COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 250,573: 56,214 31,739 67,962 108,277 141,124 232,454 240,825: 18,119 9,748
Old : 215,706: 55,075 32,953 61,853 82,362 112,135 199,291 206,941: 16,415 8,765
Other: 34,867: 4,411 2,058 2,837 25,915 28,989 33,163 33,884: 1,704 983
: : :
: : Changes in Commitments from: December 17, 2019 :
: 7,739: 3,981 -5,599 3,590 -1,640 11,885 5,931 9,876: 1,808 -2,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.7 27.1 43.2 56.3 92.8 96.1: 7.2 3.9
Old : 100.0: 25.5 15.3 28.7 38.2 52.0 92.4 95.9: 7.6 4.1
Other: 100.0: 12.7 5.9 8.1 74.3 83.1 95.1 97.2: 4.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 119 91 101 68 74 241 222:
Old : 306: 114 94 94 65 72 231 216:
Other: 106: 34 11 21 39 36 80 64:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 21.3 22.8 30.1 12.1 14.1 17.6 21.7
Old : 14.1 23.0 21.0 31.2 13.1 21.0 19.5 28.4
Other: 47.8 43.5 61.2 65.1 44.1 42.8 55.6 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 20,824: 2,936 8,408 2,449 10,835 8,084 16,219 18,940: 4,605 1,884
Old : 20,660: 2,936 8,408 2,449 10,681 7,940 16,065 18,796: 4,595 1,864
Other: 164: 0 0 0 154 144 154 144: 10 20
: : :
: : Changes in Commitments from: December 17, 2019 :
: -4,640: -489 -1,439 -2,296 -1,576 -223 -4,362 -3,958: -279 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 40.4 11.8 52.0 38.8 77.9 91.0: 22.1 9.0
Old : 100.0: 14.2 40.7 11.9 51.7 38.4 77.8 91.0: 22.2 9.0
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 : 86: 23 26 13 30 15 59 52:
Old : 86: 23 26 13 30 15 59 52:
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 : 21.6 36.6 35.6 53.2 19.5 33.5 31.5 48.2
Old : 21.4 36.2 35.2 52.9 19.0 33.1 31.0 47.9
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 24, 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 : 325,604: 86,887 43,433 104,308 121,450 168,638 312,645 316,378: 12,960 9,226
Old : 268,823: 85,984 50,370 82,434 89,870 127,009 258,288 259,812: 10,536 9,011
Other: 56,781: 14,014 6,174 8,762 31,580 41,629 54,357 56,566: 2,424 215
: : :
: : Changes in Commitments from: December 17, 2019 :
: -36,320: -21,116 -1,376 -17,848 3,141 -16,246 -35,823 -35,469: -497 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.3 32.0 37.3 51.8 96.0 97.2: 4.0 2.8
Old : 100.0: 32.0 18.7 30.7 33.4 47.2 96.1 96.6: 3.9 3.4
Other: 100.0: 24.7 10.9 15.4 55.6 73.3 95.7 99.6: 4.3 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 102 52 96 57 47 206 161:
Old : 229: 99 61 86 57 45 196 156:
Other: 88: 29 18 17 33 23 70 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 : 14.3 26.0 23.1 37.6 12.0 17.6 17.8 25.6
Old : 12.9 23.2 21.6 34.2 10.6 15.7 16.8 23.5
Other: 42.2 50.5 53.8 68.6 35.6 45.9 45.2 58.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,170,963: 223,032 166,137 290,600 562,353 654,514 1,075,985 1,111,251: 94,979 59,713
Old : 1,170,963: 223,032 166,137 290,600 562,353 654,514 1,075,985 1,111,251: 94,979 59,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,788: -6,518 -16,045 683 5,518 12,246 -316 -3,116: 2,104 4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.2 24.8 48.0 55.9 91.9 94.9: 8.1 5.1
Old : 100.0: 19.0 14.2 24.8 48.0 55.9 91.9 94.9: 8.1 5.1
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 : 273: 96 63 105 97 91 246 211:
Old : 273: 96 63 105 97 91 246 211:
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 : 13.6 21.4 22.0 32.9 9.8 15.7 15.2 24.0
Old : 13.6 21.4 22.0 32.9 9.8 15.7 15.2 24.0
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 24, 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 : 355,400: 67,026 20,221 120,430 156,446 205,892 343,902 346,543: 11,499 8,857
Old : 303,831: 65,287 29,132 102,874 125,398 163,741 293,559 295,747: 10,271 8,084
Other: 51,570: 12,122 1,472 7,173 31,048 42,152 50,343 50,797: 1,227 773
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,568: 2,045 -1,173 949 -1,533 2,011 1,460 1,787: 107 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.7 33.9 44.0 57.9 96.8 97.5: 3.2 2.5
Old : 100.0: 21.5 9.6 33.9 41.3 53.9 96.6 97.3: 3.4 2.7
Other: 100.0: 23.5 2.9 13.9 60.2 81.7 97.6 98.5: 2.4 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 148 102 161 137 132 372 326:
Old : 425: 142 114 154 133 130 363 321:
Other: 174: 49 13 23 85 71 140 102:
:----------------------------------------------------------------------------------------------------
: 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 20.3 22.9 31.7 6.9 10.2 12.0 17.4
Old : 11.8 21.5 20.3 32.3 7.7 12.9 13.7 19.7
Other: 37.7 32.2 49.6 46.9 25.1 27.8 32.0 38.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 33,054: 24,038 10,808 2,112 4,538 18,419 30,688 31,339: 2,366 1,715
Old : 33,054: 24,038 10,808 2,112 4,538 18,419 30,688 31,339: 2,366 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 91: 990 -546 499 -957 121 532 74: -441 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 32.7 6.4 13.7 55.7 92.8 94.8: 7.2 5.2
Old : 100.0: 72.7 32.7 6.4 13.7 55.7 92.8 94.8: 7.2 5.2
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 : 93: 54 29 13 5 7 62 46:
Old : 93: 54 29 13 5 7 62 46:
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 : 32.1 71.1 54.1 80.0 30.2 71.1 51.1 78.9
Old : 32.1 71.1 54.1 80.0 30.2 71.1 51.1 78.9
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 24, 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 : 179,480: 8,006 62,898 15,846 154,617 98,887 178,469 177,631: 1,011 1,849
Old : 152,865: 8,474 63,438 12,333 131,064 75,842 151,871 151,613: 994 1,252
Other: 26,615: 2,569 2,498 476 23,553 23,045 26,598 26,019: 17 596
: : :
: : Changes in Commitments from: December 17, 2019 :
: -18,518: 1,062 -12,224 -1,685 -17,823 -4,632 -18,446 -18,541: -72 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 35.0 8.8 86.1 55.1 99.4 99.0: 0.6 1.0
Old : 100.0: 5.5 41.5 8.1 85.7 49.6 99.3 99.2: 0.7 0.8
Other: 100.0: 9.7 9.4 1.8 88.5 86.6 99.9 97.8: 0.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 39 99 31 47 61 110 171:
Old : 193: 39 81 31 43 52 105 144:
Other: 76: 7 32 5 15 27 26 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 : 57.0 27.8 76.5 40.4 53.2 24.7 66.3 36.4
Old : 56.8 24.8 75.7 39.6 52.4 21.5 67.4 34.8
Other: 81.5 66.2 95.5 79.7 81.2 64.6 92.3 75.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 383,301: 64,498 20,612 4,340 305,766 352,818 374,604 377,770: 8,697 5,531
Old : 383,301: 64,498 20,612 4,340 305,766 352,818 374,604 377,770: 8,697 5,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -59,660: -2,748 -384 -1,110 -52,833 -54,660 -56,691 -56,154: -2,969 -3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.4 1.1 79.8 92.0 97.7 98.6: 2.3 1.4
Old : 100.0: 16.8 5.4 1.1 79.8 92.0 97.7 98.6: 2.3 1.4
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 : 184: 39 20 10 87 71 130 97:
Old : 184: 39 20 10 87 71 130 97:
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 : 26.9 47.5 38.0 65.6 25.2 47.5 36.0 65.5
Old : 26.9 47.5 38.0 65.6 25.2 47.5 36.0 65.5
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 24, 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 : 1,455,018: 290,636 58,185 12,822 1,119,888 1,373,264 1,423,346 1,444,271: 31,672 10,747
Old : 1,455,018: 290,636 58,185 12,822 1,119,888 1,373,264 1,423,346 1,444,271: 31,672 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -201,974: 1,835 -10,728 -6,362 -142,235 -141,135 -146,762 -158,225: -55,212 -43,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.0 0.9 77.0 94.4 97.8 99.3: 2.2 0.7
Old : 100.0: 20.0 4.0 0.9 77.0 94.4 97.8 99.3: 2.2 0.7
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 : 442: 136 45 31 214 122 363 185:
Old : 442: 136 45 31 214 122 363 185:
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 52.5 29.6 68.6 21.1 52.3 27.9 68.4
Old : 21.8 52.5 29.6 68.6 21.1 52.3 27.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019