380 2,531 -3,227 6,773 1,661 3,926 965: -969 1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.4 0.3 77.1 92.1 97.6 97.9: 2.4 2.1
Old : 100.0: 20.2 5.4 0.3 77.1 92.1 97.6 97.9: 2.4 2.1
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 : 171: 34 18 7 82 71 118 94:
Old : 171: 34 18 7 82 71 118 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 : 32.1 38.2 44.7 56.0 30.9 38.1 43.4 55.6
Old : 32.1 38.2 44.7 56.0 30.9 38.1 43.4 55.6
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, August 13, 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 : 1,243,156: 284,425 177,581 20,765 905,905 1,022,841 1,211,095 1,221,187: 32,061 21,969
Old : 1,243,156: 284,425 177,581 20,765 905,905 1,022,841 1,211,095 1,221,187: 32,061 21,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -14,509: -1,503 18,181 4,362 -18,279 -39,837 -15,420 -17,294: 911 2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.3 1.7 72.9 82.3 97.4 98.2: 2.6 1.8
Old : 100.0: 22.9 14.3 1.7 72.9 82.3 97.4 98.2: 2.6 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 : 414: 115 64 40 183 129 315 216:
Old : 414: 115 64 40 183 129 315 216:
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 : 19.6 42.0 29.5 58.1 17.6 42.0 27.1 58.1
Old : 19.6 42.0 29.5 58.1 17.6 42.0 27.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2019