COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 280,091: 56,524 26,946 84,198 120,111 158,464 260,834 269,608: 19,258 10,484
Old : 242,747: 55,818 29,110 76,784 92,707 127,579 225,308 233,473: 17,438 9,273
Other: 37,345: 4,981 2,110 3,140 27,405 30,885 35,526 36,134: 1,819 1,210
: : :
: : Changes in Commitments from: December 31, 2019 :
: 19,007: -185 -1,541 10,034 7,829 9,933 17,678 18,427: 1,328 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.6 30.1 42.9 56.6 93.1 96.3: 6.9 3.7
Old : 100.0: 23.0 12.0 31.6 38.2 52.6 92.8 96.2: 7.2 3.8
Other: 100.0: 13.3 5.6 8.4 73.4 82.7 95.1 96.8: 4.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 118 83 105 70 72 247 210:
Old : 297: 116 83 99 68 72 239 207:
Other: 113: 30 20 25 43 37 86 72:
:----------------------------------------------------------------------------------------------------
: 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 23.7 23.2 32.8 12.0 16.1 16.9 23.3
Old : 14.2 26.3 21.1 35.0 12.9 22.2 18.6 29.0
Other: 43.7 42.3 60.1 63.5 40.7 41.9 54.9 62.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 21,363: 2,898 8,699 2,769 10,733 7,546 16,400 19,014: 4,963 2,349
Old : 21,195: 2,898 8,699 2,769 10,577 7,400 16,244 18,868: 4,951 2,327
Other: 167: 0 0 0 156 146 156 146: 11 21
: : :
: : Changes in Commitments from: December 31, 2019 :
: 536: 28 290 137 -188 -195 -23 232: 559 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 40.7 13.0 50.2 35.3 76.8 89.0: 23.2 11.0
Old : 100.0: 13.7 41.0 13.1 49.9 34.9 76.6 89.0: 23.4 11.0
Other: 100.0: 0.0 0.0 0.0 93.3 87.3 93.3 87.3: 6.7 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 21 30 15 29 14 58 55:
Old : 87: 21 30 15 29 14 58 55:
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 : 21.3 35.6 35.5 51.5 19.1 31.9 31.2 45.6
Old : 21.1 35.2 35.1 51.2 18.6 31.4 30.8 45.2
Other: 93.3 87.3 93.3 87.3 93.3 87.3 93.3 87.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 321,445: 84,214 40,739 102,440 120,352 168,087 307,006 311,266: 14,439 10,180
Old : 260,945: 83,276 48,489 78,180 88,246 124,734 249,701 251,403: 11,244 9,542
Other: 60,501: 15,788 7,099 9,411 32,106 43,352 57,305 59,862: 3,196 638
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,894: 2,188 38 1,734 -1,977 -58 1,945 1,714: 949 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.7 31.9 37.4 52.3 95.5 96.8: 4.5 3.2
Old : 100.0: 31.9 18.6 30.0 33.8 47.8 95.7 96.3: 4.3 3.7
Other: 100.0: 26.1 11.7 15.6 53.1 71.7 94.7 98.9: 5.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 90 57 98 57 50 207 161:
Old : 228: 89 67 86 57 48 196 157:
Other: 92: 27 20 19 35 24 74 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 : 14.6 26.6 22.8 38.3 11.6 17.6 17.8 25.8
Old : 12.7 23.7 21.0 34.1 10.5 15.6 17.0 23.0
Other: 40.9 49.5 52.8 66.9 35.8 45.2 44.5 56.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 1,182,058: 206,906 167,356 296,574 577,352 661,365 1,080,832 1,125,296: 101,226 56,762
Old : 1,182,058: 206,906 167,356 296,574 577,352 661,365 1,080,832 1,125,296: 101,226 56,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 15,030: -10,258 194 7,374 15,468 8,249 12,584 15,817: 2,446 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 14.2 25.1 48.8 56.0 91.4 95.2: 8.6 4.8
Old : 100.0: 17.5 14.2 25.1 48.8 56.0 91.4 95.2: 8.6 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 : 272: 90 64 102 102 93 245 210:
Old : 272: 90 64 102 102 93 245 210:
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 : 14.0 19.8 22.4 31.9 9.4 14.2 14.6 23.4
Old : 14.0 19.8 22.4 31.9 9.4 14.2 14.6 23.4
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 07, 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 : 364,175: 65,482 20,098 128,106 157,601 207,086 351,190 355,290: 12,986 8,885
Old : 309,129: 64,695 30,803 106,238 126,330 163,901 297,262 300,942: 11,867 8,187
Other: 55,046: 13,962 2,469 8,694 31,272 43,185 53,927 54,348: 1,119 698
: : :
: : Changes in Commitments from: December 31, 2019 :
: 5,937: -1,443 33 6,622 -960 -986 4,218 5,668: 1,718 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.5 35.2 43.3 56.9 96.4 97.6: 3.6 2.4
Old : 100.0: 20.9 10.0 34.4 40.9 53.0 96.2 97.4: 3.8 2.6
Other: 100.0: 25.4 4.5 15.8 56.8 78.5 98.0 98.7: 2.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 152 113 172 137 131 385 336:
Old : 439: 152 120 165 136 129 378 332:
Other: 177: 43 23 24 81 74 136 110:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 19.9 23.1 31.5 6.7 9.8 11.6 16.7
Old : 11.7 21.0 20.2 32.2 7.7 12.6 13.4 19.0
Other: 38.3 31.3 52.3 46.6 28.2 26.1 35.8 36.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 35,185: 23,825 11,357 3,258 5,383 18,456 32,466 33,071: 2,719 2,113
Old : 35,185: 23,825 11,357 3,258 5,383 18,456 32,466 33,071: 2,719 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -839: -1,121 -1,534 870 -598 19 -849 -646: 10 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 32.3 9.3 15.3 52.5 92.3 94.0: 7.7 6.0
Old : 100.0: 67.7 32.3 9.3 15.3 52.5 92.3 94.0: 7.7 6.0
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 : 86: 44 31 13 6 8 51 51:
Old : 86: 44 31 13 6 8 51 51:
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 : 49.0 67.0 67.8 78.1 48.1 67.0 64.8 75.2
Old : 49.0 67.0 67.8 78.1 48.1 67.0 64.8 75.2
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 07, 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 : 182,116: 8,976 50,617 21,632 150,611 107,754 181,219 180,003: 896 2,112
Old : 149,544: 9,394 51,628 16,731 122,540 79,824 148,664 148,183: 879 1,361
Other: 32,572: 3,905 3,312 579 28,072 27,931 32,555 31,821: 17 751
: : :
: : Changes in Commitments from: December 31, 2019 :
: 4,750: 2,399 -7,457 4,147 -1,668 7,977 4,879 4,668: -129 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 27.8 11.9 82.7 59.2 99.5 98.8: 0.5 1.2
Old : 100.0: 6.3 34.5 11.2 81.9 53.4 99.4 99.1: 0.6 0.9
Other: 100.0: 12.0 10.2 1.8 86.2 85.8 99.9 97.7: 0.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 49 88 32 44 64 118 165:
Old : 194: 50 71 30 40 56 112 137:
Other: 82: 9 35 7 14 29 29 67:
:----------------------------------------------------------------------------------------------------
: 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 : 55.0 29.0 75.9 43.6 47.4 27.0 61.1 38.2
Old : 54.2 25.5 74.8 42.0 47.2 24.0 62.4 37.0
Other: 75.8 64.6 94.0 79.9 75.5 61.0 92.3 75.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 378,279: 53,568 11,044 1,910 313,108 358,840 368,586 371,794: 9,693 6,485
Old : 378,279: 53,568 11,044 1,910 313,108 358,840 368,586 371,794: 9,693 6,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -16,275: -12,288 -10,976 336 -4,379 -7,306 -16,331 -17,946: 56 1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.9 0.5 82.8 94.9 97.4 98.3: 2.6 1.7
Old : 100.0: 14.2 2.9 0.5 82.8 94.9 97.4 98.3: 2.6 1.7
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 : 180: 41 11 10 91 73 136 90:
Old : 180: 41 11 10 91 73 136 90:
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 : 30.1 49.9 40.6 70.1 29.0 49.9 38.7 70.0
Old : 30.1 49.9 40.6 70.1 29.0 49.9 38.7 70.0
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 with Delta-adjusted Options and Futures Combined, January 07, 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 : 1,462,808: 288,488 41,580 10,742 1,131,272 1,398,876 1,430,502 1,451,198: 32,306 11,610
Old : 1,462,808: 288,488 41,580 10,742 1,131,272 1,398,876 1,430,502 1,451,198: 32,306 11,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,560: -1,964 -8,423 -164 3,034 7,890 906 -697: -4,466 -2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.8 0.7 77.3 95.6 97.8 99.2: 2.2 0.8
Old : 100.0: 19.7 2.8 0.7 77.3 95.6 97.8 99.2: 2.2 0.8
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 : 447: 142 43 30 216 122 369 184:
Old : 447: 142 43 30 216 122 369 184:
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 : 21.4 54.1 30.0 70.8 21.2 53.8 28.7 70.4
Old : 21.4 54.1 30.0 70.8 21.2 53.8 28.7 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020