COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 292,759: 63,756 28,820 84,308 129,700 168,674 277,764 281,801: 14,995 10,958
Old : 249,029: 61,717 33,430 73,605 100,813 132,486 236,135 239,520: 12,895 9,509
Other: 43,730: 8,595 1,947 4,146 28,888 36,188 41,629 42,281: 2,101 1,449
: : :
: : Changes in Commitments from: January 28, 2020 :
: -22,559: -3,838 1,837 -13,950 -4,455 -11,465 -22,242 -23,578: -316 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.8 28.8 44.3 57.6 94.9 96.3: 5.1 3.7
Old : 100.0: 24.8 13.4 29.6 40.5 53.2 94.8 96.2: 5.2 3.8
Other: 100.0: 19.7 4.5 9.5 66.1 82.8 95.2 96.7: 4.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 118 81 116 75 75 251 226:
Old : 292: 113 86 108 68 73 236 221:
Other: 128: 33 26 29 52 44 104 83:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 28.3 25.8 37.2 11.3 17.7 16.2 24.7
Old : 17.5 31.8 24.7 39.5 11.7 22.9 17.1 28.7
Other: 43.5 44.6 58.1 64.4 40.6 43.7 54.2 62.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 25,539: 2,999 10,559 4,130 12,848 7,794 19,977 22,484: 5,561 3,055
Old : 25,242: 2,999 10,559 4,130 12,578 7,541 19,707 22,230: 5,535 3,012
Other: 296: 0 0 0 270 253 270 253: 26 43
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,303: -36 278 707 800 115 1,471 1,100: -168 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 41.3 16.2 50.3 30.5 78.2 88.0: 21.8 12.0
Old : 100.0: 11.9 41.8 16.4 49.8 29.9 78.1 88.1: 21.9 11.9
Other: 100.0: 0.0 0.1 0.0 91.1 85.3 91.1 85.5: 8.9 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 24 41 20 28 13 65 67:
Old : 102: 24 41 20 28 13 65 67:
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 : 20.8 30.5 35.0 44.6 17.7 26.0 28.1 36.8
Old : 21.0 29.8 34.6 44.1 17.3 25.3 27.4 36.3
Other: 91.1 85.5 91.1 85.5 91.1 85.5 91.1 85.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 402,534: 120,231 47,064 136,777 130,004 205,971 387,012 389,813: 15,522 12,721
Old : 328,367: 115,703 52,042 112,522 89,716 151,840 317,940 316,404: 10,427 11,963
Other: 74,167: 19,456 9,950 9,327 40,288 54,132 69,072 73,409: 5,095 758
: : :
: : Changes in Commitments from: January 28, 2020 :
: 9,244: 4,538 2,138 791 4,939 6,196 10,268 9,125: -1,024 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.7 34.0 32.3 51.2 96.1 96.8: 3.9 3.2
Old : 100.0: 35.2 15.8 34.3 27.3 46.2 96.8 96.4: 3.2 3.6
Other: 100.0: 26.2 13.4 12.6 54.3 73.0 93.1 99.0: 6.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 112 68 115 54 57 232 194:
Old : 266: 106 83 104 54 56 222 190:
Other: 105: 42 18 21 35 24 88 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 : 16.2 27.0 25.8 37.6 11.7 15.9 17.6 22.9
Old : 15.8 24.3 25.8 35.2 11.6 15.5 17.9 20.9
Other: 41.5 47.1 52.3 66.6 32.0 42.3 39.7 56.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 1,462,484: 284,269 112,636 377,990 692,136 916,116 1,354,396 1,406,742: 108,089 55,742
Old : 1,462,484: 284,269 112,636 377,990 692,136 916,116 1,354,396 1,406,742: 108,089 55,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 42,952: -8,676 -2,591 14,927 24,397 30,702 30,648 43,038: 12,304 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.7 25.8 47.3 62.6 92.6 96.2: 7.4 3.8
Old : 100.0: 19.4 7.7 25.8 47.3 62.6 92.6 96.2: 7.4 3.8
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 : 302: 125 47 122 108 95 283 227:
Old : 302: 125 47 122 108 95 283 227:
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 : 14.8 21.4 23.5 33.9 7.1 15.1 11.7 23.5
Old : 14.8 21.4 23.5 33.9 7.1 15.1 11.7 23.5
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, February 04, 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 : 407,087: 51,857 38,302 145,323 195,452 214,594 392,632 398,220: 14,455 8,867
Old : 341,447: 52,668 47,759 120,607 155,208 164,959 328,482 333,324: 12,965 8,123
Other: 65,640: 13,632 4,987 10,273 40,245 49,635 64,150 64,895: 1,490 744
: : :
: : Changes in Commitments from: January 28, 2020 :
: 35,657: -2,916 10,661 19,013 17,808 3,853 33,905 33,527: 1,752 2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.4 35.7 48.0 52.7 96.4 97.8: 3.6 2.2
Old : 100.0: 15.4 14.0 35.3 45.5 48.3 96.2 97.6: 3.8 2.4
Other: 100.0: 20.8 7.6 15.7 61.3 75.6 97.7 98.9: 2.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 156 108 165 147 130 382 339:
Old : 437: 150 118 158 147 127 374 333:
Other: 193: 48 30 32 93 72 157 119:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.4 25.3 29.1 5.1 7.4 9.3 12.0
Old : 14.0 19.3 23.3 29.1 5.6 8.6 10.2 13.1
Other: 31.6 28.4 43.4 42.1 20.0 24.9 27.6 34.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 36,883: 29,964 12,829 1,412 2,618 21,088 33,994 35,329: 2,888 1,554
Old : 36,883: 29,964 12,829 1,412 2,618 21,088 33,994 35,329: 2,888 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 875: 1,648 948 -1,077 602 1,026 1,174 897: -299 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 34.8 3.8 7.1 57.2 92.2 95.8: 7.8 4.2
Old : 100.0: 81.2 34.8 3.8 7.1 57.2 92.2 95.8: 7.8 4.2
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 : 91: 57 24 12 5 7 64 41:
Old : 91: 57 24 12 5 7 64 41:
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 : 40.2 65.8 60.1 82.3 38.4 64.8 57.3 80.5
Old : 40.2 65.8 60.1 82.3 38.4 64.8 57.3 80.5
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, February 04, 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 : 208,052: 10,772 70,562 22,798 173,258 113,163 206,827 206,523: 1,225 1,529
Old : 164,430: 11,540 69,978 17,864 133,895 75,653 163,299 163,495: 1,131 935
Other: 43,622: 3,337 4,689 829 39,363 37,510 43,529 43,028: 93 594
: : :
: : Changes in Commitments from: January 28, 2020 :
: 10,822: 261 17,250 3,162 7,187 -9,255 10,610 11,157: 212 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 33.9 11.0 83.3 54.4 99.4 99.3: 0.6 0.7
Old : 100.0: 7.0 42.6 10.9 81.4 46.0 99.3 99.4: 0.7 0.6
Other: 100.0: 7.7 10.7 1.9 90.2 86.0 99.8 98.6: 0.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 45 101 35 48 54 119 168:
Old : 200: 48 89 30 43 46 110 147:
Other: 80: 10 30 10 17 30 32 66:
:----------------------------------------------------------------------------------------------------
: 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 : 55.9 29.8 76.8 43.7 49.4 29.0 62.5 40.0
Old : 56.1 24.7 74.4 41.0 53.5 24.7 64.2 38.3
Other: 79.1 64.3 95.0 81.8 78.9 61.2 92.7 78.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 374,896: 49,145 13,600 838 315,165 355,335 365,148 369,773: 9,748 5,123
Old : 374,896: 49,145 13,600 838 315,165 355,335 365,148 369,773: 9,748 5,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,340: -9,194 2,746 -443 6,201 -5,233 -3,436 -2,930: 96 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.6 0.2 84.1 94.8 97.4 98.6: 2.6 1.4
Old : 100.0: 13.1 3.6 0.2 84.1 94.8 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 : 177: 36 14 6 89 75 127 93:
Old : 177: 36 14 6 89 75 127 93:
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 50.8 40.4 69.3 29.3 50.8 38.6 69.2
Old : 30.1 50.8 40.4 69.3 29.3 50.8 38.6 69.2
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, February 04, 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 : 1,552,303: 281,975 56,468 10,303 1,225,376 1,469,421 1,517,654 1,536,192: 34,649 16,111
Old : 1,552,303: 281,975 56,468 10,303 1,225,376 1,469,421 1,517,654 1,536,192: 34,649 16,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -13,657: -16,911 -412 -149 6,285 -16,072 -10,775 -16,633: -2,882 2,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.6 0.7 78.9 94.7 97.8 99.0: 2.2 1.0
Old : 100.0: 18.2 3.6 0.7 78.9 94.7 97.8 99.0: 2.2 1.0
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 : 452: 127 53 26 222 136 362 202:
Old : 452: 127 53 26 222 136 362 202:
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 : 21.1 56.0 30.2 71.9 20.4 55.8 28.2 71.7
Old : 21.1 56.0 30.2 71.9 20.4 55.8 28.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020