COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 232,528: 64,195 26,706 56,784 95,658 137,813 216,637 221,303: 15,892 11,225
Old : 180,704: 60,267 29,443 44,589 62,218 97,729 167,074 171,761: 13,630 8,943
Other: 51,824: 10,978 4,313 5,145 33,440 40,084 49,563 49,542: 2,261 2,282
: : :
: : Changes in Commitments from: February 11, 2020 :
: -16,496: 1,391 1,031 -5,092 -13,089 -12,568 -16,790 -16,629: 293 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.5 24.4 41.1 59.3 93.2 95.2: 6.8 4.8
Old : 100.0: 33.4 16.3 24.7 34.4 54.1 92.5 95.1: 7.5 4.9
Other: 100.0: 21.2 8.3 9.9 64.5 77.3 95.6 95.6: 4.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 120 73 102 68 69 240 203:
Old : 277: 122 70 91 57 64 220 191:
Other: 136: 41 29 33 51 43 110 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 : 14.4 26.3 22.3 36.4 13.6 20.9 20.2 29.9
Old : 13.6 28.9 20.8 37.8 13.5 26.9 20.3 33.7
Other: 33.9 39.2 52.0 61.7 30.8 38.4 48.6 59.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 22,689: 3,211 9,500 3,218 11,614 7,350 18,043 20,068: 4,646 2,621
Old : 22,344: 3,213 9,495 3,216 11,300 7,059 17,729 19,770: 4,615 2,574
Other: 345: 0 7 0 314 291 314 298: 31 47
: : :
: : Changes in Commitments from: February 11, 2020 :
: -930: 70 -353 -290 -586 -399 -806 -1,042: -124 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 41.9 14.2 51.2 32.4 79.5 88.4: 20.5 11.6
Old : 100.0: 14.4 42.5 14.4 50.6 31.6 79.3 88.5: 20.7 11.5
Other: 100.0: 0.0 2.1 0.0 90.9 84.3 90.9 86.4: 9.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 29 29 17 28 15 66 56:
Old : 94: 29 29 17 28 15 66 56:
Other: 8: 0 2 0 4 2 4 4:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 32.6 34.1 46.2 21.2 32.1 32.5 44.1
Old : 21.4 31.8 33.3 45.6 20.6 31.3 31.6 43.5
Other: 90.9 86.4 90.9 86.4 90.9 86.4 90.9 86.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 390,321: 134,207 53,276 128,290 112,539 195,560 375,036 377,126: 15,284 13,195
Old : 306,284: 127,734 61,111 96,726 71,601 136,322 296,061 294,160: 10,223 12,124
Other: 84,037: 25,900 11,592 12,137 40,938 59,237 78,975 82,966: 5,061 1,071
: : :
: : Changes in Commitments from: February 11, 2020 :
: -768: 5,046 5,384 -2,119 -3,103 -5,158 -176 -1,893: -592 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 13.6 32.9 28.8 50.1 96.1 96.6: 3.9 3.4
Old : 100.0: 41.7 20.0 31.6 23.4 44.5 96.7 96.0: 3.3 4.0
Other: 100.0: 30.8 13.8 14.4 48.7 70.5 94.0 98.7: 6.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 116 71 101 51 48 222 178:
Old : 260: 108 85 88 48 47 208 172:
Other: 113: 44 22 20 40 26 95 57:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 27.9 28.2 40.3 12.5 17.7 18.9 25.5
Old : 17.7 25.8 29.6 38.7 13.4 18.1 20.5 23.7
Other: 39.3 44.0 51.6 66.3 29.4 39.9 39.0 54.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 1,418,058: 313,645 111,448 335,261 655,948 918,812 1,304,854 1,365,520: 113,203 52,537
Old : 1,418,058: 313,645 111,448 335,261 655,948 918,812 1,304,854 1,365,520: 113,203 52,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -133,510: 18,830 3,667 -75,349 -77,808 -59,458 -134,327 -131,140: 817 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 7.9 23.6 46.3 64.8 92.0 96.3: 8.0 3.7
Old : 100.0: 22.1 7.9 23.6 46.3 64.8 92.0 96.3: 8.0 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 : 284: 117 46 108 98 90 262 208:
Old : 284: 117 46 108 98 90 262 208:
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 23.4 23.3 37.8 8.0 16.5 13.4 24.7
Old : 14.8 23.4 23.3 37.8 8.0 16.5 13.4 24.7
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 18, 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 : 355,760: 50,848 55,962 105,709 186,650 187,859 343,207 349,530: 12,552 6,229
Old : 278,347: 52,678 66,660 75,657 139,098 130,414 267,433 272,731: 10,914 5,616
Other: 77,413: 15,823 6,955 12,400 47,552 57,445 75,775 76,800: 1,638 613
: : :
: : Changes in Commitments from: February 11, 2020 :
: -40,680: 104 1,592 -23,228 -14,491 -17,510 -37,615 -39,147: -3,065 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.7 29.7 52.5 52.8 96.5 98.2: 3.5 1.8
Old : 100.0: 18.9 23.9 27.2 50.0 46.9 96.1 98.0: 3.9 2.0
Other: 100.0: 20.4 9.0 16.0 61.4 74.2 97.9 99.2: 2.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 156 102 153 142 129 371 325:
Old : 426: 149 110 141 142 123 360 312:
Other: 214: 51 37 38 104 79 174 135:
:----------------------------------------------------------------------------------------------------
: 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 17.8 24.1 28.3 6.1 8.3 10.9 14.5
Old : 13.2 18.6 22.0 28.4 7.2 10.3 11.7 16.4
Other: 31.3 28.9 42.8 41.8 19.7 24.9 28.9 33.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 48,475: 40,400 16,172 1,408 3,169 28,920 44,977 46,501: 3,498 1,974
Old : 48,475: 40,400 16,172 1,408 3,169 28,920 44,977 46,501: 3,498 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,169: -1,314 -6,063 58 -93 4,688 -1,349 -1,317: 180 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 33.4 2.9 6.5 59.7 92.8 95.9: 7.2 4.1
Old : 100.0: 83.3 33.4 2.9 6.5 59.7 92.8 95.9: 7.2 4.1
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 : 101: 68 25 9 4 6 75 37:
Old : 101: 68 25 9 4 6 75 37:
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 68.3 60.3 84.0 39.6 67.5 58.5 82.6
Old : 40.2 68.3 60.3 84.0 39.6 67.5 58.5 82.6
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 18, 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 : 193,657: 8,404 81,368 19,741 164,313 90,691 192,457 191,801: 1,200 1,856
Old : 148,752: 9,594 80,367 13,534 124,501 53,724 147,629 147,625: 1,123 1,127
Other: 44,905: 4,135 6,327 881 39,812 36,967 44,828 44,175: 77 730
: : :
: : Changes in Commitments from: February 11, 2020 :
: -6,562: -385 1,258 -837 -5,422 -7,292 -6,643 -6,871: 82 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 42.0 10.2 84.8 46.8 99.4 99.0: 0.6 1.0
Old : 100.0: 6.4 54.0 9.1 83.7 36.1 99.2 99.2: 0.8 0.8
Other: 100.0: 9.2 14.1 2.0 88.7 82.3 99.8 98.4: 0.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 35 106 31 46 58 108 174:
Old : 195: 41 89 27 43 47 102 147:
Other: 87: 9 34 7 16 35 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 : 53.7 28.1 75.7 40.7 47.7 22.8 59.8 33.2
Old : 52.7 22.8 75.2 38.2 49.5 22.4 63.1 34.9
Other: 79.6 61.5 95.1 79.3 79.4 59.5 92.3 74.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 371,178: 45,692 16,967 673 315,724 347,760 362,089 365,400: 9,089 5,778
Old : 371,178: 45,692 16,967 673 315,724 347,760 362,089 365,400: 9,089 5,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,489: -3,106 2,830 -214 10,618 3,489 7,298 6,105: -809 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.6 0.2 85.1 93.7 97.6 98.4: 2.4 1.6
Old : 100.0: 12.3 4.6 0.2 85.1 93.7 97.6 98.4: 2.4 1.6
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: 34 17 9 92 75 129 98:
Old : 180: 34 17 9 92 75 129 98:
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 : 29.5 50.6 40.4 68.9 28.5 50.6 38.6 68.8
Old : 29.5 50.6 40.4 68.9 28.5 50.6 38.6 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, February 18, 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 : 1,507,705: 258,535 62,346 10,042 1,194,307 1,424,047 1,462,884 1,496,435: 44,821 11,270
Old : 1,507,705: 258,535 62,346 10,042 1,194,307 1,424,047 1,462,884 1,496,435: 44,821 11,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -8,337: -2,644 7,860 -1,047 -3,797 -7,338 -7,488 -525: -849 -7,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.1 0.7 79.2 94.5 97.0 99.3: 3.0 0.7
Old : 100.0: 17.1 4.1 0.7 79.2 94.5 97.0 99.3: 3.0 0.7
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 : 442: 122 51 28 220 131 357 195:
Old : 442: 122 51 28 220 131 357 195:
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 55.4 30.4 71.9 21.1 55.2 28.5 71.6
Old : 21.4 55.4 30.4 71.9 21.1 55.2 28.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020