COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,682: 42,727 48,232 29,190 114,144 107,623 186,061 185,045: 9,621 10,637
Old : 130,547: 33,632 50,395 20,280 69,899 51,463 123,811 122,138: 6,736 8,409
Other: 65,135: 16,949 5,691 1,056 44,245 56,160 62,250 62,907: 2,885 2,228
: : :
: : Changes in Commitments from: March 17, 2020 :
: -15,576: -3,101 -1,464 -4,516 -7,882 -8,948 -15,499 -14,928: -77 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 24.6 14.9 58.3 55.0 95.1 94.6: 4.9 5.4
Old : 100.0: 25.8 38.6 15.5 53.5 39.4 94.8 93.6: 5.2 6.4
Other: 100.0: 26.0 8.7 1.6 67.9 86.2 95.6 96.6: 4.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 73 95 81 67 61 190 195:
Old : 248: 63 103 59 51 55 154 181:
Other: 151: 48 30 15 51 38 104 79:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 23.6 33.9 33.2 15.7 15.4 23.5 24.1
Old : 28.1 13.0 37.5 23.3 23.2 12.8 32.0 20.7
Other: 25.9 56.3 40.9 72.8 25.9 52.2 40.6 68.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,539: 3,555 5,547 292 8,279 7,913 12,126 13,752: 2,413 787
Old : 14,021: 3,508 5,551 288 7,831 7,409 11,627 13,248: 2,394 773
Other: 518: 51 0 0 448 504 499 504: 19 14
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,641: -850 -2,606 -41 -778 1,521 -1,669 -1,126: 28 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 38.2 2.0 56.9 54.4 83.4 94.6: 16.6 5.4
Old : 100.0: 25.0 39.6 2.1 55.9 52.8 82.9 94.5: 17.1 5.5
Other: 100.0: 9.8 0.0 0.0 86.5 97.3 96.3 97.3: 3.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 24 18 6 20 11 46 34:
Old : 70: 24 18 6 20 11 46 34:
Other: 9: 4 0 0 3 2 7 2:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 55.1 43.1 73.9 28.5 53.6 42.8 72.0
Old : 27.8 53.5 42.2 73.1 27.8 52.0 42.2 71.0
Other: 91.9 97.3 96.3 97.3 91.9 97.3 96.3 97.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 243,212: 56,037 40,071 50,952 125,122 144,406 232,111 235,429: 11,101 7,783
Old : 157,288: 54,730 38,928 25,287 68,729 86,218 148,746 150,433: 8,542 6,855
Other: 85,924: 18,659 18,495 8,313 56,393 58,188 83,365 84,996: 2,559 928
: : :
: : Changes in Commitments from: March 17, 2020 :
: -28,129: -14,757 78 -12,612 5,823 -8,870 -21,546 -21,404: -6,583 -6,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.5 20.9 51.4 59.4 95.4 96.8: 4.6 3.2
Old : 100.0: 34.8 24.7 16.1 43.7 54.8 94.6 95.6: 5.4 4.4
Other: 100.0: 21.7 21.5 9.7 65.6 67.7 97.0 98.9: 3.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 80 46 74 60 48 181 141:
Old : 201: 81 46 63 57 46 168 132:
Other: 99: 25 23 12 45 23 78 52:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 35.8 32.3 49.0 16.5 22.3 22.8 31.9
Old : 18.9 35.6 27.9 46.7 9.9 24.9 16.8 32.7
Other: 45.1 47.4 60.2 64.6 39.2 41.0 50.0 55.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,014,018: 194,386 105,709 127,132 621,966 718,571 943,484 951,412: 70,534 62,606
Old : 1,014,018: 194,386 105,709 127,132 621,966 718,571 943,484 951,412: 70,534 62,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -34,945: -6,647 -1,374 -26,143 2,124 -9,796 -30,666 -37,313: -4,279 2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.4 12.5 61.3 70.9 93.0 93.8: 7.0 6.2
Old : 100.0: 19.2 10.4 12.5 61.3 70.9 93.0 93.8: 7.0 6.2
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 : 247: 83 48 83 93 75 216 174:
Old : 247: 83 48 83 93 75 216 174:
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 : 17.0 29.3 26.2 41.4 9.2 17.2 15.1 24.1
Old : 17.0 29.3 26.2 41.4 9.2 17.2 15.1 24.1
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, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,868: 45,870 20,858 53,973 137,676 165,192 237,519 240,023: 8,349 5,845
Old : 159,472: 38,117 30,450 30,163 84,947 94,141 153,227 154,754: 6,245 4,718
Other: 86,396: 22,871 5,526 8,692 52,729 71,051 84,292 85,269: 2,104 1,127
: : :
: : Changes in Commitments from: March 17, 2020 :
: -10,390: -1,558 -8,623 -6,783 -591 6,693 -8,932 -8,713: -1,458 -1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.5 22.0 56.0 67.2 96.6 97.6: 3.4 2.4
Old : 100.0: 23.9 19.1 18.9 53.3 59.0 96.1 97.0: 3.9 3.0
Other: 100.0: 26.5 6.4 10.1 61.0 82.2 97.6 98.7: 2.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 108 62 106 131 121 296 249:
Old : 333: 103 75 84 120 111 268 228:
Other: 205: 52 28 25 100 71 159 118:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 21.5 26.5 34.8 8.4 14.9 14.9 23.4
Old : 13.7 23.8 23.0 36.4 10.5 18.3 17.6 26.7
Other: 29.9 32.9 42.0 47.1 22.5 25.1 32.3 37.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,338: 22,456 9,936 764 2,048 15,633 25,268 26,333: 3,070 2,005
Old : 28,338: 22,456 9,936 764 2,048 15,633 25,268 26,333: 3,070 2,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 3,016: 2,914 -2,454 -79 184 4,743 3,019 2,210: -3 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 35.1 2.7 7.2 55.2 89.2 92.9: 10.8 7.1
Old : 100.0: 79.2 35.1 2.7 7.2 55.2 89.2 92.9: 10.8 7.1
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 : 69: 39 19 7 7 5 50 28:
Old : 69: 39 19 7 7 5 50 28:
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 : 57.1 69.9 69.1 81.1 55.7 67.8 67.3 78.9
Old : 57.1 69.9 69.1 81.1 55.7 67.8 67.3 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 - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 175,291: 3,835 58,107 16,988 153,548 98,327 174,371 173,422: 920 1,869
Old : 120,309: 8,336 57,045 6,589 104,760 55,523 119,685 119,157: 624 1,152
Other: 54,982: 5,113 10,676 785 48,788 42,804 54,686 54,265: 296 717
: : :
: : Changes in Commitments from: March 17, 2020 :
: -6,883: -5,311 -11,188 1,249 -2,947 2,496 -7,009 -7,443: 126 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 33.1 9.7 87.6 56.1 99.5 98.9: 0.5 1.1
Old : 100.0: 6.9 47.4 5.5 87.1 46.2 99.5 99.0: 0.5 1.0
Other: 100.0: 9.3 19.4 1.4 88.7 77.9 99.5 98.7: 0.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 19 85 23 29 43 67 140:
Old : 142: 23 74 15 25 28 59 109:
Other: 76: 5 31 7 11 35 20 71:
:----------------------------------------------------------------------------------------------------
: 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 : 63.5 34.0 83.3 51.0 63.2 32.9 74.2 47.3
Old : 69.9 31.7 87.1 50.8 69.9 30.5 85.1 49.0
Other: 73.4 55.9 95.0 75.0 73.1 55.9 93.8 75.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 484,557: 26,549 29,941 559 449,868 447,992 476,976 478,492: 7,581 6,065
Old : 484,557: 26,549 29,941 559 449,868 447,992 476,976 478,492: 7,581 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -95,537: 1,107 10,397 -2,589 -80,618 -97,650 -82,100 -89,842: -13,437 -5,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.2 0.1 92.8 92.5 98.4 98.7: 1.6 1.3
Old : 100.0: 5.5 6.2 0.1 92.8 92.5 98.4 98.7: 1.6 1.3
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 : 171: 19 16 6 93 91 115 110:
Old : 171: 19 16 6 93 91 115 110:
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 : 32.5 48.1 48.5 59.7 32.0 48.1 47.7 59.7
Old : 32.5 48.1 48.5 59.7 32.0 48.1 47.7 59.7
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, March 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,373,751: 215,077 109,883 10,941 1,114,686 1,231,895 1,340,704 1,352,719: 33,047 21,032
Old : 1,373,751: 215,077 109,883 10,941 1,114,686 1,231,895 1,340,704 1,352,719: 33,047 21,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -430,690: -2,050 -1,951 -12,758 -275,224 -352,374 -290,032 -367,083: -140,658 -63,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.0 0.8 81.1 89.7 97.6 98.5: 2.4 1.5
Old : 100.0: 15.7 8.0 0.8 81.1 89.7 97.6 98.5: 2.4 1.5
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 : 397: 90 43 24 200 150 297 210:
Old : 397: 90 43 24 200 150 297 210:
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 : 16.0 41.2 28.5 53.9 15.0 41.2 26.0 53.7
Old : 16.0 41.2 28.5 53.9 15.0 41.2 26.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020