COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 264,847: 45,212 54,359 57,243 146,860 138,833 249,315 250,435: 15,531 14,412
Old : 235,542: 44,896 53,476 53,118 123,081 115,129 221,095 221,722: 14,447 13,820
Other: 29,304: 1,876 2,443 2,565 23,779 23,704 28,220 28,712: 1,085 592
: : :
: : Changes in Commitments from: November 5, 2019 :
: -52,289: -455 -52 -23,387 -28,624 -29,609 -52,465 -53,047: 177 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.5 21.6 55.5 52.4 94.1 94.6: 5.9 5.4
Old : 100.0: 19.1 22.7 22.6 52.3 48.9 93.9 94.1: 6.1 5.9
Other: 100.0: 6.4 8.3 8.8 81.1 80.9 96.3 98.0: 3.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 95 92 103 62 64 218 208:
Old : 274: 93 91 100 61 63 215 204:
Other: 73: 19 11 18 27 26 54 51:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 27.0 32.2 34.3 12.7 12.3 18.0 17.7
Old : 20.7 28.7 29.1 35.6 13.5 17.7 19.4 23.5
Other: 59.9 40.7 71.0 65.6 55.8 39.2 64.5 63.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 21,287: 2,288 8,812 2,489 12,280 7,589 17,058 18,890: 4,229 2,397
Old : 21,161: 2,288 8,812 2,489 12,160 7,484 16,938 18,785: 4,223 2,376
Other: 126: 0 0 0 120 105 120 105: 6 21
: : :
: : Changes in Commitments from: November 5, 2019 :
: -38: 3 -96 5 -235 -249 -227 -340: 189 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 41.4 11.7 57.7 35.6 80.1 88.7: 19.9 11.3
Old : 100.0: 10.8 41.6 11.8 57.5 35.4 80.0 88.8: 20.0 11.2
Other: 100.0: 0.0 0.0 0.0 95.2 83.3 95.2 83.3: 4.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 21 29 12 30 14 55 53:
Old : 83: 21 29 12 30 14 55 53:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 38.6 38.1 51.5 25.0 36.6 36.4 48.8
Old : 25.5 38.4 37.8 51.4 24.6 36.4 36.1 48.6
Other: 95.2 83.3 95.2 83.3 95.2 83.3 95.2 83.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 346,103: 89,841 40,487 98,523 139,208 192,045 327,572 331,054: 18,531 15,048
Old : 295,805: 88,380 43,725 86,930 106,671 153,435 281,980 284,089: 13,825 11,716
Other: 50,298: 8,748 4,048 4,307 32,538 38,611 45,592 46,965: 4,706 3,333
: : :
: : Changes in Commitments from: November 5, 2019 :
: 10,950: 7,272 -4,260 13,704 -11,094 540 9,882 9,983: 1,068 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.7 28.5 40.2 55.5 94.6 95.7: 5.4 4.3
Old : 100.0: 29.9 14.8 29.4 36.1 51.9 95.3 96.0: 4.7 4.0
Other: 100.0: 17.4 8.0 8.6 64.7 76.8 90.6 93.4: 9.4 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 111 60 97 50 49 209 173:
Old : 244: 107 67 90 50 49 203 169:
Other: 75: 26 10 12 30 19 62 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 : 17.3 27.3 25.5 40.5 10.9 15.8 16.9 24.8
Old : 13.9 24.8 22.3 38.6 8.5 14.5 14.7 22.9
Other: 46.7 52.0 58.7 68.4 40.6 45.3 49.4 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 1,112,747: 167,517 332,603 251,357 606,495 456,456 1,025,369 1,040,416: 87,378 72,332
Old : 1,112,747: 167,517 332,603 251,357 606,495 456,456 1,025,369 1,040,416: 87,378 72,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,533: 7,345 -15,541 -193 -6,440 9,670 712 -6,064: -6,245 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 29.9 22.6 54.5 41.0 92.1 93.5: 7.9 6.5
Old : 100.0: 15.1 29.9 22.6 54.5 41.0 92.1 93.5: 7.9 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 : 270: 84 78 93 94 80 230 205:
Old : 270: 84 78 93 94 80 230 205:
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 : 13.1 15.8 21.9 28.0 10.0 12.3 16.0 20.9
Old : 13.1 15.8 21.9 28.0 10.0 12.3 16.0 20.9
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, November 12, 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 : 335,383: 50,968 55,155 84,951 178,313 178,356 314,233 318,462: 21,151 16,921
Old : 303,150: 51,417 56,442 78,128 154,820 152,567 284,365 287,137: 18,785 16,013
Other: 32,234: 3,288 2,450 3,087 23,494 25,789 29,868 31,326: 2,366 908
: : :
: : Changes in Commitments from: November 5, 2019 :
: -40,694: 2,635 -22,411 -22,101 -20,400 2,472 -39,867 -42,041: -827 1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.4 25.3 53.2 53.2 93.7 95.0: 6.3 5.0
Old : 100.0: 17.0 18.6 25.8 51.1 50.3 93.8 94.7: 6.2 5.3
Other: 100.0: 10.2 7.6 9.6 72.9 80.0 92.7 97.2: 7.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 144 123 148 135 119 360 326:
Old : 434: 142 127 145 135 117 358 323:
Other: 146: 34 11 23 80 58 119 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 : 16.7 21.1 25.2 29.8 7.9 8.5 12.1 14.1
Old : 15.6 21.8 24.4 30.5 8.7 10.0 13.3 16.2
Other: 40.0 27.0 51.6 46.4 30.2 24.2 38.4 40.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 46,206: 33,919 6,142 2,345 6,688 35,866 42,952 44,353: 3,254 1,853
Old : 46,206: 33,919 6,142 2,345 6,688 35,866 42,952 44,353: 3,254 1,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -827: -1,067 -471 -307 698 -251 -676 -1,029: -151 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 13.3 5.1 14.5 77.6 93.0 96.0: 7.0 4.0
Old : 100.0: 73.4 13.3 5.1 14.5 77.6 93.0 96.0: 7.0 4.0
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 : 86: 54 22 10 5 7 63 36:
Old : 86: 54 22 10 5 7 63 36:
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 : 37.2 84.1 58.9 89.3 36.6 83.6 57.5 86.6
Old : 37.2 84.1 58.9 89.3 36.6 83.6 57.5 86.6
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, November 12, 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 : 187,970: 3,543 82,637 18,413 164,933 85,403 186,889 186,454: 1,082 1,517
Old : 172,837: 2,603 79,927 17,395 151,776 74,429 171,774 171,751: 1,063 1,086
Other: 15,134: 1,717 3,487 240 13,157 10,974 15,115 14,702: 19 431
: : :
: : Changes in Commitments from: November 5, 2019 :
: 4,557: -135 -332 -898 5,425 6,444 4,392 5,214: 165 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 44.0 9.8 87.7 45.4 99.4 99.2: 0.6 0.8
Old : 100.0: 1.5 46.2 10.1 87.8 43.1 99.4 99.4: 0.6 0.6
Other: 100.0: 11.3 23.0 1.6 86.9 72.5 99.9 97.2: 0.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 33 124 40 45 71 113 208:
Old : 228: 33 113 36 45 65 109 189:
Other: 59: 7 23 4 7 25 18 50:
:----------------------------------------------------------------------------------------------------
: 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 : 54.5 25.8 74.7 40.1 45.6 20.3 61.0 31.8
Old : 55.8 23.8 75.0 39.0 47.4 20.1 62.4 32.9
Other: 90.9 62.3 97.4 80.8 90.5 61.0 95.9 79.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 360,844: 55,971 16,406 3,813 291,258 337,312 351,042 357,531: 9,802 3,313
Old : 360,844: 55,971 16,406 3,813 291,258 337,312 351,042 357,531: 9,802 3,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 8,958: 1,908 -4 377 6,964 11,418 9,249 11,791: -291 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.5 1.1 80.7 93.5 97.3 99.1: 2.7 0.9
Old : 100.0: 15.5 4.5 1.1 80.7 93.5 97.3 99.1: 2.7 0.9
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 : 180: 42 15 9 82 76 128 96:
Old : 180: 42 15 9 82 76 128 96:
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 : 28.2 41.2 41.0 60.1 24.9 40.7 37.3 59.6
Old : 28.2 41.2 41.0 60.1 24.9 40.7 37.3 59.6
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, November 12, 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 : 1,404,615: 318,318 45,615 11,108 1,043,115 1,332,820 1,372,541 1,389,543: 32,074 15,072
Old : 1,404,615: 318,318 45,615 11,108 1,043,115 1,332,820 1,372,541 1,389,543: 32,074 15,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 27,673: 6,396 -23,156 -2,342 26,967 51,131 31,021 25,633: -3,348 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.2 0.8 74.3 94.9 97.7 98.9: 2.3 1.1
Old : 100.0: 22.7 3.2 0.8 74.3 94.9 97.7 98.9: 2.3 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 : 432: 131 48 39 205 130 351 202:
Old : 432: 131 48 39 205 130 351 202:
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 : 23.9 49.3 31.3 64.8 21.6 48.9 28.6 64.4
Old : 23.9 49.3 31.3 64.8 21.6 48.9 28.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019