COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 232,326: 52,436 52,793 52,221 114,021 114,599 218,678 219,613: 13,648 12,713
Old : 201,720: 51,857 53,131 47,574 89,776 89,035 189,207 189,741: 12,513 11,980
Other: 30,605: 2,949 2,032 2,277 24,244 25,564 29,470 29,872: 1,135 733
: : :
: : Changes in Commitments from: November 19, 2019 :
: -20,044: 5,049 -3,640 -4,694 -17,393 -9,188 -17,038 -17,521: -3,006 -2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.7 22.5 49.1 49.3 94.1 94.5: 5.9 5.5
Old : 100.0: 25.7 26.3 23.6 44.5 44.1 93.8 94.1: 6.2 5.9
Other: 100.0: 9.6 6.6 7.4 79.2 83.5 96.3 97.6: 3.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 104 94 92 64 65 218 211:
Old : 286: 99 97 88 62 63 211 206:
Other: 83: 29 9 16 31 31 64 53:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 18.3 25.6 26.8 14.5 10.9 20.4 17.6
Old : 16.2 19.5 24.1 27.9 15.8 17.9 22.6 25.4
Other: 58.7 40.2 68.9 65.4 55.1 38.3 63.5 63.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 21,025: 2,409 8,565 2,471 11,858 7,778 16,737 18,813: 4,289 2,212
Old : 20,870: 2,409 8,565 2,471 11,709 7,647 16,588 18,682: 4,283 2,188
Other: 155: 0 0 0 149 131 149 131: 6 24
: : :
: : Changes in Commitments from: November 19, 2019 :
: -78: 66 -164 97 -161 93 2 26: -79 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 40.7 11.8 56.4 37.0 79.6 89.5: 20.4 10.5
Old : 100.0: 11.5 41.0 11.8 56.1 36.6 79.5 89.5: 20.5 10.5
Other: 100.0: 0.0 0.0 0.0 96.1 84.5 96.1 84.5: 3.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 18 33 13 31 15 57 54:
Old : 85: 18 33 13 31 15 57 54:
Other: 3: 0 0 0 2 1 2 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 : 24.5 38.9 36.4 51.3 23.5 36.9 35.2 48.9
Old : 24.0 38.6 36.0 51.1 23.0 36.6 34.7 48.6
Other: 96.1 84.5 96.1 84.5 96.1 84.5 96.1 84.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 369,700: 110,348 43,267 120,137 125,474 195,569 355,959 358,973: 13,741 10,727
Old : 314,265: 108,947 49,326 101,146 93,049 153,301 303,142 303,773: 11,123 10,492
Other: 55,435: 13,187 5,727 7,206 32,425 42,268 52,817 55,200: 2,618 235
: : :
: : Changes in Commitments from: November 19, 2019 :
: 5,731: 6,919 2,007 9,759 -4,269 144 12,410 11,911: -6,679 -6,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.7 32.5 33.9 52.9 96.3 97.1: 3.7 2.9
Old : 100.0: 34.7 15.7 32.2 29.6 48.8 96.5 96.7: 3.5 3.3
Other: 100.0: 23.8 10.3 13.0 58.5 76.2 95.3 99.6: 4.7 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 106 68 99 52 53 217 175:
Old : 250: 105 74 91 52 52 210 171:
Other: 86: 32 16 16 30 20 73 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 : 14.8 26.3 24.6 38.7 11.8 17.0 18.5 25.7
Old : 14.3 23.7 23.6 36.9 11.4 15.8 17.7 23.6
Other: 43.3 51.1 55.5 70.0 37.0 45.9 46.9 59.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 1,130,610: 182,851 270,318 251,198 612,015 547,054 1,046,064 1,068,571: 84,546 62,039
Old : 1,130,610: 182,851 270,318 251,198 612,015 547,054 1,046,064 1,068,571: 84,546 62,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 36,399: 5,639 -11,758 14,653 22,525 40,604 42,817 43,499: -6,417 -7,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 23.9 22.2 54.1 48.4 92.5 94.5: 7.5 5.5
Old : 100.0: 16.2 23.9 22.2 54.1 48.4 92.5 94.5: 7.5 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 : 267: 82 73 92 97 84 230 203:
Old : 267: 82 73 92 97 84 230 203:
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 : 15.0 18.9 23.5 30.3 10.6 14.1 16.3 21.5
Old : 15.0 18.9 23.5 30.3 10.6 14.1 16.3 21.5
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 26, 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 : 331,999: 49,894 38,672 107,098 163,274 177,816 320,265 323,586: 11,733 8,413
Old : 292,619: 51,133 43,025 94,083 136,700 147,604 281,916 284,711: 10,704 7,908
Other: 39,379: 5,758 2,644 6,018 26,574 30,212 38,350 38,874: 1,030 505
: : :
: : Changes in Commitments from: November 19, 2019 :
: 19,122: -452 -13,851 20,547 6,137 18,573 26,231 25,269: -7,109 -6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.6 32.3 49.2 53.6 96.5 97.5: 3.5 2.5
Old : 100.0: 17.5 14.7 32.2 46.7 50.4 96.3 97.3: 3.7 2.7
Other: 100.0: 14.6 6.7 15.3 67.5 76.7 97.4 98.7: 2.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 146 104 152 136 122 357 321:
Old : 422: 143 110 146 132 121 350 316:
Other: 155: 30 17 22 85 63 123 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 : 16.0 20.6 25.2 30.3 7.4 9.9 12.2 16.1
Old : 14.4 22.0 23.9 31.1 8.1 11.9 13.7 18.5
Other: 40.4 26.7 54.1 44.1 30.4 22.2 38.5 35.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 42,208: 29,233 5,104 2,977 6,761 32,503 38,970 40,584: 3,238 1,625
Old : 42,208: 29,233 5,104 2,977 6,761 32,503 38,970 40,584: 3,238 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -3,098: -2,280 -1,789 342 -1,090 -1,260 -3,027 -2,706: -71 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 12.1 7.1 16.0 77.0 92.3 96.2: 7.7 3.8
Old : 100.0: 69.3 12.1 7.1 16.0 77.0 92.3 96.2: 7.7 3.8
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 : 84: 53 22 11 5 6 63 35:
Old : 84: 53 22 11 5 6 63 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 : 37.5 84.3 57.6 88.3 37.1 82.6 55.7 85.3
Old : 37.5 84.3 57.6 88.3 37.1 82.6 55.7 85.3
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 26, 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 : 185,442: 3,939 75,310 22,830 157,765 85,345 184,534 183,486: 908 1,956
Old : 169,157: 3,798 72,556 20,908 143,564 74,151 168,270 167,615: 888 1,542
Other: 16,284: 1,849 4,462 214 14,201 11,194 16,264 15,870: 20 414
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,324: -559 -1,565 3,068 -1,024 -261 1,485 1,243: -161 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 40.6 12.3 85.1 46.0 99.5 98.9: 0.5 1.1
Old : 100.0: 2.2 42.9 12.4 84.9 43.8 99.5 99.1: 0.5 0.9
Other: 100.0: 11.4 27.4 1.3 87.2 68.7 99.9 97.5: 0.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 35 118 41 49 71 116 208:
Old : 231: 34 114 37 46 64 110 191:
Other: 63: 9 22 5 12 25 25 49:
:----------------------------------------------------------------------------------------------------
: 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 : 52.7 23.4 73.0 37.8 47.6 19.3 63.1 30.7
Old : 51.8 21.8 73.0 36.7 47.2 18.9 64.7 31.6
Other: 83.5 60.1 95.6 82.6 83.2 59.9 95.2 81.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 380,217: 66,216 22,786 3,819 300,331 346,420 370,366 373,025: 9,851 7,192
Old : 380,217: 66,216 22,786 3,819 300,331 346,420 370,366 373,025: 9,851 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 10,674: 8,108 1,898 -67 2,661 6,450 10,702 8,281: -28 2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.0 1.0 79.0 91.1 97.4 98.1: 2.6 1.9
Old : 100.0: 17.4 6.0 1.0 79.0 91.1 97.4 98.1: 2.6 1.9
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 : 172: 37 13 8 84 73 124 91:
Old : 172: 37 13 8 84 73 124 91:
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 : 27.9 43.8 39.6 62.2 25.2 43.8 36.0 61.2
Old : 27.9 43.8 39.6 62.2 25.2 43.8 36.0 61.2
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 26, 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 : 1,439,685: 338,164 51,490 11,349 1,057,706 1,361,966 1,407,219 1,424,805: 32,466 14,880
Old : 1,439,685: 338,164 51,490 11,349 1,057,706 1,361,966 1,407,219 1,424,805: 32,466 14,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 19,918: 19,250 1,360 248 1,333 22,769 20,831 24,377: -913 -4,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.6 0.8 73.5 94.6 97.7 99.0: 2.3 1.0
Old : 100.0: 23.5 3.6 0.8 73.5 94.6 97.7 99.0: 2.3 1.0
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 : 430: 127 53 38 203 129 345 205:
Old : 430: 127 53 38 203 129 345 205:
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 : 22.8 47.9 30.3 64.2 21.0 47.4 27.9 63.7
Old : 22.8 47.9 30.3 64.2 21.0 47.4 27.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019