COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 249,025: 62,804 25,675 61,875 108,747 150,381 233,426 237,932: 15,599 11,093
Old : 200,807: 61,594 30,198 49,232 76,550 112,409 187,375 191,839: 13,432 8,968
Other: 48,217: 9,269 3,536 4,585 32,197 37,972 46,051 46,093: 2,167 2,124
: : :
: : Changes in Commitments from: February 4, 2020 :
: -43,735: -952 -3,145 -22,432 -20,954 -18,292 -44,338 -43,870: 603 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.3 24.8 43.7 60.4 93.7 95.5: 6.3 4.5
Old : 100.0: 30.7 15.0 24.5 38.1 56.0 93.3 95.5: 6.7 4.5
Other: 100.0: 19.2 7.3 9.5 66.8 78.8 95.5 95.6: 4.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 122 69 108 69 66 244 203:
Old : 278: 124 68 96 57 61 223 191:
Other: 135: 37 31 33 53 42 109 88:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 32.3 24.1 41.4 12.8 24.5 18.7 32.8
Old : 14.1 36.7 21.7 44.6 12.8 31.7 19.1 37.7
Other: 41.6 41.0 57.1 61.5 38.3 40.2 53.1 59.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 23,619: 3,141 9,853 3,508 12,200 7,749 18,849 21,110: 4,770 2,509
Old : 23,311: 3,141 9,853 3,508 11,923 7,483 18,572 20,844: 4,739 2,467
Other: 308: 0 0 0 277 266 277 266: 31 42
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,920: 141 -706 -622 -648 -46 -1,129 -1,374: -791 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 41.7 14.9 51.7 32.8 79.8 89.4: 20.2 10.6
Old : 100.0: 13.5 42.3 15.0 51.1 32.1 79.7 89.4: 20.3 10.6
Other: 100.0: 0.0 0.1 0.0 89.8 86.2 89.8 86.3: 10.2 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 28 31 19 28 15 67 60:
Old : 96: 28 31 19 28 15 67 60:
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 : 20.4 31.9 34.6 46.3 19.1 30.2 29.9 42.1
Old : 20.7 31.1 34.1 45.8 18.6 29.5 29.1 41.6
Other: 89.8 86.3 89.8 86.3 89.8 86.3 89.8 86.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 391,089: 129,161 47,892 130,410 115,642 200,718 375,212 379,019: 15,877 12,070
Old : 310,402: 123,357 55,858 101,470 74,869 141,999 299,695 299,327: 10,706 11,075
Other: 80,687: 23,553 9,783 11,191 40,773 58,718 75,517 79,692: 5,170 995
: : :
: : Changes in Commitments from: February 4, 2020 :
: -11,445: 8,930 827 -6,367 -14,362 -5,254 -11,800 -10,794: 355 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.2 33.3 29.6 51.3 95.9 96.9: 4.1 3.1
Old : 100.0: 39.7 18.0 32.7 24.1 45.7 96.6 96.4: 3.4 3.6
Other: 100.0: 29.2 12.1 13.9 50.5 72.8 93.6 98.8: 6.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 116 70 99 52 48 222 174:
Old : 258: 109 83 86 50 47 210 168:
Other: 112: 44 22 22 39 26 94 59:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 28.7 28.2 41.8 12.1 18.3 18.3 26.5
Old : 18.0 26.7 29.2 40.6 12.6 17.9 19.5 24.9
Other: 39.9 44.5 50.9 67.2 30.6 41.0 39.4 57.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,551,567: 294,816 107,781 410,609 733,756 978,270 1,439,181 1,496,661: 112,387 54,907
Old : 1,551,567: 294,816 107,781 410,609 733,756 978,270 1,439,181 1,496,661: 112,387 54,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 89,083: 10,546 -4,855 32,620 41,619 62,155 84,785 89,919: 4,298 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.9 26.5 47.3 63.1 92.8 96.5: 7.2 3.5
Old : 100.0: 19.0 6.9 26.5 47.3 63.1 92.8 96.5: 7.2 3.5
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 : 304: 129 47 118 109 95 285 224:
Old : 304: 129 47 118 109 95 285 224:
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 : 15.7 21.6 24.4 34.5 6.9 14.4 11.3 22.8
Old : 15.7 21.6 24.4 34.5 6.9 14.4 11.3 22.8
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 11, 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 : 396,440: 50,744 54,370 128,937 201,141 205,370 380,823 388,677: 15,617 7,763
Old : 325,074: 52,400 63,349 103,038 155,700 151,505 311,138 317,892: 13,937 7,183
Other: 71,365: 13,222 5,899 11,022 45,441 53,864 69,685 70,785: 1,680 580
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,647: -1,112 16,068 -16,386 5,689 -9,224 -11,809 -9,542: 1,162 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 13.7 32.5 50.7 51.8 96.1 98.0: 3.9 2.0
Old : 100.0: 16.1 19.5 31.7 47.9 46.6 95.7 97.8: 4.3 2.2
Other: 100.0: 18.5 8.3 15.4 63.7 75.5 97.6 99.2: 2.4 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 163 101 159 142 130 374 335:
Old : 432: 157 110 150 141 128 365 328:
Other: 199: 45 32 35 102 74 165 123:
:----------------------------------------------------------------------------------------------------
: 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 18.7 25.0 29.0 5.4 7.2 9.5 12.4
Old : 15.3 19.5 23.0 28.0 5.9 8.6 10.2 13.9
Other: 32.5 30.8 43.6 44.1 20.4 26.3 28.5 34.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 49,644: 41,714 22,235 1,351 3,262 24,232 46,326 47,818: 3,318 1,827
Old : 49,644: 41,714 22,235 1,351 3,262 24,232 46,326 47,818: 3,318 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 12,761: 11,750 9,406 -62 644 3,144 12,332 12,489: 429 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 44.8 2.7 6.6 48.8 93.3 96.3: 6.7 3.7
Old : 100.0: 84.0 44.8 2.7 6.6 48.8 93.3 96.3: 6.7 3.7
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 : 107: 71 26 9 4 8 77 41:
Old : 107: 71 26 9 4 8 77 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 : 36.5 64.5 59.2 82.2 36.5 63.6 57.4 80.9
Old : 36.5 64.5 59.2 82.2 36.5 63.6 57.4 80.9
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 200,219: 8,788 80,110 20,578 169,734 97,983 199,101 198,671: 1,118 1,548
Old : 155,619: 9,167 79,934 14,755 130,640 60,063 154,562 154,752: 1,057 867
Other: 44,600: 4,567 5,123 877 39,095 37,919 44,539 43,919: 61 681
: : :
: : Changes in Commitments from: February 4, 2020 :
: -7,833: -1,984 9,549 -2,219 -3,523 -15,181 -7,727 -7,851: -107 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 40.0 10.3 84.8 48.9 99.4 99.2: 0.6 0.8
Old : 100.0: 5.9 51.4 9.5 83.9 38.6 99.3 99.4: 0.7 0.6
Other: 100.0: 10.2 11.5 2.0 87.7 85.0 99.9 98.5: 0.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 38 106 29 44 55 106 173:
Old : 198: 43 91 25 40 45 99 147:
Other: 85: 8 35 9 16 33 29 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 : 56.4 28.9 78.4 41.0 51.3 27.4 65.2 37.8
Old : 56.8 23.6 76.5 39.0 54.0 22.3 69.0 35.9
Other: 77.8 63.1 95.9 81.1 77.6 60.3 93.1 77.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 364,689: 48,798 14,137 887 305,106 344,271 354,791 359,295: 9,898 5,394
Old : 364,689: 48,798 14,137 887 305,106 344,271 354,791 359,295: 9,898 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,207: -347 537 49 -10,059 -11,064 -10,357 -10,478: 150 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.9 0.2 83.7 94.4 97.3 98.5: 2.7 1.5
Old : 100.0: 13.4 3.9 0.2 83.7 94.4 97.3 98.5: 2.7 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 : 177: 35 15 9 92 71 130 92:
Old : 177: 35 15 9 92 71 130 92:
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 : 29.1 51.9 40.0 71.0 28.1 51.8 38.0 71.0
Old : 29.1 51.9 40.0 71.0 28.1 51.8 38.0 71.0
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, February 11, 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 : 1,516,042: 261,179 54,486 11,089 1,198,104 1,431,385 1,470,372 1,496,960: 45,670 19,082
Old : 1,516,042: 261,179 54,486 11,089 1,198,104 1,431,385 1,470,372 1,496,960: 45,670 19,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -36,261: -20,796 -1,982 786 -27,272 -38,036 -47,282 -39,232: 11,021 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.6 0.7 79.0 94.4 97.0 98.7: 3.0 1.3
Old : 100.0: 17.2 3.6 0.7 79.0 94.4 97.0 98.7: 3.0 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 : 448: 128 51 29 220 130 360 198:
Old : 448: 128 51 29 220 130 360 198:
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 : 22.0 55.5 30.9 71.7 21.5 55.3 28.8 71.5
Old : 22.0 55.5 30.9 71.7 21.5 55.3 28.8 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020