COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 299,557: 63,568 22,604 93,049 123,928 173,576 280,545 289,230: 19,012 10,327
Old : 258,933: 61,766 26,564 83,818 96,137 139,376 241,721 249,758: 17,212 9,175
Other: 40,625: 7,230 1,469 3,803 27,792 34,200 38,825 39,472: 1,800 1,152
: : :
: : Changes in Commitments from: January 7, 2020 :
: 19,466: 7,043 -4,341 8,851 3,817 15,112 19,712 19,622: -245 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.5 31.1 41.4 57.9 93.7 96.6: 6.3 3.4
Old : 100.0: 23.9 10.3 32.4 37.1 53.8 93.4 96.5: 6.6 3.5
Other: 100.0: 17.8 3.6 9.4 68.4 84.2 95.6 97.2: 4.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 136 76 109 73 73 263 213:
Old : 308: 127 79 104 70 73 254 210:
Other: 114: 35 16 26 45 40 92 73:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 25.3 23.8 35.0 11.7 17.3 16.5 24.4
Old : 14.9 28.4 21.9 37.3 12.7 23.3 18.2 29.9
Other: 44.1 44.2 60.4 63.8 41.3 43.8 54.0 63.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 23,300: 2,926 9,637 3,410 11,385 7,324 17,721 20,371: 5,579 2,929
Old : 23,133: 2,926 9,637 3,410 11,229 7,178 17,565 20,225: 5,567 2,908
Other: 167: 0 0 0 156 146 156 146: 11 21
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,937: 28 938 641 653 -222 1,321 1,357: 616 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 41.4 14.6 48.9 31.4 76.1 87.4: 23.9 12.6
Old : 100.0: 12.6 41.7 14.7 48.5 31.0 75.9 87.4: 24.1 12.6
Other: 100.0: 0.0 0.2 0.0 93.1 87.2 93.1 87.4: 6.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 23 34 17 29 13 62 59:
Old : 94: 23 34 17 29 13 62 59:
Other: 4: 0 1 0 2 1 2 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 : 21.2 32.7 34.3 47.7 18.8 28.2 28.8 41.3
Old : 20.8 32.3 33.9 47.4 18.3 27.7 28.4 41.0
Other: 93.1 87.4 93.1 87.4 93.1 87.4 93.1 87.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 334,664: 87,964 40,335 111,892 119,676 171,960 319,533 324,187: 15,132 10,477
Old : 272,432: 85,240 46,505 89,145 86,766 126,712 261,151 262,362: 11,281 10,070
Other: 62,232: 16,717 7,823 8,754 32,910 45,247 58,381 61,825: 3,851 407
: : :
: : Changes in Commitments from: January 7, 2020 :
: 13,219: 3,750 -403 9,452 -676 3,873 12,527 12,922: 692 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.1 33.4 35.8 51.4 95.5 96.9: 4.5 3.1
Old : 100.0: 31.3 17.1 32.7 31.8 46.5 95.9 96.3: 4.1 3.7
Other: 100.0: 26.9 12.6 14.1 52.9 72.7 93.8 99.3: 6.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 112 55 108 57 52 225 178:
Old : 250: 108 67 95 57 51 213 174:
Other: 95: 34 17 18 36 21 80 47:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 27.0 24.2 37.9 11.5 16.9 17.5 24.8
Old : 13.9 24.3 23.0 35.3 10.2 15.5 16.5 21.8
Other: 40.5 48.3 52.2 65.8 35.3 45.2 44.4 57.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,324,060: 248,904 138,060 350,126 626,840 782,902 1,225,870 1,271,088: 98,190 52,972
Old : 1,324,060: 248,904 138,060 350,126 626,840 782,902 1,225,870 1,271,088: 98,190 52,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 142,002: 41,998 -29,296 53,552 49,488 121,537 145,038 145,793: -3,036 -3,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.4 26.4 47.3 59.1 92.6 96.0: 7.4 4.0
Old : 100.0: 18.8 10.4 26.4 47.3 59.1 92.6 96.0: 7.4 4.0
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 : 294: 120 51 115 105 94 273 218:
Old : 294: 120 51 115 105 94 273 218:
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 : 13.7 21.0 23.5 33.1 8.6 14.5 13.2 23.9
Old : 13.7 21.0 23.5 33.1 8.6 14.5 13.2 23.9
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 14, 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 : 361,765: 61,125 21,515 122,693 164,414 210,100 348,232 354,307: 13,533 7,458
Old : 303,614: 61,334 32,508 98,556 131,254 165,708 291,144 296,772: 12,469 6,841
Other: 58,152: 14,027 3,242 9,902 33,159 44,392 57,088 57,535: 1,064 616
: : :
: : Changes in Commitments from: January 7, 2020 :
: -2,410: -4,357 1,417 -5,413 6,812 3,014 -2,957 -983: 547 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.9 33.9 45.4 58.1 96.3 97.9: 3.7 2.1
Old : 100.0: 20.2 10.7 32.5 43.2 54.6 95.9 97.7: 4.1 2.3
Other: 100.0: 24.1 5.6 17.0 57.0 76.3 98.2 98.9: 1.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 156 98 162 140 129 377 324:
Old : 425: 154 105 153 138 125 367 317:
Other: 183: 43 25 27 84 75 141 115:
:----------------------------------------------------------------------------------------------------
: 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 20.0 24.7 31.8 6.7 9.5 11.5 16.2
Old : 12.7 21.6 22.2 32.5 7.9 12.6 13.4 18.8
Other: 35.3 30.8 49.5 46.4 27.1 25.5 34.3 35.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 36,196: 25,590 12,327 2,895 4,838 18,514 33,323 33,736: 2,872 2,459
Old : 36,196: 25,590 12,327 2,895 4,838 18,514 33,323 33,736: 2,872 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,011: 1,765 970 -363 -545 58 857 665: 154 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 34.1 8.0 13.4 51.2 92.1 93.2: 7.9 6.8
Old : 100.0: 70.7 34.1 8.0 13.4 51.2 92.1 93.2: 7.9 6.8
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 : 93: 51 31 9 6 8 59 46:
Old : 93: 51 31 9 6 8 59 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 : 45.2 67.0 62.9 79.1 44.0 65.1 61.6 75.0
Old : 45.2 67.0 62.9 79.1 44.0 65.1 61.6 75.0
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 14, 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 : 190,655: 10,263 40,828 21,751 157,633 125,691 189,647 188,270: 1,008 2,385
Old : 153,512: 10,765 42,259 16,691 125,088 93,065 152,544 152,015: 967 1,496
Other: 37,144: 3,750 2,820 808 32,545 32,626 37,102 36,254: 41 889
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,539: 1,287 -9,790 119 7,021 17,937 8,427 8,266: 112 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 21.4 11.4 82.7 65.9 99.5 98.7: 0.5 1.3
Old : 100.0: 7.0 27.5 10.9 81.5 60.6 99.4 99.0: 0.6 1.0
Other: 100.0: 10.1 7.6 2.2 87.6 87.8 99.9 97.6: 0.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 50 82 35 44 65 124 159:
Old : 192: 51 63 31 39 57 115 130:
Other: 85: 10 35 10 15 29 31 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 : 54.9 34.6 75.4 50.2 44.3 32.2 58.0 42.6
Old : 53.1 29.9 74.4 48.3 47.9 29.9 58.9 41.9
Other: 76.0 65.9 95.5 82.1 75.7 62.6 92.5 77.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 369,829: 53,128 10,466 1,644 305,404 352,586 360,176 364,696: 9,653 5,133
Old : 369,829: 53,128 10,466 1,644 305,404 352,586 360,176 364,696: 9,653 5,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -8,450: -440 -578 -266 -7,704 -6,254 -8,410 -7,098: -40 -1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.8 0.4 82.6 95.3 97.4 98.6: 2.6 1.4
Old : 100.0: 14.4 2.8 0.4 82.6 95.3 97.4 98.6: 2.6 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 : 179: 41 11 8 89 75 133 91:
Old : 179: 41 11 8 89 75 133 91:
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 : 27.3 50.0 38.2 68.9 26.3 49.9 36.3 68.8
Old : 27.3 50.0 38.2 68.9 26.3 49.9 36.3 68.8
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 14, 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 : 1,519,250: 291,051 51,053 10,378 1,177,068 1,441,414 1,478,497 1,502,845: 40,753 16,405
Old : 1,519,250: 291,051 51,053 10,378 1,177,068 1,441,414 1,478,497 1,502,845: 40,753 16,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 56,442: 2,563 9,473 -364 45,796 42,538 47,995 51,647: 8,447 4,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.4 0.7 77.5 94.9 97.3 98.9: 2.7 1.1
Old : 100.0: 19.2 3.4 0.7 77.5 94.9 97.3 98.9: 2.7 1.1
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 : 446: 141 45 28 212 126 365 187:
Old : 446: 141 45 28 212 126 365 187:
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 : 23.1 54.5 31.6 71.3 23.0 54.2 30.4 71.0
Old : 23.1 54.5 31.6 71.3 23.0 54.2 30.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020