COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 31, 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 : 221,797: 56,382 30,987 50,819 99,535 130,827 206,736 212,633: 15,061 9,164
Old : 191,246: 55,735 32,600 46,608 75,384 103,682 177,727 182,890: 13,519 8,356
Other: 30,551: 4,711 2,451 147 24,151 27,145 29,009 29,743: 1,542 808
: : :
: : Changes in Commitments from: December 24, 2019 :
: 7,756: 1,768 -3,361 4,212 2,161 6,758 8,141 7,609: -385 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.0 22.9 44.9 59.0 93.2 95.9: 6.8 4.1
Old : 100.0: 29.1 17.0 24.4 39.4 54.2 92.9 95.6: 7.1 4.4
Other: 100.0: 15.4 8.0 0.5 79.1 88.9 95.0 97.4: 5.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 108 71 83 62 64 213 187:
Old : 275: 107 73 79 56 62 203 183:
Other: 102: 23 19 6 35 34 63 57:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 24.0 24.4 33.0 13.7 16.1 19.9 25.2
Old : 15.1 25.6 22.9 34.7 15.0 24.0 22.2 32.0
Other: 52.9 49.5 68.7 72.9 50.2 49.0 65.2 72.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 31, 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 : 17,058: 3,853 8,376 401 8,702 6,293 12,956 15,070: 4,102 1,988
Old : 16,893: 3,853 8,376 401 8,548 6,147 12,802 14,924: 4,091 1,969
Other: 165: 0 0 0 154 146 154 146: 11 19
: : :
: : Changes in Commitments from: December 24, 2019 :
: -364: 78 -12 -46 -146 -471 -114 -529: -250 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 49.1 2.4 51.0 36.9 76.0 88.3: 24.0 11.7
Old : 100.0: 22.8 49.6 2.4 50.6 36.4 75.8 88.3: 24.2 11.7
Other: 100.0: 0.0 0.0 0.0 93.3 88.5 93.3 88.5: 6.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 26 9 25 10 54 43:
Old : 83: 23 26 9 25 10 54 43:
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 : 25.6 38.7 39.0 55.5 25.6 38.7 39.0 53.6
Old : 24.9 38.2 38.5 55.2 24.9 38.2 38.5 53.3
Other: 93.3 88.5 93.3 88.5 93.3 88.5 93.3 88.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 31, 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 : 281,569: 84,276 45,521 75,529 108,657 151,757 268,462 272,807: 13,107 8,762
Old : 225,072: 83,247 52,066 53,766 77,496 110,791 214,509 216,623: 10,563 8,449
Other: 56,497: 14,315 6,741 8,477 31,161 40,966 53,953 56,184: 2,544 313
: : :
: : Changes in Commitments from: December 24, 2019 :
: -7,162: -4,610 -1,559 -4,392 1,087 -1,066 -7,915 -7,017: 753 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.2 26.8 38.6 53.9 95.3 96.9: 4.7 3.1
Old : 100.0: 37.0 23.1 23.9 34.4 49.2 95.3 96.2: 4.7 3.8
Other: 100.0: 25.3 11.9 15.0 55.2 72.5 95.5 99.4: 4.5 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 90 51 80 56 47 196 142:
Old : 217: 88 59 68 56 45 185 136:
Other: 86: 26 19 8 32 22 63 44:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 28.1 23.0 40.2 13.9 21.5 20.6 29.7
Old : 13.5 25.1 22.4 35.5 12.7 19.8 20.0 27.7
Other: 41.4 51.2 53.4 69.6 35.9 45.9 45.0 57.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 31, 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 : 989,858: 225,538 172,695 195,687 474,666 567,448 895,891 935,830: 93,967 54,028
Old : 989,858: 225,538 172,695 195,687 474,666 567,448 895,891 935,830: 93,967 54,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -5,966: -6,841 2,816 -3,286 441 -3,320 -9,686 -3,790: 3,720 -2,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.4 19.8 48.0 57.3 90.5 94.5: 9.5 5.5
Old : 100.0: 22.8 17.4 19.8 48.0 57.3 90.5 94.5: 9.5 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 : 269: 83 69 90 90 84 225 198:
Old : 269: 83 69 90 90 84 225 198:
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 : 13.5 22.5 22.2 35.0 10.9 17.5 16.8 26.4
Old : 13.5 22.5 22.2 35.0 10.9 17.5 16.8 26.4
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 - Futures Only, December 31, 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 : 277,161: 71,077 24,762 66,362 129,169 178,404 266,608 269,528: 10,553 7,633
Old : 232,627: 69,459 32,957 52,468 101,276 140,254 223,203 225,679: 9,424 6,948
Other: 44,534: 11,800 1,987 3,712 27,893 38,150 43,405 43,849: 1,129 685
: : :
: : Changes in Commitments from: December 24, 2019 :
: 562: -300 382 -303 1,407 678 804 757: -242 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.9 23.9 46.6 64.4 96.2 97.2: 3.8 2.8
Old : 100.0: 29.9 14.2 22.6 43.5 60.3 95.9 97.0: 4.1 3.0
Other: 100.0: 26.5 4.5 8.3 62.6 85.7 97.5 98.5: 2.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 145 85 124 129 122 344 284:
Old : 409: 146 93 111 125 120 329 279:
Other: 169: 44 14 14 78 69 125 95:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 21.7 22.1 34.5 8.8 13.8 15.5 22.8
Old : 11.8 23.7 21.2 34.7 10.1 17.0 18.1 25.9
Other: 38.2 35.3 52.3 49.5 29.1 32.3 37.1 42.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 31, 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 : 35,967: 24,945 12,891 2,339 5,978 18,437 33,262 33,667: 2,705 2,300
Old : 35,967: 24,945 12,891 2,339 5,978 18,437 33,262 33,667: 2,705 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,991: 907 2,084 299 1,442 19 2,648 2,402: 343 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 35.8 6.5 16.6 51.3 92.5 93.6: 7.5 6.4
Old : 100.0: 69.4 35.8 6.5 16.6 51.3 92.5 93.6: 7.5 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 : 83: 39 35 12 4 6 43 53:
Old : 83: 39 35 12 4 6 43 53:
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 : 39.9 65.1 62.0 73.4 39.9 65.1 58.4 72.8
Old : 39.9 65.1 62.0 73.4 39.9 65.1 58.4 72.8
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 - Futures Only, December 31, 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 : 174,632: 7,348 58,046 15,856 150,558 98,763 173,762 172,665: 870 1,967
Old : 146,323: 7,727 58,181 12,195 125,539 74,625 145,461 145,001: 862 1,322
Other: 28,309: 3,010 3,254 272 25,019 24,138 28,301 27,664: 8 645
: : :
: : Changes in Commitments from: December 24, 2019 :
: -2,099: -1,465 -4,825 1,654 -2,301 881 -2,112 -2,290: 13 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 33.2 9.1 86.2 56.6 99.5 98.9: 0.5 1.1
Old : 100.0: 5.3 39.8 8.3 85.8 51.0 99.4 99.1: 0.6 0.9
Other: 100.0: 10.6 11.5 1.0 88.4 85.3 100.0 97.7: 0.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 36 89 25 38 53 95 151:
Old : 171: 36 73 25 35 43 91 123:
Other: 74: 8 33 4 11 26 21 61:
:----------------------------------------------------------------------------------------------------
: 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 : 57.6 29.4 78.2 42.8 53.5 26.6 67.2 38.0
Old : 56.4 26.3 77.6 42.2 52.6 23.3 68.7 36.6
Other: 81.6 66.4 95.0 79.8 81.3 64.4 93.1 75.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, December 31, 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 : 394,554: 65,856 22,020 1,574 317,487 366,146 384,917 389,740: 9,637 4,814
Old : 394,554: 65,856 22,020 1,574 317,487 366,146 384,917 389,740: 9,637 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 11,253: 1,358 1,408 -2,766 11,721 13,328 10,313 11,970: 940 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.6 0.4 80.5 92.8 97.6 98.8: 2.4 1.2
Old : 100.0: 16.7 5.6 0.4 80.5 92.8 97.6 98.8: 2.4 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 : 183: 40 16 10 90 70 133 93:
Old : 183: 40 16 10 90 70 133 93:
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 : 28.4 47.3 39.5 66.1 27.4 47.3 37.9 66.0
Old : 28.4 47.3 39.5 66.1 27.4 47.3 37.9 66.0
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 - Futures Only, December 31, 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 : 1,466,368: 290,452 50,003 10,906 1,128,238 1,390,986 1,429,596 1,451,895: 36,772 14,473
Old : 1,466,368: 290,452 50,003 10,906 1,128,238 1,390,986 1,429,596 1,451,895: 36,772 14,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 11,350: -184 -8,182 -1,916 8,350 17,722 6,250 7,624: 5,100 3,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.4 0.7 76.9 94.9 97.5 99.0: 2.5 1.0
Old : 100.0: 19.8 3.4 0.7 76.9 94.9 97.5 99.0: 2.5 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 : 444: 139 45 32 214 122 366 186:
Old : 444: 139 45 32 214 122 366 186:
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 : 21.8 52.0 29.8 68.9 21.4 51.8 28.2 68.6
Old : 21.8 52.0 29.8 68.9 21.4 51.8 28.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020