COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 229,656: 52,029 47,620 54,179 108,637 115,591 214,846 217,390: 14,810 12,266
Old : 199,304: 51,269 48,144 49,569 84,858 90,085 185,696 187,798: 13,608 11,506
Other: 30,352: 2,852 1,568 2,518 23,780 25,506 29,150 29,592: 1,202 760
: : :
: : Changes in Commitments from: December 3, 2019 :
: 532: 547 -9,007 1,176 -2,131 9,317 -408 1,486: 939 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 20.7 23.6 47.3 50.3 93.6 94.7: 6.4 5.3
Old : 100.0: 25.7 24.2 24.9 42.6 45.2 93.2 94.2: 6.8 5.8
Other: 100.0: 9.4 5.2 8.3 78.3 84.0 96.0 97.5: 4.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 110 98 97 65 70 224 223:
Old : 296: 103 102 90 63 68 216 216:
Other: 92: 26 13 17 34 34 66 60:
:----------------------------------------------------------------------------------------------------
: 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 17.0 23.9 25.5 13.9 11.1 20.1 18.3
Old : 15.6 17.9 23.5 26.3 15.3 16.9 22.3 24.4
Other: 51.2 42.8 65.5 66.5 47.8 42.2 60.3 65.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 24,112: 3,115 10,098 3,716 12,435 8,003 19,266 21,817: 4,846 2,295
Old : 23,948: 3,115 10,098 3,716 12,281 7,859 19,112 21,673: 4,836 2,275
Other: 164: 0 0 0 154 144 154 144: 10 20
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,475: 306 915 740 213 12 1,258 1,667: 217 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 41.9 15.4 51.6 33.2 79.9 90.5: 20.1 9.5
Old : 100.0: 13.0 42.2 15.5 51.3 32.8 79.8 90.5: 20.2 9.5
Other: 100.0: 0.0 0.0 0.0 93.9 87.8 93.9 87.8: 6.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 21 33 15 30 17 60 59:
Old : 90: 21 33 15 30 17 60 59:
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 : 21.2 34.0 32.9 48.6 19.9 31.2 29.8 44.0
Old : 20.7 33.7 32.5 48.3 19.4 30.8 29.4 43.7
Other: 93.9 87.8 93.9 87.8 93.9 87.8 93.9 87.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 369,235: 107,317 42,360 125,117 122,313 191,513 354,748 358,990: 14,487 10,245
Old : 311,145: 106,374 50,185 102,712 90,358 148,258 299,445 301,155: 11,700 9,990
Other: 58,090: 14,553 5,786 8,795 31,955 43,255 55,303 57,836: 2,787 255
: : :
: : Changes in Commitments from: December 3, 2019 :
: 6,561: 732 1,257 4,315 499 848 5,546 6,420: 1,015 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.5 33.9 33.1 51.9 96.1 97.2: 3.9 2.8
Old : 100.0: 34.2 16.1 33.0 29.0 47.6 96.2 96.8: 3.8 3.2
Other: 100.0: 25.1 10.0 15.1 55.0 74.5 95.2 99.6: 4.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 98 75 104 53 53 215 182:
Old : 251: 98 81 93 53 52 207 177:
Other: 89: 34 16 21 30 23 74 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 : 13.9 25.2 23.7 37.3 12.2 17.1 18.8 25.9
Old : 14.1 22.5 23.9 35.6 12.0 15.7 18.4 24.0
Other: 42.5 49.9 54.2 68.5 35.4 44.5 45.7 58.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 1,207,617: 222,421 201,839 299,987 587,769 648,187 1,110,178 1,150,013: 97,439 57,604
Old : 1,207,617: 222,421 201,839 299,987 587,769 648,187 1,110,178 1,150,013: 97,439 57,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 47,530: 25,111 -61,208 31,137 -16,401 82,479 39,847 52,408: 7,684 -4,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.7 24.8 48.7 53.7 91.9 95.2: 8.1 4.8
Old : 100.0: 18.4 16.7 24.8 48.7 53.7 91.9 95.2: 8.1 4.8
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 : 281: 100 67 105 96 91 245 218:
Old : 281: 100 67 105 96 91 245 218:
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 : 14.2 20.8 22.6 32.4 10.0 15.1 15.2 23.0
Old : 14.2 20.8 22.6 32.4 10.0 15.1 15.2 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, December 10, 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 : 364,471: 63,464 25,853 123,985 165,310 204,417 352,758 354,254: 11,712 10,216
Old : 316,824: 62,379 32,237 109,646 134,354 165,366 306,378 307,249: 10,446 9,576
Other: 47,646: 9,438 1,968 5,987 30,956 39,051 46,380 47,006: 1,266 641
: : :
: : Changes in Commitments from: December 3, 2019 :
: 16,923: 7,491 -9,162 14,235 -4,223 11,558 17,503 16,631: -580 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.1 34.0 45.4 56.1 96.8 97.2: 3.2 2.8
Old : 100.0: 19.7 10.2 34.6 42.4 52.2 96.7 97.0: 3.3 3.0
Other: 100.0: 19.8 4.1 12.6 65.0 82.0 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 172 99 166 133 130 382 339:
Old : 449: 166 112 161 129 129 374 336:
Other: 172: 39 18 24 86 73 134 108:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 19.8 22.5 30.6 7.0 10.0 11.9 17.0
Old : 11.8 21.0 20.2 31.3 7.8 12.8 13.3 19.3
Other: 37.6 30.3 50.1 46.1 24.0 25.9 30.7 37.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 47,133: 30,752 8,493 3,289 8,559 32,403 42,600 44,185: 4,533 2,948
Old : 47,133: 30,752 8,493 3,289 8,559 32,403 42,600 44,185: 4,533 2,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,123: -426 1,183 -70 1,032 -56 536 1,058: 1,586 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 18.0 7.0 18.2 68.7 90.4 93.7: 9.6 6.3
Old : 100.0: 65.2 18.0 7.0 18.2 68.7 90.4 93.7: 9.6 6.3
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: 51 24 12 5 5 58 40:
Old : 84: 51 24 12 5 5 58 40:
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 : 38.6 79.7 59.6 85.2 35.2 79.7 54.5 82.4
Old : 38.6 79.7 59.6 85.2 35.2 79.7 54.5 82.4
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, December 10, 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 : 199,125: 3,711 87,700 28,819 165,500 80,944 198,031 197,463: 1,094 1,662
Old : 180,253: 3,563 82,910 27,224 148,397 68,907 179,184 179,041: 1,069 1,212
Other: 18,872: 1,433 6,075 311 17,103 12,036 18,847 18,422: 25 450
: : :
: : Changes in Commitments from: December 3, 2019 :
: 5,064: -1,745 794 5,729 974 -1,437 4,958 5,086: 105 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 44.0 14.5 83.1 40.6 99.5 99.2: 0.5 0.8
Old : 100.0: 2.0 46.0 15.1 82.3 38.2 99.4 99.3: 0.6 0.7
Other: 100.0: 7.6 32.2 1.6 90.6 63.8 99.9 97.6: 0.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 39 112 40 52 70 120 198:
Old : 226: 39 106 37 51 63 116 182:
Other: 62: 6 23 4 13 25 23 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 : 49.4 23.2 70.2 37.6 44.5 18.6 60.4 31.5
Old : 51.1 21.7 72.0 37.2 46.0 17.8 63.2 31.8
Other: 86.8 64.9 96.3 83.6 86.5 63.8 95.3 82.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 384,964: 67,198 15,422 4,881 302,654 356,880 374,733 377,183: 10,231 7,781
Old : 384,964: 67,198 15,422 4,881 302,654 356,880 374,733 377,183: 10,231 7,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,505: 918 4,172 1,747 -4,483 -9,444 -1,818 -3,525: 313 2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.0 1.3 78.6 92.7 97.3 98.0: 2.7 2.0
Old : 100.0: 17.5 4.0 1.3 78.6 92.7 97.3 98.0: 2.7 2.0
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 : 179: 38 17 13 87 73 130 99:
Old : 179: 38 17 13 87 73 130 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 : 26.4 45.0 39.2 65.4 24.3 44.3 36.5 64.3
Old : 26.4 45.0 39.2 65.4 24.3 44.3 36.5 64.3
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, December 10, 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 : 1,437,391: 318,319 61,886 14,934 1,072,827 1,344,329 1,406,080 1,421,149: 31,311 16,242
Old : 1,437,391: 318,319 61,886 14,934 1,072,827 1,344,329 1,406,080 1,421,149: 31,311 16,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -7,568: -6,065 -3,056 2,832 646 -10,129 -2,587 -10,353: -4,981 2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.3 1.0 74.6 93.5 97.8 98.9: 2.2 1.1
Old : 100.0: 22.1 4.3 1.0 74.6 93.5 97.8 98.9: 2.2 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 : 434: 132 46 34 213 130 358 198:
Old : 434: 132 46 34 213 130 358 198:
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 : 23.0 51.6 30.4 66.3 21.4 50.9 28.3 65.3
Old : 23.0 51.6 30.4 66.3 21.4 50.9 28.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019