COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 315,318: 67,594 26,983 98,257 134,155 180,139 300,007 305,380: 15,311 9,938
Old : 272,206: 65,341 31,727 87,857 105,424 143,922 258,621 263,505: 13,585 8,701
Other: 43,112: 8,330 1,333 4,324 28,732 36,218 41,385 41,875: 1,726 1,237
: : :
: : Changes in Commitments from: January 21, 2020 :
: 11,809: 4,059 1,844 2,811 6,553 6,836 13,423 11,491: -1,614 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.6 31.2 42.5 57.1 95.1 96.8: 4.9 3.2
Old : 100.0: 24.0 11.7 32.3 38.7 52.9 95.0 96.8: 5.0 3.2
Other: 100.0: 19.3 3.1 10.0 66.6 84.0 96.0 97.1: 4.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 134 83 119 73 77 266 231:
Old : 310: 128 87 111 65 76 249 227:
Other: 124: 40 18 27 49 43 100 80:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 25.3 26.5 34.5 11.0 14.1 15.6 20.7
Old : 16.4 28.4 23.9 36.8 11.8 19.3 17.2 25.2
Other: 43.5 45.0 59.0 65.9 41.0 44.2 53.8 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 24,236: 3,035 10,281 3,423 12,048 7,680 18,506 21,384: 5,730 2,852
Old : 24,010: 3,035 10,281 3,423 11,833 7,487 18,291 21,190: 5,719 2,820
Other: 226: 0 0 0 215 193 215 193: 11 32
: : :
: : Changes in Commitments from: January 21, 2020 :
: 478: 9 532 0 485 118 494 650: -16 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 42.4 14.1 49.7 31.7 76.4 88.2: 23.6 11.8
Old : 100.0: 12.6 42.8 14.3 49.3 31.2 76.2 88.3: 23.8 11.7
Other: 100.0: 0.0 0.2 0.0 95.3 85.6 95.3 85.7: 4.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 25 35 19 29 13 63 63:
Old : 97: 25 35 19 29 13 63 63:
Other: 6: 0 1 0 3 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 32.4 33.2 47.1 18.0 28.1 28.4 41.2
Old : 20.2 31.9 32.9 46.7 17.6 27.6 27.9 40.8
Other: 95.3 85.7 95.3 85.7 95.3 85.7 95.3 85.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 393,290: 115,693 44,926 135,986 125,065 199,775 376,744 380,688: 16,546 12,602
Old : 321,261: 111,571 49,557 112,634 85,754 147,038 309,959 309,229: 11,302 12,032
Other: 72,029: 17,872 9,119 9,603 39,311 52,737 66,786 71,458: 5,243 571
: : :
: : Changes in Commitments from: January 21, 2020 :
: 10,578: 8,825 744 3,206 -1,336 5,582 10,695 9,532: -117 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.4 34.6 31.8 50.8 95.8 96.8: 4.2 3.2
Old : 100.0: 34.7 15.4 35.1 26.7 45.8 96.5 96.3: 3.5 3.7
Other: 100.0: 24.8 12.7 13.3 54.6 73.2 92.7 99.2: 7.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 118 56 111 59 56 238 181:
Old : 260: 111 73 99 59 55 226 178:
Other: 103: 41 18 24 36 24 90 54:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 26.8 25.7 37.5 11.8 16.5 17.1 23.5
Old : 15.3 24.2 25.6 35.6 11.2 15.2 17.3 21.3
Other: 42.0 47.0 52.9 66.6 33.1 42.9 40.9 57.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 1,419,532: 292,945 115,228 363,063 667,740 885,414 1,323,747 1,363,704: 95,785 55,828
Old : 1,419,532: 292,945 115,228 363,063 667,740 885,414 1,323,747 1,363,704: 95,785 55,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 63,298: 14,745 -5,248 10,619 41,191 60,549 66,556 65,921: -3,258 -2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.1 25.6 47.0 62.4 93.3 96.1: 6.7 3.9
Old : 100.0: 20.6 8.1 25.6 47.0 62.4 93.3 96.1: 6.7 3.9
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 : 298: 117 55 117 107 95 277 223:
Old : 298: 117 55 117 107 95 277 223:
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 : 14.6 22.4 23.7 34.9 8.0 15.8 12.7 24.3
Old : 14.6 22.4 23.7 34.9 8.0 15.8 12.7 24.3
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 28, 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 : 371,430: 54,773 27,642 126,310 177,644 210,741 358,727 364,692: 12,703 6,738
Old : 309,750: 54,933 38,324 102,054 141,242 163,323 298,229 303,701: 11,521 6,049
Other: 61,680: 14,427 3,905 9,669 36,402 47,418 60,499 60,992: 1,181 688
: : :
: : Changes in Commitments from: January 21, 2020 :
: 16,655: -3,742 5,991 7,974 13,209 3,252 17,441 17,218: -786 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.4 34.0 47.8 56.7 96.6 98.2: 3.4 1.8
Old : 100.0: 17.7 12.4 32.9 45.6 52.7 96.3 98.0: 3.7 2.0
Other: 100.0: 23.4 6.3 15.7 59.0 76.9 98.1 98.9: 1.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 160 100 165 144 130 385 331:
Old : 436: 159 109 158 143 129 377 328:
Other: 186: 38 33 33 87 75 147 121:
:----------------------------------------------------------------------------------------------------
: 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 19.6 24.3 30.2 5.9 8.8 10.6 14.4
Old : 13.1 21.0 21.8 30.6 7.0 11.1 12.0 16.2
Other: 33.7 29.6 47.7 43.8 26.0 25.8 32.5 35.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 36,008: 28,316 11,881 2,489 2,016 20,062 32,821 34,431: 3,187 1,577
Old : 36,008: 28,316 11,881 2,489 2,016 20,062 32,821 34,431: 3,187 1,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 121: 2,982 -513 -491 -2,563 1,490 -72 486: 193 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 33.0 6.9 5.6 55.7 91.1 95.6: 8.9 4.4
Old : 100.0: 78.6 33.0 6.9 5.6 55.7 91.1 95.6: 8.9 4.4
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 : 94: 59 24 11 6 7 68 39:
Old : 94: 59 24 11 6 7 68 39:
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 : 36.9 65.9 57.2 83.4 35.8 65.1 54.9 79.8
Old : 36.9 65.9 57.2 83.4 35.8 65.1 54.9 79.8
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 with Delta-adjusted Options and Futures Combined, January 28, 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 : 197,230: 10,511 53,312 19,636 166,071 122,418 196,217 195,366: 1,013 1,865
Old : 155,188: 11,146 53,183 15,252 127,838 85,616 154,235 154,051: 953 1,137
Other: 42,042: 2,823 3,587 925 38,233 36,802 41,982 41,315: 60 727
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,827: -2,813 13,808 -3,097 10,607 -5,420 4,697 5,291: 130 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 27.0 10.0 84.2 62.1 99.5 99.1: 0.5 0.9
Old : 100.0: 7.2 34.3 9.8 82.4 55.2 99.4 99.3: 0.6 0.7
Other: 100.0: 6.7 8.5 2.2 90.9 87.5 99.9 98.3: 0.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 41 96 35 42 62 108 173:
Old : 189: 39 83 33 38 52 102 145:
Other: 84: 8 38 10 15 30 30 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 : 55.3 32.9 77.8 48.4 46.7 31.0 61.2 42.4
Old : 55.7 28.0 75.3 45.9 51.8 27.5 62.4 41.8
Other: 79.6 65.6 95.6 81.7 79.4 62.4 92.6 77.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 378,236: 58,339 10,854 1,281 308,964 360,568 368,584 372,703: 9,652 5,533
Old : 378,236: 58,339 10,854 1,281 308,964 360,568 368,584 372,703: 9,652 5,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 9,873: 2,561 18 255 7,065 10,125 9,881 10,398: -8 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.9 0.3 81.7 95.3 97.4 98.5: 2.6 1.5
Old : 100.0: 15.4 2.9 0.3 81.7 95.3 97.4 98.5: 2.6 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 : 181: 43 12 9 93 71 138 90:
Old : 181: 43 12 9 93 71 138 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 : 27.7 50.1 38.8 68.6 26.9 50.1 37.1 68.5
Old : 27.7 50.1 38.8 68.6 26.9 50.1 37.1 68.5
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, January 28, 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 : 1,565,960: 298,886 56,880 10,452 1,219,091 1,485,493 1,528,429 1,552,825: 37,531 13,135
Old : 1,565,960: 298,886 56,880 10,452 1,219,091 1,485,493 1,528,429 1,552,825: 37,531 13,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 20,252: 10,843 4,515 -797 15,885 19,992 25,931 23,710: -5,679 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.6 0.7 77.8 94.9 97.6 99.2: 2.4 0.8
Old : 100.0: 19.1 3.6 0.7 77.8 94.9 97.6 99.2: 2.4 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 : 440: 136 45 29 215 124 363 186:
Old : 440: 136 45 29 215 124 363 186:
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 : 21.6 56.5 30.4 73.6 21.4 56.3 29.2 73.2
Old : 21.6 56.5 30.4 73.6 21.4 56.3 29.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020