COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,743: 61,508 47,114 61,281 105,316 119,576 228,105 227,971: 12,638 12,772
Old : 207,506: 58,431 48,499 54,798 83,010 92,608 196,239 195,905: 11,267 11,601
Other: 33,237: 6,551 2,089 3,009 22,307 26,968 31,867 32,065: 1,370 1,171
: : :
: : Changes in Commitments from: January 9, 2024 :
: 6,224: 3,810 -1,692 1,144 2,361 7,578 7,314 7,029: -1,090 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.6 25.5 43.7 49.7 94.8 94.7: 5.2 5.3
Old : 100.0: 28.2 23.4 26.4 40.0 44.6 94.6 94.4: 5.4 5.6
Other: 100.0: 19.7 6.3 9.1 67.1 81.1 95.9 96.5: 4.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 114 80 102 68 73 225 214:
Old : 278: 106 86 96 63 71 213 211:
Other: 117: 42 15 16 46 32 94 59:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 17.8 23.3 26.2 10.2 10.3 16.4 16.5
Old : 13.9 17.2 24.5 26.1 9.9 9.9 17.1 16.6
Other: 32.6 34.2 47.6 55.1 32.0 33.8 46.4 53.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,074: 2,772 2,085 4,179 4,439 4,601 11,390 10,866: 1,683 2,208
Old : 13,052: 2,762 2,085 4,179 4,427 4,597 11,368 10,862: 1,683 2,190
Other: 22: 10 0 0 12 4 22 4: 0 18
: : :
: : Changes in Commitments from: January 9, 2024 :
: 192: -56 110 187 162 -76 293 221: -101 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.9 32.0 34.0 35.2 87.1 83.1: 12.9 16.9
Old : 100.0: 21.2 16.0 32.0 33.9 35.2 87.1 83.2: 12.9 16.8
Other: 100.0: 45.5 0.0 0.0 54.5 18.2 100.0 18.2: 0.0 81.8
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 24 14 16 8 45 36:
Old : 61: 19 24 14 16 8 45 36:
Other: 5: 1 0 0 3 1 4 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 : 33.2 36.5 49.1 55.5 20.3 21.2 28.6 29.0
Old : 33.1 36.5 49.1 55.6 20.2 21.3 28.6 29.0
Other: 100.0 18.2 100.0 18.2 100.0 18.2 100.0 18.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 476,440: 115,875 52,140 207,698 135,044 200,418 458,617 460,257: 17,823 16,184
Old : 430,339: 112,398 62,323 185,747 116,759 167,152 414,904 415,221: 15,434 15,117
Other: 46,102: 15,809 2,149 9,620 18,284 33,266 43,713 45,035: 2,389 1,067
: : :
: : Changes in Commitments from: January 9, 2024 :
: 21,337: 7,183 1,143 14,016 -1,591 7,954 19,609 23,113: 1,728 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.9 43.6 28.3 42.1 96.3 96.6: 3.7 3.4
Old : 100.0: 26.1 14.5 43.2 27.1 38.8 96.4 96.5: 3.6 3.5
Other: 100.0: 34.3 4.7 20.9 39.7 72.2 94.8 97.7: 5.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 122 75 96 46 56 212 196:
Old : 269: 115 85 87 45 56 203 193:
Other: 96: 39 15 20 29 26 75 55:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 29.3 36.1 40.5 7.6 8.6 12.2 14.0
Old : 27.8 30.1 36.5 40.8 8.4 9.8 13.2 14.8
Other: 32.9 35.7 51.1 55.7 18.4 27.5 28.6 42.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,080,547: 135,102 97,190 289,160 574,605 635,572 998,867 1,021,922: 81,680 58,625
Old : 1,080,547: 135,102 97,190 289,160 574,605 635,572 998,867 1,021,922: 81,680 58,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -25,972: -1,879 418 -19,455 -6,521 69 -27,855 -18,968: 1,883 -7,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.0 26.8 53.2 58.8 92.4 94.6: 7.6 5.4
Old : 100.0: 12.5 9.0 26.8 53.2 58.8 92.4 94.6: 7.6 5.4
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 : 215: 69 50 80 85 80 194 172:
Old : 215: 69 50 80 85 80 194 172:
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 : 16.8 21.4 26.5 33.1 7.0 12.0 10.8 17.4
Old : 16.8 21.4 26.5 33.1 7.0 12.0 10.8 17.4
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, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,296: 71,787 21,142 91,171 90,703 142,756 253,661 255,069: 10,635 9,226
Old : 242,191: 73,569 29,635 74,524 84,017 129,496 232,111 233,656: 10,080 8,535
Other: 22,105: 13,234 6,524 1,630 6,686 13,260 21,549 21,413: 556 692
: : :
: : Changes in Commitments from: January 9, 2024 :
: -5,251: 7 -3,221 -1,022 -4,501 -1,665 -5,516 -5,908: 265 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.0 34.5 34.3 54.0 96.0 96.5: 4.0 3.5
Old : 100.0: 30.4 12.2 30.8 34.7 53.5 95.8 96.5: 4.2 3.5
Other: 100.0: 59.9 29.5 7.4 30.2 60.0 97.5 96.9: 2.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 158 73 123 112 126 324 275:
Old : 374: 159 72 121 108 123 319 269:
Other: 143: 25 27 19 55 61 91 97:
:----------------------------------------------------------------------------------------------------
: 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 22.1 26.0 36.3 8.3 12.7 13.6 19.4
Old : 15.7 23.3 24.3 37.6 8.8 14.0 14.6 23.0
Other: 62.2 25.4 72.1 43.2 57.6 24.9 65.1 41.6
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,461: 851 10,505 13,418 19,189 9,536 33,458 33,459: 2 2
Old : 33,461: 851 10,505 13,418 19,189 9,536 33,458 33,459: 2 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,976: -414 -380 1,805 586 551 1,977 1,976: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 31.4 40.1 57.3 28.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 31.4 40.1 57.3 28.5 100.0 100.0: 0.0 0.0
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 : 20: 4 5 7 10 7 19 14:
Old : 20: 4 5 7 10 7 19 14:
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 : 65.0 75.8 88.6 96.1 24.9 31.4 31.8 32.8
Old : 65.0 75.8 88.6 96.1 24.9 31.4 31.8 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,543: 15,077 13,803 1,731 3,920 5,210 20,728 20,745: 2,814 2,798
Old : 23,543: 15,077 13,803 1,731 3,920 5,210 20,728 20,745: 2,814 2,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -366: -964 648 -59 320 -598 -704 -9: 338 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 58.6 7.4 16.6 22.1 88.0 88.1: 12.0 11.9
Old : 100.0: 64.0 58.6 7.4 16.6 22.1 88.0 88.1: 12.0 11.9
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 : 99: 48 41 7 7 5 58 50:
Old : 99: 48 41 7 7 5 58 50:
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 : 43.6 40.5 54.0 57.5 38.5 39.9 48.2 55.1
Old : 43.6 40.5 54.0 57.5 38.5 39.9 48.2 55.1
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, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 268,169: 7,343 144,690 26,055 233,231 95,630 266,630 266,375: 1,539 1,793
Old : 243,859: 12,016 141,987 19,524 210,930 80,958 242,470 242,469: 1,390 1,391
Other: 24,309: 1,149 8,526 709 22,301 14,672 24,160 23,907: 149 402
: : :
: : Changes in Commitments from: January 9, 2024 :
: 14,799: -2,409 10,683 -3,651 20,758 7,805 14,698 14,837: 101 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 54.0 9.7 87.0 35.7 99.4 99.3: 0.6 0.7
Old : 100.0: 4.9 58.2 8.0 86.5 33.2 99.4 99.4: 0.6 0.6
Other: 100.0: 4.7 35.1 2.9 91.7 60.4 99.4 98.3: 0.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 52 157 58 61 63 150 248:
Old : 298: 57 156 48 59 53 143 233:
Other: 74: 13 28 10 15 26 34 58:
:----------------------------------------------------------------------------------------------------
: 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 28.6 72.1 41.1 51.1 23.9 62.9 35.7
Old : 52.1 30.6 70.7 44.4 49.6 26.6 65.1 39.3
Other: 83.8 54.6 91.9 74.2 80.9 54.6 88.5 74.2
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 426,485: 29,826 59,921 1,351 381,532 356,846 412,709 418,118: 13,776 8,367
Old : 426,485: 29,826 59,921 1,351 381,532 356,846 412,709 418,118: 13,776 8,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 210: -320 649 -10 2,159 450 1,829 1,089: -1,619 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.0 0.3 89.5 83.7 96.8 98.0: 3.2 2.0
Old : 100.0: 7.0 14.0 0.3 89.5 83.7 96.8 98.0: 3.2 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 : 200: 28 18 9 113 81 147 102:
Old : 200: 28 18 9 113 81 147 102:
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 : 25.7 40.2 39.4 62.5 24.1 40.2 37.4 62.4
Old : 25.7 40.2 39.4 62.5 24.1 40.2 37.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,037,054: 153,049 141,279 8,816 842,549 874,412 1,004,414 1,024,507: 32,640 12,547
Old : 1,037,054: 153,049 141,279 8,816 842,549 874,412 1,004,414 1,024,507: 32,640 12,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -28,284: 1,490 -9,661 -208 -28,264 -17,693 -26,982 -27,562: -1,302 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.6 0.9 81.2 84.3 96.9 98.8: 3.1 1.2
Old : 100.0: 14.8 13.6 0.9 81.2 84.3 96.9 98.8: 3.1 1.2
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 : 392: 71 42 26 228 136 310 193:
Old : 392: 71 42 26 228 136 310 193:
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 : 15.5 31.0 24.1 45.5 14.6 30.1 22.6 43.1
Old : 15.5 31.0 24.1 45.5 14.6 30.1 22.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2024