COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 308,655: 48,660 65,271 91,065 153,429 138,728 293,153 295,063: 15,502 13,592
Old : 286,284: 49,055 64,495 86,041 136,409 122,962 271,505 273,498: 14,778 12,786
Other: 22,371: 2,553 3,724 2,075 17,020 15,766 21,648 21,565: 723 806
: : :
: : Changes in Commitments from: October 1, 2019 :
: 1,364: -5,306 -4,413 1,049 5,137 5,105 880 1,741: 485 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.1 29.5 49.7 44.9 95.0 95.6: 5.0 4.4
Old : 100.0: 17.1 22.5 30.1 47.6 43.0 94.8 95.5: 5.2 4.5
Other: 100.0: 11.4 16.6 9.3 76.1 70.5 96.8 96.4: 3.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 107 111 109 81 73 251 238:
Old : 318: 108 109 107 79 73 247 237:
Other: 65: 11 15 14 27 22 48 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 : 17.8 23.3 26.4 31.2 9.0 12.3 13.9 17.2
Old : 16.0 24.5 24.6 32.3 9.2 15.2 14.1 20.0
Other: 57.7 46.8 71.8 69.9 55.0 44.3 66.2 67.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 22,424: 1,965 7,889 4,038 12,887 8,732 18,891 20,660: 3,534 1,765
Old : 13,170: 2,085 7,641 1,281 7,697 3,246 11,063 12,169: 2,107 1,002
Other: 9,254: 674 1,041 1,964 5,190 5,486 7,827 8,491: 1,427 763
: : :
: : Changes in Commitments from: October 1, 2019 :
: -242: 170 -188 -101 -265 309 -196 20: -46 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 35.2 18.0 57.5 38.9 84.2 92.1: 15.8 7.9
Old : 100.0: 15.8 58.0 9.7 58.4 24.7 84.0 92.4: 16.0 7.6
Other: 100.0: 7.3 11.3 21.2 56.1 59.3 84.6 91.8: 15.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 24 15 30 16 57 52:
Old : 74: 24 23 10 25 13 51 44:
Other: 53: 10 15 10 24 12 40 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 40.7 36.8 53.7 23.0 38.2 34.2 49.4
Old : 28.7 40.7 44.5 55.4 28.4 40.6 44.0 55.3
Other: 32.1 57.2 52.6 71.9 29.5 51.3 43.3 58.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 341,073: 69,705 41,929 96,107 158,171 188,193 323,983 326,230: 17,091 14,843
Old : 302,127: 69,899 45,129 87,271 130,348 157,727 287,517 290,128: 14,609 11,999
Other: 38,947: 6,638 3,631 2,005 27,823 30,466 36,465 36,102: 2,481 2,844
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,749: -1,858 -1,978 -546 -2,638 -2,786 -5,042 -5,310: 2,294 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.3 28.2 46.4 55.2 95.0 95.6: 5.0 4.4
Old : 100.0: 23.1 14.9 28.9 43.1 52.2 95.2 96.0: 4.8 4.0
Other: 100.0: 17.0 9.3 5.1 71.4 78.2 93.6 92.7: 6.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 92 62 103 55 51 205 174:
Old : 234: 89 70 98 55 51 200 172:
Other: 67: 22 7 11 27 22 53 38:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 28.5 27.9 40.1 11.4 15.2 17.1 22.7
Old : 16.0 26.2 25.7 38.3 8.4 13.0 14.4 20.3
Other: 52.7 61.7 65.3 74.6 50.0 55.5 60.3 68.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,020,546: 149,799 313,826 216,766 574,609 423,286 941,174 953,878: 79,373 66,668
Old : 1,020,546: 149,799 313,826 216,766 574,609 423,286 941,174 953,878: 79,373 66,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -16,381: -39,465 -1,979 -19,409 45,376 4,517 -13,498 -16,871: -2,884 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 30.8 21.2 56.3 41.5 92.2 93.5: 7.8 6.5
Old : 100.0: 14.7 30.8 21.2 56.3 41.5 92.2 93.5: 7.8 6.5
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 : 268: 80 73 90 99 82 224 206:
Old : 268: 80 73 90 99 82 224 206:
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 : 11.6 16.0 19.9 29.3 9.4 14.0 15.9 23.3
Old : 11.6 16.0 19.9 29.3 9.4 14.0 15.9 23.3
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, October 08, 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 : 327,985: 43,094 84,467 89,767 170,682 139,391 303,543 313,625: 24,442 14,360
Old : 303,565: 43,693 85,756 84,772 152,568 119,686 281,033 290,214: 22,532 13,351
Other: 24,420: 3,022 2,333 1,373 18,114 19,705 22,510 23,411: 1,910 1,009
: : :
: : Changes in Commitments from: October 1, 2019 :
: 13,110: -4,788 6,791 3,625 11,398 300 10,234 10,715: 2,875 2,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.8 27.4 52.0 42.5 92.5 95.6: 7.5 4.4
Old : 100.0: 14.4 28.2 27.9 50.3 39.4 92.6 95.6: 7.4 4.4
Other: 100.0: 12.4 9.6 5.6 74.2 80.7 92.2 95.9: 7.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 174 127 156 143 117 386 341:
Old : 466: 175 126 152 142 114 384 335:
Other: 127: 18 17 18 72 54 100 80:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 16.7 22.5 26.3 7.4 10.2 11.5 15.5
Old : 13.6 17.0 21.8 26.8 7.9 11.9 12.4 18.2
Other: 44.7 30.9 59.6 48.9 40.0 26.3 49.2 41.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 58,035: 48,978 9,115 914 4,246 46,209 54,138 56,238: 3,897 1,797
Old : 58,035: 48,978 9,115 914 4,246 46,209 54,138 56,238: 3,897 1,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,030: -3,591 -422 -190 2,760 -167 -1,021 -778: -9 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 15.7 1.6 7.3 79.6 93.3 96.9: 6.7 3.1
Old : 100.0: 84.4 15.7 1.6 7.3 79.6 93.3 96.9: 6.7 3.1
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 : 100: 67 23 8 6 7 76 35:
Old : 100: 67 23 8 6 7 76 35:
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 : 50.3 83.0 68.3 89.6 49.6 82.2 67.6 88.8
Old : 50.3 83.0 68.3 89.6 49.6 82.2 67.6 88.8
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, October 08, 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 : 209,867: 9,563 77,830 28,808 170,370 101,385 208,741 208,023: 1,126 1,844
Old : 203,172: 8,545 78,068 27,092 166,464 96,404 202,101 201,564: 1,071 1,608
Other: 6,695: 2,642 1,386 92 3,906 4,981 6,640 6,459: 55 236
: : :
: : Changes in Commitments from: October 1, 2019 :
: -11,008: 2,063 -19,992 -1,000 -12,153 10,118 -11,090 -10,875: 82 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 37.1 13.7 81.2 48.3 99.5 99.1: 0.5 0.9
Old : 100.0: 4.2 38.4 13.3 81.9 47.4 99.5 99.2: 0.5 0.8
Other: 100.0: 39.5 20.7 1.4 58.3 74.4 99.2 96.5: 0.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 59 115 48 63 84 151 225:
Old : 277: 58 112 46 63 79 151 213:
Other: 46: 8 13 4 5 19 14 36:
:----------------------------------------------------------------------------------------------------
: 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 : 53.9 29.0 70.6 44.1 46.5 23.8 56.5 33.4
Old : 54.9 28.8 72.0 44.3 49.0 24.9 58.8 35.0
Other: 80.7 71.6 95.6 82.8 80.7 71.6 95.6 82.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 350,376: 64,664 19,900 1,950 274,982 322,265 341,596 344,115: 8,780 6,261
Old : 350,376: 64,664 19,900 1,950 274,982 322,265 341,596 344,115: 8,780 6,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -42: 927 879 245 -1,048 -1,292 124 -168: -166 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 5.7 0.6 78.5 92.0 97.5 98.2: 2.5 1.8
Old : 100.0: 18.5 5.7 0.6 78.5 92.0 97.5 98.2: 2.5 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 : 176: 44 16 10 77 73 123 97:
Old : 176: 44 16 10 77 73 123 97:
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 : 30.0 38.6 42.2 53.9 27.5 38.6 39.1 53.8
Old : 30.0 38.6 42.2 53.9 27.5 38.6 39.1 53.8
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, October 08, 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 : 1,247,274: 272,081 172,632 21,329 918,601 1,032,718 1,212,011 1,226,679: 35,263 20,595
Old : 1,247,274: 272,081 172,632 21,329 918,601 1,032,718 1,212,011 1,226,679: 35,263 20,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 18,138: -5,793 -6,592 -423 23,124 28,072 16,908 21,057: 1,230 -2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 13.8 1.7 73.6 82.8 97.2 98.3: 2.8 1.7
Old : 100.0: 21.8 13.8 1.7 73.6 82.8 97.2 98.3: 2.8 1.7
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 : 402: 114 65 36 173 122 301 209:
Old : 402: 114 65 36 173 122 301 209:
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 : 24.2 42.3 32.7 56.9 21.3 42.2 29.7 56.9
Old : 24.2 42.3 32.7 56.9 21.3 42.2 29.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019