COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 312,492: 47,131 42,756 85,209 163,926 171,015 296,265 298,980: 16,227 13,511
Old : 286,505: 47,929 41,821 80,354 142,909 151,479 271,192 273,653: 15,312 12,851
Other: 25,987: 1,513 3,248 2,543 21,016 19,537 25,073 25,327: 914 660
: : :
: : Changes in Commitments from: October 22, 2019 :
: 4,663: -1,833 -812 -3,080 8,871 7,430 3,957 3,538: 706 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.7 27.3 52.5 54.7 94.8 95.7: 5.2 4.3
Old : 100.0: 16.7 14.6 28.0 49.9 52.9 94.7 95.5: 5.3 4.5
Other: 100.0: 5.8 12.5 9.8 80.9 75.2 96.5 97.5: 3.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 105 99 113 77 78 249 231:
Old : 303: 103 101 110 77 78 247 229:
Other: 68: 18 8 14 28 26 50 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 27.3 29.1 35.7 8.7 13.1 13.3 17.2
Old : 17.1 28.7 26.2 36.6 9.2 17.0 13.9 20.9
Other: 60.3 40.1 72.5 65.8 55.9 38.4 64.7 63.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 21,656: 1,815 8,520 2,576 12,439 8,266 16,830 19,361: 4,826 2,295
Old : 1,037: 231 201 0 291 726 522 927: 515 110
Other: 20,619: 1,737 8,471 2,423 12,148 7,540 16,308 18,434: 4,311 2,185
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,297: 201 908 154 -173 203 182 1,265: 1,115 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 39.3 11.9 57.4 38.2 77.7 89.4: 22.3 10.6
Old : 100.0: 22.3 19.4 0.0 28.1 70.0 50.3 89.4: 49.7 10.6
Other: 100.0: 8.4 41.1 11.8 58.9 36.6 79.1 89.4: 20.9 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 28 13 29 13 51 52:
Old : 13: 3 2 0 7 1 10 3:
Other: 77: 15 30 12 29 13 49 52:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 41.4 38.4 54.1 25.3 39.6 36.5 51.9
Old : 36.8 89.4 49.2 89.4 36.8 89.4 49.2 89.4
Other: 26.7 40.0 39.6 52.3 25.9 38.1 37.5 50.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 347,896: 74,052 41,703 95,804 159,312 195,323 329,168 332,830: 18,728 15,067
Old : 303,139: 73,207 46,287 85,221 128,992 159,695 287,420 291,204: 15,719 11,935
Other: 44,757: 9,126 3,696 2,301 30,320 35,628 41,748 41,626: 3,010 3,131
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,795: 2,855 1,855 -1,393 3,495 5,325 4,958 5,787: 837 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.0 27.5 45.8 56.1 94.6 95.7: 5.4 4.3
Old : 100.0: 24.1 15.3 28.1 42.6 52.7 94.8 96.1: 5.2 3.9
Other: 100.0: 20.4 8.3 5.1 67.7 79.6 93.3 93.0: 6.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 87 70 100 57 52 202 177:
Old : 233: 86 73 96 57 52 198 174:
Other: 68: 22 9 12 27 23 53 42:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 26.7 27.4 38.8 10.3 14.8 15.8 22.8
Old : 14.5 23.7 24.5 36.0 7.2 12.4 13.1 20.1
Other: 53.7 58.6 66.0 72.8 47.2 50.3 57.6 63.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 1,100,352: 150,113 355,274 251,103 612,416 423,669 1,013,632 1,030,046: 86,720 70,306
Old : 1,100,352: 150,113 355,274 251,103 612,416 423,669 1,013,632 1,030,046: 86,720 70,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 40,097: 4,222 5,740 26,870 8,014 10,320 39,106 42,931: 991 -2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 32.3 22.8 55.7 38.5 92.1 93.6: 7.9 6.4
Old : 100.0: 13.6 32.3 22.8 55.7 38.5 92.1 93.6: 7.9 6.4
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: 78 79 94 98 78 225 207:
Old : 268: 78 79 94 98 78 225 207:
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 : 12.3 15.2 22.2 28.4 9.5 12.9 15.7 21.7
Old : 12.3 15.2 22.2 28.4 9.5 12.9 15.7 21.7
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 29, 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 : 368,630: 47,605 93,297 101,507 193,186 157,421 342,299 352,226: 26,331 16,404
Old : 340,187: 48,314 94,353 95,339 172,411 135,216 316,064 324,907: 24,123 15,280
Other: 28,443: 3,184 2,838 2,275 20,775 22,205 26,234 27,318: 2,208 1,124
: : :
: : Changes in Commitments from: October 22, 2019 :
: -3,016: 16 -4,912 -3,849 -2,509 2,322 -6,341 -6,439: 3,325 3,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.3 27.5 52.4 42.7 92.9 95.5: 7.1 4.5
Old : 100.0: 14.2 27.7 28.0 50.7 39.7 92.9 95.5: 7.1 4.5
Other: 100.0: 11.2 10.0 8.0 73.0 78.1 92.2 96.0: 7.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 162 133 155 139 120 386 342:
Old : 468: 166 133 149 139 118 384 336:
Other: 141: 26 16 23 80 55 114 86:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 18.7 24.6 27.8 7.9 10.1 11.9 15.2
Old : 14.3 18.8 23.9 28.4 8.4 11.1 12.9 17.1
Other: 39.9 29.3 52.5 47.4 30.6 27.8 39.8 42.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 49,719: 37,189 7,684 2,663 6,163 37,780 46,015 48,127: 3,704 1,592
Old : 49,719: 37,189 7,684 2,663 6,163 37,780 46,015 48,127: 3,704 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -4,162: -3,645 -1,939 -197 -224 -2,056 -4,065 -4,193: -96 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 15.5 5.4 12.4 76.0 92.5 96.8: 7.5 3.2
Old : 100.0: 74.8 15.5 5.4 12.4 76.0 92.5 96.8: 7.5 3.2
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 : 87: 53 24 9 5 7 60 39:
Old : 87: 53 24 9 5 7 60 39:
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 : 35.5 82.7 58.3 89.0 34.9 82.7 57.0 86.9
Old : 35.5 82.7 58.3 89.0 34.9 82.7 57.0 86.9
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 29, 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 : 173,007: 4,191 73,725 19,550 148,390 77,835 172,132 171,110: 875 1,896
Old : 163,592: 3,219 72,514 18,720 140,784 70,767 162,723 162,002: 869 1,590
Other: 9,415: 1,641 1,879 162 7,606 7,068 9,409 9,108: 6 306
: : :
: : Changes in Commitments from: October 22, 2019 :
: -25,816: -129 2,187 -7,545 -18,204 -20,452 -25,877 -25,810: 61 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 42.6 11.3 85.8 45.0 99.5 98.9: 0.5 1.1
Old : 100.0: 2.0 44.3 11.4 86.1 43.3 99.5 99.0: 0.5 1.0
Other: 100.0: 17.4 20.0 1.7 80.8 75.1 99.9 96.7: 0.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 32 118 44 46 70 114 201:
Old : 221: 33 112 40 45 63 110 186:
Other: 48: 8 12 4 8 21 18 37:
:----------------------------------------------------------------------------------------------------
: 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 : 57.9 24.3 75.3 37.1 47.9 20.0 59.8 31.2
Old : 59.0 22.4 76.2 36.1 50.3 20.8 62.0 32.7
Other: 79.3 76.0 93.4 84.6 78.7 74.8 92.8 83.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 356,959: 54,233 25,806 1,293 291,571 323,873 347,097 350,972: 9,862 5,987
Old : 356,959: 54,233 25,806 1,293 291,571 323,873 347,097 350,972: 9,862 5,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 937: -16,451 1,220 305 16,569 -1,154 423 371: 514 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.2 0.4 81.7 90.7 97.2 98.3: 2.8 1.7
Old : 100.0: 15.2 7.2 0.4 81.7 90.7 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 : 179: 36 17 7 83 78 122 99:
Old : 179: 36 17 7 83 78 122 99:
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 : 28.8 40.2 41.4 56.5 25.9 39.8 38.3 55.9
Old : 28.8 40.2 41.4 56.5 25.9 39.8 38.3 55.9
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 29, 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 : 1,341,184: 291,565 157,327 14,372 1,001,609 1,148,815 1,307,546 1,320,514: 33,638 20,670
Old : 1,341,184: 291,565 157,327 14,372 1,001,609 1,148,815 1,307,546 1,320,514: 33,638 20,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 25,248: 12,113 -6,202 -3,903 24,646 30,160 32,856 20,055: -7,608 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.7 1.1 74.7 85.7 97.5 98.5: 2.5 1.5
Old : 100.0: 21.7 11.7 1.1 74.7 85.7 97.5 98.5: 2.5 1.5
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 : 425: 130 56 35 185 129 328 207:
Old : 425: 130 56 35 185 129 328 207:
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 : 26.0 46.0 33.3 61.3 23.2 45.9 30.5 61.2
Old : 26.0 46.0 33.3 61.3 23.2 45.9 30.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019